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 | 11.6 | -1.65 | - | 1,15,500 | 16,500 | 2,80,500 | |||
| 4 Jul | 176.29 | 13.25 | - | 27,500 | 5,500 | 2,64,000 | ||||
| 3 Jul | 176.37 | 12.65 | - | 1,48,500 | 88,000 | 2,58,500 | ||||
| 2 Jul | 174.54 | 12.05 | - | 4,67,500 | 88,000 | 1,81,500 | ||||
| 1 Jul | 174.07 | 11.6 | - | 16,500 | 5,500 | 93,500 | ||||
| 28 Jun | 174.01 | 12.65 | - | 49,500 | 22,000 | 88,000 | ||||
| 27 Jun | 174.16 | 11.25 | - | 49,500 | 11,000 | 66,000 | ||||
| 26 Jun | 172.56 | 11.25 | - | 71,500 | 33,000 | 33,000 | ||||
| 25 Jun | 175.68 | 0 | - | 0 | 0 | 0 | ||||
| 24 Jun | 177.96 | 0 | - | 0 | 0 | 0 | ||||
| 20 Jun | 182.28 | 20.00 | - | 5,500 | 22,000 | 22,000 | ||||
| 19 Jun | 180.02 | 20.00 | - | 0 | 0 | 0 | ||||
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| 18 Jun | 181.12 | 20.00 | - | 0 | 5,500 | 0 | ||||
| 14 Jun | 183.15 | 20.00 | - | 5,500 | 0 | 16,500 | ||||
| 13 Jun | 182.56 | 10.50 | - | 0 | 0 | 0 | ||||
| 12 Jun | 182.23 | 10.50 | - | 0 | 0 | 0 | ||||
| 11 Jun | 181.33 | 10.50 | - | 0 | 0 | 0 | ||||
| 10 Jun | 180.29 | 10.50 | - | 0 | 0 | 0 | ||||
| 7 Jun | 178.90 | 10.50 | - | 0 | 11,000 | 0 | ||||
| 6 Jun | 172.05 | 10.50 | - | 0 | 11,000 | 0 | ||||
| 5 Jun | 169.20 | 10.50 | - | 16,500 | 11,000 | 11,000 | ||||
| 4 Jun | 158.95 | 9.20 | - | 0 | 0 | 0 | ||||
| 3 Jun | 174.25 | 9.20 | - | 0 | 0 | 0 | ||||
| 31 May | 167.20 | 9.20 | - | 0 | 0 | 0 | ||||
For TATA STEEL LIMITED - strike price 165 expiring on 25JUL2024
Delta for 165 CE is -
Historical price for 165 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 11.6, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 280500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 13.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 264000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 12.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 258500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 12.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 181500
On 1 Jul TATASTEEL was trading at 174.07. 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 93500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 12.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 88000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 66000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 33000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 0, 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 0, 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 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 20.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 22000
On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 20.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun TATASTEEL was trading at 181.12. 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 increased total open position to 0
On 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 20.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16500
On 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 10.50, 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 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 10.50, 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 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 10.50, 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 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 10.50, 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 7 Jun TATASTEEL was trading at 178.90. The strike last trading price was 10.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 0
On 6 Jun TATASTEEL was trading at 172.05. The strike last trading price was 10.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 0
On 5 Jun TATASTEEL was trading at 169.20. The strike last trading price was 10.50, 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 4 Jun TATASTEEL was trading at 158.95. The strike last trading price was 9.20, 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 3 Jun TATASTEEL was trading at 174.25. The strike last trading price was 9.20, 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 31 May TATASTEEL was trading at 167.20. The strike last trading price was 9.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 1.1 | 0.15 | - | 45,15,500 | 5,77,500 | 36,85,000 |
| 4 Jul | 176.29 | 0.95 | - | 33,16,500 | 3,35,500 | 31,07,500 | |
| 3 Jul | 176.37 | 1 | - | 29,31,500 | 1,98,000 | 27,72,000 | |
| 2 Jul | 174.54 | 1.35 | - | 35,31,000 | 8,58,000 | 25,96,000 | |
| 1 Jul | 174.07 | 1.45 | - | 16,77,500 | 3,41,000 | 17,38,000 | |
| 28 Jun | 174.01 | 1.55 | - | 24,31,000 | 5,83,000 | 13,97,000 | |
| 27 Jun | 174.16 | 1.95 | - | 15,78,500 | 1,81,500 | 8,14,000 | |
| 26 Jun | 172.56 | 2.2 | - | 11,49,500 | 6,27,000 | 6,27,000 | |
| 25 Jun | 175.68 | 0 | - | 0 | 0 | 0 | |
| 24 Jun | 177.96 | 0 | - | 0 | 0 | 0 | |
| 20 Jun | 182.28 | 1.00 | - | 2,42,000 | 71,500 | 7,31,500 | |
| 19 Jun | 180.02 | 1.35 | - | 5,77,500 | 1,59,500 | 6,60,000 | |
| 18 Jun | 181.12 | 1.00 | - | 4,40,000 | 3,08,000 | 4,95,000 | |
| 14 Jun | 183.15 | 1.05 | - | 88,000 | 0 | 1,87,000 | |
| 13 Jun | 182.56 | 1.15 | - | 1,15,500 | 44,000 | 1,48,500 | |
| 12 Jun | 182.23 | 1.75 | - | 5,500 | 0 | 1,04,500 | |
| 11 Jun | 181.33 | 1.70 | - | 1,10,000 | 49,500 | 99,000 | |
| 10 Jun | 180.29 | 2.40 | - | 93,500 | 44,000 | 49,500 | |
| 7 Jun | 178.90 | 2.80 | - | 5,500 | 0 | 0 | |
| 6 Jun | 172.05 | 8.20 | - | 0 | 0 | 0 | |
| 5 Jun | 169.20 | 8.20 | - | 0 | 0 | 0 | |
| 4 Jun | 158.95 | 8.20 | - | 0 | 0 | 0 | |
| 3 Jun | 174.25 | 8.20 | - | 0 | 0 | 0 | |
| 31 May | 167.20 | 8.20 | - | 0 | 0 | 0 | |
For TATA STEEL LIMITED - strike price 165 expiring on 25JUL2024
Delta for 165 PE is -
Historical price for 165 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 1.1, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 577500 which increased total open position to 3685000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 335500 which increased total open position to 3107500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 198000 which increased total open position to 2772000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 858000 which increased total open position to 2596000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 341000 which increased total open position to 1738000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 583000 which increased total open position to 1397000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 181500 which increased total open position to 814000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 627000 which increased total open position to 627000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 0, 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 0, 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 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 1.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 71500 which increased total open position to 731500
On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 159500 which increased total open position to 660000
On 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 1.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 308000 which increased total open position to 495000
On 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 187000
On 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 148500
On 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 104500
On 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 99000
On 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 2.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 49500
On 7 Jun TATASTEEL was trading at 178.90. The strike last trading price was 2.80, 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 6 Jun TATASTEEL was trading at 172.05. The strike last trading price was 8.20, 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 5 Jun TATASTEEL was trading at 169.20. The strike last trading price was 8.20, 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 4 Jun TATASTEEL was trading at 158.95. The strike last trading price was 8.20, 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 3 Jun TATASTEEL was trading at 174.25. The strike last trading price was 8.20, 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 31 May TATASTEEL was trading at 167.20. The strike last trading price was 8.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0