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 | 0.4 | -0.05 | - | 8,14,000 | 2,53,000 | 47,30,000 | |||
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| 4 Jul | 176.29 | 0.45 | - | 5,39,000 | 88,000 | 44,77,000 | ||||
| 3 Jul | 176.37 | 0.55 | - | 11,38,500 | -93,500 | 43,89,000 | ||||
| 2 Jul | 174.54 | 0.5 | - | 8,63,500 | 1,43,000 | 44,88,000 | ||||
| 1 Jul | 174.07 | 0.55 | - | 8,80,000 | 3,46,500 | 43,45,000 | ||||
| 28 Jun | 174.01 | 0.7 | - | 20,35,000 | -1,26,500 | 39,98,500 | ||||
| 27 Jun | 174.16 | 0.7 | - | 16,99,500 | -4,29,000 | 41,25,000 | ||||
| 26 Jun | 172.56 | 0.75 | - | 19,58,000 | 2,58,500 | 45,48,500 | ||||
| 25 Jun | 175.68 | 1.05 | - | 12,59,500 | 2,69,500 | 42,90,000 | ||||
| 24 Jun | 177.96 | 1.2 | - | 18,92,000 | -1,10,000 | 40,26,000 | ||||
| 21 Jun | 179.94 | 1.55 | - | 31,18,500 | 5,500 | 41,41,500 | ||||
For TATA STEEL LIMITED - strike price 196.4 expiring on 25JUL2024
Delta for 196.4 CE is -
Historical price for 196.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 253000 which increased total open position to 4730000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 88000 which increased total open position to 4477000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -93500 which decreased total open position to 4389000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 143000 which increased total open position to 4488000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 346500 which increased total open position to 4345000
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -126500 which decreased total open position to 3998500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 0.7, which was lower than the previous day. The implied volatity was -, the open interest changed by -429000 which decreased total open position to 4125000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 258500 which increased total open position to 4548500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 269500 which increased total open position to 4290000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 1.2, which was lower than the previous day. The implied volatity was -, the open interest changed by -110000 which decreased total open position to 4026000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 1.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 4141500
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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 | 22 | 3.00 | - | 22,000 | 0 | 16,94,000 |
| 4 Jul | 176.29 | 19 | - | 11,000 | -11,000 | 16,94,000 | |
| 3 Jul | 176.37 | 20.5 | - | 22,000 | -11,000 | 17,05,000 | |
| 2 Jul | 174.54 | 20.25 | - | 16,500 | 0 | 17,21,500 | |
| 1 Jul | 174.07 | 21.3 | - | 27,500 | 22,000 | 17,21,500 | |
| 28 Jun | 174.01 | 20.7 | - | 1,92,500 | 44,000 | 16,99,500 | |
| 27 Jun | 174.16 | 23.75 | - | 16,500 | 5,500 | 16,55,500 | |
| 26 Jun | 172.56 | 21.85 | - | 55,000 | 27,500 | 16,50,000 | |
| 25 Jun | 175.68 | 20.25 | - | 82,500 | 44,000 | 16,22,500 | |
| 24 Jun | 177.96 | 18.5 | - | 2,09,000 | -93,500 | 15,67,500 | |
| 21 Jun | 179.94 | 17.20 | - | 27,500 | -16,500 | 16,66,500 | |
For TATA STEEL LIMITED - strike price 196.4 expiring on 25JUL2024
Delta for 196.4 PE is -
Historical price for 196.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 22, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1694000
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 19, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 1694000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 20.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 1705000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 20.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1721500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 21.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 1721500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 20.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 1699500
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 23.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 1655500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 21.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 27500 which increased total open position to 1650000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 20.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 44000 which increased total open position to 1622500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 18.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -93500 which decreased total open position to 1567500
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 17.20, which was lower than the previous day. The implied volatity was -, the open interest changed by -16500 which decreased total open position to 1666500