TATASTEEL
TATA STEEL LIMITED
Historical option data for TATASTEEL
05 Jul 2024 04:12 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
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Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
5 Jul | 174.71 | 3.85 | -0.75 | - | 10,72,500 | -82,500 | 4,67,500 | |||
4 Jul | 176.29 | 4.6 | - | 14,13,500 | 2,14,500 | 5,50,000 | ||||
3 Jul | 176.37 | 5.1 | - | 4,01,500 | 60,500 | 3,35,500 | ||||
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2 Jul | 174.54 | 4.35 | - | 5,00,500 | 22,000 | 2,80,500 | ||||
1 Jul | 174.07 | 4.45 | - | 5,33,500 | -38,500 | 2,58,500 | ||||
28 Jun | 174.01 | 4.5 | - | 7,26,000 | 2,97,000 | 2,97,000 |
For TATA STEEL LIMITED - strike price 177.5 expiring on 25JUL2024
Delta for 177.5 CE is -
Historical price for 177.5 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 3.85, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by -82500 which decreased total open position to 467500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 214500 which increased total open position to 550000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 5.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 60500 which increased total open position to 335500
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 22000 which increased total open position to 280500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -38500 which decreased total open position to 258500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 297000 which increased total open position to 297000
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 | - | 2,31,000 | 16,500 | 3,19,000 |
4 Jul | 176.29 | 4.85 | - | 4,18,000 | 77,000 | 3,02,500 | |
3 Jul | 176.37 | 4.75 | - | 1,76,000 | 66,000 | 2,25,500 | |
2 Jul | 174.54 | 6 | - | 2,14,500 | 49,500 | 1,54,000 | |
1 Jul | 174.07 | 6.25 | - | 2,36,500 | 11,000 | 1,04,500 | |
28 Jun | 174.01 | 6.55 | - | 4,51,000 | 93,500 | 93,500 |
For TATA STEEL LIMITED - strike price 177.5 expiring on 25JUL2024
Delta for 177.5 PE is -
Historical price for 177.5 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 16500 which increased total open position to 319000
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 77000 which increased total open position to 302500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 225500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 154000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 6.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 104500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 6.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 93500 which increased total open position to 93500