Real Time Screeners Intraday Screeners now on Real Time Data (Updated every 5 mins)
Stock Listing : A  B  C  D  E  F  G  H  I  J  K  L  M  N  O  P  Q  R  S  T  U  V  W  X  Y  Z 

Futures & Options Analysis of Tata Steel (TATASTEEL)

Futures & Options of Tata Steel Ltd.

Near Expiry date30/07/2020 Lot Size 1700
Stock Close Price 342.1Trade Date 13/07/2020
Futures Summary
Closing Price343.50 Premium/Discount 1.40
Previous Close 340.00 Change % 1.03
Futures OI 15685.90 K Change % -0.710
Futures Contracts 9297.00 Change % -19.07
Call Summary
Max Traded Strike Price350.00 Contracts 3266.00
Cumulative Call OI13169.90 K % Change 1.08
Put Summary
Max Traded Strike Price340.00 Contracts 838.00
Cumulative Put OI7536.10 K % Change 1.46

Put Call Ratio - 30/07/2020

Put Open Interest7536.10 K
Call Open Interest13169.90 K
PCR Open Interest0.572
PCR OI ReadingBullish
Put Contracts Traded4356.00
Call Contracts Traded11136.00
PCR Volume0.391
PCR Vol ReadingStrong Bullish
Put Call Ratio TATASTEEL ...

Pivot Point support & Resistance of Future Price

Expiry date Current Price Future Price Pivot Point Support1 Support 2 Support 3 Resistance 1 Resistance 2 Resistance 3 Traded Lots
30-Jul-20 342.10 343.50 343.77 339.33 335.17 330.73 347.93 352.37 356.53 9297
27-Aug-20 342.10 334.70 335.18 331.12 327.53 323.47 338.77 342.83 346.42 263
24-Sep-20 342.10 334.20 334.18 333.37 332.53 331.72 335.02 335.83 336.67 8

Snapshot of Future Trades of Tata Steel Ltd.

Expiry date/
Lot Size
Premium/
Discount
Close/
Previous Close
Price Change/
In %
Open Interest/
Previous OI
OI Change/
OI Change %
Contracts/
Previous
Contract Change/
In %
Turn Over/
Previous day (in lacs)
30/07/2020 /
1700
1.40 343.50 /
340.00
3.50 /
1.03
15685.90 K /
15798.10 K
-112200.00 /
-0.710
9297 /
11487
-2190.0 /
-19.07
54356.67 /
66359.48
27/08/2020 /
1700
-7.40 334.70 /
331.15
3.55 /
1.07
1173.00 K /
1159.40 K
13600.00 /
1.17
263 /
300
-37.0 /
-12.33
1499.05 /
1689.87
24/09/2020 /
1700
-7.90 334.20 /
328.00
6.20 /
1.89
40.80 K /
32.30 K
8500.00 /
26.32
8 /
7
1.0 /
14.29
45.50 /
39.53


Detailed Option Chain with Implied Vol And Greeks

Snapshot Call Option of Tata Steel Ltd.

Expiry date 30/07/2020 27/08/2020 24/09/2020
Lot Size 1700 1700 1700
Max Traded Strike Price/
Contracts
350.00 /
3266
400.00 /
24
0 /
0
Previous Day Max Traded Strike Price/
Contracts
350.00 /
3272
330.00 /
26
0 /
0
Total Call Contracts/
Previous
11136 /
13370
83 /
100
0 /
0
Contract Change/
In %
-2234.00/
-16.71
-17.00/
-17.00
NA
Total Call Open Interest/
Previous
13169900 /
13028800
455600 /
498100
0 /
0
OI Change/
In %
141100.00/
1.08
-42500.00/
-8.53
NA
Turn Over/
Previous day
70001.00 /
83620.00
70001.00 /
83620.00
70001.00 /
83620.00

Snapshot Put Option of Tata Steel Ltd.

Expiry date 30/07/2020 27/08/2020 24/09/2020
Lot Size 1700 1700 1700
Max Traded Strike Price/
Contracts
340.00 /
838
300.00 /
19
0 /
0
Previous Day Max Traded Strike Price/
Contracts
330.00 /
1559
300.00 /
15
0 /
0
Total Put Contracts/
Previous
4356 /
7092
28 /
20
0 /
0
Contract Change/
In %
-2736.00/
-38.58
8.00/
40.00
NA
Total Put Open Interest/
Previous
7536100 /
7427300
198900 /
176800
0 /
0
OI Change/
In %
108800.00/
1.46
22100.00/
12.50
NA
Turn Over/
Previous day
24655.00 /
40216.00
24655.00 /
40216.00
24655.00 /
40216.00

Call Option chain of Tata Steel Ltd. for Expiry Date 30/07/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
280.00 63.85 /63.85 /63.70 63.70 6.30/ 10.98 % 57.80 K/ 0.000 3/NA 18.00
290.00 56.00 /56.00 /53.75 55.50 4.20/ 8.19 % 28.90 K/ -1700.000 3/ -57.14 % 18.00
300.00 45.50 /46.15 /44.60 45.85 3.05/ 7.13 % 86.70 K/ 1700.00 9/ -84.21 % 53.00
310.00 37.60 /39.90 /36.25 37.15 2.65/ 7.68 % 139.40 K/ -6800.000 9/ -62.50 % 53.00
320.00 29.70 /32.00 /27.00 28.95 2.10/ 7.82 % 365.50 K/ -8500.000 103/ 123.91 % 612.00
325.00 25.10 /25.20 /24.25 25.20 1.45/ 6.11 % 96.90 K/ 6800.00 12/ 100.00 % 71.00
330.00 22.25 /25.35 /20.40 22.40 1.85/ 9.00 % 776.90 K/ -59500.000 347/ -30.32 % 2081.00
335.00 20.10 /22.00 /17.50 19.15 1.50/ 8.50 % 207.40 K/ 1700.00 130/ -53.90 % 784.00
340.00 17.00 /19.15 /14.90 16.60 1.30/ 8.50 % 912.90 K/ -134300.000 1434/ -39.65 % 8702.00
345.00 14.75 /16.55 /12.85 14.35 1.25/ 9.54 % 440.30 K/ 17000.00 627/ -18.15 % 3835.00
350.00 13.95 /14.25 /10.80 12.20 1.05/ 9.42 % 2820.30 K/ 153000.00 3266/ -0.183 % 20132.00
355.00 10.90 /12.05 /9.25 10.30 0.950/ 10.16 % 357.00 K/ -20400.000 381/ -0.262 % 2368.00
360.00 10.15 /10.20 /7.70 8.60 0.650/ 8.18 % 1776.50 K/ -11900.000 1723/ -19.22 % 10805.00
365.00 7.35 /8.45 /6.50 7.20 0.550/ 8.27 % 221.00 K/ 79900.00 208/ -22.10 % 1317.00
370.00 6.00 /7.10 /5.35 5.95 0.500/ 9.17 % 894.20 K/ -27200.000 685/ -20.35 % 4381.00
375.00 5.60 /5.75 /4.45 4.95 0.350/ 7.61 % 57.80 K/ -8500.000 44/ 15.79 % 284.00
380.00 4.00 /4.85 /3.65 4.05 0.250/ 6.58 % 909.50 K/ 35700.00 645/ -5.70 % 4213.00
385.00 3.45 /3.45 /3.45 3.45 0.350/ 11.29 % 6800.00/ 1700.00 2/ -50.00 % 13.00
390.00 2.60 /3.30 /2.55 2.75 0.150/ 5.77 % 453.90 K/ 49300.00 447/ 6.94 % 2985.00
395.00 2.50 /2.50 /2.50 2.50 0.300/ 13.64 % 6800.00/ -1700.000 1/ -66.67 % 7.00
400.00 1.90 /2.20 /1.80 1.90 0.0500/ 2.70 % 1871.70 K/ 44200.00 900/ -6.93 % 6151.00
410.00 1.35 /1.50 /1.15 1.25 0.0500/ 4.17 % 234.60 K/ 3400.00 33/ -57.69 % 231.00
415.00 1.05 /1.25 /1.05 1.25 NA 3400.00/ 0.000 2/NA 14.00
420.00 1.20 /1.40 /0.800 0.900 NA 443.70 K/ 23800.00 122/ -38.69 % 873.00

Put Option chain of Tata Steel Ltd. for Expiry Date 30/07/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
180.00 0.400 /0.400 /0.400 0.400 NA 1700.00/ 0.000 1/NA 3.00
220.00 2.00 /2.00 /0.050 0.100 -0.350/ -77.78 % 15.30 K/ -1700.000 5/ 150.00 % 19.00
240.00 0.300 /0.350 /0.300 0.300 -0.0500/ -14.29 % 232.90 K/ 3400.00 9/ 28.57 % 37.00
250.00 0.400 /0.450 /0.350 0.350 -0.050/ -12.50 % 402.90 K/ 0.000 13/ 30.00 % 55.00
260.00 0.350 /0.400 /0.350 0.400 NA 418.20 K/ -8500.000 18/ 5.88 % 80.00
270.00 0.500 /0.500 /0.400 0.400 -0.250/ -38.46 % 255.00 K/ 0.000 7/ -30.00 % 32.00
275.00 0.700 /0.700 /0.700 0.700 -0.050/ -6.67 % 81.60 K/ 1700.00 1/ -66.67 % 5.00
280.00 0.800 /0.900 /0.650 0.700 -0.300/ -30.00 % 542.30 K/ 6800.00 70/ -61.75 % 334.00
285.00 1.60 /1.60 /0.700 0.700 -0.900/ -56.25 % 28.90 K/ -1700.000 2/ -71.43 % 10.00
290.00 1.55 /1.55 /1.10 1.30 -0.350/ -21.21 % 448.80 K/ 6800.00 98/ -51.24 % 485.00
295.00 1.45 /1.80 /1.45 1.60 -0.650/ -28.89 % 107.10 K/ -8500.000 9/ -64.00 % 45.00
300.00 2.30 /2.60 /1.90 2.15 -0.650/ -23.21 % 1088.00 K/ 22100.00 416/ -42.70 % 2137.00
305.00 2.35 /3.30 /2.25 2.80 -0.700/ -20.00 % 96.90 K/ 10200.00 72/ 38.46 % 377.00
310.00 3.50 /4.25 /2.90 3.45 -0.950/ -21.59 % 589.90 K/ -18700.000 343/ -25.43 % 1828.00
315.00 4.00 /5.35 /3.75 4.55 -1.05/ -18.75 % 277.10 K/ -13600.000 180/ -43.40 % 978.00
320.00 6.50 /6.80 /4.80 5.65 -1.30/ -18.71 % 790.50 K/ -8500.000 648/ -26.45 % 3588.00
325.00 7.25 /8.45 /6.00 7.10 -1.50/ -17.44 % 256.70 K/ 1700.00 118/ -65.29 % 666.00
330.00 9.95 /10.40 /7.40 8.80 -1.70/ -16.19 % 695.30 K/ 15300.00 753/ -51.70 % 4336.00
335.00 9.00 /12.60 /9.00 10.70 -2.05/ -16.08 % 270.30 K/ 17000.00 275/ -59.74 % 1616.00
340.00 13.20 /15.15 /11.20 13.10 -2.10/ -13.82 % 528.70 K/ 10200.00 838/ -21.54 % 5030.00
345.00 15.95 /18.05 /13.45 15.55 -2.45/ -13.61 % 100.30 K/ -1700.000 190/ -9.09 % 1164.00
350.00 18.00 /21.05 /16.25 18.65 -2.45/ -11.61 % 171.70 K/ -20400.000 229/ -24.17 % 1435.00
355.00 20.35 /23.80 /19.50 23.80 -2.30/ -8.81 % 37.40 K/ 18700.00 40/ 700.00 % 256.00
360.00 22.85 /27.00 /22.70 25.15 -2.45/ -8.88 % 44.20 K/ 3400.00 15/ -31.82 % 98.00
365.00 27.65 /27.65 /27.55 27.55 -2.80/ -9.23 % 3400.00/ -1700.000 3/ 200.00 % 20.00
370.00 32.25 /32.90 /32.25 32.90 -3.90/ -10.60 % 49.30 K/ 0.000 2/ -60.00 % 14.00
375.00 36.60 /36.60 /36.60 36.60 1.60/ 4.57 % 1700.00/ -1700.000 1/NA 7.00


Call Option chain of Tata Steel Ltd. for Expiry Date 27/08/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
310.00 35.50 /35.50 /35.50 35.50 6.50/ 22.41 % 0/ -1700.000 1/NA 6.00
330.00 25.25 /25.30 /24.70 24.90 0.900/ 3.75 % 32.30 K/ -8500.000 12/ -53.85 % 72.00
340.00 20.10 /22.00 /20.00 20.55 0.900/ 4.58 % 47.60 K/ 0.000 23/ 91.67 % 141.00
350.00 17.40 /18.00 /16.50 17.10 1.25/ 7.89 % 158.10 K/ 0.000 13/ -50.00 % 81.00
355.00 16.00 /16.00 /14.50 14.50 -0.350/ -2.36 % 78.20 K/ 0.000 5/ 66.67 % 31.00
360.00 13.95 /14.00 /13.05 13.20 -0.050/ -0.377 % 71.40 K/ 1700.00 5/ -61.54 % 32.00
400.00 5.30 /6.80 /5.20 5.55 0.500/ 9.90 % 68.00 K/ 20400.00 24/ 50.00 % 166.00

Put Option chain of Tata Steel Ltd. for Expiry Date 27/08/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
290.00 7.50 /7.50 /6.20 6.30 -1.50/ -19.23 % 10.20 K/ 1700.00 3/NA 15.00
300.00 9.00 /9.90 /8.60 9.20 -1.50/ -14.02 % 168.30 K/ 17000.00 19/ 26.67 % 100.00
320.00 15.50 /15.55 /15.05 15.05 -3.25/ -17.76 % 15.30 K/ -1700.000 4/ 100.00 % 23.00
340.00 26.00 /26.00 /26.00 26.00 NA 1700.00/ 0.000 1/NA 6.00
345.00 27.75 /27.75 /27.75 27.75 -0.100/ -0.359 % 3400.00/ 1700.00 1/NA 6.00
Call Option chain of Tata Steel Ltd. for Expiry Date 24/09/2020 was not traded on trading date 2020-07-13 00:00:00.0
Put Option chain of Tata Steel Ltd. for Expiry Date 24/09/2020 was not traded on trading date 2020-07-13 00:00:00.0

( Intraday Analysis is on Real Time Data (Updated every 5 Mins). All Other analysis is based on End of Trade day's Value. Expected time of update is between 5 to 5.30 PM exchange time Zone)


All Rights Reserved By Mintnovate Market Research Pvt Ltd.