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 | 2.85 | -0.55 | - | 9,02,000 | 1,04,500 | 21,50,500 | |||
| 4 Jul | 176.29 | 3.4 | - | 8,63,500 | 1,21,000 | 20,46,000 | ||||
| 3 Jul | 176.37 | 3.8 | - | 9,40,500 | 1,43,000 | 19,25,000 | ||||
| 2 Jul | 174.54 | 3.1 | - | 10,94,500 | -22,000 | 17,87,500 | ||||
| 1 Jul | 174.07 | 3.25 | - | 7,97,500 | 2,42,000 | 18,09,500 | ||||
| 28 Jun | 174.01 | 3.6 | - | 18,09,500 | -2,09,000 | 15,67,500 | ||||
| 27 Jun | 174.16 | 3.6 | - | 13,14,500 | 2,42,000 | 17,76,500 | ||||
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| 26 Jun | 172.56 | 3.4 | - | 12,98,000 | 2,14,500 | 15,29,000 | ||||
| 25 Jun | 175.68 | 4.75 | - | 12,59,500 | 2,09,000 | 13,14,500 | ||||
| 24 Jun | 177.96 | 5.45 | - | 22,27,500 | 1,37,500 | 10,94,500 | ||||
| 21 Jun | 179.94 | 6.45 | - | 28,76,500 | 9,02,000 | 9,24,000 | ||||
For TATA STEEL LIMITED - strike price 180.4 expiring on 25JUL2024
Delta for 180.4 CE is -
Historical price for 180.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 104500 which increased total open position to 2150500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 121000 which increased total open position to 2046000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 143000 which increased total open position to 1925000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -22000 which decreased total open position to 1787500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 242000 which increased total open position to 1809500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -209000 which decreased total open position to 1567500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 242000 which increased total open position to 1776500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 214500 which increased total open position to 1529000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 4.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 209000 which increased total open position to 1314500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 137500 which increased total open position to 1094500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 902000 which increased total open position to 924000
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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 | 8.3 | 1.60 | - | 1,15,500 | 16,500 | 5,66,500 |
| 4 Jul | 176.29 | 6.7 | - | 2,36,500 | 71,500 | 5,50,000 | |
| 3 Jul | 176.37 | 6.5 | - | 71,500 | 5,500 | 4,78,500 | |
| 2 Jul | 174.54 | 8.5 | - | 38,500 | 22,000 | 4,73,000 | |
| 1 Jul | 174.07 | 8.1 | - | 2,03,500 | 5,500 | 4,51,000 | |
| 28 Jun | 174.01 | 8.5 | - | 1,26,500 | -11,000 | 4,45,500 | |
| 27 Jun | 174.16 | 8.6 | - | 77,000 | -11,000 | 4,56,500 | |
| 26 Jun | 172.56 | 10 | - | 1,65,000 | 16,500 | 4,67,500 | |
| 25 Jun | 175.68 | 8 | - | 2,20,000 | 88,000 | 4,51,000 | |
| 24 Jun | 177.96 | 6.95 | - | 5,83,000 | 2,03,500 | 3,63,000 | |
| 21 Jun | 179.94 | 6.15 | - | 6,76,500 | 1,48,500 | 1,65,000 | |
For TATA STEEL LIMITED - strike price 180.4 expiring on 25JUL2024
Delta for 180.4 PE is -
Historical price for 180.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 8.3, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 566500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 6.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 71500 which increased total open position to 550000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 6.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 478500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 473000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 451000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 445500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 8.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 456500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 10, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 467500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 8, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 451000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 6.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 203500 which increased total open position to 363000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 6.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 148500 which increased total open position to 165000