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 | |||
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| 5 Jul | 174.71 | 1.35 | -0.20 | - | 9,02,000 | 1,92,500 | 39,93,000 | |||
| 4 Jul | 176.29 | 1.55 | - | 3,74,000 | 60,500 | 38,00,500 | ||||
| 3 Jul | 176.37 | 1.85 | - | 3,74,000 | -49,500 | 37,40,000 | ||||
| 2 Jul | 174.54 | 1.6 | - | 3,30,000 | 27,500 | 37,84,000 | ||||
| 1 Jul | 174.07 | 1.65 | - | 8,08,500 | 5,500 | 37,56,500 | ||||
| 28 Jun | 174.01 | 1.85 | - | 13,03,500 | 5,500 | 37,51,000 | ||||
| 27 Jun | 174.16 | 2 | - | 35,97,000 | 3,96,000 | 37,45,500 | ||||
| 26 Jun | 172.56 | 1.9 | - | 33,88,000 | 49,500 | 33,49,500 | ||||
| 25 Jun | 175.68 | 2.75 | - | 12,81,500 | -1,10,000 | 33,00,000 | ||||
| 24 Jun | 177.96 | 3.3 | - | 24,86,000 | -2,69,500 | 34,26,500 | ||||
| 21 Jun | 179.94 | 4.00 | - | 24,14,500 | 66,000 | 37,18,000 | ||||
For TATA STEEL LIMITED - strike price 186.4 expiring on 25JUL2024
Delta for 186.4 CE is -
Historical price for 186.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 192500 which increased total open position to 3993000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 60500 which increased total open position to 3800500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -49500 which decreased total open position to 3740000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 1.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 3784000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 1.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 3756500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 1.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 3751000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 2, which was lower than the previous day. The implied volatity was -, the open interest changed by 396000 which increased total open position to 3745500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 3349500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -110000 which decreased total open position to 3300000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 3.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -269500 which decreased total open position to 3426500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 4.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 3718000
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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 | 11.9 | 1.30 | - | 55,000 | 5,500 | 10,06,500 |
| 4 Jul | 176.29 | 10.6 | - | 60,500 | 10,01,000 | 10,01,000 | |
| 3 Jul | 176.37 | 12 | - | 0 | -44,000 | 0 | |
| 2 Jul | 174.54 | 12 | - | 1,04,500 | -44,000 | 10,01,000 | |
| 1 Jul | 174.07 | 12.85 | - | 22,000 | 11,000 | 10,45,000 | |
| 28 Jun | 174.01 | 13.1 | - | 1,98,000 | 77,000 | 10,34,000 | |
| 27 Jun | 174.16 | 13.15 | - | 3,79,500 | 2,58,500 | 9,57,000 | |
| 26 Jun | 172.56 | 14.4 | - | 4,40,000 | 27,500 | 6,87,500 | |
| 25 Jun | 175.68 | 11.9 | - | 1,76,000 | 33,000 | 6,60,000 | |
| 24 Jun | 177.96 | 10.55 | - | 4,34,500 | 3,08,000 | 6,21,500 | |
| 21 Jun | 179.94 | 9.45 | - | 1,81,500 | 22,000 | 3,13,500 | |
For TATA STEEL LIMITED - strike price 186.4 expiring on 25JUL2024
Delta for 186.4 PE is -
Historical price for 186.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 11.9, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 1006500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 10.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 1001000 which increased total open position to 1001000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by -44000 which decreased total open position to 0
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 12, which was lower than the previous day. The implied volatity was -, the open interest changed by -44000 which decreased total open position to 1001000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 12.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 1045000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 13.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 77000 which increased total open position to 1034000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 13.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 258500 which increased total open position to 957000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 14.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 687500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 11.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 660000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 10.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 308000 which increased total open position to 621500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 9.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 313500