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 | 6.4 | -1.15 | - | 2,03,500 | 16,500 | 66,000 | |||
| 4 Jul | 176.29 | 7.55 | - | 71,500 | 0 | 49,500 | ||||
| 3 Jul | 176.37 | 7.95 | - | 82,500 | 0 | 49,500 | ||||
| 2 Jul | 174.54 | 6.65 | - | 1,48,500 | 16,500 | 55,000 | ||||
| 1 Jul | 174.07 | 6.85 | - | 1,15,500 | 22,000 | 38,500 | ||||
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| 28 Jun | 174.01 | 6.95 | - | 22,000 | 16,500 | 16,500 | ||||
For TATA STEEL LIMITED - strike price 172.5 expiring on 25JUL2024
Delta for 172.5 CE is -
Historical price for 172.5 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 6.4, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 66000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 7.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 55000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 6.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 38500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 16500
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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 | 3.2 | 0.55 | - | 6,65,500 | 33,000 | 1,76,000 |
| 4 Jul | 176.29 | 2.65 | - | 3,19,000 | 44,000 | 1,43,000 | |
| 3 Jul | 176.37 | 2.65 | - | 1,21,000 | 11,000 | 99,000 | |
| 2 Jul | 174.54 | 3.5 | - | 3,41,000 | -5,500 | 93,500 | |
| 1 Jul | 174.07 | 3.8 | - | 3,85,000 | -44,000 | 99,000 | |
| 28 Jun | 174.01 | 4.25 | - | 3,41,000 | 1,43,000 | 1,43,000 | |
For TATA STEEL LIMITED - strike price 172.5 expiring on 25JUL2024
Delta for 172.5 PE is -
Historical price for 172.5 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 3.2, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 176000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 2.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 143000
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 11000 which increased total open position to 99000
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 -5500 which decreased total open position to 93500
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 -44000 which decreased total open position to 99000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 143000 which increased total open position to 143000