[--[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 27.4 0.00 - 0 0 0
4 Jul 176.29 27.4 - 0 0 0
3 Jul 176.37 27.4 - 0 0 0
2 Jul 174.54 27.4 - 0 44,000 0
1 Jul 174.07 27.4 - 0 44,000 0
28 Jun 174.01 27.4 - 0 44,000 0
27 Jun 174.16 27.4 - 55,000 44,000 2,64,000
26 Jun 172.56 27.4 - 1,54,000 1,21,000 2,25,500
25 Jun 175.68 30.6 - 82,500 77,000 1,04,500
24 Jun 177.96 31 - 5,500 0 22,000
21 Jun 179.94 31.00 - 0 0 0


For TATA STEEL LIMITED - strike price 146.4 expiring on 25JUL2024

Delta for 146.4 CE is -

Historical price for 146.4 CE is as follows

On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 27.4, 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 27.4, 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 27.4, 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 27.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 0


On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 27.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 0


On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 27.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 0


On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 27.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 264000


On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 27.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 121000 which increased total open position to 225500


On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 30.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 77000 which increased total open position to 104500


On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 31, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22000


On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 31.00, 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 0.2 0.05 - 49,500 -5,500 9,07,500
4 Jul 176.29 0.15 - 16,500 22,000 9,13,000
3 Jul 176.37 0.15 - 49,500 -5,500 8,91,000
2 Jul 174.54 0.2 - 2,25,500 1,21,000 9,02,000
1 Jul 174.07 0.2 - 38,500 11,000 7,81,000
28 Jun 174.01 0.2 - 1,65,000 -33,000 7,70,000
27 Jun 174.16 0.25 - 1,76,000 5,500 8,03,000
26 Jun 172.56 0.3 - 3,52,000 88,000 8,08,500
25 Jun 175.68 0.25 - 2,36,500 -33,000 7,20,500
24 Jun 177.96 0.25 - 77,000 -16,500 7,48,000
21 Jun 179.94 0.30 - 55,000 0 7,59,000


For TATA STEEL LIMITED - strike price 146.4 expiring on 25JUL2024

Delta for 146.4 PE is -

Historical price for 146.4 PE is as follows

On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 907500


On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 913000


On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 0.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 891000


On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 121000 which increased total open position to 902000


On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 781000


On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -33000 which decreased total open position to 770000


On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 803000


On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 808500


On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -33000 which decreased total open position to 720500


On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 748000


On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 0.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 759000