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 | |||
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| 5 Jul | 174.71 | 5.9 | -1.00 | - | 5,28,000 | 82,500 | 3,85,000 | |||
| 4 Jul | 176.29 | 6.9 | - | 1,15,500 | 5,500 | 3,02,500 | ||||
| 3 Jul | 176.37 | 7.25 | - | 2,42,000 | -99,000 | 2,97,000 | ||||
| 2 Jul | 174.54 | 6.35 | - | 3,96,000 | 49,500 | 4,07,000 | ||||
| 1 Jul | 174.07 | 6.45 | - | 3,90,500 | 11,000 | 3,57,500 | ||||
| 28 Jun | 174.01 | 6.75 | - | 8,08,500 | -71,500 | 3,46,500 | ||||
| 27 Jun | 174.16 | 6.65 | - | 14,68,500 | 3,02,500 | 4,18,000 | ||||
| 26 Jun | 172.56 | 6.3 | - | 1,59,500 | 1,15,500 | 1,15,500 | ||||
| 25 Jun | 175.68 | 8 | - | 0 | 0 | 0 | ||||
| 24 Jun | 177.96 | 8 | - | 0 | 5,500 | 0 | ||||
| 21 Jun | 179.94 | 8.00 | - | 0 | 0 | 0 | ||||
For TATA STEEL LIMITED - strike price 173.4 expiring on 25JUL2024
Delta for 173.4 CE is -
Historical price for 173.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 5.9, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 385000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 302500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -99000 which decreased total open position to 297000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 407000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 357500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -71500 which decreased total open position to 346500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 302500 which increased total open position to 418000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 115500 which increased total open position to 115500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 8, 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 8, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 0
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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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 | 3.55 | 0.55 | - | 16,72,000 | 1,54,000 | 4,56,500 |
| 4 Jul | 176.29 | 3 | - | 4,45,500 | -66,000 | 3,02,500 | |
| 3 Jul | 176.37 | 3 | - | 1,76,000 | 5,500 | 3,68,500 | |
| 2 Jul | 174.54 | 3.85 | - | 7,15,000 | 44,000 | 3,68,500 | |
| 1 Jul | 174.07 | 4.25 | - | 3,41,000 | 71,500 | 3,24,500 | |
| 28 Jun | 174.01 | 4.5 | - | 7,53,500 | 1,65,000 | 2,53,000 | |
| 27 Jun | 174.16 | 4.85 | - | 4,18,000 | 22,000 | 88,000 | |
| 26 Jun | 172.56 | 5.55 | - | 1,43,000 | 38,500 | 77,000 | |
| 25 Jun | 175.68 | 4.3 | - | 38,500 | 11,000 | 38,500 | |
| 24 Jun | 177.96 | 4.8 | - | 5,500 | 0 | 27,500 | |
| 21 Jun | 179.94 | 3.75 | - | 49,500 | 11,000 | 27,500 | |
For TATA STEEL LIMITED - strike price 173.4 expiring on 25JUL2024
Delta for 173.4 PE is -
Historical price for 173.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 3.55, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 154000 which increased total open position to 456500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by -66000 which decreased total open position to 302500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 3, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 368500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 368500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 71500 which increased total open position to 324500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 165000 which increased total open position to 253000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 88000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 77000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 4.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 38500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 27500