TATASTEEL
TATA STEEL LIMITED
Historical option data for TATASTEEL
05 Jul 2024 04:12 PM IST
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
|
|
||||||||||
| 5 Jul | 174.71 | 0.25 | -0.10 | - | 7,59,000 | -1,59,500 | 11,49,500 | |||
| 4 Jul | 176.29 | 0.35 | - | 5,94,000 | 49,500 | 13,09,000 | ||||
| 3 Jul | 176.37 | 0.35 | - | 4,40,000 | -99,000 | 12,59,500 | ||||
| 2 Jul | 174.54 | 0.3 | - | 4,07,000 | -5,500 | 12,87,000 | ||||
| 1 Jul | 174.07 | 0.35 | - | 7,09,500 | 49,500 | 12,92,500 | ||||
| 28 Jun | 174.01 | 0.4 | - | 10,61,500 | 1,26,500 | 12,43,000 | ||||
| 27 Jun | 174.16 | 0.5 | - | 10,12,000 | -93,500 | 11,16,500 | ||||
| 26 Jun | 172.56 | 0.55 | - | 2,80,500 | 38,500 | 12,10,000 | ||||
| 25 Jun | 175.68 | 0.75 | - | 1,26,500 | -27,500 | 11,71,500 | ||||
| 24 Jun | 177.96 | 0.85 | - | 5,66,500 | -44,000 | 11,99,000 | ||||
| 21 Jun | 179.94 | 1.05 | - | 15,67,500 | 7,04,000 | 12,43,000 | ||||
For TATA STEEL LIMITED - strike price 200.4 expiring on 25JUL2024
Delta for 200.4 CE is -
Historical price for 200.4 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -159500 which decreased total open position to 1149500
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 1309000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by -99000 which decreased total open position to 1259500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 0.3, which was lower than the previous day. The implied volatity was -, the open interest changed by -5500 which decreased total open position to 1287000
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 49500 which increased total open position to 1292500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 126500 which increased total open position to 1243000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by -93500 which decreased total open position to 1116500
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 1210000
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was -, the open interest changed by -27500 which decreased total open position to 1171500
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 0.85, which was lower than the previous day. The implied volatity was -, the open interest changed by -44000 which decreased total open position to 1199000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 1.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 704000 which increased total open position to 1243000
|
Delta: -
Gamma: -
Theta: -
Vega: -
|
|||||||
|---|---|---|---|---|---|---|---|
| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 174.71 | 23.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Jul | 176.29 | 23.7 | - | 0 | 0 | 0 | |
| 3 Jul | 176.37 | 23.7 | - | 0 | 0 | 0 | |
| 2 Jul | 174.54 | 23.7 | - | 0 | 22,000 | 0 | |
| 1 Jul | 174.07 | 23.7 | - | 0 | 22,000 | 0 | |
| 28 Jun | 174.01 | 23.7 | - | 11,000 | 22,000 | 22,000 | |
| 27 Jun | 174.16 | 22 | - | 0 | 0 | 0 | |
| 26 Jun | 172.56 | 22 | - | 0 | 11,000 | 0 | |
| 25 Jun | 175.68 | 22 | - | 0 | 11,000 | 0 | |
| 24 Jun | 177.96 | 22 | - | 11,000 | 0 | 11,000 | |
| 21 Jun | 179.94 | 20.50 | - | 11,000 | 5,500 | 5,500 | |
For TATA STEEL LIMITED - strike price 200.4 expiring on 25JUL2024
Delta for 200.4 PE is -
Historical price for 200.4 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 23.7, 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 23.7, 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 23.7, 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 23.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 0
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 23.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 0
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 23.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 22000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 22, 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 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 22, 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 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 22, 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 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 22, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11000
On 21 Jun TATASTEEL was trading at 179.94. The strike last trading price was 20.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 5500