[--[65.84.65.76]--]

TATASTEEL

Tata Steel Limited
168.69 +0.57 (0.34%)
L: 167.83 H: 169.62

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Historical option data for TATASTEEL

19 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
19 Dec 168.69 30.5 9.75 - 0 0 0
18 Dec 168.12 30.5 9.75 - 0 0 0
17 Dec 170.34 30.5 9.75 - 1 0 1
16 Dec 169.83 20.75 -11.65 - 0 0 1
15 Dec 172.87 20.75 -11.65 - 0 0 0
12 Dec 171.89 20.75 -11.65 - 0 0 1
11 Dec 166.38 20.75 -11.65 - 0 0 1
10 Dec 162.23 20.75 -11.65 - 0 0 1
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 19 Dec TATASTEEL was trading at 168.69. The strike last trading price was 30.5, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec TATASTEEL was trading at 168.12. The strike last trading price was 30.5, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec TATASTEEL was trading at 170.34. The strike last trading price was 30.5, which was 9.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Dec TATASTEEL was trading at 169.83. 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 1


On 15 Dec TATASTEEL was trading at 172.87. 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 12 Dec TATASTEEL was trading at 171.89. 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 1


On 11 Dec TATASTEEL was trading at 166.38. 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 1


On 10 Dec TATASTEEL was trading at 162.23. 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 1


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: -0.01
Vega: 0.01
Theta: -0.01
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
19 Dec 168.69 0.03 0 45.11 1 0 228
18 Dec 168.12 0.03 -0.01 42.33 50 -17 230
17 Dec 170.34 0.04 0 44.86 6 0 247
16 Dec 169.83 0.04 0.01 42.59 26 -6 247
15 Dec 172.87 0.03 -0.02 42.96 30 12 254
12 Dec 171.89 0.06 0 42.07 150 -19 218
11 Dec 166.38 0.06 -0.02 35.48 46 -4 217
10 Dec 162.23 0.08 -0.03 31.32 216 53 221
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 -0.01

Historical price for 140 PE is as follows

On 19 Dec TATASTEEL was trading at 168.69. The strike last trading price was 0.03, which was 0 lower than the previous day. The implied volatity was 45.11, the open interest changed by 0 which decreased total open position to 228


On 18 Dec TATASTEEL was trading at 168.12. The strike last trading price was 0.03, which was -0.01 lower than the previous day. The implied volatity was 42.33, the open interest changed by -17 which decreased total open position to 230


On 17 Dec TATASTEEL was trading at 170.34. The strike last trading price was 0.04, which was 0 lower than the previous day. The implied volatity was 44.86, the open interest changed by 0 which decreased total open position to 247


On 16 Dec TATASTEEL was trading at 169.83. The strike last trading price was 0.04, which was 0.01 higher than the previous day. The implied volatity was 42.59, the open interest changed by -6 which decreased total open position to 247


On 15 Dec TATASTEEL was trading at 172.87. The strike last trading price was 0.03, which was -0.02 lower than the previous day. The implied volatity was 42.96, the open interest changed by 12 which increased total open position to 254


On 12 Dec TATASTEEL was trading at 171.89. The strike last trading price was 0.06, which was 0 lower than the previous day. The implied volatity was 42.07, the open interest changed by -19 which decreased total open position to 218


On 11 Dec TATASTEEL was trading at 166.38. The strike last trading price was 0.06, which was -0.02 lower than the previous day. The implied volatity was 35.48, the open interest changed by -4 which decreased total open position to 217


On 10 Dec TATASTEEL was trading at 162.23. The strike last trading price was 0.08, which was -0.03 lower than the previous day. The implied volatity was 31.32, the open interest changed by 53 which increased total open position to 221


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