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 | 0.8 | -0.25 | - | 86,73,500 | -55,000 | 81,12,500 | |||
| 4 Jul | 176.29 | 1.05 | - | 52,80,000 | 6,43,500 | 81,67,500 | ||||
| 3 Jul | 176.37 | 1.2 | - | 44,00,000 | 5,77,500 | 75,24,000 | ||||
| 2 Jul | 174.54 | 1 | - | 59,73,000 | 5,99,500 | 69,41,000 | ||||
| 1 Jul | 174.07 | 1.1 | - | 63,80,000 | 9,57,000 | 63,41,500 | ||||
| 28 Jun | 174.01 | 1.25 | - | 79,86,000 | 13,25,500 | 53,84,500 | ||||
| 27 Jun | 174.16 | 1.3 | - | 54,78,000 | 10,78,000 | 40,59,000 | ||||
| 26 Jun | 172.56 | 1.3 | - | 54,94,500 | 17,76,500 | 29,75,500 | ||||
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| 25 Jun | 175.68 | 1.9 | - | 16,44,500 | 4,78,500 | 11,99,000 | ||||
| 24 Jun | 177.96 | 2.35 | - | 13,47,500 | 7,20,500 | 7,20,500 | ||||
| 20 Jun | 182.28 | 4.10 | - | 41,14,000 | 10,83,500 | 36,57,500 | ||||
| 19 Jun | 180.02 | 3.35 | - | 27,83,000 | 3,74,000 | 25,74,000 | ||||
| 18 Jun | 181.12 | 3.70 | - | 21,45,000 | 5,06,000 | 21,94,500 | ||||
| 14 Jun | 183.15 | 4.45 | - | 7,92,000 | 3,24,500 | 16,88,500 | ||||
| 13 Jun | 182.56 | 4.50 | - | 7,70,000 | 1,43,000 | 13,25,500 | ||||
| 12 Jun | 182.23 | 4.95 | - | 5,33,500 | 2,36,500 | 11,82,500 | ||||
| 11 Jun | 181.33 | 5.10 | - | 7,04,000 | 1,21,000 | 9,40,500 | ||||
| 10 Jun | 180.29 | 5.30 | - | 8,41,500 | 2,64,000 | 8,14,000 | ||||
| 7 Jun | 178.90 | 5.00 | - | 5,83,000 | 4,12,500 | 5,50,000 | ||||
| 6 Jun | 172.05 | 3.65 | - | 1,37,500 | 1,10,000 | 1,37,500 | ||||
| 5 Jun | 169.20 | 2.80 | - | 33,000 | 27,500 | 27,500 | ||||
| 4 Jun | 158.95 | 5.10 | - | 0 | 0 | 0 | ||||
| 3 Jun | 174.25 | 5.10 | - | 0 | 0 | 0 | ||||
| 31 May | 167.20 | 0.00 | - | 0 | 0 | 0 | ||||
| 30 May | 164.15 | 0.00 | - | 0 | 0 | 0 | ||||
| 29 May | 174.25 | 0.00 | - | 0 | 0 | 0 | ||||
| 27 May | 175.50 | 0.00 | - | 0 | 0 | 0 | ||||
| 24 May | 174.85 | 0.00 | - | 0 | 0 | 0 | ||||
For TATA STEEL LIMITED - strike price 190 expiring on 25JUL2024
Delta for 190 CE is -
Historical price for 190 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -55000 which decreased total open position to 8112500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 643500 which increased total open position to 8167500
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 577500 which increased total open position to 7524000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by 599500 which increased total open position to 6941000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 957000 which increased total open position to 6341500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 1325500 which increased total open position to 5384500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1078000 which increased total open position to 4059000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 1.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 1776500 which increased total open position to 2975500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 478500 which increased total open position to 1199000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 720500 which increased total open position to 720500
On 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 4.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 1083500 which increased total open position to 3657500
On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 374000 which increased total open position to 2574000
On 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 3.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 506000 which increased total open position to 2194500
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 324500 which increased total open position to 1688500
On 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 4.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 143000 which increased total open position to 1325500
On 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 236500 which increased total open position to 1182500
On 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 5.10, which was lower than the previous day. The implied volatity was -, the open interest changed by 121000 which increased total open position to 940500
On 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 5.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 264000 which increased total open position to 814000
On 7 Jun TATASTEEL was trading at 178.90. The strike last trading price was 5.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 412500 which increased total open position to 550000
On 6 Jun TATASTEEL was trading at 172.05. The strike last trading price was 3.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 110000 which increased total open position to 137500
On 5 Jun TATASTEEL was trading at 169.20. The strike last trading price was 2.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 27500
On 4 Jun TATASTEEL was trading at 158.95. The strike last trading price was 5.10, 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 Jun TATASTEEL was trading at 174.25. The strike last trading price was 5.10, 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 31 May TATASTEEL was trading at 167.20. 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 30 May TATASTEEL was trading at 164.15. 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 29 May TATASTEEL was trading at 174.25. 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 27 May TATASTEEL was trading at 175.50. 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 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
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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 | 15.15 | 1.45 | - | 4,84,000 | 1,10,000 | 4,40,000 |
| 4 Jul | 176.29 | 13.7 | - | 16,500 | -5,500 | 3,30,000 | |
| 3 Jul | 176.37 | 14.25 | - | 38,500 | 22,000 | 3,35,500 | |
| 2 Jul | 174.54 | 15 | - | 55,000 | 22,000 | 3,08,000 | |
| 1 Jul | 174.07 | 15.8 | - | 22,000 | 16,500 | 2,86,000 | |
| 28 Jun | 174.01 | 15.55 | - | 88,000 | 38,500 | 2,69,500 | |
| 27 Jun | 174.16 | 16.6 | - | 1,65,000 | 33,000 | 2,31,000 | |
| 26 Jun | 172.56 | 17 | - | 5,500 | 5,500 | 1,92,500 | |
| 25 Jun | 175.68 | 14.85 | - | 60,500 | 33,000 | 1,87,000 | |
| 24 Jun | 177.96 | 13.25 | - | 1,59,500 | 1,43,000 | 1,43,000 | |
| 20 Jun | 182.28 | 10.00 | - | 2,47,500 | 0 | 2,86,000 | |
| 19 Jun | 180.02 | 11.80 | - | 1,43,000 | 77,000 | 2,86,000 | |
| 18 Jun | 181.12 | 10.80 | - | 49,500 | 22,000 | 2,03,500 | |
| 14 Jun | 183.15 | 9.55 | - | 55,000 | 11,000 | 1,81,500 | |
| 13 Jun | 182.56 | 10.55 | - | 55,000 | 49,500 | 1,65,000 | |
| 12 Jun | 182.23 | 10.60 | - | 93,500 | 88,000 | 1,10,000 | |
| 11 Jun | 181.33 | 11.45 | - | 22,000 | 16,500 | 16,500 | |
| 10 Jun | 180.29 | 24.00 | - | 0 | 0 | 0 | |
| 7 Jun | 178.90 | 24.00 | - | 0 | 0 | 0 | |
| 6 Jun | 172.05 | 24.00 | - | 0 | 0 | 0 | |
| 5 Jun | 169.20 | 24.00 | - | 0 | 0 | 0 | |
| 4 Jun | 158.95 | 24.00 | - | 0 | 0 | 0 | |
| 3 Jun | 174.25 | 0.00 | - | 0 | 0 | 0 | |
| 31 May | 167.20 | 0.00 | - | 0 | 0 | 0 | |
| 30 May | 164.15 | 0.00 | - | 0 | 0 | 0 | |
| 29 May | 174.25 | 0.00 | - | 0 | 0 | 0 | |
| 27 May | 175.50 | 0.00 | - | 0 | 0 | 0 | |
| 24 May | 174.85 | 0.00 | - | 0 | 0 | 0 | |
For TATA STEEL LIMITED - strike price 190 expiring on 25JUL2024
Delta for 190 PE is -
Historical price for 190 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 15.15, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 110000 which increased total open position to 440000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 13.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 330000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 14.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 335500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 15, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 308000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 15.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 286000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 15.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 269500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 16.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 231000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 192500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 14.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 33000 which increased total open position to 187000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 13.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 143000 which increased total open position to 143000
On 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 10.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 286000
On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 11.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 77000 which increased total open position to 286000
On 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 10.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 203500
On 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 9.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 11000 which increased total open position to 181500
On 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 10.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 165000
On 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 10.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 110000
On 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 11.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 16500 which increased total open position to 16500
On 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 24.00, 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 7 Jun TATASTEEL was trading at 178.90. The strike last trading price was 24.00, 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 6 Jun TATASTEEL was trading at 172.05. The strike last trading price was 24.00, 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 5 Jun TATASTEEL was trading at 169.20. The strike last trading price was 24.00, 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 4 Jun TATASTEEL was trading at 158.95. The strike last trading price was 24.00, 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 3 Jun TATASTEEL was trading at 174.25. 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 31 May TATASTEEL was trading at 167.20. 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 30 May TATASTEEL was trading at 164.15. 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 29 May TATASTEEL was trading at 174.25. 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 27 May TATASTEEL was trading at 175.50. 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 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