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 155 CE
Delta: 0.83 Vega: 0.10 Theta: -0.08 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	160.67	7.57 ₹ 41,635	-2.09 -11495.00	19.45	130 7,15,000	33 1,81,500	115 6,32,500
8 Dec	163.47	9.66 ₹ 53,130	-4 -22000.00	16.97	30 1,65,000	0 0	81 4,45,500
5 Dec	167.11	13.73 ₹ 75,515	0.81 4455.00	21.68	17 93,500	1 5,500	79 4,34,500
4 Dec	166.77	12.92 ₹ 71,060	-0.38 -2090.00	-	5 27,500	3 16,500	78 4,29,000

3 Dec	166.92	13.16 ₹ 72,380	-1.64 -9020.00	18.19	13 71,500	4 22,000	74 4,07,000
2 Dec	167.78	14.8 ₹ 81,400	0.09 495.00	-	0 0	15 82,500	0 0
1 Dec	168.63	14.8 ₹ 81,400	0.09 495.00	-	24 1,32,000	10 55,000	65 3,57,500
28 Nov	167.96	14.71 ₹ 80,905	-1.34 -7370.00	-	0 0	3 16,500	0 0
27 Nov	168.13	14.71 ₹ 80,905	-1.34 -7370.00	18.83	10 55,000	2 11,000	54 2,97,000
26 Nov	169.67	15.96 ₹ 87,780	2.51 13805.00	-	19 1,04,500	2 11,000	48 2,64,000
25 Nov	166.33	13.45 ₹ 73,975	0.45 2475.00	23.45	10 55,000	-1 -5,500	47 2,58,500
24 Nov	165.36	13 ₹ 71,500	-2.2 -12100.00	23.83	3 16,500	2 11,000	47 2,58,500
21 Nov	168.00	15.2 ₹ 83,600	-5.19 -28545.00	21.91	13 71,500	6 33,000	44 2,42,000
20 Nov	172.46	20.39 ₹ 1,12,145	1.24 6820.00	-	0 0	16 88,000	0 0
19 Nov	173.21	20.39 ₹ 1,12,145	1.24 6820.00	25.26	23 1,26,500	18 99,000	40 2,20,000
18 Nov	172.45	19.15 ₹ 1,05,325	-1.15 -6325.00	-	20 1,10,000	12 66,000	18 99,000
17 Nov	173.17	20.3 ₹ 1,11,650	-3.27 -17985.00	18.02	6 33,000	0 0	4 22,000
14 Nov	174.26	23.55 ₹ 1,29,525	-5.35 -29425.00	-	0 0	2 11,000	0 0
13 Nov	176.65	23.55 ₹ 1,29,525	-5.35 -29425.00	15.76	2 11,000	1 5,500	3 16,500
11 Nov	181.04	28.9 ₹ 1,58,950	1.3 7150.00	32.93	2 11,000	1 5,500	1 5,500
10 Nov	181.48	27.6 ₹ 1,51,800	3.48 19140.00	-	1 5,500	0 0	1 5,500

For Tata Steel Limited - strike price 155 expiring on 30DEC2025

Delta for 155 CE is 0.83

Historical price for 155 CE is as follows

On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 7.57, which was -2.09 lower than the previous day. The implied volatity was 19.45, the open interest changed by 33 which increased total open position to 115

On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 9.66, which was -4 lower than the previous day. The implied volatity was 16.97, the open interest changed by 0 which decreased total open position to 81

On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 13.73, which was 0.81 higher than the previous day. The implied volatity was 21.68, the open interest changed by 1 which increased total open position to 79

On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 12.92, which was -0.38 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 78

On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 13.16, which was -1.64 lower than the previous day. The implied volatity was 18.19, the open interest changed by 4 which increased total open position to 74

On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 14.8, which was 0.09 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0

On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 14.8, which was 0.09 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 65

On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 14.71, which was -1.34 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 14.71, which was -1.34 lower than the previous day. The implied volatity was 18.83, the open interest changed by 2 which increased total open position to 54

On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 15.96, which was 2.51 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 48

On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 13.45, which was 0.45 higher than the previous day. The implied volatity was 23.45, the open interest changed by -1 which decreased total open position to 47

On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 13, which was -2.2 lower than the previous day. The implied volatity was 23.83, the open interest changed by 2 which increased total open position to 47

On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 15.2, which was -5.19 lower than the previous day. The implied volatity was 21.91, the open interest changed by 6 which increased total open position to 44

On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 20.39, which was 1.24 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 0

On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 20.39, which was 1.24 higher than the previous day. The implied volatity was 25.26, the open interest changed by 18 which increased total open position to 40

On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 19.15, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 18

On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 20.3, which was -3.27 lower than the previous day. The implied volatity was 18.02, the open interest changed by 0 which decreased total open position to 4

On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 23.55, which was -5.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 23.55, which was -5.35 lower than the previous day. The implied volatity was 15.76, the open interest changed by 1 which increased total open position to 3

On 11 Nov TATASTEEL was trading at 181.04. The strike last trading price was 28.9, which was 1.3 higher than the previous day. The implied volatity was 32.93, the open interest changed by 1 which increased total open position to 1

On 10 Nov TATASTEEL was trading at 181.48. The strike last trading price was 27.6, which was 3.48 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

TATASTEEL 30DEC2025 155 PE
Delta: -0.22 Vega: 0.11 Theta: -0.06 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	160.67	1.2 ₹ 6,600	0.47 2585.00	24.25	1,565 86,07,500	99 5,44,500	998 54,89,000
8 Dec	163.47	0.77 ₹ 4,235	0.42 2310.00	24.04	961 52,85,500	52 2,86,000	896 49,28,000
5 Dec	167.11	0.33 ₹ 1,815	-0.1 -550.00	22.50	981 53,95,500	88 4,84,000	842 46,31,000
4 Dec	166.77	0.45 ₹ 2,475	-0.01 -55.00	23.30	398 21,89,000	-11 -60,500	740 40,70,000
3 Dec	166.92	0.48 ₹ 2,640	0.08 440.00	23.26	490 26,95,000	54 2,97,000	750 41,25,000
2 Dec	167.78	0.4 ₹ 2,200	-0.01 -55.00	23.05	157 8,63,500	-7 -38,500	695 38,22,500
1 Dec	168.63	0.43 ₹ 2,365	-0.02 -110.00	23.93	256 14,08,000	-39 -2,14,500	701 38,55,500
28 Nov	167.96	0.44 ₹ 2,420	-0.07 -385.00	22.57	329 18,09,500	61 3,35,500	740 40,70,000
27 Nov	168.13	0.51 ₹ 2,805	0.05 275.00	23.10	369 20,29,500	39 2,14,500	679 37,34,500
26 Nov	169.67	0.49 ₹ 2,695	-0.53 -2915.00	24.16	851 46,80,500	-102 -5,61,000	641 35,25,500
25 Nov	166.33	0.99 ₹ 5,445	-0.3 -1650.00	25.03	895 49,22,500	202 11,11,000	743 40,86,500
24 Nov	165.36	1.29 ₹ 7,095	0.29 1595.00	26.12	609 33,49,500	145 7,97,500	540 29,70,000
21 Nov	168.00	1.03 ₹ 5,665	0.44 2420.00	26.37	632 34,76,000	191 10,50,500	386 21,23,000
20 Nov	172.46	0.58 ₹ 3,190	-0.05 -275.00	26.29	229 12,59,500	60 3,30,000	195 10,72,500
19 Nov	173.21	0.6 ₹ 3,300	-0.08 -440.00	26.99	285 15,67,500	51 2,80,500	134 7,37,000
18 Nov	172.45	0.69 ₹ 3,795	0.03 165.00	26.98	181 9,95,500	25 1,37,500	82 4,51,000
17 Nov	173.17	0.64 ₹ 3,520	0.03 165.00	27.07	71 3,90,500	20 1,10,000	57 3,13,500
14 Nov	174.26	0.61 ₹ 3,355	0.02 110.00	26.51	56 3,08,000	30 1,65,000	35 1,92,500
13 Nov	176.65	0.63 ₹ 3,465	-4.07 -22385.00	28.60	9 49,500	4 22,000	4 22,000
11 Nov	181.04	4.7 ₹ 25,850	0 0.00	13.03	0 0	0 0	0 0
10 Nov	181.48	4.7 ₹ 25,850	0 0.00	13.09	0 0	0 0	0 0

For Tata Steel Limited - strike price 155 expiring on 30DEC2025

Delta for 155 PE is -0.22

Historical price for 155 PE is as follows

On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 1.2, which was 0.47 higher than the previous day. The implied volatity was 24.25, the open interest changed by 99 which increased total open position to 998

On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 0.77, which was 0.42 higher than the previous day. The implied volatity was 24.04, the open interest changed by 52 which increased total open position to 896

On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 0.33, which was -0.1 lower than the previous day. The implied volatity was 22.50, the open interest changed by 88 which increased total open position to 842

On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 0.45, which was -0.01 lower than the previous day. The implied volatity was 23.30, the open interest changed by -11 which decreased total open position to 740

On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 0.48, which was 0.08 higher than the previous day. The implied volatity was 23.26, the open interest changed by 54 which increased total open position to 750

On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 0.4, which was -0.01 lower than the previous day. The implied volatity was 23.05, the open interest changed by -7 which decreased total open position to 695

On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 0.43, which was -0.02 lower than the previous day. The implied volatity was 23.93, the open interest changed by -39 which decreased total open position to 701

On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 0.44, which was -0.07 lower than the previous day. The implied volatity was 22.57, the open interest changed by 61 which increased total open position to 740

On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 0.51, which was 0.05 higher than the previous day. The implied volatity was 23.10, the open interest changed by 39 which increased total open position to 679

On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 0.49, which was -0.53 lower than the previous day. The implied volatity was 24.16, the open interest changed by -102 which decreased total open position to 641

On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 0.99, which was -0.3 lower than the previous day. The implied volatity was 25.03, the open interest changed by 202 which increased total open position to 743

On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 1.29, which was 0.29 higher than the previous day. The implied volatity was 26.12, the open interest changed by 145 which increased total open position to 540

On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 1.03, which was 0.44 higher than the previous day. The implied volatity was 26.37, the open interest changed by 191 which increased total open position to 386

On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 0.58, which was -0.05 lower than the previous day. The implied volatity was 26.29, the open interest changed by 60 which increased total open position to 195

On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 0.6, which was -0.08 lower than the previous day. The implied volatity was 26.99, the open interest changed by 51 which increased total open position to 134

On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 0.69, which was 0.03 higher than the previous day. The implied volatity was 26.98, the open interest changed by 25 which increased total open position to 82

On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 0.64, which was 0.03 higher than the previous day. The implied volatity was 27.07, the open interest changed by 20 which increased total open position to 57

On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 0.61, which was 0.02 higher than the previous day. The implied volatity was 26.51, the open interest changed by 30 which increased total open position to 35

On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 0.63, which was -4.07 lower than the previous day. The implied volatity was 28.60, the open interest changed by 4 which increased total open position to 4

On 11 Nov TATASTEEL was trading at 181.04. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 13.03, the open interest changed by 0 which decreased total open position to 0

On 10 Nov TATASTEEL was trading at 181.48. The strike last trading price was 4.7, which was 0 lower than the previous day. The implied volatity was 13.09, the open interest changed by 0 which decreased total open position to 0

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