TATASTEEL
TATA STEEL LIMITED
Historical option data for TATASTEEL
04 Jul 2024 12:33 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 177.22 | 6.45 | 0.15 | - | 41,41,500 | -10,28,500 | 56,98,000 | |||
| 3 Jul | 176.37 | 6.3 | - | 1,14,45,500 | -6,82,000 | 67,26,500 | ||||
| 2 Jul | 174.54 | 5.4 | - | 1,15,39,000 | 7,53,500 | 74,14,000 | ||||
| 1 Jul | 174.07 | 5.55 | - | 93,28,000 | 17,87,500 | 66,60,500 | ||||
| 28 Jun | 174.01 | 5.9 | - | 1,04,94,000 | 11,38,500 | 48,73,000 | ||||
| 27 Jun | 174.16 | 5.9 | - | 1,02,13,500 | 12,48,500 | 37,34,500 | ||||
| 26 Jun | 172.56 | 5.5 | - | 46,91,500 | 18,81,000 | 24,86,000 | ||||
| 25 Jun | 175.68 | 7.2 | - | 8,52,500 | 3,52,000 | 6,05,000 | ||||
| 24 Jun | 177.96 | 8.3 | - | 5,33,500 | 2,42,000 | 2,42,000 | ||||
| 20 Jun | 182.28 | 11.75 | - | 1,70,500 | -22,000 | 1,87,000 | ||||
| 19 Jun | 180.02 | 9.90 | - | 2,09,000 | 82,500 | 2,09,000 | ||||
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| 18 Jun | 181.12 | 11.10 | - | 33,000 | 33,000 | 1,26,500 | ||||
| 14 Jun | 183.15 | 12.45 | - | 11,000 | 0 | 93,500 | ||||
| 13 Jun | 182.56 | 11.30 | - | 5,500 | 0 | 88,000 | ||||
| 12 Jun | 182.23 | 13.60 | - | 16,500 | 5,500 | 88,000 | ||||
| 11 Jun | 181.33 | 13.20 | - | 44,000 | 0 | 88,000 | ||||
| 10 Jun | 180.29 | 12.85 | - | 60,500 | 11,000 | 88,000 | ||||
| 7 Jun | 178.90 | 11.45 | - | 1,26,500 | 55,000 | 66,000 | ||||
| 6 Jun | 172.05 | 8.50 | - | 27,500 | 11,000 | 11,000 | ||||
| 5 Jun | 169.20 | 5.20 | - | 0 | 0 | 0 | ||||
| 4 Jun | 158.95 | 5.20 | - | 0 | 0 | 0 | ||||
| 3 Jun | 174.25 | 5.20 | - | 0 | 0 | 0 | ||||
| 31 May | 167.20 | 5.20 | - | 0 | 0 | 0 | ||||
For TATA STEEL LIMITED - strike price 175 expiring on 25JUL2024
Delta for 175 CE is -
Historical price for 175 CE is as follows
On 4 Jul TATASTEEL was trading at 177.22. The strike last trading price was 6.45, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by -1028500 which decreased total open position to 5698000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -682000 which decreased total open position to 6726500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 753500 which increased total open position to 7414000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1787500 which increased total open position to 6660500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1138500 which increased total open position to 4873000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1248500 which increased total open position to 3734500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1881000 which increased total open position to 2486000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 352000 which increased total open position to 605000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 8.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 242000 which increased total open position to 242000
On 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 11.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -22000 which decreased total open position to 187000
On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 9.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 209000
On 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 11.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 126500
On 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 12.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93500
On 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 11.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88000
On 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 13.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 88000
On 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 13.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88000
On 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 12.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 88000
On 7 Jun TATASTEEL was trading at 178.90. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 55000 which increased total open position to 66000
On 6 Jun TATASTEEL was trading at 172.05. The strike last trading price was 8.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 11000
On 5 Jun TATASTEEL was trading at 169.20. The strike last trading price was 5.20, 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 4 Jun TATASTEEL was trading at 158.95. The strike last trading price was 5.20, 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 3 Jun TATASTEEL was trading at 174.25. The strike last trading price was 5.20, 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 31 May TATASTEEL was trading at 167.20. The strike last trading price was 5.20, 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 |
| 4 Jul | 177.22 | 3.3 | -0.40 | - | 29,59,000 | 2,14,500 | 43,89,000 |
| 3 Jul | 176.37 | 3.7 | - | 62,42,500 | 1,15,500 | 41,74,500 | |
| 2 Jul | 174.54 | 4.65 | - | 53,84,500 | 1,81,500 | 41,03,000 | |
| 1 Jul | 174.07 | 4.95 | - | 42,07,500 | 3,85,000 | 39,21,500 | |
| 28 Jun | 174.01 | 5 | - | 52,03,000 | 8,08,500 | 35,36,500 | |
| 27 Jun | 174.16 | 5.6 | - | 40,31,500 | 8,25,000 | 27,28,000 | |
| 26 Jun | 172.56 | 6.35 | - | 43,34,000 | 6,05,000 | 19,08,500 | |
| 25 Jun | 175.68 | 5.15 | - | 24,03,500 | 8,80,000 | 13,03,500 | |
| 24 Jun | 177.96 | 4.4 | - | 13,09,000 | 4,40,000 | 4,40,000 | |
| 20 Jun | 182.28 | 3.00 | - | 11,16,500 | 1,48,500 | 8,41,500 | |
| 19 Jun | 180.02 | 3.70 | - | 8,52,500 | 49,500 | 6,93,000 | |
| 18 Jun | 181.12 | 3.10 | - | 6,21,500 | 3,30,000 | 6,82,000 | |
| 14 Jun | 183.15 | 2.75 | - | 2,20,000 | 55,000 | 3,52,000 | |
| 13 Jun | 182.56 | 3.10 | - | 1,76,000 | 33,000 | 2,64,000 | |
| 12 Jun | 182.23 | 3.60 | - | 82,500 | 11,000 | 2,25,500 | |
| 11 Jun | 181.33 | 4.20 | - | 1,76,000 | 44,000 | 2,14,500 | |
| 10 Jun | 180.29 | 5.00 | - | 1,65,000 | 1,10,000 | 1,59,500 | |
| 7 Jun | 178.90 | 5.60 | - | 88,000 | 44,000 | 44,000 | |
| 6 Jun | 172.05 | 14.10 | - | 0 | 0 | 0 | |
| 5 Jun | 169.20 | 14.10 | - | 0 | 0 | 0 | |
| 4 Jun | 158.95 | 14.10 | - | 0 | 0 | 0 | |
| 3 Jun | 174.25 | 14.10 | - | 0 | 0 | 0 | |
| 31 May | 167.20 | 14.10 | - | 0 | 0 | 0 | |
For TATA STEEL LIMITED - strike price 175 expiring on 25JUL2024
Delta for 175 PE is -
Historical price for 175 PE is as follows
On 4 Jul TATASTEEL was trading at 177.22. The strike last trading price was 3.3, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by 214500 which increased total open position to 4389000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 115500 which increased total open position to 4174500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 181500 which increased total open position to 4103000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 385000 which increased total open position to 3921500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 808500 which increased total open position to 3536500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 825000 which increased total open position to 2728000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 605000 which increased total open position to 1908500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 880000 which increased total open position to 1303500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 440000 which increased total open position to 440000
On 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 3.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 148500 which increased total open position to 841500
On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 3.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 693000
On 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 330000 which increased total open position to 682000
On 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 55000 which increased total open position to 352000
On 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 3.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 264000
On 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 225500
On 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 4.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 214500
On 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 110000 which increased total open position to 159500
On 7 Jun TATASTEEL was trading at 178.90. The strike last trading price was 5.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 44000
On 6 Jun TATASTEEL was trading at 172.05. The strike last trading price was 14.10, 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 5 Jun TATASTEEL was trading at 169.20. The strike last trading price was 14.10, 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 4 Jun TATASTEEL was trading at 158.95. The strike last trading price was 14.10, 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 3 Jun TATASTEEL was trading at 174.25. The strike last trading price was 14.10, 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 31 May TATASTEEL was trading at 167.20. The strike last trading price was 14.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0