[--[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 7.2 -1.35 - 88,000 77,000 77,000
4 Jul 176.29 8.55 - 0 -5,500 0
3 Jul 176.37 8.55 - 66,000 -5,500 82,500
2 Jul 174.54 7.9 - 16,500 -5,500 93,500
1 Jul 174.07 7.65 - 55,000 11,000 99,000
28 Jun 174.01 7.9 - 55,000 11,000 88,000
27 Jun 174.16 7.8 - 1,32,000 55,000 77,000
26 Jun 172.56 9.3 - 0 22,000 0
25 Jun 175.68 9.3 - 38,500 22,000 27,500
24 Jun 177.96 10.9 - 16,500 5,500 5,500
20 Jun 182.28 10.45 - 0 0 0
19 Jun 180.02 10.45 - 0 0 0
18 Jun 181.12 10.45 - 0 0 0
14 Jun 183.15 10.45 - 0 0 0
13 Jun 182.56 10.45 - 0 0 0
12 Jun 182.23 10.45 - 0 0 0
11 Jun 181.33 10.45 - 0 0 0
10 Jun 180.29 10.45 - 0 0 0
7 Jun 178.90 10.45 - 0 0 0
6 Jun 172.05 10.45 - 5,500 0 0
5 Jun 169.20 6.60 - 0 0 0
4 Jun 158.95 6.60 - 0 0 0
3 Jun 174.25 6.60 - 0 0 0
31 May 167.20 6.60 - 0 0 0


For TATA STEEL LIMITED - strike price 171 expiring on 25JUL2024

Delta for 171 CE is -

Historical price for 171 CE is as follows

On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 7.2, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 77000 which increased total open position to 77000


On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 0


On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 82500


On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 7.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 93500


On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 99000


On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 7.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 88000


On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 7.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 55000 which increased total open position to 77000


On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 9.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 0


On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 9.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 27500


On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 10.9, 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 20 Jun TATASTEEL was trading at 182.28. 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 19 Jun TATASTEEL was trading at 180.02. 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 18 Jun TATASTEEL was trading at 181.12. 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 14 Jun TATASTEEL was trading at 183.15. 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 13 Jun TATASTEEL was trading at 182.56. 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 12 Jun TATASTEEL was trading at 182.23. 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 11 Jun TATASTEEL was trading at 181.33. 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 10 Jun TATASTEEL was trading at 180.29. 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 7 Jun TATASTEEL was trading at 178.90. 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 6 Jun TATASTEEL was trading at 172.05. 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 5 Jun TATASTEEL was trading at 169.20. The strike last trading price was 6.60, 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 6.60, 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 6.60, 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 6.60, 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 2.65 0.50 - 5,06,000 -5,500 2,97,000
4 Jul 176.29 2.15 - 2,69,500 60,500 3,02,500
3 Jul 176.37 2.2 - 2,58,500 38,500 2,42,000
2 Jul 174.54 2.85 - 4,67,500 38,500 2,09,000
1 Jul 174.07 3.2 - 3,57,500 27,500 1,70,500
28 Jun 174.01 3.25 - 3,35,500 38,500 1,43,000
27 Jun 174.16 3.7 - 1,92,500 55,000 1,04,500
26 Jun 172.56 4.4 - 1,26,500 33,000 49,500
25 Jun 175.68 3.1 - 44,000 -5,500 16,500
24 Jun 177.96 2.65 - 27,500 22,000 22,000
20 Jun 182.28 1.95 - 1,21,000 82,500 82,500
19 Jun 180.02 11.55 - 0 0 0
18 Jun 181.12 11.55 - 0 0 0
14 Jun 183.15 11.55 - 0 0 0
13 Jun 182.56 11.55 - 0 0 0
12 Jun 182.23 11.55 - 0 0 0
11 Jun 181.33 11.55 - 0 0 0
10 Jun 180.29 11.55 - 0 0 0
7 Jun 178.90 11.55 - 0 0 0
6 Jun 172.05 11.55 - 0 0 0
5 Jun 169.20 11.55 - 0 0 0
4 Jun 158.95 11.55 - 0 0 0
3 Jun 174.25 11.55 - 0 0 0
31 May 167.20 11.55 - 0 0 0


For TATA STEEL LIMITED - strike price 171 expiring on 25JUL2024

Delta for 171 PE is -

Historical price for 171 PE is as follows

On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 2.65, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 297000


On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 60500 which increased total open position to 302500


On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 242000


On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 209000


On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 3.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 170500


On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 143000


On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 55000 which increased total open position to 104500


On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 49500


On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 16500


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 22000 which increased total open position to 22000


On 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 82500


On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 11.55, 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 11.55, 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 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 11.55, 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 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, 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 11.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0