TATASTEEL

Tata Steel Limited

160.67 -2.80 (-1.71%)

L: 160.06 H: 163.39

Back to Option Chain

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 150 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	160.67	11.82 ₹ 65,010	-2.51 -13805.00	-	68 3,74,000	0 0	111 6,10,500
8 Dec	163.47	14.07 ₹ 77,385	-4.23 -23265.00	-	28 1,54,000	6 33,000	111 6,10,500
5 Dec	167.11	18.3 ₹ 1,00,650	0.59 3245.00	-	7 38,500	0 0	103 5,66,500
4 Dec	166.77	17.63 ₹ 96,965	-0.43 -2365.00	-	30 1,65,000	-11 -60,500	102 5,61,000

3 Dec	166.92	18.15 ₹ 99,825	-0.55 -3025.00	24.66	44 2,42,000	7 38,500	113 6,21,500
2 Dec	167.78	18.72 ₹ 1,02,960	-0.8 -4400.00	-	15 82,500	11 60,500	105 5,77,500
1 Dec	168.63	19.52 ₹ 1,07,360	-0.03 -165.00	-	12 66,000	-2 -11,000	94 5,17,000
28 Nov	167.96	19.55 ₹ 1,07,525	-1.1 -6050.00	-	0 0	1 5,500	0 0
27 Nov	168.13	19.55 ₹ 1,07,525	-1.1 -6050.00	21.10	14 77,000	1 5,500	96 5,28,000
26 Nov	169.67	20.65 ₹ 1,13,575	2.93 16115.00	-	20 1,10,000	1 5,500	95 5,22,500
25 Nov	166.33	17.72 ₹ 97,460	0.12 660.00	19.81	22 1,21,000	12 66,000	94 5,17,000
24 Nov	165.36	17.6 ₹ 96,800	-2.05 -11275.00	26.90	22 1,21,000	7 38,500	82 4,51,000
21 Nov	168.00	19.6 ₹ 1,07,800	-4.15 -22825.00	13.74	48 2,64,000	28 1,54,000	75 4,12,500
20 Nov	172.46	23.75 ₹ 1,30,625	-1.13 -6215.00	-	30 1,65,000	17 93,500	47 2,58,500
19 Nov	173.21	24.88 ₹ 1,36,840	0.78 4290.00	15.97	21 1,15,500	15 82,500	29 1,59,500
18 Nov	172.45	24.1 ₹ 1,32,550	-0.9 -4950.00	-	13 71,500	4 22,000	14 77,000
17 Nov	173.17	25 ₹ 1,37,500	-1.07 -5885.00	-	7 38,500	4 22,000	9 49,500
14 Nov	174.26	26.07 ₹ 1,43,385	-6.22 -34210.00	24.89	6 33,000	5 27,500	6 33,000

For Tata Steel Limited - strike price 150 expiring on 30DEC2025

Delta for 150 CE is -

Historical price for 150 CE is as follows

On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 11.82, which was -2.51 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 111

On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 14.07, which was -4.23 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 111

On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 18.3, which was 0.59 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 103

On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 17.63, which was -0.43 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 102

On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 18.15, which was -0.55 lower than the previous day. The implied volatity was 24.66, the open interest changed by 7 which increased total open position to 113

On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 18.72, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 105

On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 19.52, which was -0.03 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 94

On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 19.55, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 19.55, which was -1.1 lower than the previous day. The implied volatity was 21.10, the open interest changed by 1 which increased total open position to 96

On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 20.65, which was 2.93 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 95

On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 17.72, which was 0.12 higher than the previous day. The implied volatity was 19.81, the open interest changed by 12 which increased total open position to 94

On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 17.6, which was -2.05 lower than the previous day. The implied volatity was 26.90, the open interest changed by 7 which increased total open position to 82

On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 19.6, which was -4.15 lower than the previous day. The implied volatity was 13.74, the open interest changed by 28 which increased total open position to 75

On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 23.75, which was -1.13 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 47

On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 24.88, which was 0.78 higher than the previous day. The implied volatity was 15.97, the open interest changed by 15 which increased total open position to 29

On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 24.1, which was -0.9 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 14

On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 25, which was -1.07 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 9

On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 26.07, which was -6.22 lower than the previous day. The implied volatity was 24.89, the open interest changed by 5 which increased total open position to 6

TATASTEEL 30DEC2025 150 PE
Delta: -0.10 Vega: 0.07 Theta: -0.04 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	160.67	0.5 ₹ 2,750	0.21 1155.00	25.81	1,260 69,30,000	129 7,09,500	1,028 56,54,000
8 Dec	163.47	0.31 ₹ 1,705	0.16 880.00	25.62	596 32,78,000	-8 -44,000	900 49,50,000
5 Dec	167.11	0.15 ₹ 825	-0.03 -165.00	24.86	250 13,75,000	2 11,000	906 49,83,000
4 Dec	166.77	0.19 ₹ 1,045	0 0.00	25.02	216 11,88,000	25 1,37,500	904 49,72,000
3 Dec	166.92	0.2 ₹ 1,100	0.03 165.00	24.80	448 24,64,000	108 5,94,000	883 48,56,500
2 Dec	167.78	0.18 ₹ 990	0 0.00	24.94	97 5,33,500	17 93,500	774 42,57,000
1 Dec	168.63	0.19 ₹ 1,045	0 0.00	25.50	326 17,93,000	28 1,54,000	747 41,08,500
28 Nov	167.96	0.19 ₹ 1,045	-0.04 -220.00	23.98	266 14,63,000	-4 -22,000	721 39,65,500
27 Nov	168.13	0.23 ₹ 1,265	0.01 55.00	24.51	263 14,46,500	56 3,08,000	726 39,93,000
26 Nov	169.67	0.24 ₹ 1,320	-0.29 -1595.00	25.79	790 43,45,000	-65 -3,57,500	670 36,85,000
25 Nov	166.33	0.52 ₹ 2,860	-0.17 -935.00	26.61	578 31,79,000	63 3,46,500	734 40,37,000
24 Nov	165.36	0.69 ₹ 3,795	0.15 825.00	27.45	678 37,29,000	261 14,35,500	668 36,74,000
21 Nov	168.00	0.53 ₹ 2,915	0.2 1100.00	27.33	442 24,31,000	244 13,42,000	402 22,11,000
20 Nov	172.46	0.32 ₹ 1,760	-0.03 -165.00	27.93	68 3,74,000	19 1,04,500	159 8,74,500
19 Nov	173.21	0.35 ₹ 1,925	-0.02 -110.00	28.73	172 9,46,000	15 82,500	134 7,37,000
18 Nov	172.45	0.37 ₹ 2,035	-0.01 -55.00	28.13	127 6,98,500	47 2,58,500	118 6,49,000
17 Nov	173.17	0.4 ₹ 2,200	0.1 550.00	29.11	123 6,76,500	53 2,91,500	66 3,63,000
14 Nov	174.26	0.29 ₹ 1,595	-3.06 -16830.00	26.91	16 88,000	12 66,000	12 66,000

For Tata Steel Limited - strike price 150 expiring on 30DEC2025

Delta for 150 PE is -0.10

Historical price for 150 PE is as follows

On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 0.5, which was 0.21 higher than the previous day. The implied volatity was 25.81, the open interest changed by 129 which increased total open position to 1028

On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 0.31, which was 0.16 higher than the previous day. The implied volatity was 25.62, the open interest changed by -8 which decreased total open position to 900

On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 0.15, which was -0.03 lower than the previous day. The implied volatity was 24.86, the open interest changed by 2 which increased total open position to 906

On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 0.19, which was 0 lower than the previous day. The implied volatity was 25.02, the open interest changed by 25 which increased total open position to 904

On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 0.2, which was 0.03 higher than the previous day. The implied volatity was 24.80, the open interest changed by 108 which increased total open position to 883

On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 0.18, which was 0 lower than the previous day. The implied volatity was 24.94, the open interest changed by 17 which increased total open position to 774

On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 0.19, which was 0 lower than the previous day. The implied volatity was 25.50, the open interest changed by 28 which increased total open position to 747

On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 0.19, which was -0.04 lower than the previous day. The implied volatity was 23.98, the open interest changed by -4 which decreased total open position to 721

On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 0.23, which was 0.01 higher than the previous day. The implied volatity was 24.51, the open interest changed by 56 which increased total open position to 726

On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 0.24, which was -0.29 lower than the previous day. The implied volatity was 25.79, the open interest changed by -65 which decreased total open position to 670

On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 0.52, which was -0.17 lower than the previous day. The implied volatity was 26.61, the open interest changed by 63 which increased total open position to 734

On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 0.69, which was 0.15 higher than the previous day. The implied volatity was 27.45, the open interest changed by 261 which increased total open position to 668

On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 0.53, which was 0.2 higher than the previous day. The implied volatity was 27.33, the open interest changed by 244 which increased total open position to 402

On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 0.32, which was -0.03 lower than the previous day. The implied volatity was 27.93, the open interest changed by 19 which increased total open position to 159

On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 0.35, which was -0.02 lower than the previous day. The implied volatity was 28.73, the open interest changed by 15 which increased total open position to 134

On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 0.37, which was -0.01 lower than the previous day. The implied volatity was 28.13, the open interest changed by 47 which increased total open position to 118

On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 0.4, which was 0.1 higher than the previous day. The implied volatity was 29.11, the open interest changed by 53 which increased total open position to 66

On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 0.29, which was -3.06 lower than the previous day. The implied volatity was 26.91, the open interest changed by 12 which increased total open position to 12

Related Pages for TATASTEEL

TATASTEEL

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD