TATASTEEL
TATA STEEL LIMITED
Historical option data for TATASTEEL
05 Jul 2024 04:12 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 174.71 | 16.1 | -3.60 | - | 5,500 | 2,47,500 | 2,47,500 | |||
| 4 Jul | 176.29 | 19.7 | - | 0 | 0 | 0 | ||||
| 3 Jul | 176.37 | 19.7 | - | 0 | 0 | 0 | ||||
| 2 Jul | 174.54 | 19.7 | - | 5,500 | 2,47,500 | 2,47,500 | ||||
| 1 Jul | 174.07 | 21.7 | - | 0 | 16,500 | 0 | ||||
| 28 Jun | 174.01 | 21.7 | - | 22,000 | 16,500 | 2,42,000 | ||||
| 27 Jun | 174.16 | 17.45 | - | 5,500 | 0 | 2,25,500 | ||||
| 26 Jun | 172.56 | 18.3 | - | 1,37,500 | 16,500 | 2,14,500 | ||||
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| 25 Jun | 175.68 | 21 | - | 22,000 | -11,000 | 1,98,000 | ||||
| 24 Jun | 177.96 | 22.85 | - | 33,000 | -5,500 | 2,14,500 | ||||
| 21 Jun | 179.94 | 25.00 | - | 16,500 | 0 | 2,14,500 | ||||
For TATA STEEL LIMITED - strike price 156.4 expiring on 25JUL2024
Delta for 156.4 CE is -
Historical price for 156.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 16.1, which was -3.60 lower than the previous day. The implied volatity was -, the open interest changed by 247500 which increased total open position to 247500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 19.7, 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 19.7, 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 19.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 247500 which increased total open position to 247500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 21.7, 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 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 21.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 242000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 17.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 18.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 214500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 21, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 198000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 22.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 214500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 25.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 214500
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 174.71 | 0.35 | 0.05 | - | 4,23,500 | 27,500 | 17,60,000 |
| 4 Jul | 176.29 | 0.3 | - | 3,90,500 | -27,500 | 17,32,500 | |
| 3 Jul | 176.37 | 0.25 | - | 5,77,500 | -55,000 | 17,60,000 | |
| 2 Jul | 174.54 | 0.4 | - | 1,76,000 | -93,500 | 18,20,500 | |
| 1 Jul | 174.07 | 0.45 | - | 3,19,000 | 49,500 | 19,14,000 | |
| 28 Jun | 174.01 | 0.5 | - | 6,16,000 | 99,000 | 18,64,500 | |
| 27 Jun | 174.16 | 0.8 | - | 15,23,500 | 4,51,000 | 17,65,500 | |
| 26 Jun | 172.56 | 0.75 | - | 5,99,500 | 16,500 | 13,14,500 | |
| 25 Jun | 175.68 | 0.6 | - | 3,57,500 | 5,500 | 12,98,000 | |
| 24 Jun | 177.96 | 0.55 | - | 2,80,500 | -11,000 | 12,98,000 | |
| 21 Jun | 179.94 | 0.50 | - | 2,69,500 | 1,10,000 | 13,03,500 | |
For TATA STEEL LIMITED - strike price 156.4 expiring on 25JUL2024
Delta for 156.4 PE is -
Historical price for 156.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 1760000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 1732500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 0.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -55000 which decreased total open position to 1760000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -93500 which decreased total open position to 1820500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 1914000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 99000 which increased total open position to 1864500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 451000 which increased total open position to 1765500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 1314500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 1298000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 1298000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 0.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 110000 which increased total open position to 1303500