Call Option Chain of Tata Steel Ltd. (TATASTEEL) with Implied Volatility & Greeks

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Call Option Chain of Tata Steel Ltd. (TATASTEEL)

Birds's Eye

Futures And Options Analysis of Tata Steel Ltd.

TATASTEEL -Put Call Ratio

Spot Close : 159.67 Expiry date : Call Put Show All OHLC Show All Greeks

TATASTEEL Option for Expiry Date 28/08/2025

Strike Price	Close / OHL	Change / Change %	Open Interest / Change	Contracts / % Change	Turnover (in Lac)	Implied Volatility	Interpretation	Signal	PCR OI	PCR Vol	Greeks Delta / All
142.5	18.05 C: 18.05 O: 15.8 H: 18.25 L: 14.85	1.35 / 8.08 %	165.0 K / -55000	40 / 300.0	349.01	33.11	Short Covering	Bullish	3.0	0.98	0.9354 Delta: 0.9354 Theta: -0.06 Rho: 0.0755 Vega: 0.0483 Gamma: 0.0099
145.0	15.6 C: 15.6 O: 13.15 H: 15.85 L: 12.4	1.3 / 9.09 %	440.0 K / 27500	45 / 95.65	392.96	29.99	Position Build Up	Bullish	7.41	27.56	0.923 Delta: 0.923 Theta: -0.06 Rho: 0.0758 Vega: 0.0553 Gamma: 0.0126
147.5	13.3 C: 13.3 O: 11.15 H: 13.55 L: 10.35	1.55 / 13.19 %	330.0 K / 38500	54 / 285.71	471.82	28.89	Position Build Up	Bullish	4.05	17.02	0.8907 Delta: 0.8907 Theta: -0.07 Rho: 0.0742 Vega: 0.0717 Gamma: 0.0169
150.0	10.9 C: 10.9 O: 9.05 H: 11.25 L: 8.1	0.95 / 9.55 %	2128.5 K / 44000	322 / 168.33	2818.3	25.71	Position Build Up	Bullish	3.14	7.28	0.8648 Delta: 0.8648 Theta: -0.07 Rho: 0.0732 Vega: 0.0832 Gamma: 0.0221
152.5	8.75 C: 8.75 O: 7.0 H: 9.05 L: 6.2	1.0 / 12.9 %	495.0 K / 71500	269 / 85.52	2361.98	24.63	Position Build Up	Bullish	6.58	5.08	0.8073 Delta: 0.8073 Theta: -0.08 Rho: 0.0691 Vega: 0.1048 Gamma: 0.029
155.0	6.85 C: 6.85 O: 5.3 H: 7.15 L: 4.55	0.85 / 14.17 %	3894.0 K / -137500	2038 / 137.25	18006.73	24.35	Short Covering	Bullish	1.79	1.84	0.7254 Delta: 0.7254 Theta: -0.09 Rho: 0.0627 Vega: 0.1277 Gamma: 0.0358
157.5	5.05 C: 5.05 O: 3.8 H: 5.35 L: 3.25	0.65 / 14.77 %	2035.0 K / -198000	2058 / 148.85	18266.9	23.2	Short Covering	Bullish	1.01	1.25	0.6324 Delta: 0.6324 Theta: -0.1 Rho: 0.0552 Vega: 0.1443 Gamma: 0.0424
160.0	3.65 C: 3.65 O: 2.7 H: 3.9 L: 2.25	0.5 / 15.87 %	12094.5 K / -902000	6410 / 85.37	57422.38	23.1	Short Covering	Bullish	0.61	0.34	0.5221 Delta: 0.5221 Theta: -0.1 Rho: 0.0459 Vega: 0.1526 Gamma: 0.045
162.5	2.55 C: 2.55 O: 1.9 H: 2.7 L: 1.55	0.45 / 21.43 %	6380.0 K / 99000	2566 / 58.89	23205.79	23.15	Position Build Up	Bullish	0.29	0.22	0.4114 Delta: 0.4114 Theta: -0.09 Rho: 0.0363 Vega: 0.149 Gamma: 0.0439
165.0	1.75 C: 1.75 O: 1.25 H: 1.9 L: 1.05	0.3 / 20.69 %	15350.5 K / -407000	5064 / 58.25	46311.57	23.47	Short Covering	Bullish	0.17	0.06	0.3116 Delta: 0.3116 Theta: -0.08 Rho: 0.0276 Vega: 0.1354 Gamma: 0.0393
166.4	1.35 C: 1.35 O: 1.0 H: 1.45 L: 0.85	0.2 / 17.39 %	1518.0 K / -44000	527 / 109.96	4852.63	23.25	Short Covering	Bullish	0.0	0.0	0.2585 Delta: 0.2585 Theta: -0.08 Rho: 0.023 Vega: 0.1239 Gamma: 0.0363
167.5	1.15 C: 1.15 O: 0.85 H: 1.25 L: 0.7	0.15 / 15.0 %	2997.5 K / -77000	1001 / 28.17	9268.6	23.64	Short Covering	Bullish	0.13	0.03	0.2258 Delta: 0.2258 Theta: -0.07 Rho: 0.0201 Vega: 0.1151 Gamma: 0.0332
170.0	0.8 C: 0.8 O: 0.6 H: 0.85 L: 0.5	0.1 / 14.29 %	12985.5 K / -121000	4047 / 55.36	37978.8	24.54	Short Covering	Bullish	0.18	0.01	0.1649 Delta: 0.1649 Theta: -0.06 Rho: 0.0147 Vega: 0.095 Gamma: 0.0264
171.4	0.65 C: 0.65 O: 0.45 H: 0.7 L: 0.4	0.1 / 18.18 %	616.0 K / -55000	131 / 47.19	1238.59	25.0	Short Covering	Bullish	0.0	0.0	0.1374 Delta: 0.1374 Theta: -0.05 Rho: 0.0122 Vega: 0.0841 Gamma: 0.0229
172.5	0.55 C: 0.55 O: 0.4 H: 0.6 L: 0.35	0.05 / 10.0 %	1023.0 K / 44000	495 / 79.35	4708.05	25.33	Position Build Up	Bullish	0.23	0.08	0.1185 Delta: 0.1185 Theta: -0.05 Rho: 0.0106 Vega: 0.076 Gamma: 0.0204
175.0	0.4 C: 0.4 O: 0.3 H: 0.4 L: 0.25	0.05 / 14.29 %	7012.5 K / 231000	2144 / 0.28	20673.96	26.48	Position Build Up	Bullish	0.19	0.01	0.0877 Delta: 0.0877 Theta: -0.04 Rho: 0.0078 Vega: 0.061 Gamma: 0.0157
177.5	0.3 C: 0.3 O: 0.25 H: 0.35 L: 0.2	0.05 / 20.0 %	2524.5 K / 808500	651 / 607.61	6364.32	27.72	Position Build Up	Bullish	0.0	0.0	0.0662 Delta: 0.0662 Theta: -0.03 Rho: 0.0059 Vega: 0.0493 Gamma: 0.0121
180.0	0.25 C: 0.25 O: 0.2 H: 0.3 L: 0.15	0.0 / 0.0 %	22005.5 K / -764500	2678 / 77.7	26544.17	29.47	Position UnWinding	Bearish	0.04	0.0	0.0538 Delta: 0.0538 Theta: -0.03 Rho: 0.0048 Vega: 0.0419 Gamma: 0.0097
185.0	0.15 C: 0.15 O: 0.15 H: 0.15 L: 0.1	0.0 / 0.0 %	2959.0 K / -165000	49 / -56.25	498.94	31.77	Position UnWinding	Bearish	0.01	0.0	0.0324 Delta: 0.0324 Theta: -0.02 Rho: 0.0029 Vega: 0.0277 Gamma: 0.006
190.0	0.1 C: 0.1 O: 0.05 H: 0.1 L: 0.05	0.0 / 0.0 %	3613.5 K / -5500	24 / 84.62	250.9	34.28	Position UnWinding	Bearish	0.06	0.0	0.0212 Delta: 0.0212 Theta: -0.02 Rho: 0.0019 Vega: 0.0195 Gamma: 0.0039

Risk Free rate : 6.25 %, Dividend Yield : 0.0 %