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 | 6.5 | -1.10 | - | 1,48,500 | 38,500 | 4,23,500 | |||
4 Jul | 176.29 | 7.6 | - | 1,32,000 | 0 | 3,85,000 | ||||
3 Jul | 176.37 | 7.9 | - | 1,26,500 | -49,500 | 3,85,000 | ||||
2 Jul | 174.54 | 6.9 | - | 1,87,000 | 60,500 | 4,34,500 | ||||
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1 Jul | 174.07 | 6.9 | - | 2,20,000 | -22,000 | 3,74,000 | ||||
28 Jun | 174.01 | 7.35 | - | 6,54,500 | 44,000 | 3,96,000 | ||||
27 Jun | 174.16 | 7.2 | - | 11,49,500 | 1,65,000 | 3,52,000 | ||||
26 Jun | 172.56 | 6.7 | - | 4,29,000 | 1,87,000 | 1,87,000 | ||||
25 Jun | 175.68 | 9.45 | - | 0 | 0 | 0 | ||||
24 Jun | 177.96 | 9.45 | - | 0 | 0 | 0 | ||||
21 Jun | 179.94 | 9.45 | - | 0 | 0 | 0 |
For TATA STEEL LIMITED - strike price 172.4 expiring on 25JUL2024
Delta for 172.4 CE is -
Historical price for 172.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 6.5, which was -1.10 lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 423500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 7.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 385000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 7.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -49500 which decreased total open position to 385000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 60500 which increased total open position to 434500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -22000 which decreased total open position to 374000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 396000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 165000 which increased total open position to 352000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 187000 which increased total open position to 187000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 9.45, 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 9.45, 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 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
5 Jul | 174.71 | 3.15 | 0.55 | - | 4,40,000 | 16,500 | 2,03,500 |
4 Jul | 176.29 | 2.6 | - | 2,25,500 | -11,000 | 1,87,000 | |
3 Jul | 176.37 | 2.65 | - | 1,43,000 | 0 | 1,98,000 | |
2 Jul | 174.54 | 3.5 | - | 2,31,000 | -11,000 | 1,98,000 | |
1 Jul | 174.07 | 3.8 | - | 2,64,000 | -11,000 | 2,09,000 | |
28 Jun | 174.01 | 4.05 | - | 6,21,500 | 55,000 | 2,20,000 | |
27 Jun | 174.16 | 4.5 | - | 4,78,500 | 82,500 | 1,65,000 | |
26 Jun | 172.56 | 5 | - | 2,42,000 | 60,500 | 82,500 | |
25 Jun | 175.68 | 3.55 | - | 11,000 | 5,500 | 22,000 | |
24 Jun | 177.96 | 3.3 | - | 0 | 16,500 | 0 | |
21 Jun | 179.94 | 3.30 | - | 0 | 5,500 | 0 |
For TATA STEEL LIMITED - strike price 172.4 expiring on 25JUL2024
Delta for 172.4 PE is -
Historical price for 172.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 3.15, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 203500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 2.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 187000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 198000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 198000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 209000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 55000 which increased total open position to 220000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 165000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 60500 which increased total open position to 82500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 22000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 0
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 3.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 0