TATASTEEL
TATA STEEL LIMITED
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 | 25.9 | -0.05 | - | 5,500 | 0 | 27,500 | |||
| 4 Jul | 176.29 | 25.95 | - | 5,500 | 27,500 | 27,500 | ||||
| 3 Jul | 176.37 | 28.1 | - | 0 | 0 | 0 | ||||
| 2 Jul | 174.54 | 28.1 | - | 0 | 0 | 0 | ||||
| 1 Jul | 174.07 | 28.1 | - | 0 | 0 | 0 | ||||
|
|
||||||||||
| 28 Jun | 174.01 | 28.1 | - | 0 | 0 | 0 | ||||
| 27 Jun | 174.16 | 28.1 | - | 0 | 0 | 0 | ||||
| 26 Jun | 172.56 | 28.1 | - | 0 | 16,500 | 0 | ||||
| 25 Jun | 175.68 | 28.1 | - | 0 | 16,500 | 0 | ||||
| 24 Jun | 177.96 | 28.1 | - | 16,500 | 11,000 | 22,000 | ||||
| 21 Jun | 179.94 | 30.00 | - | 11,000 | 5,500 | 5,500 | ||||
For TATA STEEL LIMITED - strike price 150.4 expiring on 25JUL2024
Delta for 150.4 CE is -
Historical price for 150.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 25.9, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 25.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 27500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 28.1, 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 28.1, 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 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 28.1, 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 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 28.1, 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 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 28.1, 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 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 28.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 0
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 28.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 0
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 28.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 22000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 5500
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 174.71 | 0.2 | 0.05 | - | 55,000 | -16,500 | 4,29,000 |
| 4 Jul | 176.29 | 0.15 | - | 11,000 | 0 | 4,45,500 | |
| 3 Jul | 176.37 | 0.2 | - | 38,500 | 0 | 4,45,500 | |
| 2 Jul | 174.54 | 0.2 | - | 22,000 | 11,000 | 4,51,000 | |
| 1 Jul | 174.07 | 0.3 | - | 11,000 | -5,500 | 4,40,000 | |
| 28 Jun | 174.01 | 0.25 | - | 1,26,500 | 49,500 | 4,45,500 | |
| 27 Jun | 174.16 | 0.4 | - | 2,31,000 | 1,65,000 | 3,96,000 | |
| 26 Jun | 172.56 | 0.4 | - | 2,69,500 | 1,98,000 | 2,31,000 | |
| 25 Jun | 175.68 | 0.4 | - | 22,000 | 0 | 33,000 | |
| 24 Jun | 177.96 | 0.25 | - | 33,000 | 27,500 | 27,500 | |
| 21 Jun | 179.94 | 4.75 | - | 0 | 0 | 0 | |
For TATA STEEL LIMITED - strike price 150.4 expiring on 25JUL2024
Delta for 150.4 PE is -
Historical price for 150.4 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 -16500 which decreased total open position to 429000
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 0 which decreased total open position to 445500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 0.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 445500
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 11000 which increased total open position to 451000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 440000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 445500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 165000 which increased total open position to 396000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 198000 which increased total open position to 231000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33000
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 27500 which increased total open position to 27500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0