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 | 4.85 | -0.85 | - | 16,11,500 | 3,46,500 | 10,67,000 | |||
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| 4 Jul | 176.29 | 5.7 | - | 10,89,000 | -1,76,000 | 7,20,500 | ||||
| 3 Jul | 176.37 | 6.1 | - | 21,34,000 | -1,43,000 | 8,96,500 | ||||
| 2 Jul | 174.54 | 5.2 | - | 18,15,000 | 1,26,500 | 10,50,500 | ||||
| 1 Jul | 174.07 | 5.3 | - | 21,39,500 | 3,13,500 | 9,24,000 | ||||
| 28 Jun | 174.01 | 5.7 | - | 20,68,000 | 2,09,000 | 6,10,500 | ||||
| 27 Jun | 174.16 | 5.7 | - | 5,06,000 | 1,32,000 | 4,01,500 | ||||
| 26 Jun | 172.56 | 5.2 | - | 1,37,500 | 44,000 | 2,64,000 | ||||
| 25 Jun | 175.68 | 6.9 | - | 2,25,500 | 1,04,500 | 2,20,000 | ||||
| 24 Jun | 177.96 | 8 | - | 99,000 | 38,500 | 1,10,000 | ||||
| 21 Jun | 179.94 | 9.25 | - | 1,54,000 | 55,000 | 71,500 | ||||
For TATA STEEL LIMITED - strike price 175.4 expiring on 25JUL2024
Delta for 175.4 CE is -
Historical price for 175.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 4.85, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by 346500 which increased total open position to 1067000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -176000 which decreased total open position to 720500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -143000 which decreased total open position to 896500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 126500 which increased total open position to 1050500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 313500 which increased total open position to 924000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 209000 which increased total open position to 610500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 132000 which increased total open position to 401500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 264000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 104500 which increased total open position to 220000
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 38500 which increased total open position to 110000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 55000 which increased total open position to 71500
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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 | 4.55 | 0.75 | - | 14,41,000 | 38,500 | 7,97,500 |
| 4 Jul | 176.29 | 3.8 | - | 7,59,000 | -49,500 | 7,59,000 | |
| 3 Jul | 176.37 | 3.85 | - | 12,37,500 | 27,500 | 8,08,500 | |
| 2 Jul | 174.54 | 4.75 | - | 8,30,500 | 71,500 | 7,86,500 | |
| 1 Jul | 174.07 | 5.1 | - | 8,58,000 | 82,500 | 7,15,000 | |
| 28 Jun | 174.01 | 5.2 | - | 13,97,000 | 2,53,000 | 6,32,500 | |
| 27 Jun | 174.16 | 5.8 | - | 2,75,000 | 1,54,000 | 3,79,500 | |
| 26 Jun | 172.56 | 6.7 | - | 82,500 | 5,500 | 2,20,000 | |
| 25 Jun | 175.68 | 5.25 | - | 2,20,000 | 16,500 | 2,14,500 | |
| 24 Jun | 177.96 | 4.45 | - | 3,46,500 | 16,500 | 1,92,500 | |
| 21 Jun | 179.94 | 4.05 | - | 3,63,000 | 1,54,000 | 1,76,000 | |
For TATA STEEL LIMITED - strike price 175.4 expiring on 25JUL2024
Delta for 175.4 PE is -
Historical price for 175.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 4.55, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 797500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -49500 which decreased total open position to 759000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 3.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 808500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 71500 which increased total open position to 786500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 715000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 5.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 253000 which increased total open position to 632500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 154000 which increased total open position to 379500
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 5500 which increased total open position to 220000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 214500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 192500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 154000 which increased total open position to 176000