[--[65.84.65.76]--]

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
TATASTEEL 30-DEC-2025 160 CE
Delta: 0.60
Vega: 0.15
Theta: -0.10
Gamma: 0.05
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
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
Delta: -0.41
Vega: 0.15
Theta: -0.07
Gamma: 0.04
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