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 | 0.7 | -0.15 | - | 2,14,500 | -99,000 | 8,52,500 | |||
| 4 Jul | 176.29 | 0.85 | - | 2,03,500 | -38,500 | 9,51,500 | ||||
| 3 Jul | 176.37 | 0.95 | - | 2,64,000 | 1,92,500 | 9,90,000 | ||||
| 2 Jul | 174.54 | 0.85 | - | 3,24,500 | 99,000 | 7,97,500 | ||||
| 1 Jul | 174.07 | 0.85 | - | 4,67,500 | 1,81,500 | 6,98,500 | ||||
| 28 Jun | 174.01 | 1.05 | - | 2,09,000 | 38,500 | 5,17,000 | ||||
| 27 Jun | 174.16 | 1.15 | - | 3,35,500 | 1,15,500 | 4,78,500 | ||||
| 26 Jun | 172.56 | 1.15 | - | 1,26,500 | -5,500 | 3,57,500 | ||||
| 25 Jun | 175.68 | 1.7 | - | 1,59,500 | -5,500 | 3,63,000 | ||||
| 24 Jun | 177.96 | 2.1 | - | 1,54,000 | 66,000 | 3,74,000 | ||||
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| 21 Jun | 179.94 | 2.60 | - | 3,08,000 | 60,500 | 3,02,500 | ||||
For TATA STEEL LIMITED - strike price 191.4 expiring on 25JUL2024
Delta for 191.4 CE is -
Historical price for 191.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 0.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -99000 which decreased total open position to 852500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -38500 which decreased total open position to 951500
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 192500 which increased total open position to 990000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 99000 which increased total open position to 797500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 181500 which increased total open position to 698500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 517000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 115500 which increased total open position to 478500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 1.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 357500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 1.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 363000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 2.1, which was lower than the previous day. The implied volatity was -, the open interest changed by 66000 which increased total open position to 374000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 2.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 60500 which increased total open position to 302500
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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 | 15.85 | -2.75 | - | 49,500 | 1,21,000 | 1,21,000 |
| 4 Jul | 176.29 | 18.6 | - | 0 | 0 | 0 | |
| 3 Jul | 176.37 | 18.6 | - | 0 | 0 | 0 | |
| 2 Jul | 174.54 | 18.6 | - | 0 | 27,500 | 0 | |
| 1 Jul | 174.07 | 18.6 | - | 0 | 27,500 | 0 | |
| 28 Jun | 174.01 | 18.6 | - | 0 | 27,500 | 0 | |
| 27 Jun | 174.16 | 18.6 | - | 0 | 27,500 | 0 | |
| 26 Jun | 172.56 | 18.6 | - | 60,500 | 1,37,500 | 1,37,500 | |
| 25 Jun | 175.68 | 14.4 | - | 0 | 1,10,000 | 0 | |
| 24 Jun | 177.96 | 14.4 | - | 1,15,500 | 1,04,500 | 1,04,500 | |
| 21 Jun | 179.94 | 30.00 | - | 0 | 0 | 0 | |
For TATA STEEL LIMITED - strike price 191.4 expiring on 25JUL2024
Delta for 191.4 PE is -
Historical price for 191.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 15.85, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 121000 which increased total open position to 121000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 18.6, 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 18.6, 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 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 0
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 0
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 0
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 0
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 18.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 137500 which increased total open position to 137500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 14.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 110000 which increased total open position to 0
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 14.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 104500 which increased total open position to 104500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 30.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0