[--[65.84.65.76]--]
TATASTEEL
TATA STEEL LIMITED

174.71 -1.58 (-0.90%)

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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 9.5 0.00 - 0 0 0
4 Jul 176.29 9.5 - 0 0 0
3 Jul 176.37 9.5 - 0 0 0
2 Jul 174.54 9.5 - 0 11,000 0
1 Jul 174.07 9.5 - 0 11,000 0
28 Jun 174.01 9.5 - 0 11,000 0
27 Jun 174.16 9.5 - 27,500 11,000 11,000
26 Jun 172.56 9.05 - 0 0 0
25 Jun 175.68 9.05 - 0 0 0
24 Jun 177.96 9.05 - 0 0 0
21 Jun 179.94 9.05 - 0 0 0


For TATA STEEL LIMITED - strike price 168.4 expiring on 25JUL2024

Delta for 168.4 CE is -

Historical price for 168.4 CE is as follows

On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 9.5, 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 9.5, 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 9.5, 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 9.5, 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 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 9.5, 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 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 9.5, 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 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 9.5, 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 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 9.05, 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 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 9.05, 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 9.05, 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 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 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 1.95 0.40 - 1,37,500 -16,500 2,80,500
4 Jul 176.29 1.55 - 2,42,000 33,000 2,97,000
3 Jul 176.37 1.6 - 1,43,000 16,500 2,64,000
2 Jul 174.54 2.15 - 2,64,000 88,000 2,53,000
1 Jul 174.07 2.4 - 1,70,500 49,500 1,65,000
28 Jun 174.01 2.65 - 2,47,500 49,500 1,15,500
27 Jun 174.16 2.85 - 1,65,000 66,000 66,000
26 Jun 172.56 12.3 - 0 0 0
25 Jun 175.68 12.3 - 0 0 0
24 Jun 177.96 12.3 - 0 0 0
21 Jun 179.94 12.30 - 0 0 0


For TATA STEEL LIMITED - strike price 168.4 expiring on 25JUL2024

Delta for 168.4 PE is -

Historical price for 168.4 PE is as follows

On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 1.95, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 280500


On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 297000


On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 264000


On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 253000


On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 2.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 165000


On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 115500


On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 66000


On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 12.3, 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 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 12.3, 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 12.3, 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 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 12.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0