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 | 3.95 | -0.70 | - | 10,06,500 | 27,500 | 8,74,500 | |||
| 4 Jul | 176.29 | 4.65 | - | 17,82,000 | 2,86,000 | 8,47,000 | ||||
| 3 Jul | 176.37 | 5.15 | - | 6,49,000 | -27,500 | 5,61,000 | ||||
| 2 Jul | 174.54 | 4.35 | - | 7,20,500 | 1,21,000 | 5,99,500 | ||||
| 1 Jul | 174.07 | 4.5 | - | 5,66,500 | 66,000 | 4,78,500 | ||||
| 28 Jun | 174.01 | 4.55 | - | 9,95,500 | 1,21,000 | 4,12,500 | ||||
| 27 Jun | 174.16 | 4.75 | - | 3,46,500 | -5,500 | 2,91,500 | ||||
| 26 Jun | 172.56 | 4.5 | - | 1,10,000 | 60,500 | 2,91,500 | ||||
| 25 Jun | 175.68 | 6.15 | - | 1,98,000 | 88,000 | 2,31,000 | ||||
| 24 Jun | 177.96 | 6.9 | - | 2,14,500 | 77,000 | 1,32,000 | ||||
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| 21 Jun | 179.94 | 8.15 | - | 66,000 | 5,500 | 55,000 | ||||
For TATA STEEL LIMITED - strike price 177.4 expiring on 25JUL2024
Delta for 177.4 CE is -
Historical price for 177.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 3.95, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 874500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 286000 which increased total open position to 847000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 5.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 561000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 121000 which increased total open position to 599500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 478500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 4.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 121000 which increased total open position to 412500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 291500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 60500 which increased total open position to 291500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 231000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 6.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 77000 which increased total open position to 132000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 8.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 55000
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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 | 5.65 | 0.80 | - | 11,16,500 | -1,65,000 | 6,32,500 |
| 4 Jul | 176.29 | 4.85 | - | 5,50,000 | 1,43,000 | 7,97,500 | |
| 3 Jul | 176.37 | 4.85 | - | 1,92,500 | 16,500 | 6,54,500 | |
| 2 Jul | 174.54 | 5.8 | - | 1,92,500 | 33,000 | 6,54,500 | |
| 1 Jul | 174.07 | 6.15 | - | 2,36,500 | 44,000 | 6,21,500 | |
| 28 Jun | 174.01 | 6.2 | - | 4,40,000 | 71,500 | 5,77,500 | |
| 27 Jun | 174.16 | 7.05 | - | 1,48,500 | -66,000 | 5,06,000 | |
| 26 Jun | 172.56 | 7.9 | - | 99,000 | -11,000 | 5,61,000 | |
| 25 Jun | 175.68 | 6.2 | - | 1,87,000 | -66,000 | 5,72,000 | |
| 24 Jun | 177.96 | 5.55 | - | 8,69,000 | 2,91,500 | 6,38,000 | |
| 21 Jun | 179.94 | 4.45 | - | 5,500 | 0 | 3,41,000 | |
For TATA STEEL LIMITED - strike price 177.4 expiring on 25JUL2024
Delta for 177.4 PE is -
Historical price for 177.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 5.65, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by -165000 which decreased total open position to 632500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 143000 which increased total open position to 797500
On 3 Jul TATASTEEL was trading at 176.37. 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 increased total open position to 654500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 654500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 621500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 6.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 71500 which increased total open position to 577500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -66000 which decreased total open position to 506000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 7.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 561000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 6.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -66000 which decreased total open position to 572000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 291500 which increased total open position to 638000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 341000