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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

TATASTEEL 30-DEC-2025 145 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	160.67	16.48 ₹ 90,640	-2.58 -14190.00	-	28 1,54,000	7 38,500	174 9,57,000
8 Dec	163.47	19.02 ₹ 1,04,610	-3.81 -20955.00	-	26 1,43,000	-3 -16,500	167 9,18,500
5 Dec	167.11	22.65 ₹ 1,24,575	-0.85 -4675.00	-	0 0	0 0	0 0
4 Dec	166.77	22.65 ₹ 1,24,575	-0.85 -4675.00	-	0 0	-1 -5,500	0 0
3 Dec	166.92	22.65 ₹ 1,24,575	-0.85 -4675.00	-	8 44,000	-1 -5,500	170 9,35,000
2 Dec	167.78	23.5 ₹ 1,29,250	-1.14 -6270.00	-	1 5,500	0 0	171 9,40,500

1 Dec	168.63	24.64 ₹ 1,35,520	0.41 2255.00	-	0 0	10 55,000	0 0
28 Nov	167.96	24.64 ₹ 1,35,520	0.41 2255.00	31.40	13 71,500	10 55,000	171 9,40,500
27 Nov	168.13	24.15 ₹ 1,32,825	-1.28 -7040.00	-	3 16,500	0 0	161 8,85,500
26 Nov	169.67	25.43 ₹ 1,39,865	2.92 16060.00	-	26 1,43,000	2 11,000	161 8,85,500
25 Nov	166.33	22.5 ₹ 1,23,750	0.3 1650.00	-	27 1,48,500	6 33,000	159 8,74,500
24 Nov	165.36	22.2 ₹ 1,22,100	-2.84 -15620.00	27.49	79 4,34,500	65 3,57,500	152 8,36,000
21 Nov	168.00	25.04 ₹ 1,37,720	-3.63 -19965.00	32.52	42 2,31,000	38 2,09,000	86 4,73,000
20 Nov	172.46	28.67 ₹ 1,57,685	-0.68 -3740.00	-	44 2,42,000	42 2,31,000	46 2,53,000
19 Nov	173.21	29.35 ₹ 1,61,425	1.05 5775.00	-	4 22,000	3 16,500	3 16,500

For Tata Steel Limited - strike price 145 expiring on 30DEC2025

Delta for 145 CE is -

Historical price for 145 CE is as follows

On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 16.48, which was -2.58 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 174

On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 19.02, which was -3.81 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 167

On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 22.65, which was -0.85 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 22.65, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 22.65, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 170

On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 23.5, which was -1.14 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 171

On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 24.64, which was 0.41 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0

On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 24.64, which was 0.41 higher than the previous day. The implied volatity was 31.40, the open interest changed by 10 which increased total open position to 171

On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 24.15, which was -1.28 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 161

On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 25.43, which was 2.92 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 161

On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 22.5, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 159

On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 22.2, which was -2.84 lower than the previous day. The implied volatity was 27.49, the open interest changed by 65 which increased total open position to 152

On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 25.04, which was -3.63 lower than the previous day. The implied volatity was 32.52, the open interest changed by 38 which increased total open position to 86

On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 28.67, which was -0.68 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 46

On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 29.35, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3

TATASTEEL 30DEC2025 145 PE
Delta: -0.05 Vega: 0.04 Theta: -0.02 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	160.67	0.21 ₹ 1,155	0.09 495.00	27.88	430 23,65,000	7 38,500	398 21,89,000
8 Dec	163.47	0.13 ₹ 715	0.05 275.00	27.71	168 9,24,000	76 4,18,000	392 21,56,000
5 Dec	167.11	0.08 ₹ 440	-0.01 -55.00	27.83	82 4,51,000	0 0	316 17,38,000
4 Dec	166.77	0.1 ₹ 550	0.01 55.00	27.73	16 88,000	3 16,500	316 17,38,000
3 Dec	166.92	0.09 ₹ 495	0 0.00	26.96	72 3,96,000	1 5,500	311 17,10,500
2 Dec	167.78	0.09 ₹ 495	0.01 55.00	27.34	49 2,69,500	15 82,500	310 17,05,000
1 Dec	168.63	0.08 ₹ 440	-0.01 -55.00	27.04	18 99,000	0 0	296 16,28,000
28 Nov	167.96	0.09 ₹ 495	-0.02 -110.00	25.92	24 1,32,000	-6 -33,000	297 16,33,500
27 Nov	168.13	0.12 ₹ 660	0.01 55.00	26.73	94 5,17,000	24 1,32,000	303 16,66,500
26 Nov	169.67	0.12 ₹ 660	-0.17 -935.00	27.58	723 39,76,500	102 5,61,000	281 15,45,500
25 Nov	166.33	0.28 ₹ 1,540	-0.09 -495.00	28.51	257 14,13,500	51 2,80,500	179 9,84,500
24 Nov	165.36	0.37 ₹ 2,035	0.09 495.00	29.21	198 10,89,000	98 5,39,000	127 6,98,500
21 Nov	168.00	0.26 ₹ 1,430	-2.04 -11220.00	28.34	30 1,65,000	2 11,000	2 11,000
20 Nov	172.46	2.3 ₹ 12,650	0 0.00	16.04	0 0	0 0	0 0
19 Nov	173.21	2.3 ₹ 12,650	0 0.00	16.26	0 0	0 0	0 0

For Tata Steel Limited - strike price 145 expiring on 30DEC2025

Delta for 145 PE is -0.05

Historical price for 145 PE is as follows

On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 0.21, which was 0.09 higher than the previous day. The implied volatity was 27.88, the open interest changed by 7 which increased total open position to 398

On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 0.13, which was 0.05 higher than the previous day. The implied volatity was 27.71, the open interest changed by 76 which increased total open position to 392

On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 0.08, which was -0.01 lower than the previous day. The implied volatity was 27.83, the open interest changed by 0 which decreased total open position to 316

On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 0.1, which was 0.01 higher than the previous day. The implied volatity was 27.73, the open interest changed by 3 which increased total open position to 316

On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 0.09, which was 0 lower than the previous day. The implied volatity was 26.96, the open interest changed by 1 which increased total open position to 311

On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 0.09, which was 0.01 higher than the previous day. The implied volatity was 27.34, the open interest changed by 15 which increased total open position to 310

On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 0.08, which was -0.01 lower than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 296

On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 0.09, which was -0.02 lower than the previous day. The implied volatity was 25.92, the open interest changed by -6 which decreased total open position to 297

On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 0.12, which was 0.01 higher than the previous day. The implied volatity was 26.73, the open interest changed by 24 which increased total open position to 303

On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 0.12, which was -0.17 lower than the previous day. The implied volatity was 27.58, the open interest changed by 102 which increased total open position to 281

On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 0.28, which was -0.09 lower than the previous day. The implied volatity was 28.51, the open interest changed by 51 which increased total open position to 179

On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 0.37, which was 0.09 higher than the previous day. The implied volatity was 29.21, the open interest changed by 98 which increased total open position to 127

On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 0.26, which was -2.04 lower than the previous day. The implied volatity was 28.34, the open interest changed by 2 which increased total open position to 2

On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 16.04, the open interest changed by 0 which decreased total open position to 0

On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 2.3, which was 0 lower than the previous day. The implied volatity was 16.26, the open interest changed by 0 which decreased total open position to 0

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