TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
09 Dec 2025 04:12 PM IST
| TATASTEEL 30-DEC-2025 140 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 160.67 | 20.75 | -11.65 | - | 1 | 0 | 0 | |||||||||
| 8 Dec | 163.47 | 32.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 167.11 | 32.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Dec | 166.77 | 32.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 166.92 | 32.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 167.78 | 32.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 168.63 | 32.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 167.96 | 32.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 168.13 | 32.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 169.67 | 32.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 166.33 | 32.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 140 expiring on 30DEC2025
Delta for 140 CE is -
Historical price for 140 CE is as follows
On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 20.75, which was -11.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 32.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 32.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 32.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 32.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 32.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 32.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 32.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 32.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 32.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 32.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30DEC2025 140 PE | |||||||
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Delta: -0.03
Vega: 0.02
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 160.67 | 0.12 | 0.06 | 31.53 | 181 | 46 | 168 |
| 8 Dec | 163.47 | 0.06 | 0 | 30.08 | 215 | -80 | 122 |
| 5 Dec | 167.11 | 0.06 | 0.01 | 32.01 | 34 | -11 | 202 |
| 4 Dec | 166.77 | 0.05 | -0.01 | 30.19 | 29 | 12 | 219 |
| 3 Dec | 166.92 | 0.06 | 0 | 30.23 | 22 | 7 | 207 |
| 2 Dec | 167.78 | 0.06 | -0.01 | 30.85 | 1 | 0 | 200 |
| 1 Dec | 168.63 | 0.08 | 0.01 | 32.14 | 36 | -8 | 186 |
| 28 Nov | 167.96 | 0.08 | 0.01 | 30.24 | 67 | 33 | 168 |
| 27 Nov | 168.13 | 0.07 | 0 | 29.31 | 169 | 85 | 136 |
| 26 Nov | 169.67 | 0.07 | -0.11 | 30.00 | 346 | -35 | 51 |
| 25 Nov | 166.33 | 0.19 | -1.31 | 31.68 | 111 | 24 | 24 |
For Tata Steel Limited - strike price 140 expiring on 30DEC2025
Delta for 140 PE is -0.03
Historical price for 140 PE is as follows
On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 0.12, which was 0.06 higher than the previous day. The implied volatity was 31.53, the open interest changed by 46 which increased total open position to 168
On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 0.06, which was 0 lower than the previous day. The implied volatity was 30.08, the open interest changed by -80 which decreased total open position to 122
On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 0.06, which was 0.01 higher than the previous day. The implied volatity was 32.01, the open interest changed by -11 which decreased total open position to 202
On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 0.05, which was -0.01 lower than the previous day. The implied volatity was 30.19, the open interest changed by 12 which increased total open position to 219
On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 0.06, which was 0 lower than the previous day. The implied volatity was 30.23, the open interest changed by 7 which increased total open position to 207
On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 0.06, which was -0.01 lower than the previous day. The implied volatity was 30.85, the open interest changed by 0 which decreased total open position to 200
On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 0.08, which was 0.01 higher than the previous day. The implied volatity was 32.14, the open interest changed by -8 which decreased total open position to 186
On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 0.08, which was 0.01 higher than the previous day. The implied volatity was 30.24, the open interest changed by 33 which increased total open position to 168
On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 0.07, which was 0 lower than the previous day. The implied volatity was 29.31, the open interest changed by 85 which increased total open position to 136
On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 0.07, which was -0.11 lower than the previous day. The implied volatity was 30.00, the open interest changed by -35 which decreased total open position to 51
On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 0.19, which was -1.31 lower than the previous day. The implied volatity was 31.68, the open interest changed by 24 which increased total open position to 24































































































































































































































