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 | 0.9 | -0.05 | - | 38,500 | 3,41,000 | 3,41,000 | |||
| 4 Jul | 176.29 | 0.95 | - | 0 | 0 | 0 | ||||
| 3 Jul | 176.37 | 0.95 | - | 5,500 | 0 | 3,30,000 | ||||
| 2 Jul | 174.54 | 1.2 | - | 0 | 3,24,500 | 0 | ||||
| 1 Jul | 174.07 | 1.2 | - | 49,500 | 3,24,500 | 3,24,500 | ||||
| 28 Jun | 174.01 | 1.35 | - | 0 | 2,47,500 | 0 | ||||
| 27 Jun | 174.16 | 1.35 | - | 4,01,500 | 2,47,500 | 2,97,000 | ||||
| 26 Jun | 172.56 | 1.4 | - | 49,500 | 22,000 | 49,500 | ||||
| 25 Jun | 175.68 | 2.5 | - | 5,500 | 0 | 27,500 | ||||
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| 24 Jun | 177.96 | 2.5 | - | 22,000 | 0 | 38,500 | ||||
| 21 Jun | 179.94 | 3.15 | - | 55,000 | 27,500 | 33,000 | ||||
For TATA STEEL LIMITED - strike price 189.4 expiring on 25JUL2024
Delta for 189.4 CE is -
Historical price for 189.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 341000 which increased total open position to 341000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 0.95, 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 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 0.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 330000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 324500 which increased total open position to 0
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 324500 which increased total open position to 324500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 247500 which increased total open position to 0
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 1.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 247500 which increased total open position to 297000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 1.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 49500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 3.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 33000
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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 | 16.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 176.29 | 16.8 | - | 0 | 0 | 0 | |
| 3 Jul | 176.37 | 16.8 | - | 0 | 0 | 0 | |
| 2 Jul | 174.54 | 16.8 | - | 0 | 2,97,000 | 0 | |
| 1 Jul | 174.07 | 16.8 | - | 0 | 2,97,000 | 0 | |
| 28 Jun | 174.01 | 16.8 | - | 0 | 2,97,000 | 0 | |
| 27 Jun | 174.16 | 16.8 | - | 3,63,000 | 2,97,000 | 3,08,000 | |
| 26 Jun | 172.56 | 14.75 | - | 0 | 0 | 0 | |
| 25 Jun | 175.68 | 14.75 | - | 0 | 0 | 0 | |
| 24 Jun | 177.96 | 14.75 | - | 0 | 11,000 | 0 | |
| 21 Jun | 179.94 | 14.75 | - | 0 | 5,500 | 0 | |
For TATA STEEL LIMITED - strike price 189.4 expiring on 25JUL2024
Delta for 189.4 PE is -
Historical price for 189.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 16.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 16.8, 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 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 16.8, 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 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 297000 which increased total open position to 0
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 297000 which increased total open position to 0
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 297000 which increased total open position to 0
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 16.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 297000 which increased total open position to 308000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 14.75, 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 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 14.75, 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 Jun TATASTEEL was trading at 177.96. The strike last trading price was 14.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 0
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 14.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 0