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 | 0.2 | -0.15 | - | 34,43,000 | -2,47,500 | 35,91,500 | |||
| 4 Jul | 176.29 | 0.35 | - | 26,89,500 | 4,01,500 | 38,39,000 | ||||
| 3 Jul | 176.37 | 0.35 | - | 34,21,000 | -71,500 | 34,37,500 | ||||
| 2 Jul | 174.54 | 0.35 | - | 90,20,000 | 4,84,000 | 36,02,500 | ||||
| 1 Jul | 174.07 | 0.4 | - | 66,93,500 | 7,92,000 | 31,18,500 | ||||
| 28 Jun | 174.01 | 0.5 | - | 47,52,000 | 10,17,500 | 23,26,500 | ||||
| 27 Jun | 174.16 | 0.5 | - | 25,30,000 | 6,27,000 | 13,09,000 | ||||
| 26 Jun | 172.56 | 0.6 | - | 13,09,000 | -1,98,000 | 6,76,500 | ||||
| 25 Jun | 175.68 | 0.8 | - | 6,82,000 | 2,14,500 | 8,74,500 | ||||
| 24 Jun | 177.96 | 0.85 | - | 10,67,000 | 6,65,500 | 6,65,500 | ||||
| 20 Jun | 182.28 | 1.70 | - | 46,91,500 | 12,54,000 | 41,30,500 | ||||
| 19 Jun | 180.02 | 1.45 | - | 26,40,000 | 6,87,500 | 28,76,500 | ||||
| 18 Jun | 181.12 | 1.45 | - | 15,40,000 | 2,42,000 | 21,89,000 | ||||
| 14 Jun | 183.15 | 1.80 | - | 10,72,500 | 4,07,000 | 19,47,000 | ||||
| 13 Jun | 182.56 | 1.90 | - | 16,77,500 | 8,19,500 | 15,40,000 | ||||
| 12 Jun | 182.23 | 2.45 | - | 6,49,000 | 1,65,000 | 7,15,000 | ||||
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| 11 Jun | 181.33 | 2.55 | - | 8,96,500 | 2,80,500 | 5,50,000 | ||||
| 10 Jun | 180.29 | 2.70 | - | 5,55,500 | 2,64,000 | 2,64,000 | ||||
For TATA STEEL LIMITED - strike price 200 expiring on 25JUL2024
Delta for 200 CE is -
Historical price for 200 CE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -247500 which decreased total open position to 3591500
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 401500 which increased total open position to 3839000
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 -71500 which decreased total open position to 3437500
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 484000 which increased total open position to 3602500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 0.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 792000 which increased total open position to 3118500
On 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 0.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 1017500 which increased total open position to 2326500
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 627000 which increased total open position to 1309000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was -, the open interest changed by -198000 which decreased total open position to 676500
On 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 214500 which increased total open position to 874500
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 665500 which increased total open position to 665500
On 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 1.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 1254000 which increased total open position to 4130500
On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 687500 which increased total open position to 2876500
On 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 242000 which increased total open position to 2189000
On 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 1.80, which was lower than the previous day. The implied volatity was -, the open interest changed by 407000 which increased total open position to 1947000
On 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 1.90, which was lower than the previous day. The implied volatity was -, the open interest changed by 819500 which increased total open position to 1540000
On 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 165000 which increased total open position to 715000
On 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 2.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 280500 which increased total open position to 550000
On 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 2.70, which was lower than the previous day. The implied volatity was -, the open interest changed by 264000 which increased total open position to 264000
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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 | 23.15 | 0.00 | - | 0 | -11,000 | 0 |
| 4 Jul | 176.29 | 23.15 | - | 11,000 | -11,000 | 88,000 | |
| 3 Jul | 176.37 | 22.5 | - | 5,500 | 0 | 99,000 | |
| 2 Jul | 174.54 | 23.3 | - | 5,500 | 93,500 | 93,500 | |
| 1 Jul | 174.07 | 24.5 | - | 0 | 0 | 0 | |
| 28 Jun | 174.01 | 24.5 | - | 11,000 | 0 | 88,000 | |
| 27 Jun | 174.16 | 25.05 | - | 27,500 | 22,000 | 88,000 | |
| 26 Jun | 172.56 | 21.95 | - | 0 | 0 | 0 | |
| 25 Jun | 175.68 | 21.95 | - | 44,000 | 0 | 22,000 | |
| 24 Jun | 177.96 | 21.35 | - | 22,000 | 0 | 0 | |
| 20 Jun | 182.28 | 17.90 | - | 1,87,000 | -93,500 | 17,16,000 | |
| 19 Jun | 180.02 | 18.95 | - | 1,15,500 | -66,000 | 18,09,500 | |
| 18 Jun | 181.12 | 17.30 | - | 3,13,500 | 2,58,500 | 18,70,000 | |
| 14 Jun | 183.15 | 17.15 | - | 2,53,000 | 2,47,500 | 16,11,500 | |
| 13 Jun | 182.56 | 17.40 | - | 13,20,000 | 12,98,000 | 13,53,000 | |
| 12 Jun | 182.23 | 17.60 | - | 11,000 | 5,500 | 49,500 | |
| 11 Jun | 181.33 | 18.60 | - | 44,000 | 38,500 | 38,500 | |
| 10 Jun | 180.29 | 31.85 | - | 0 | 0 | 0 | |
For TATA STEEL LIMITED - strike price 200 expiring on 25JUL2024
Delta for 200 PE is -
Historical price for 200 PE is as follows
On 5 Jul TATASTEEL was trading at 174.71. The strike last trading price was 23.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 0
On 4 Jul TATASTEEL was trading at 176.29. The strike last trading price was 23.15, which was lower than the previous day. The implied volatity was -, the open interest changed by -11000 which decreased total open position to 88000
On 3 Jul TATASTEEL was trading at 176.37. The strike last trading price was 22.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 99000
On 2 Jul TATASTEEL was trading at 174.54. The strike last trading price was 23.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 93500 which increased total open position to 93500
On 1 Jul TATASTEEL was trading at 174.07. The strike last trading price was 24.5, 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 28 Jun TATASTEEL was trading at 174.01. The strike last trading price was 24.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 88000
On 27 Jun TATASTEEL was trading at 174.16. The strike last trading price was 25.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 22000 which increased total open position to 88000
On 26 Jun TATASTEEL was trading at 172.56. The strike last trading price was 21.95, 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 25 Jun TATASTEEL was trading at 175.68. The strike last trading price was 21.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22000
On 24 Jun TATASTEEL was trading at 177.96. The strike last trading price was 21.35, 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 20 Jun TATASTEEL was trading at 182.28. The strike last trading price was 17.90, which was lower than the previous day. The implied volatity was -, the open interest changed by -93500 which decreased total open position to 1716000
On 19 Jun TATASTEEL was trading at 180.02. The strike last trading price was 18.95, which was lower than the previous day. The implied volatity was -, the open interest changed by -66000 which decreased total open position to 1809500
On 18 Jun TATASTEEL was trading at 181.12. The strike last trading price was 17.30, which was lower than the previous day. The implied volatity was -, the open interest changed by 258500 which increased total open position to 1870000
On 14 Jun TATASTEEL was trading at 183.15. The strike last trading price was 17.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 247500 which increased total open position to 1611500
On 13 Jun TATASTEEL was trading at 182.56. The strike last trading price was 17.40, which was lower than the previous day. The implied volatity was -, the open interest changed by 1298000 which increased total open position to 1353000
On 12 Jun TATASTEEL was trading at 182.23. The strike last trading price was 17.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 5500 which increased total open position to 49500
On 11 Jun TATASTEEL was trading at 181.33. The strike last trading price was 18.60, which was lower than the previous day. The implied volatity was -, the open interest changed by 38500 which increased total open position to 38500
On 10 Jun TATASTEEL was trading at 180.29. The strike last trading price was 31.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0