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 | 12.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 176.29 | 12.4 | - | 0 | 0 | 0 | ||||
| 3 Jul | 176.37 | 12.4 | - | 0 | 0 | 0 | ||||
| 2 Jul | 174.54 | 12.4 | - | 0 | 16,500 | 0 | ||||
| 1 Jul | 174.07 | 12.4 | - | 5,500 | 16,500 | 16,500 | ||||
| 28 Jun | 174.01 | 11.6 | - | 0 | 5,500 | 0 | ||||
| 27 Jun | 174.16 | 11.6 | - | 0 | 5,500 | 0 | ||||
| 26 Jun | 172.56 | 11.6 | - | 11,000 | 11,000 | 11,000 | ||||
| 25 Jun | 175.68 | 14.85 | - | 0 | 5,500 | 0 | ||||
| 24 Jun | 177.96 | 14.85 | - | 5,500 | 0 | 5,500 | ||||
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| 21 Jun | 179.94 | 14.15 | - | 0 | 0 | 0 | ||||
For TATA STEEL LIMITED - strike price 165.4 expiring on 25JUL2024
Delta for 165.4 CE is -
Historical price for 165.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 12.4, 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 12.4, 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 12.4, 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 12.4, 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 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 12.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 16500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 11.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 0
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 11.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 0
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 11.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 11000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 14.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 0
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 14.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 14.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 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 | 1.2 | 0.30 | - | 1,59,500 | 16,500 | 12,54,000 |
| 4 Jul | 176.29 | 0.9 | - | 27,500 | -16,500 | 12,37,500 | |
| 3 Jul | 176.37 | 1.05 | - | 2,64,000 | 27,500 | 12,54,000 | |
| 2 Jul | 174.54 | 1.45 | - | 3,35,500 | -11,000 | 12,32,000 | |
| 1 Jul | 174.07 | 1.5 | - | 4,45,500 | 49,500 | 12,43,000 | |
| 28 Jun | 174.01 | 1.75 | - | 8,80,000 | -1,54,000 | 11,93,500 | |
| 27 Jun | 174.16 | 2.1 | - | 5,44,500 | 49,500 | 13,47,500 | |
| 26 Jun | 172.56 | 2.3 | - | 5,61,000 | 1,54,000 | 12,92,500 | |
| 25 Jun | 175.68 | 1.7 | - | 10,12,000 | 5,06,000 | 11,38,500 | |
| 24 Jun | 177.96 | 1.55 | - | 6,10,500 | 99,000 | 6,38,000 | |
| 21 Jun | 179.94 | 1.25 | - | 6,32,500 | 4,29,000 | 4,34,500 | |
For TATA STEEL LIMITED - strike price 165.4 expiring on 25JUL2024
Delta for 165.4 PE is -
Historical price for 165.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 1.2, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 1254000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 1237500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 1254000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 1232000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 1243000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -154000 which decreased total open position to 1193500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 1347500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 2.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 154000 which increased total open position to 1292500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 506000 which increased total open position to 1138500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 99000 which increased total open position to 638000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 429000 which increased total open position to 434500