[--[65.84.65.76]--]

TATASTEEL

Tata Steel Limited
160.67 -2.80 (-1.71%)
L: 160.06 H: 163.39

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Historical option data for TATASTEEL

09 Dec 2025 04:12 PM IST
TATASTEEL 30-DEC-2025 140 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.03
Vega: 0.02
Theta: -0.02
Gamma: 0.00
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