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 | 2.45 | -0.60 | - | 20,13,000 | 2,09,000 | 19,47,000 | |||
| 4 Jul | 176.29 | 3.05 | - | 6,76,500 | -27,500 | 17,38,000 | ||||
| 3 Jul | 176.37 | 3.45 | - | 3,90,500 | -1,10,000 | 17,65,500 | ||||
| 2 Jul | 174.54 | 2.8 | - | 8,74,500 | -77,000 | 18,86,500 | ||||
| 1 Jul | 174.07 | 2.9 | - | 5,94,000 | 44,000 | 19,63,500 | ||||
| 28 Jun | 174.01 | 3.25 | - | 9,90,000 | 55,000 | 19,19,500 | ||||
| 27 Jun | 174.16 | 3.35 | - | 10,67,000 | 93,500 | 18,64,500 | ||||
| 26 Jun | 172.56 | 3.1 | - | 10,72,500 | -16,500 | 17,65,500 | ||||
| 25 Jun | 175.68 | 4.2 | - | 7,31,500 | 99,000 | 17,82,000 | ||||
| 24 Jun | 177.96 | 5 | - | 13,25,500 | 66,000 | 16,83,000 | ||||
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| 21 Jun | 179.94 | 6.00 | - | 16,94,000 | -66,000 | 16,11,500 | ||||
For TATA STEEL LIMITED - strike price 181.4 expiring on 25JUL2024
Delta for 181.4 CE is -
Historical price for 181.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 2.45, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by 209000 which increased total open position to 1947000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 3.05, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 1738000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 3.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -110000 which decreased total open position to 1765500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by -77000 which decreased total open position to 1886500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 2.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 1963500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 55000 which increased total open position to 1919500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 93500 which increased total open position to 1864500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 1765500
On 25 Jun TATASTEEL was trading at 175.68. 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 1782000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 5, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 1683000
On 21 Jun TATASTEEL was trading at 179.94. 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 decreased total open position to 1611500
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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 | 7.85 | 0.70 | - | 49,500 | -5,500 | 9,62,500 |
| 4 Jul | 176.29 | 7.15 | - | 1,87,000 | 11,000 | 9,68,000 | |
| 3 Jul | 176.37 | 7.15 | - | 27,500 | 0 | 9,57,000 | |
| 2 Jul | 174.54 | 8.55 | - | 71,500 | 27,500 | 9,57,000 | |
| 1 Jul | 174.07 | 8.65 | - | 1,04,500 | -27,500 | 9,29,500 | |
| 28 Jun | 174.01 | 9 | - | 2,36,500 | 33,000 | 9,57,000 | |
| 27 Jun | 174.16 | 9.45 | - | 5,72,000 | 5,500 | 9,24,000 | |
| 26 Jun | 172.56 | 10.4 | - | 3,63,000 | -38,500 | 9,18,500 | |
| 25 Jun | 175.68 | 8.5 | - | 1,37,500 | 33,000 | 9,57,000 | |
| 24 Jun | 177.96 | 7.7 | - | 2,75,000 | 22,000 | 9,24,000 | |
| 21 Jun | 179.94 | 6.65 | - | 5,11,500 | 71,500 | 9,07,500 | |
For TATA STEEL LIMITED - strike price 181.4 expiring on 25JUL2024
Delta for 181.4 PE is -
Historical price for 181.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 7.85, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 962500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 968000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 7.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 957000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 8.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 957000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 8.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 929500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 9, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 957000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 924000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 10.4, which was lower than the previous day. The implied volatity was -, the open interest changed by -38500 which decreased total open position to 918500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 957000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 7.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 924000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 6.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 71500 which increased total open position to 907500