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 | 3.45 | -0.75 | - | 5,94,000 | 66,000 | 6,21,500 | |||
| 4 Jul | 176.29 | 4.2 | - | 7,26,000 | 99,000 | 5,55,500 | ||||
| 3 Jul | 176.37 | 4.65 | - | 3,46,500 | 5,500 | 4,56,500 | ||||
| 2 Jul | 174.54 | 3.95 | - | 3,96,000 | 33,000 | 4,62,000 | ||||
| 1 Jul | 174.07 | 4 | - | 2,91,500 | 27,500 | 4,29,000 | ||||
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| 28 Jun | 174.01 | 4.35 | - | 9,51,500 | 44,000 | 4,01,500 | ||||
| 27 Jun | 174.16 | 4.45 | - | 3,46,500 | -33,000 | 3,57,500 | ||||
| 26 Jun | 172.56 | 4.05 | - | 1,98,000 | 44,000 | 3,90,500 | ||||
| 25 Jun | 175.68 | 5.45 | - | 2,36,500 | 82,500 | 3,46,500 | ||||
| 24 Jun | 177.96 | 6.4 | - | 4,78,500 | 1,32,000 | 2,58,500 | ||||
| 21 Jun | 179.94 | 7.35 | - | 1,48,500 | -33,000 | 1,32,000 | ||||
For TATA STEEL LIMITED - strike price 178.4 expiring on 25JUL2024
Delta for 178.4 CE is -
Historical price for 178.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 3.45, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 621500
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 increased total open position to 555500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 4.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 456500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 462000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 429000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 4.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 401500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -33000 which decreased total open position to 357500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 390500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 346500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 6.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 132000 which increased total open position to 258500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 7.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -33000 which decreased total open position to 132000
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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 | 6.2 | 0.85 | - | 77,000 | 16,500 | 3,19,000 |
| 4 Jul | 176.29 | 5.35 | - | 2,47,500 | 82,500 | 3,02,500 | |
| 3 Jul | 176.37 | 5.25 | - | 1,48,500 | 55,000 | 2,20,000 | |
| 2 Jul | 174.54 | 6.45 | - | 1,37,500 | 22,000 | 1,70,500 | |
| 1 Jul | 174.07 | 6.8 | - | 2,47,500 | 44,000 | 1,48,500 | |
| 28 Jun | 174.01 | 7.3 | - | 2,31,000 | 0 | 1,04,500 | |
| 27 Jun | 174.16 | 8.8 | - | 11,000 | 5,500 | 1,04,500 | |
| 26 Jun | 172.56 | 8.6 | - | 71,500 | 0 | 99,000 | |
| 25 Jun | 175.68 | 6.65 | - | 60,500 | 22,000 | 99,000 | |
| 24 Jun | 177.96 | 5.9 | - | 88,000 | 11,000 | 71,500 | |
| 21 Jun | 179.94 | 4.95 | - | 88,000 | 27,500 | 66,000 | |
For TATA STEEL LIMITED - strike price 178.4 expiring on 25JUL2024
Delta for 178.4 PE is -
Historical price for 178.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 6.2, which was 0.85 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 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 302500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 5.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 55000 which increased total open position to 220000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 170500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 6.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 148500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 7.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 104500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 8.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 104500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 8.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 99000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 99000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 71500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 66000