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 | 2.95 | -0.65 | - | 1,99,87,000 | 31,02,000 | 2,34,57,500 | |||
| 4 Jul | 176.29 | 3.6 | - | 1,91,73,000 | 15,01,500 | 2,03,55,500 | ||||
| 3 Jul | 176.37 | 4 | - | 3,14,87,500 | 77,16,500 | 1,88,54,000 | ||||
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| 2 Jul | 174.54 | 3.3 | - | 1,24,68,500 | 14,02,500 | 1,11,21,000 | ||||
| 1 Jul | 174.07 | 3.4 | - | 1,06,42,500 | 14,08,000 | 97,18,500 | ||||
| 28 Jun | 174.01 | 3.7 | - | 2,07,13,000 | 7,64,500 | 83,10,500 | ||||
| 27 Jun | 174.16 | 3.75 | - | 1,22,10,000 | 27,83,000 | 75,46,000 | ||||
| 26 Jun | 172.56 | 3.55 | - | 66,93,500 | 26,18,000 | 47,63,000 | ||||
| 25 Jun | 175.68 | 4.85 | - | 37,12,500 | 14,63,000 | 21,45,000 | ||||
| 24 Jun | 177.96 | 5.6 | - | 20,51,500 | 6,82,000 | 6,82,000 | ||||
| 20 Jun | 182.28 | 8.70 | - | 24,36,500 | 2,36,500 | 25,52,000 | ||||
| 19 Jun | 180.02 | 7.10 | - | 25,79,500 | 2,64,000 | 23,15,500 | ||||
| 18 Jun | 181.12 | 8.10 | - | 23,65,000 | 2,53,000 | 20,51,500 | ||||
| 14 Jun | 183.15 | 9.00 | - | 4,89,500 | 77,000 | 17,98,500 | ||||
| 13 Jun | 182.56 | 9.05 | - | 10,78,000 | 3,68,500 | 17,27,000 | ||||
| 12 Jun | 182.23 | 9.60 | - | 4,12,500 | 82,500 | 13,53,000 | ||||
| 11 Jun | 181.33 | 9.25 | - | 5,66,500 | -22,000 | 12,70,500 | ||||
| 10 Jun | 180.29 | 9.45 | - | 10,56,000 | 93,500 | 12,87,000 | ||||
| 7 Jun | 178.90 | 8.90 | - | 11,93,500 | 1,43,000 | 11,93,500 | ||||
| 6 Jun | 172.05 | 6.35 | - | 8,80,000 | 4,73,000 | 10,50,500 | ||||
| 5 Jun | 169.20 | 5.30 | - | 4,34,500 | 1,76,000 | 5,77,500 | ||||
| 4 Jun | 158.95 | 4.45 | - | 3,63,000 | -27,500 | 4,01,500 | ||||
| 3 Jun | 174.25 | 8.05 | - | 3,52,000 | 1,15,500 | 4,29,000 | ||||
| 31 May | 167.20 | 6.05 | - | 3,46,500 | 1,54,000 | 3,08,000 | ||||
| 30 May | 164.15 | 6.00 | - | 1,87,000 | 66,000 | 1,54,000 | ||||
| 29 May | 174.25 | 10.40 | - | 33,000 | 22,000 | 88,000 | ||||
| 28 May | 174.90 | 11.10 | - | 5,500 | 0 | 66,000 | ||||
| 27 May | 175.50 | 11.90 | - | 0 | 16,500 | 0 | ||||
| 24 May | 174.85 | 11.90 | - | 38,500 | 16,500 | 66,000 | ||||
| 22 May | 173.30 | 10.45 | - | 27,500 | 0 | 49,500 | ||||
| 21 May | 174.35 | 12.20 | - | 60,500 | 33,000 | 44,000 | ||||
| 17 May | 167.35 | 8.00 | - | 5,500 | 11,000 | 11,000 | ||||
For TATA STEEL LIMITED - strike price 180 expiring on 25JUL2024
Delta for 180 CE is -
Historical price for 180 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 2.95, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 3102000 which increased total open position to 23457500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1501500 which increased total open position to 20355500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by 7716500 which increased total open position to 18854000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1402500 which increased total open position to 11121000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 3.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 1408000 which increased total open position to 9718500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 764500 which increased total open position to 8310500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 3.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 2783000 which increased total open position to 7546000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 3.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 2618000 which increased total open position to 4763000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 4.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1463000 which increased total open position to 2145000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 682000 which increased total open position to 682000
On 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 8.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 236500 which increased total open position to 2552000
On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 7.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 264000 which increased total open position to 2315500
On 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 8.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 253000 which increased total open position to 2051500
On 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 9.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 77000 which increased total open position to 1798500
On 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 9.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 368500 which increased total open position to 1727000
On 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 9.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 82500 which increased total open position to 1353000
On 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 9.25, which was lower than the previous day. The implied volatity was -, the open interest changed by -22000 which decreased total open position to 1270500
On 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 93500 which increased total open position to 1287000
On 7 Jun TATASTEEL was trading at 178.90. The strike last trading price was 8.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 143000 which increased total open position to 1193500
On 6 Jun TATASTEEL was trading at 172.05. The strike last trading price was 6.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 473000 which increased total open position to 1050500
On 5 Jun TATASTEEL was trading at 169.20. The strike last trading price was 5.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 176000 which increased total open position to 577500
On 4 Jun TATASTEEL was trading at 158.95. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 401500
On 3 Jun TATASTEEL was trading at 174.25. The strike last trading price was 8.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 115500 which increased total open position to 429000
On 31 May TATASTEEL was trading at 167.20. The strike last trading price was 6.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 154000 which increased total open position to 308000
On 30 May TATASTEEL was trading at 164.15. The strike last trading price was 6.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 154000
On 29 May TATASTEEL was trading at 174.25. The strike last trading price was 10.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 88000
On 28 May TATASTEEL was trading at 174.90. The strike last trading price was 11.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66000
On 27 May TATASTEEL was trading at 175.50. The strike last trading price was 11.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 0
On 24 May TATASTEEL was trading at 174.85. The strike last trading price was 11.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 66000
On 22 May TATASTEEL was trading at 173.30. The strike last trading price was 10.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49500
On 21 May TATASTEEL was trading at 174.35. The strike last trading price was 12.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 44000
On 17 May TATASTEEL was trading at 167.35. The strike last trading price was 8.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 11000
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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 | 7.3 | 1.00 | - | 22,82,500 | 4,40,000 | 29,09,500 |
| 4 Jul | 176.29 | 6.3 | - | 14,79,500 | 3,79,500 | 24,69,500 | |
| 3 Jul | 176.37 | 6.3 | - | 13,14,500 | 3,57,500 | 20,90,000 | |
| 2 Jul | 174.54 | 7.45 | - | 9,29,500 | 1,21,000 | 17,32,500 | |
| 1 Jul | 174.07 | 7.8 | - | 8,08,500 | 88,000 | 16,11,500 | |
| 28 Jun | 174.01 | 7.7 | - | 16,50,000 | 3,24,500 | 15,23,500 | |
| 27 Jun | 174.16 | 8.5 | - | 11,88,000 | 2,25,500 | 11,99,000 | |
| 26 Jun | 172.56 | 9.45 | - | 13,20,000 | 4,18,000 | 9,79,000 | |
| 25 Jun | 175.68 | 7.65 | - | 8,58,000 | 3,02,500 | 5,61,000 | |
| 24 Jun | 177.96 | 6.8 | - | 7,59,000 | 2,58,500 | 2,58,500 | |
| 20 Jun | 182.28 | 4.80 | - | 42,35,000 | 99,000 | 27,33,500 | |
| 19 Jun | 180.02 | 5.85 | - | 42,18,500 | 8,03,000 | 26,34,500 | |
| 18 Jun | 181.12 | 5.10 | - | 25,30,000 | 8,41,500 | 18,20,500 | |
| 14 Jun | 183.15 | 4.45 | - | 6,10,500 | 1,48,500 | 9,79,000 | |
| 13 Jun | 182.56 | 4.90 | - | 6,43,500 | 1,43,000 | 8,30,500 | |
| 12 Jun | 182.23 | 5.35 | - | 3,79,500 | 77,000 | 6,87,500 | |
| 11 Jun | 181.33 | 6.45 | - | 5,55,500 | 2,58,500 | 6,10,500 | |
| 10 Jun | 180.29 | 7.05 | - | 4,34,500 | 1,48,500 | 3,46,500 | |
| 7 Jun | 178.90 | 8.10 | - | 3,19,000 | 1,81,500 | 1,92,500 | |
| 6 Jun | 172.05 | 11.80 | - | 11,000 | 11,000 | 11,000 | |
| 5 Jun | 169.20 | 16.50 | - | 0 | 5,500 | 0 | |
| 4 Jun | 158.95 | 16.50 | - | 0 | 5,500 | 0 | |
| 3 Jun | 174.25 | 16.50 | - | 0 | 5,500 | 0 | |
| 31 May | 167.20 | 16.50 | - | 5,500 | 0 | 0 | |
| 30 May | 164.15 | 17.05 | - | 0 | 0 | 0 | |
| 29 May | 174.25 | 17.05 | - | 0 | 0 | 0 | |
| 28 May | 174.90 | 17.05 | - | 0 | 0 | 0 | |
| 27 May | 175.50 | 17.05 | - | 0 | 0 | 0 | |
| 24 May | 174.85 | 0.00 | - | 0 | 0 | 0 | |
| 22 May | 173.30 | 0.00 | - | 0 | 0 | 0 | |
| 21 May | 174.35 | 0.00 | - | 0 | 0 | 0 | |
| 17 May | 167.35 | 0.00 | - | 0 | 0 | 0 | |
For TATA STEEL LIMITED - strike price 180 expiring on 25JUL2024
Delta for 180 PE is -
Historical price for 180 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 7.3, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 440000 which increased total open position to 2909500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 379500 which increased total open position to 2469500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 6.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 357500 which increased total open position to 2090000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 7.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 121000 which increased total open position to 1732500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 7.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 1611500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 7.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 324500 which increased total open position to 1523500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 225500 which increased total open position to 1199000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 418000 which increased total open position to 979000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 302500 which increased total open position to 561000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 6.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 258500 which increased total open position to 258500
On 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 4.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 99000 which increased total open position to 2733500
On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 5.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 803000 which increased total open position to 2634500
On 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 5.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 841500 which increased total open position to 1820500
On 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 4.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 148500 which increased total open position to 979000
On 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 4.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 143000 which increased total open position to 830500
On 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 77000 which increased total open position to 687500
On 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 6.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 258500 which increased total open position to 610500
On 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 148500 which increased total open position to 346500
On 7 Jun TATASTEEL was trading at 178.90. The strike last trading price was 8.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 181500 which increased total open position to 192500
On 6 Jun TATASTEEL was trading at 172.05. The strike last trading price was 11.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 11000
On 5 Jun TATASTEEL was trading at 169.20. The strike last trading price was 16.50, 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 4 Jun TATASTEEL was trading at 158.95. The strike last trading price was 16.50, 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 3 Jun TATASTEEL was trading at 174.25. The strike last trading price was 16.50, 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 31 May TATASTEEL was trading at 167.20. The strike last trading price was 16.50, 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 30 May TATASTEEL was trading at 164.15. The strike last trading price was 17.05, 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 29 May TATASTEEL was trading at 174.25. The strike last trading price was 17.05, 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 28 May TATASTEEL was trading at 174.90. The strike last trading price was 17.05, 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 27 May TATASTEEL was trading at 175.50. The strike last trading price was 17.05, 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 24 May TATASTEEL was trading at 174.85. 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
On 22 May TATASTEEL was trading at 173.30. 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
On 21 May TATASTEEL was trading at 174.35. 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
On 17 May TATASTEEL was trading at 167.35. 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