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 | 3.1 | -0.80 | - | 5,22,500 | 1,10,000 | 5,11,500 | |||
| 4 Jul | 176.29 | 3.9 | - | 4,84,000 | 0 | 4,01,500 | ||||
| 3 Jul | 176.37 | 4.15 | - | 3,90,500 | -16,500 | 4,01,500 | ||||
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| 2 Jul | 174.54 | 3.55 | - | 2,58,500 | 11,000 | 4,23,500 | ||||
| 1 Jul | 174.07 | 3.7 | - | 3,08,000 | 49,500 | 4,12,500 | ||||
| 28 Jun | 174.01 | 3.95 | - | 4,73,000 | 88,000 | 3,63,000 | ||||
| 27 Jun | 174.16 | 4 | - | 1,15,500 | 27,500 | 2,75,000 | ||||
| 26 Jun | 172.56 | 3.75 | - | 1,10,000 | -5,500 | 2,47,500 | ||||
| 25 Jun | 175.68 | 5.8 | - | 1,15,500 | 38,500 | 2,53,000 | ||||
| 24 Jun | 177.96 | 6 | - | 1,43,000 | 5,500 | 2,09,000 | ||||
| 21 Jun | 179.94 | 7.05 | - | 3,02,500 | -55,000 | 2,03,500 | ||||
For TATA STEEL LIMITED - strike price 179.4 expiring on 25JUL2024
Delta for 179.4 CE is -
Historical price for 179.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 3.1, which was -0.80 lower than the previous day. The implied volatity was -, the open interest changed by 110000 which increased total open position to 511500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 3.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 401500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 4.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 401500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 423500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 412500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 3.95, 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 27 Jun TATASTEEL was trading at 174.16. 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 275000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 247500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 5.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 253000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 6, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 209000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -55000 which decreased total open position to 203500
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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 | 6.85 | 1.00 | - | 1,76,000 | 11,000 | 2,14,500 |
| 4 Jul | 176.29 | 5.85 | - | 1,81,500 | 82,500 | 2,03,500 | |
| 3 Jul | 176.37 | 5.9 | - | 1,15,500 | 44,000 | 1,21,000 | |
| 2 Jul | 174.54 | 7 | - | 16,500 | -11,000 | 77,000 | |
| 1 Jul | 174.07 | 7.75 | - | 33,000 | 0 | 88,000 | |
| 28 Jun | 174.01 | 7.5 | - | 99,000 | 5,500 | 88,000 | |
| 27 Jun | 174.16 | 8.85 | - | 27,500 | 0 | 82,500 | |
| 26 Jun | 172.56 | 9.15 | - | 44,000 | -16,500 | 71,500 | |
| 25 Jun | 175.68 | 7.1 | - | 27,500 | 11,000 | 88,000 | |
| 24 Jun | 177.96 | 6.35 | - | 1,26,500 | 16,500 | 82,500 | |
| 21 Jun | 179.94 | 5.70 | - | 1,59,500 | 44,000 | 55,000 | |
For TATA STEEL LIMITED - strike price 179.4 expiring on 25JUL2024
Delta for 179.4 PE is -
Historical price for 179.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 6.85, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 214500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 203500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 5.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 121000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 7, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 77000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 7.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 7.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 88000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 8.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 9.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 71500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 88000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 82500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 5.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 55000