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 | 10.6 | -2.00 | - | 2,09,000 | -88,000 | 13,25,500 | |||
| 4 Jul | 176.29 | 12.6 | - | 22,000 | -5,500 | 14,13,500 | ||||
| 3 Jul | 176.37 | 11.45 | - | 71,500 | -27,500 | 14,19,000 | ||||
|
|
||||||||||
| 2 Jul | 174.54 | 11 | - | 16,500 | -11,000 | 14,52,000 | ||||
| 1 Jul | 174.07 | 10.85 | - | 66,000 | 0 | 14,63,000 | ||||
| 28 Jun | 174.01 | 11.65 | - | 55,000 | -11,000 | 14,63,000 | ||||
| 27 Jun | 174.16 | 9.7 | - | 1,37,500 | 22,000 | 14,74,000 | ||||
| 26 Jun | 172.56 | 10.15 | - | 3,24,500 | -27,500 | 14,52,000 | ||||
| 25 Jun | 175.68 | 12.7 | - | 1,98,000 | -49,500 | 14,79,500 | ||||
| 24 Jun | 177.96 | 14.35 | - | 1,48,500 | 5,500 | 15,34,500 | ||||
| 21 Jun | 179.94 | 15.20 | - | 0 | -1,15,500 | 0 | ||||
For TATA STEEL LIMITED - strike price 166.4 expiring on 25JUL2024
Delta for 166.4 CE is -
Historical price for 166.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 10.6, which was -2.00 lower than the previous day. The implied volatity was -, the open interest changed by -88000 which decreased total open position to 1325500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 12.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 1413500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 1419000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 11, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 1452000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 10.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1463000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 11.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 1463000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 9.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 1474000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 10.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 1452000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 12.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -49500 which decreased total open position to 1479500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 14.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 1534500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 15.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -115500 which decreased total open position to 0
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 174.71 | 1.35 | 0.20 | - | 3,35,500 | 38,500 | 32,01,000 |
| 4 Jul | 176.29 | 1.15 | - | 2,47,500 | 5,500 | 31,62,500 | |
| 3 Jul | 176.37 | 1.15 | - | 5,00,500 | -93,500 | 31,57,000 | |
| 2 Jul | 174.54 | 1.5 | - | 3,41,000 | -27,500 | 32,61,500 | |
| 1 Jul | 174.07 | 1.7 | - | 8,52,500 | -1,37,500 | 32,89,000 | |
| 28 Jun | 174.01 | 1.85 | - | 13,80,500 | -2,03,500 | 34,26,500 | |
| 27 Jun | 174.16 | 2.25 | - | 11,71,500 | 1,04,500 | 36,30,000 | |
| 26 Jun | 172.56 | 2.55 | - | 10,28,500 | 2,25,500 | 35,31,000 | |
| 25 Jun | 175.68 | 1.95 | - | 15,51,000 | 71,500 | 33,05,500 | |
| 24 Jun | 177.96 | 1.7 | - | 16,33,500 | 49,500 | 32,34,000 | |
| 21 Jun | 179.94 | 1.40 | - | 16,99,500 | 1,48,500 | 31,73,500 | |
For TATA STEEL LIMITED - strike price 166.4 expiring on 25JUL2024
Delta for 166.4 PE is -
Historical price for 166.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 3201000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 3162500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -93500 which decreased total open position to 3157000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 1.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 3261500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -137500 which decreased total open position to 3289000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -203500 which decreased total open position to 3426500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 104500 which increased total open position to 3630000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 225500 which increased total open position to 3531000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 71500 which increased total open position to 3305500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 3234000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 1.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 148500 which increased total open position to 3173500