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 | 4.35 | -0.75 | - | 19,74,500 | -66,000 | 26,84,000 | |||
| 4 Jul | 176.29 | 5.1 | - | 20,51,500 | -49,500 | 27,50,000 | ||||
| 3 Jul | 176.37 | 5.55 | - | 18,92,000 | 1,70,500 | 27,99,500 | ||||
| 2 Jul | 174.54 | 4.7 | - | 13,91,500 | -1,04,500 | 26,18,000 | ||||
| 1 Jul | 174.07 | 4.85 | - | 15,01,500 | -16,500 | 27,22,500 | ||||
| 28 Jun | 174.01 | 5.15 | - | 33,71,500 | -49,500 | 27,39,000 | ||||
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| 27 Jun | 174.16 | 5.3 | - | 19,69,000 | 2,20,000 | 27,88,500 | ||||
| 26 Jun | 172.56 | 4.9 | - | 12,15,500 | 4,95,000 | 25,68,500 | ||||
| 25 Jun | 175.68 | 6.45 | - | 9,07,500 | 66,000 | 20,73,500 | ||||
| 24 Jun | 177.96 | 7.35 | - | 26,67,500 | -2,31,000 | 20,24,000 | ||||
| 21 Jun | 179.94 | 8.45 | - | 18,81,000 | -2,97,000 | 22,27,500 | ||||
For TATA STEEL LIMITED - strike price 176.4 expiring on 25JUL2024
Delta for 176.4 CE is -
Historical price for 176.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 4.35, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -66000 which decreased total open position to 2684000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -49500 which decreased total open position to 2750000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 170500 which increased total open position to 2799500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 4.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -104500 which decreased total open position to 2618000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 2722500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -49500 which decreased total open position to 2739000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 220000 which increased total open position to 2788500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 4.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 495000 which increased total open position to 2568500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 2073500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -231000 which decreased total open position to 2024000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 8.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -297000 which decreased total open position to 2227500
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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 | 5.1 | 0.90 | - | 16,99,500 | -55,000 | 19,25,000 |
| 4 Jul | 176.29 | 4.2 | - | 13,09,000 | -99,000 | 19,80,000 | |
| 3 Jul | 176.37 | 4.35 | - | 6,76,500 | -66,000 | 20,79,000 | |
| 2 Jul | 174.54 | 5.3 | - | 4,89,500 | -11,000 | 21,61,500 | |
| 1 Jul | 174.07 | 5.7 | - | 13,69,500 | 0 | 21,72,500 | |
| 28 Jun | 174.01 | 5.65 | - | 24,75,000 | -5,500 | 21,72,500 | |
| 27 Jun | 174.16 | 6.35 | - | 10,61,500 | 38,500 | 21,78,000 | |
| 26 Jun | 172.56 | 7.1 | - | 9,73,500 | -5,500 | 21,45,000 | |
| 25 Jun | 175.68 | 5.65 | - | 10,89,000 | -27,500 | 21,50,500 | |
| 24 Jun | 177.96 | 5.05 | - | 22,82,500 | -2,97,000 | 21,78,000 | |
| 21 Jun | 179.94 | 4.40 | - | 17,38,000 | -2,80,500 | 24,42,000 | |
For TATA STEEL LIMITED - strike price 176.4 expiring on 25JUL2024
Delta for 176.4 PE is -
Historical price for 176.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 5.1, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by -55000 which decreased total open position to 1925000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 4.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -99000 which decreased total open position to 1980000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -66000 which decreased total open position to 2079000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 2161500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 5.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2172500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 2172500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 2178000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 2145000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 2150500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 5.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -297000 which decreased total open position to 2178000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 4.40, which was lower than the previous day. The implied volatity was -, the open interest changed by -280500 which decreased total open position to 2442000