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 | 10.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Jul | 176.29 | 10.8 | - | 0 | 0 | 0 | ||||
| 3 Jul | 176.37 | 10.8 | - | 0 | 0 | 0 | ||||
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| 2 Jul | 174.54 | 10.8 | - | 0 | 0 | 0 | ||||
| 1 Jul | 174.07 | 10.8 | - | 5,500 | 0 | 27,500 | ||||
| 28 Jun | 174.01 | 11.2 | - | 5,500 | -5,500 | 27,500 | ||||
| 27 Jun | 174.16 | 10.8 | - | 22,000 | 11,000 | 33,000 | ||||
| 26 Jun | 172.56 | 10.15 | - | 22,000 | 22,000 | 22,000 | ||||
| 25 Jun | 175.68 | 10.45 | - | 0 | 0 | 0 | ||||
| 24 Jun | 177.96 | 10.45 | - | 0 | 5,500 | 0 | ||||
| 21 Jun | 179.94 | 10.45 | - | 0 | 0 | 0 | ||||
For TATA STEEL LIMITED - strike price 167.4 expiring on 25JUL2024
Delta for 167.4 CE is -
Historical price for 167.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 10.8, 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 10.8, 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 10.8, 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 10.8, 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 10.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 11.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 27500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 10.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 33000
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 22000 which increased total open position to 22000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 10.45, 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 10.45, 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 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 10.45, 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 | 1.65 | 0.30 | - | 1,04,500 | -11,000 | 4,07,000 |
| 4 Jul | 176.29 | 1.35 | - | 88,000 | -5,500 | 4,18,000 | |
| 3 Jul | 176.37 | 1.35 | - | 1,76,000 | 16,500 | 4,23,500 | |
| 2 Jul | 174.54 | 1.85 | - | 2,53,000 | 16,500 | 4,12,500 | |
| 1 Jul | 174.07 | 1.95 | - | 2,36,500 | 38,500 | 3,96,000 | |
| 28 Jun | 174.01 | 2.25 | - | 4,56,500 | 38,500 | 3,57,500 | |
| 27 Jun | 174.16 | 2.6 | - | 3,02,500 | 93,500 | 3,19,000 | |
| 26 Jun | 172.56 | 2.9 | - | 1,48,500 | 82,500 | 2,20,000 | |
| 25 Jun | 175.68 | 2.1 | - | 49,500 | 22,000 | 1,37,500 | |
| 24 Jun | 177.96 | 1.75 | - | 55,000 | 27,500 | 1,10,000 | |
| 21 Jun | 179.94 | 1.80 | - | 5,500 | 0 | 82,500 | |
For TATA STEEL LIMITED - strike price 167.4 expiring on 25JUL2024
Delta for 167.4 PE is -
Historical price for 167.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 1.65, which was 0.30 higher than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 407000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 418000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 423500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 412500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 396000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 2.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 357500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 93500 which increased total open position to 319000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 220000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 137500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 110000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82500