TATASTEEL
TATA STEEL LIMITED
Historical option data for TATASTEEL
05 Jul 2024 04:12 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
5 Jul | 174.71 | 7.9 | -1.15 | - | 25,24,500 | 1,26,500 | 21,72,500 | |||
4 Jul | 176.29 | 9.05 | - | 16,50,000 | 44,000 | 20,46,000 | ||||
3 Jul | 176.37 | 9.55 | - | 21,61,500 | 1,43,000 | 20,02,000 | ||||
2 Jul | 174.54 | 8.2 | - | 16,66,500 | 55,000 | 18,70,000 | ||||
1 Jul | 174.07 | 8.35 | - | 25,96,000 | 1,43,000 | 18,15,000 | ||||
28 Jun | 174.01 | 8.85 | - | 31,46,000 | 88,000 | 16,72,000 | ||||
27 Jun | 174.16 | 8.5 | - | 31,51,500 | 2,97,000 | 15,84,000 | ||||
26 Jun | 172.56 | 7.95 | - | 17,82,000 | 6,27,000 | 12,81,500 | ||||
25 Jun | 175.68 | 10.1 | - | 4,62,000 | 3,19,000 | 6,54,500 | ||||
24 Jun | 177.96 | 11.45 | - | 4,34,500 | 3,35,500 | 3,35,500 | ||||
20 Jun | 182.28 | 15.20 | - | 2,97,000 | -88,000 | 15,78,500 | ||||
19 Jun | 180.02 | 13.30 | - | 1,81,500 | -11,000 | 16,66,500 | ||||
18 Jun | 181.12 | 14.40 | - | 3,19,000 | -1,37,500 | 16,77,500 | ||||
14 Jun | 183.15 | 16.15 | - | 2,69,500 | 1,54,000 | 18,15,000 | ||||
13 Jun | 182.56 | 15.70 | - | 13,31,000 | 12,04,500 | 16,55,500 | ||||
12 Jun | 182.23 | 16.50 | - | 55,000 | 33,000 | 4,51,000 | ||||
11 Jun | 181.33 | 15.85 | - | 1,32,000 | 60,500 | 4,12,500 | ||||
10 Jun | 180.29 | 15.95 | - | 99,000 | -27,500 | 3,57,500 | ||||
7 Jun | 178.90 | 15.15 | - | 4,12,500 | 11,000 | 3,90,500 | ||||
6 Jun | 172.05 | 10.80 | - | 5,00,500 | -1,15,500 | 3,79,500 | ||||
5 Jun | 169.20 | 9.20 | - | 7,04,000 | 11,000 | 4,95,000 | ||||
4 Jun | 158.95 | 7.35 | - | 5,50,000 | 1,81,500 | 4,84,000 | ||||
3 Jun | 174.25 | 13.20 | - | 1,70,500 | -5,500 | 3,02,500 | ||||
31 May | 167.20 | 10.00 | - | 2,53,000 | 55,000 | 3,02,500 | ||||
30 May | 164.15 | 9.75 | - | 1,98,000 | 1,37,500 | 2,47,500 | ||||
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29 May | 174.25 | 14.60 | - | 44,000 | 11,000 | 1,10,000 | ||||
28 May | 174.90 | 16.30 | - | 22,000 | -5,500 | 99,000 | ||||
27 May | 175.50 | 17.35 | - | 66,000 | 49,500 | 99,000 | ||||
24 May | 174.85 | 16.15 | - | 33,000 | -22,000 | 49,500 | ||||
23 May | 175.50 | 16.35 | - | 22,000 | -5,500 | 77,000 | ||||
22 May | 173.30 | 15.65 | - | 66,000 | 11,000 | 77,000 | ||||
21 May | 174.35 | 16.20 | - | 82,500 | 33,000 | 66,000 | ||||
18 May | 167.90 | 12.60 | - | 16,500 | 5,500 | 27,500 | ||||
17 May | 167.35 | 12.00 | - | 0 | 0 | 0 |
For TATA STEEL LIMITED - strike price 170 expiring on 25JUL2024
Delta for 170 CE is -
Historical price for 170 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 7.9, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 126500 which increased total open position to 2172500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 2046000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 9.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 143000 which increased total open position to 2002000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 55000 which increased total open position to 1870000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 8.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 143000 which increased total open position to 1815000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 1672000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 297000 which increased total open position to 1584000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 627000 which increased total open position to 1281500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 10.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 319000 which increased total open position to 654500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 335500 which increased total open position to 335500
On 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 15.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -88000 which decreased total open position to 1578500
On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 13.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 1666500
On 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 14.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -137500 which decreased total open position to 1677500
On 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 154000 which increased total open position to 1815000
On 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 15.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1204500 which increased total open position to 1655500
On 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 16.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 451000
On 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 15.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 60500 which increased total open position to 412500
On 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 15.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 357500
On 7 Jun TATASTEEL was trading at 178.90. The strike last trading price was 15.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 390500
On 6 Jun TATASTEEL was trading at 172.05. The strike last trading price was 10.80, which was lower than the previous day. The implied volatity was -, the open interest changed by -115500 which decreased total open position to 379500
On 5 Jun TATASTEEL was trading at 169.20. The strike last trading price was 9.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 495000
On 4 Jun TATASTEEL was trading at 158.95. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 181500 which increased total open position to 484000
On 3 Jun TATASTEEL was trading at 174.25. The strike last trading price was 13.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 302500
On 31 May TATASTEEL was trading at 167.20. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 55000 which increased total open position to 302500
On 30 May TATASTEEL was trading at 164.15. The strike last trading price was 9.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 137500 which increased total open position to 247500
On 29 May TATASTEEL was trading at 174.25. The strike last trading price was 14.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 110000
On 28 May TATASTEEL was trading at 174.90. The strike last trading price was 16.30, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 99000
On 27 May TATASTEEL was trading at 175.50. The strike last trading price was 17.35, 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 24 May TATASTEEL was trading at 174.85. The strike last trading price was 16.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -22000 which decreased total open position to 49500
On 23 May TATASTEEL was trading at 175.50. The strike last trading price was 16.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 77000
On 22 May TATASTEEL was trading at 173.30. The strike last trading price was 15.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 77000
On 21 May TATASTEEL was trading at 174.35. The strike last trading price was 16.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 66000
On 18 May TATASTEEL was trading at 167.90. The strike last trading price was 12.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 27500
On 17 May TATASTEEL was trading at 167.35. The strike last trading price was 12.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
5 Jul | 174.71 | 2.3 | 0.35 | - | 76,39,500 | 10,61,500 | 56,81,500 |
4 Jul | 176.29 | 1.95 | - | 28,98,500 | 1,92,500 | 46,20,000 | |
3 Jul | 176.37 | 1.95 | - | 40,53,500 | 11,000 | 44,27,500 | |
2 Jul | 174.54 | 2.55 | - | 55,71,500 | 3,35,500 | 44,77,000 | |
1 Jul | 174.07 | 2.85 | - | 41,41,500 | 6,49,000 | 41,41,500 | |
28 Jun | 174.01 | 2.9 | - | 42,79,000 | 4,45,500 | 34,92,500 | |
27 Jun | 174.16 | 3.4 | - | 48,23,500 | 6,82,000 | 30,47,000 | |
26 Jun | 172.56 | 3.85 | - | 48,23,500 | 10,17,500 | 23,59,500 | |
25 Jun | 175.68 | 3 | - | 22,49,500 | 4,51,000 | 13,42,000 | |
24 Jun | 177.96 | 2.65 | - | 20,24,000 | 8,80,000 | 8,80,000 | |
20 Jun | 182.28 | 1.75 | - | 27,94,000 | 3,90,500 | 30,36,000 | |
19 Jun | 180.02 | 2.30 | - | 18,75,500 | 3,57,500 | 26,45,500 | |
18 Jun | 181.12 | 1.85 | - | 16,28,000 | 6,54,500 | 23,21,000 | |
14 Jun | 183.15 | 1.65 | - | 5,66,500 | 99,000 | 16,66,500 | |
13 Jun | 182.56 | 1.80 | - | 11,77,000 | 6,21,500 | 15,62,000 | |
12 Jun | 182.23 | 2.20 | - | 4,07,000 | 77,000 | 9,40,500 | |
11 Jun | 181.33 | 2.80 | - | 7,20,500 | 2,75,000 | 8,63,500 | |
10 Jun | 180.29 | 3.50 | - | 4,56,500 | 1,15,500 | 5,83,000 | |
7 Jun | 178.90 | 4.00 | - | 4,56,500 | 1,54,000 | 4,56,500 | |
6 Jun | 172.05 | 6.95 | - | 2,36,500 | 99,000 | 3,02,500 | |
5 Jun | 169.20 | 8.95 | - | 88,000 | -5,500 | 2,03,500 | |
4 Jun | 158.95 | 14.00 | - | 1,76,000 | 33,000 | 2,09,000 | |
3 Jun | 174.25 | 6.30 | - | 2,03,500 | 1,10,000 | 1,76,000 | |
31 May | 167.20 | 11.10 | - | 60,500 | 5,500 | 66,000 | |
30 May | 164.15 | 12.40 | - | 49,500 | 49,500 | 60,500 | |
29 May | 174.25 | 9.30 | - | 5,500 | 0 | 11,000 | |
28 May | 174.90 | 9.40 | - | 11,000 | 5,500 | 5,500 | |
27 May | 175.50 | 11.25 | - | 0 | 0 | 0 | |
24 May | 174.85 | 11.25 | - | 0 | 0 | 0 | |
23 May | 175.50 | 11.25 | - | 0 | 0 | 0 | |
22 May | 173.30 | 11.25 | - | 0 | 0 | 0 | |
21 May | 174.35 | 11.25 | - | 0 | 0 | 0 | |
18 May | 167.90 | 11.25 | - | 0 | 0 | 0 | |
17 May | 167.35 | 11.25 | - | 0 | 0 | 0 |
For TATA STEEL LIMITED - strike price 170 expiring on 25JUL2024
Delta for 170 PE is -
Historical price for 170 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 2.3, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 1061500 which increased total open position to 5681500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 192500 which increased total open position to 4620000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 4427500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 335500 which increased total open position to 4477000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 649000 which increased total open position to 4141500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 445500 which increased total open position to 3492500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 682000 which increased total open position to 3047000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1017500 which increased total open position to 2359500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 451000 which increased total open position to 1342000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 880000 which increased total open position to 880000
On 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 1.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 390500 which increased total open position to 3036000
On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 2.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 357500 which increased total open position to 2645500
On 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 654500 which increased total open position to 2321000
On 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 99000 which increased total open position to 1666500
On 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 621500 which increased total open position to 1562000
On 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 2.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 77000 which increased total open position to 940500
On 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 2.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 275000 which increased total open position to 863500
On 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 3.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 115500 which increased total open position to 583000
On 7 Jun TATASTEEL was trading at 178.90. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 154000 which increased total open position to 456500
On 6 Jun TATASTEEL was trading at 172.05. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 99000 which increased total open position to 302500
On 5 Jun TATASTEEL was trading at 169.20. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 203500
On 4 Jun TATASTEEL was trading at 158.95. The strike last trading price was 14.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 209000
On 3 Jun TATASTEEL was trading at 174.25. The strike last trading price was 6.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 110000 which increased total open position to 176000
On 31 May TATASTEEL was trading at 167.20. The strike last trading price was 11.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 66000
On 30 May TATASTEEL was trading at 164.15. The strike last trading price was 12.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 60500
On 29 May TATASTEEL was trading at 174.25. The strike last trading price was 9.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11000
On 28 May TATASTEEL was trading at 174.90. The strike last trading price was 9.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 5500
On 27 May TATASTEEL was trading at 175.50. The strike last trading price was 11.25, 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 May TATASTEEL was trading at 174.85. The strike last trading price was 11.25, 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 23 May TATASTEEL was trading at 175.50. The strike last trading price was 11.25, 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 22 May TATASTEEL was trading at 173.30. The strike last trading price was 11.25, 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 May TATASTEEL was trading at 174.35. The strike last trading price was 11.25, 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 May TATASTEEL was trading at 167.90. The strike last trading price was 11.25, 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 17 May TATASTEEL was trading at 167.35. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0