[--[65.84.65.76]--]
TATASTEEL
TATA STEEL LIMITED

174.71 -1.58 (-0.90%)

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Historical option data for TATASTEEL

05 Jul 2024 04:12 PM IST
Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 174.71 4.1 -0.70 - 58,79,500 1,76,000 22,55,000
4 Jul 176.29 4.8 - 49,88,500 2,69,500 20,79,000
3 Jul 176.37 5.3 - 39,32,500 2,20,000 18,09,500
2 Jul 174.54 4.5 - 40,48,000 -38,500 15,89,500
1 Jul 174.07 4.6 - 27,72,000 3,52,000 16,28,000
28 Jun 174.01 5 - 50,43,500 7,59,000 12,76,000
27 Jun 174.16 5 - 13,25,500 1,04,500 5,17,000
26 Jun 172.56 4.65 - 3,57,500 1,48,500 4,07,000
25 Jun 175.68 6.1 - 3,13,500 1,54,000 2,58,500
24 Jun 177.96 7.2 - 2,53,000 99,000 99,000
20 Jun 182.28 8.00 - 0 0 0
19 Jun 180.02 8.00 - 0 0 0
18 Jun 181.12 8.00 - 0 0 0
14 Jun 183.15 8.00 - 0 0 0
13 Jun 182.56 8.00 - 0 0 0
12 Jun 182.23 8.00 - 0 0 0
11 Jun 181.33 8.00 - 0 0 0
10 Jun 180.29 8.00 - 0 0 0
7 Jun 178.90 8.00 - 0 5,500 0
6 Jun 172.05 8.00 - 16,500 5,500 5,500
5 Jun 169.20 4.60 - 0 0 0
4 Jun 158.95 4.60 - 0 0 0
3 Jun 174.25 4.60 - 0 0 0
31 May 167.20 0.00 - 0 0 0


For TATA STEEL LIMITED - strike price 177 expiring on 25JUL2024

Delta for 177 CE is -

Historical price for 177 CE is as follows

On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 4.1, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by 176000 which increased total open position to 2255000


On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 269500 which increased total open position to 2079000


On 3 Jul TATASTEEL was trading at 176.37. 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 1809500


On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 4.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -38500 which decreased total open position to 1589500


On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 352000 which increased total open position to 1628000


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 759000 which increased total open position to 1276000


On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 104500 which increased total open position to 517000


On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 148500 which increased total open position to 407000


On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 6.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 154000 which increased total open position to 258500


On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 7.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 99000 which increased total open position to 99000


On 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 8.00, 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 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 8.00, 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 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 8.00, 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 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 8.00, 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 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 8.00, 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 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 8.00, 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 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 8.00, 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 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 8.00, 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 7 Jun TATASTEEL was trading at 178.90. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 0


On 6 Jun TATASTEEL was trading at 172.05. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 5500


On 5 Jun TATASTEEL was trading at 169.20. The strike last trading price was 4.60, 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 4.60, 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 4.60, 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 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


Delta: -
Gamma: -
Theta: -
Vega: -
Date Symbol Close Ltp Chng IV Volume Chng OI OI
5 Jul 174.71 5.4 0.80 - 14,96,000 -16,500 13,53,000
4 Jul 176.29 4.6 - 30,69,000 8,80,000 13,69,500
3 Jul 176.37 4.6 - 5,44,500 1,26,500 4,89,500
2 Jul 174.54 5.65 - 4,18,000 88,000 3,63,000
1 Jul 174.07 5.9 - 4,29,000 -27,500 2,75,000
28 Jun 174.01 6.1 - 11,16,500 1,43,000 3,02,500
27 Jun 174.16 6.75 - 1,48,500 5,500 1,59,500
26 Jun 172.56 7.45 - 1,26,500 27,500 1,54,000
25 Jun 175.68 6 - 1,98,000 44,000 1,26,500
24 Jun 177.96 5.3 - 1,92,500 88,000 88,000
20 Jun 182.28 3.60 - 16,500 5,500 5,500
19 Jun 180.02 4.60 - 11,000 0 0
18 Jun 181.12 15.45 - 0 0 0
14 Jun 183.15 15.45 - 0 0 0
13 Jun 182.56 15.45 - 0 0 0
12 Jun 182.23 15.45 - 0 0 0
11 Jun 181.33 15.45 - 0 0 0
10 Jun 180.29 15.45 - 0 0 0
7 Jun 178.90 15.45 - 0 0 0
6 Jun 172.05 15.45 - 0 0 0
5 Jun 169.20 15.45 - 0 0 0
4 Jun 158.95 15.45 - 0 0 0
3 Jun 174.25 15.45 - 0 0 0
31 May 167.20 0.00 - 0 0 0


For TATA STEEL LIMITED - strike price 177 expiring on 25JUL2024

Delta for 177 PE is -

Historical price for 177 PE is as follows

On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 5.4, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 1353000


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 880000 which increased total open position to 1369500


On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 4.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 126500 which increased total open position to 489500


On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 5.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 363000


On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 275000


On 28 Jun TATASTEEL was trading at 174.01. 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 increased total open position to 302500


On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 6.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 159500


On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 154000


On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 126500


On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 88000


On 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 3.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 5500


On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 4.60, 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 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 15.45, 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 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 15.45, 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 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 15.45, 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 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 15.45, 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 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 15.45, 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 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 15.45, 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 7 Jun TATASTEEL was trading at 178.90. The strike last trading price was 15.45, 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 6 Jun TATASTEEL was trading at 172.05. The strike last trading price was 15.45, 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 15.45, 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 15.45, 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 15.45, 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 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0