[--[65.84.65.76]--]
TATASTEEL
TATA STEEL LIMITED

174.71 -1.58 (-0.90%)

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Historical option data for TATASTEEL

05 Jul 2024 04:12 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 174.71 40.5 0.00 - 0 0 0
4 Jul 176.29 40.5 - 0 0 0
3 Jul 176.37 40.5 - 0 0 0
2 Jul 174.54 40.5 - 0 49,500 0
1 Jul 174.07 40.5 - 0 49,500 0
28 Jun 174.01 40.5 - 5,500 49,500 1,92,500
27 Jun 174.16 36.35 - 1,32,000 82,500 1,43,000
26 Jun 172.56 37 - 5,500 5,500 55,000
25 Jun 175.68 39.45 - 55,000 49,500 49,500
21 Jun 179.94 31.90 - 0 0 0


For TATA STEEL LIMITED - strike price 136.4 expiring on 25JUL2024

Delta for 136.4 CE is -

Historical price for 136.4 CE is as follows

On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 40.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 40.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 40.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 40.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 0


On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 40.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 0


On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 40.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 192500


On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 36.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 143000


On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 37, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 55000


On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 39.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 49500


On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 31.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 174.71 0.1 0.00 - 1,43,000 1,15,500 9,79,000
4 Jul 176.29 0.1 - 4,40,000 1,59,500 8,63,500
3 Jul 176.37 0.1 - 38,500 -5,500 7,04,000
2 Jul 174.54 0.15 - 0 -11,000 0
1 Jul 174.07 0.15 - 0 -11,000 0
28 Jun 174.01 0.15 - 1,65,000 -11,000 7,15,000
27 Jun 174.16 0.2 - 2,42,000 5,500 7,26,000
26 Jun 172.56 0.2 - 93,500 16,500 7,26,000
25 Jun 175.68 0.15 - 1,21,000 -66,000 7,09,500
21 Jun 179.94 0.20 - 16,500 11,000 7,75,500


For TATA STEEL LIMITED - strike price 136.4 expiring on 25JUL2024

Delta for 136.4 PE is -

Historical price for 136.4 PE is as follows

On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 115500 which increased total open position to 979000


On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 159500 which increased total open position to 863500


On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 704000


On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 0


On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 0


On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 715000


On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 726000


On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 726000


On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -66000 which decreased total open position to 709500


On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 0.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 775500