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 | 14.4 | 0.90 | - | 16,500 | 77,000 | 77,000 | |||
| 4 Jul | 176.29 | 13.5 | - | 0 | 0 | 0 | ||||
| 3 Jul | 176.37 | 13.5 | - | 0 | 0 | 0 | ||||
| 2 Jul | 174.54 | 13.5 | - | 0 | 0 | 0 | ||||
| 1 Jul | 174.07 | 13.5 | - | 0 | 0 | 0 | ||||
| 28 Jun | 174.01 | 13.5 | - | 0 | 0 | 0 | ||||
| 27 Jun | 174.16 | 13.5 | - | 5,500 | 0 | 71,500 | ||||
| 26 Jun | 172.56 | 14 | - | 55,000 | 60,500 | 60,500 | ||||
| 25 Jun | 175.68 | 20 | - | 0 | 0 | 0 | ||||
| 24 Jun | 177.96 | 20 | - | 0 | 16,500 | 0 | ||||
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| 21 Jun | 179.94 | 20.00 | - | 0 | -5,500 | 0 | ||||
For TATA STEEL LIMITED - strike price 161.4 expiring on 25JUL2024
Delta for 161.4 CE is -
Historical price for 161.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 14.4, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by 77000 which increased total open position to 77000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 13.5, 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 13.5, 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 13.5, 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 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 13.5, 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 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 13.5, 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 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 13.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 14, which was lower than the previous day. The implied volatity was -, the open interest changed by 60500 which increased total open position to 60500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 20, 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 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 20, 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 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 20.00, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 0
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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 | 0.65 | 0.15 | - | 2,86,000 | 66,000 | 8,52,500 |
| 4 Jul | 176.29 | 0.5 | - | 44,000 | -5,500 | 7,86,500 | |
| 3 Jul | 176.37 | 0.55 | - | 2,31,000 | 22,000 | 7,92,000 | |
| 2 Jul | 174.54 | 0.8 | - | 2,42,000 | 11,000 | 7,59,000 | |
| 1 Jul | 174.07 | 0.9 | - | 1,87,000 | -38,500 | 7,48,000 | |
| 28 Jun | 174.01 | 1.05 | - | 12,37,500 | -77,000 | 7,86,500 | |
| 27 Jun | 174.16 | 1.3 | - | 7,53,500 | 44,000 | 8,63,500 | |
| 26 Jun | 172.56 | 1.45 | - | 4,23,500 | 82,500 | 8,36,000 | |
| 25 Jun | 175.68 | 1.1 | - | 5,17,000 | 1,10,000 | 7,53,500 | |
| 24 Jun | 177.96 | 0.95 | - | 2,86,000 | 27,500 | 6,32,500 | |
| 21 Jun | 179.94 | 0.75 | - | 5,94,000 | -1,59,500 | 5,99,500 | |
For TATA STEEL LIMITED - strike price 161.4 expiring on 25JUL2024
Delta for 161.4 PE is -
Historical price for 161.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 852500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 786500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 792000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 759000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -38500 which decreased total open position to 748000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -77000 which decreased total open position to 786500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 863500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 836000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 110000 which increased total open position to 753500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 632500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -159500 which decreased total open position to 599500