TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
09 Dec 2025 04:12 PM IST
| TATASTEEL 30-DEC-2025 160 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.15
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 160.67 | 4.23 | -1.71 | 20.80 | 2,507 | 362 | 1,017 | |||||||||
| 8 Dec | 163.47 | 5.87 | -3.24 | 19.94 | 781 | 106 | 652 | |||||||||
| 5 Dec | 167.11 | 9.28 | 0.54 | 20.74 | 392 | -19 | 545 | |||||||||
| 4 Dec | 166.77 | 8.68 | -0.34 | 18.25 | 304 | 61 | 564 | |||||||||
| 3 Dec | 166.92 | 8.88 | -0.84 | 19.76 | 439 | 10 | 504 | |||||||||
| 2 Dec | 167.78 | 9.76 | -0.58 | 19.10 | 177 | 22 | 492 | |||||||||
| 1 Dec | 168.63 | 10.26 | 0.08 | 17.05 | 152 | 15 | 466 | |||||||||
| 28 Nov | 167.96 | 10.31 | -0.09 | 19.54 | 282 | 26 | 452 | |||||||||
| 27 Nov | 168.13 | 10.29 | -1.4 | 19.05 | 190 | 42 | 425 | |||||||||
| 26 Nov | 169.67 | 11.64 | 2.4 | 18.93 | 299 | -2 | 383 | |||||||||
| 25 Nov | 166.33 | 9.15 | 0.08 | 21.18 | 581 | 132 | 360 | |||||||||
| 24 Nov | 165.36 | 9.06 | -2.06 | 23.19 | 142 | 64 | 226 | |||||||||
| 21 Nov | 168.00 | 10.9 | -3.85 | 21.03 | 86 | 31 | 162 | |||||||||
| 20 Nov | 172.46 | 14.75 | -1 | 21.02 | 18 | 12 | 130 | |||||||||
| 19 Nov | 173.21 | 15.75 | 0.45 | 23.08 | 45 | 41 | 117 | |||||||||
| 18 Nov | 172.45 | 15.3 | -0.95 | 24.27 | 22 | 14 | 74 | |||||||||
| 17 Nov | 173.17 | 16.25 | -0.1 | 24.62 | 45 | 42 | 59 | |||||||||
| 14 Nov | 174.26 | 16.35 | -2.65 | 18.55 | 8 | 5 | 15 | |||||||||
| 13 Nov | 176.65 | 19 | -2 | 21.18 | 8 | 5 | 9 | |||||||||
| 12 Nov | 178.61 | 21 | -1 | 21.63 | 1 | 0 | 4 | |||||||||
| 11 Nov | 181.04 | 22 | -1.52 | - | 2 | 1 | 3 | |||||||||
| 10 Nov | 181.48 | 23.52 | 0.32 | - | 1 | 0 | 2 | |||||||||
| 7 Nov | 181.37 | 23.2 | 3.52 | - | 5 | -2 | 2 | |||||||||
| 6 Nov | 177.27 | 19.68 | -4.92 | - | 2 | 1 | 5 | |||||||||
| 4 Nov | 179.29 | 24.6 | -1.82 | 38.91 | 1 | 0 | 3 | |||||||||
| 3 Nov | 182.67 | 26.42 | 8.82 | 31.09 | 3 | 0 | 0 | |||||||||
| 31 Oct | 182.84 | 17.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 184.35 | 17.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 185.19 | 17.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 181.81 | 17.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 176.66 | 17.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 176.42 | 17.6 | 0 | - | 0 | 0 | 0 | |||||||||
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| 7 Oct | 171.43 | 17.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 160 expiring on 30DEC2025
Delta for 160 CE is 0.60
Historical price for 160 CE is as follows
On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 4.23, which was -1.71 lower than the previous day. The implied volatity was 20.80, the open interest changed by 362 which increased total open position to 1017
On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 5.87, which was -3.24 lower than the previous day. The implied volatity was 19.94, the open interest changed by 106 which increased total open position to 652
On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 9.28, which was 0.54 higher than the previous day. The implied volatity was 20.74, the open interest changed by -19 which decreased total open position to 545
On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 8.68, which was -0.34 lower than the previous day. The implied volatity was 18.25, the open interest changed by 61 which increased total open position to 564
On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 8.88, which was -0.84 lower than the previous day. The implied volatity was 19.76, the open interest changed by 10 which increased total open position to 504
On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 9.76, which was -0.58 lower than the previous day. The implied volatity was 19.10, the open interest changed by 22 which increased total open position to 492
On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 10.26, which was 0.08 higher than the previous day. The implied volatity was 17.05, the open interest changed by 15 which increased total open position to 466
On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 10.31, which was -0.09 lower than the previous day. The implied volatity was 19.54, the open interest changed by 26 which increased total open position to 452
On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 10.29, which was -1.4 lower than the previous day. The implied volatity was 19.05, the open interest changed by 42 which increased total open position to 425
On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 11.64, which was 2.4 higher than the previous day. The implied volatity was 18.93, the open interest changed by -2 which decreased total open position to 383
On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 9.15, which was 0.08 higher than the previous day. The implied volatity was 21.18, the open interest changed by 132 which increased total open position to 360
On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 9.06, which was -2.06 lower than the previous day. The implied volatity was 23.19, the open interest changed by 64 which increased total open position to 226
On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 10.9, which was -3.85 lower than the previous day. The implied volatity was 21.03, the open interest changed by 31 which increased total open position to 162
On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 14.75, which was -1 lower than the previous day. The implied volatity was 21.02, the open interest changed by 12 which increased total open position to 130
On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 15.75, which was 0.45 higher than the previous day. The implied volatity was 23.08, the open interest changed by 41 which increased total open position to 117
On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 15.3, which was -0.95 lower than the previous day. The implied volatity was 24.27, the open interest changed by 14 which increased total open position to 74
On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 16.25, which was -0.1 lower than the previous day. The implied volatity was 24.62, the open interest changed by 42 which increased total open position to 59
On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 16.35, which was -2.65 lower than the previous day. The implied volatity was 18.55, the open interest changed by 5 which increased total open position to 15
On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 19, which was -2 lower than the previous day. The implied volatity was 21.18, the open interest changed by 5 which increased total open position to 9
On 12 Nov TATASTEEL was trading at 178.61. The strike last trading price was 21, which was -1 lower than the previous day. The implied volatity was 21.63, the open interest changed by 0 which decreased total open position to 4
On 11 Nov TATASTEEL was trading at 181.04. The strike last trading price was 22, which was -1.52 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 3
On 10 Nov TATASTEEL was trading at 181.48. The strike last trading price was 23.52, which was 0.32 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Nov TATASTEEL was trading at 181.37. The strike last trading price was 23.2, which was 3.52 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2
On 6 Nov TATASTEEL was trading at 177.27. The strike last trading price was 19.68, which was -4.92 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 4 Nov TATASTEEL was trading at 179.29. The strike last trading price was 24.6, which was -1.82 lower than the previous day. The implied volatity was 38.91, the open interest changed by 0 which decreased total open position to 3
On 3 Nov TATASTEEL was trading at 182.67. The strike last trading price was 26.42, which was 8.82 higher than the previous day. The implied volatity was 31.09, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TATASTEEL was trading at 182.84. The strike last trading price was 17.6, 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 30 Oct TATASTEEL was trading at 184.35. The strike last trading price was 17.6, 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 29 Oct TATASTEEL was trading at 185.19. The strike last trading price was 17.6, 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 Oct TATASTEEL was trading at 181.81. The strike last trading price was 17.6, 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 Oct TATASTEEL was trading at 176.66. The strike last trading price was 17.6, 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 9 Oct TATASTEEL was trading at 176.42. The strike last trading price was 17.6, 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 7 Oct TATASTEEL was trading at 171.43. The strike last trading price was 17.6, 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 160 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.15
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 160.67 | 2.87 | 1.02 | 24.50 | 4,259 | 372 | 2,103 |
| 8 Dec | 163.47 | 1.87 | 0.98 | 23.29 | 2,609 | -139 | 1,733 |
| 5 Dec | 167.11 | 0.84 | -0.26 | 21.13 | 1,757 | 15 | 1,873 |
| 4 Dec | 166.77 | 1.1 | -0.04 | 22.25 | 958 | -73 | 1,860 |
| 3 Dec | 166.92 | 1.18 | 0.17 | 22.47 | 1,863 | 0 | 1,932 |
| 2 Dec | 167.78 | 1.01 | 0 | 22.34 | 1,116 | 136 | 1,939 |
| 1 Dec | 168.63 | 1.01 | -0.06 | 23.03 | 1,004 | 46 | 1,802 |
| 28 Nov | 167.96 | 1.05 | -0.09 | 21.81 | 1,431 | 77 | 1,755 |
| 27 Nov | 168.13 | 1.13 | 0.15 | 22.10 | 1,311 | 130 | 1,677 |
| 26 Nov | 169.67 | 1.02 | -0.93 | 22.93 | 1,905 | 188 | 1,547 |
| 25 Nov | 166.33 | 1.93 | -0.42 | 24.11 | 1,987 | 229 | 1,359 |
| 24 Nov | 165.36 | 2.37 | 0.52 | 25.40 | 706 | 230 | 1,123 |
| 21 Nov | 168.00 | 1.86 | 0.75 | 25.27 | 805 | 327 | 887 |
| 20 Nov | 172.46 | 1.1 | -0.02 | 25.27 | 331 | 91 | 557 |
| 19 Nov | 173.21 | 1.09 | -0.18 | 25.80 | 406 | 107 | 466 |
| 18 Nov | 172.45 | 1.27 | 0.06 | 26.07 | 269 | 44 | 355 |
| 17 Nov | 173.17 | 1.18 | 0.1 | 26.19 | 228 | 79 | 313 |
| 14 Nov | 174.26 | 1.07 | 0.03 | 25.27 | 295 | 81 | 232 |
| 13 Nov | 176.65 | 1.06 | 0.29 | 27.43 | 236 | 48 | 150 |
| 12 Nov | 178.61 | 0.77 | 0.15 | 26.54 | 36 | 22 | 101 |
| 11 Nov | 181.04 | 0.64 | 0 | 27.11 | 106 | -38 | 79 |
| 10 Nov | 181.48 | 0.62 | -0.04 | 27.00 | 41 | 13 | 117 |
| 7 Nov | 181.37 | 0.66 | -0.28 | 26.74 | 91 | 19 | 103 |
| 6 Nov | 177.27 | 0.92 | 0.11 | 25.52 | 21 | 8 | 83 |
| 4 Nov | 179.29 | 0.81 | 0.2 | 25.86 | 13 | 8 | 75 |
| 3 Nov | 182.67 | 0.61 | -0.09 | 26.32 | 13 | 7 | 67 |
| 31 Oct | 182.84 | 0.65 | -0.05 | - | 11 | 6 | 60 |
| 30 Oct | 184.35 | 0.7 | 0 | 27.69 | 25 | 18 | 55 |
| 29 Oct | 185.19 | 0.7 | -0.2 | 27.88 | 23 | 12 | 38 |
| 28 Oct | 181.81 | 0.9 | -0.35 | 27.09 | 26 | 20 | 25 |
| 27 Oct | 176.66 | 1.25 | -0.75 | 25.61 | 3 | 1 | 4 |
| 9 Oct | 176.42 | 2 | -0.6 | - | 1 | 0 | 3 |
| 7 Oct | 171.43 | 2.6 | -0.8 | 25.61 | 2 | 1 | 2 |
For Tata Steel Limited - strike price 160 expiring on 30DEC2025
Delta for 160 PE is -0.41
Historical price for 160 PE is as follows
On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 2.87, which was 1.02 higher than the previous day. The implied volatity was 24.50, the open interest changed by 372 which increased total open position to 2103
On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 1.87, which was 0.98 higher than the previous day. The implied volatity was 23.29, the open interest changed by -139 which decreased total open position to 1733
On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 0.84, which was -0.26 lower than the previous day. The implied volatity was 21.13, the open interest changed by 15 which increased total open position to 1873
On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 1.1, which was -0.04 lower than the previous day. The implied volatity was 22.25, the open interest changed by -73 which decreased total open position to 1860
On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 1.18, which was 0.17 higher than the previous day. The implied volatity was 22.47, the open interest changed by 0 which decreased total open position to 1932
On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 1.01, which was 0 lower than the previous day. The implied volatity was 22.34, the open interest changed by 136 which increased total open position to 1939
On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 1.01, which was -0.06 lower than the previous day. The implied volatity was 23.03, the open interest changed by 46 which increased total open position to 1802
On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 1.05, which was -0.09 lower than the previous day. The implied volatity was 21.81, the open interest changed by 77 which increased total open position to 1755
On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 1.13, which was 0.15 higher than the previous day. The implied volatity was 22.10, the open interest changed by 130 which increased total open position to 1677
On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 1.02, which was -0.93 lower than the previous day. The implied volatity was 22.93, the open interest changed by 188 which increased total open position to 1547
On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 1.93, which was -0.42 lower than the previous day. The implied volatity was 24.11, the open interest changed by 229 which increased total open position to 1359
On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 2.37, which was 0.52 higher than the previous day. The implied volatity was 25.40, the open interest changed by 230 which increased total open position to 1123
On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 1.86, which was 0.75 higher than the previous day. The implied volatity was 25.27, the open interest changed by 327 which increased total open position to 887
On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 1.1, which was -0.02 lower than the previous day. The implied volatity was 25.27, the open interest changed by 91 which increased total open position to 557
On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 1.09, which was -0.18 lower than the previous day. The implied volatity was 25.80, the open interest changed by 107 which increased total open position to 466
On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 1.27, which was 0.06 higher than the previous day. The implied volatity was 26.07, the open interest changed by 44 which increased total open position to 355
On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 1.18, which was 0.1 higher than the previous day. The implied volatity was 26.19, the open interest changed by 79 which increased total open position to 313
On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 1.07, which was 0.03 higher than the previous day. The implied volatity was 25.27, the open interest changed by 81 which increased total open position to 232
On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 1.06, which was 0.29 higher than the previous day. The implied volatity was 27.43, the open interest changed by 48 which increased total open position to 150
On 12 Nov TATASTEEL was trading at 178.61. The strike last trading price was 0.77, which was 0.15 higher than the previous day. The implied volatity was 26.54, the open interest changed by 22 which increased total open position to 101
On 11 Nov TATASTEEL was trading at 181.04. The strike last trading price was 0.64, which was 0 lower than the previous day. The implied volatity was 27.11, the open interest changed by -38 which decreased total open position to 79
On 10 Nov TATASTEEL was trading at 181.48. The strike last trading price was 0.62, which was -0.04 lower than the previous day. The implied volatity was 27.00, the open interest changed by 13 which increased total open position to 117
On 7 Nov TATASTEEL was trading at 181.37. The strike last trading price was 0.66, which was -0.28 lower than the previous day. The implied volatity was 26.74, the open interest changed by 19 which increased total open position to 103
On 6 Nov TATASTEEL was trading at 177.27. The strike last trading price was 0.92, which was 0.11 higher than the previous day. The implied volatity was 25.52, the open interest changed by 8 which increased total open position to 83
On 4 Nov TATASTEEL was trading at 179.29. The strike last trading price was 0.81, which was 0.2 higher than the previous day. The implied volatity was 25.86, the open interest changed by 8 which increased total open position to 75
On 3 Nov TATASTEEL was trading at 182.67. The strike last trading price was 0.61, which was -0.09 lower than the previous day. The implied volatity was 26.32, the open interest changed by 7 which increased total open position to 67
On 31 Oct TATASTEEL was trading at 182.84. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 60
On 30 Oct TATASTEEL was trading at 184.35. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 27.69, the open interest changed by 18 which increased total open position to 55
On 29 Oct TATASTEEL was trading at 185.19. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 27.88, the open interest changed by 12 which increased total open position to 38
On 28 Oct TATASTEEL was trading at 181.81. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 27.09, the open interest changed by 20 which increased total open position to 25
On 27 Oct TATASTEEL was trading at 176.66. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 25.61, the open interest changed by 1 which increased total open position to 4
On 9 Oct TATASTEEL was trading at 176.42. The strike last trading price was 2, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 7 Oct TATASTEEL was trading at 171.43. The strike last trading price was 2.6, which was -0.8 lower than the previous day. The implied volatity was 25.61, the open interest changed by 1 which increased total open position to 2































































































































































































































