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 | 5.35 | -0.85 | - | 15,34,500 | 1,54,000 | 6,54,500 | |||
| 4 Jul | 176.29 | 6.2 | - | 8,08,500 | -82,500 | 5,00,500 | ||||
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| 3 Jul | 176.37 | 6.65 | - | 14,85,000 | -3,74,000 | 5,83,000 | ||||
| 2 Jul | 174.54 | 5.65 | - | 25,79,500 | 1,87,000 | 9,57,000 | ||||
| 1 Jul | 174.07 | 5.9 | - | 17,32,500 | 3,68,500 | 7,70,000 | ||||
| 28 Jun | 174.01 | 6.3 | - | 13,97,000 | -1,98,000 | 4,01,500 | ||||
| 27 Jun | 174.16 | 6.2 | - | 14,13,500 | 4,51,000 | 5,99,500 | ||||
| 26 Jun | 172.56 | 5.7 | - | 2,14,500 | 1,59,500 | 1,59,500 | ||||
| 25 Jun | 175.68 | 8.2 | - | 0 | 5,500 | 0 | ||||
| 24 Jun | 177.96 | 8.2 | - | 38,500 | 11,000 | 55,000 | ||||
| 21 Jun | 179.94 | 9.90 | - | 11,000 | 0 | 44,000 | ||||
For TATA STEEL LIMITED - strike price 174.4 expiring on 25JUL2024
Delta for 174.4 CE is -
Historical price for 174.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 5.35, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 154000 which increased total open position to 654500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 6.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -82500 which decreased total open position to 500500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -374000 which decreased total open position to 583000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 187000 which increased total open position to 957000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 368500 which increased total open position to 770000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -198000 which decreased total open position to 401500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 6.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 451000 which increased total open position to 599500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 159500 which increased total open position to 159500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 8.2, 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 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 8.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 55000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 9.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44000
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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 | 4.1 | 0.75 | - | 20,02,000 | 0 | 7,09,500 |
| 4 Jul | 176.29 | 3.35 | - | 13,14,500 | -5,500 | 7,09,500 | |
| 3 Jul | 176.37 | 3.5 | - | 4,84,000 | 5,500 | 7,15,000 | |
| 2 Jul | 174.54 | 4.25 | - | 12,37,500 | 22,000 | 7,15,000 | |
| 1 Jul | 174.07 | 4.7 | - | 8,96,500 | 1,37,500 | 6,93,000 | |
| 28 Jun | 174.01 | 4.65 | - | 8,25,000 | 1,43,000 | 5,55,500 | |
| 27 Jun | 174.16 | 5.35 | - | 5,22,500 | 2,47,500 | 4,12,500 | |
| 26 Jun | 172.56 | 6.05 | - | 3,35,500 | 5,500 | 1,65,000 | |
| 25 Jun | 175.68 | 4.6 | - | 60,500 | -11,000 | 1,59,500 | |
| 24 Jun | 177.96 | 4.05 | - | 66,000 | 11,000 | 1,76,000 | |
| 21 Jun | 179.94 | 3.40 | - | 49,500 | 11,000 | 1,65,000 | |
For TATA STEEL LIMITED - strike price 174.4 expiring on 25JUL2024
Delta for 174.4 PE is -
Historical price for 174.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 4.1, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 709500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 709500
On 3 Jul TATASTEEL was trading at 176.37. 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 increased total open position to 715000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 4.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 715000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 137500 which increased total open position to 693000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 143000 which increased total open position to 555500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 247500 which increased total open position to 412500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 165000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 159500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 176000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 3.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 165000