[--[65.84.65.76]--]

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
TATASTEEL 30-DEC-2025 165 CE
Delta: 0.37
Vega: 0.15
Theta: -0.09
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 160.67 2.12 -1.02 22.10 3,417 472 1,989
8 Dec 163.47 3.1 -2.33 20.88 2,721 637 1,516
5 Dec 167.11 5.45 0.23 19.70 1,399 112 889
4 Dec 166.77 5.22 -0.29 19.71 495 4 780
3 Dec 166.92 5.45 -0.66 20.73 1,140 129 784
2 Dec 167.78 6.14 -0.48 20.20 450 24 657
1 Dec 168.63 6.51 -0.07 18.89 478 -38 631
28 Nov 167.96 6.66 -0.08 20.19 340 16 668
27 Nov 168.13 6.63 -1.18 19.70 656 89 654
26 Nov 169.67 7.7 1.72 19.24 885 -69 567
25 Nov 166.33 6 0.06 22.11 1,433 237 628
24 Nov 165.36 5.94 -1.83 23.33 573 170 387
21 Nov 168.00 7.48 -3.51 21.90 174 103 217
20 Nov 172.46 11 -0.62 23.23 17 9 114
19 Nov 173.21 11.62 0.22 22.70 58 43 105
18 Nov 172.45 11.4 -0.75 24.37 16 6 62
17 Nov 173.17 12.15 -0.1 23.93 32 12 46
14 Nov 174.26 12.25 -6.75 20.25 35 31 34
13 Nov 176.65 19 3.8 - 0 0 0
12 Nov 178.61 19 3.8 - 0 0 0
11 Nov 181.04 19 3.8 - 0 1 0
10 Nov 181.48 19 3.8 17.88 1 0 2
7 Nov 181.37 15.2 -5.5 - 2 1 2
6 Nov 177.27 20.7 6 - 0 0 0
4 Nov 179.29 20.7 6 - 0 1 0
3 Nov 182.67 20.7 6 20.74 2 1 1
31 Oct 182.84 14.7 0 - 0 0 0
30 Oct 184.35 14.7 0 - 0 0 0
29 Oct 185.19 14.7 0 - 0 0 0
28 Oct 181.81 14.7 0 - 0 0 0
27 Oct 176.66 14.7 0 - 0 0 0
14 Oct 170.51 14.7 0 - 0 0 0
9 Oct 176.42 14.7 0 - 0 0 0
7 Oct 171.43 14.7 0 - 0 0 0


For Tata Steel Limited - strike price 165 expiring on 30DEC2025

Delta for 165 CE is 0.37

Historical price for 165 CE is as follows

On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 2.12, which was -1.02 lower than the previous day. The implied volatity was 22.10, the open interest changed by 472 which increased total open position to 1989


On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 3.1, which was -2.33 lower than the previous day. The implied volatity was 20.88, the open interest changed by 637 which increased total open position to 1516


On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 5.45, which was 0.23 higher than the previous day. The implied volatity was 19.70, the open interest changed by 112 which increased total open position to 889


On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 5.22, which was -0.29 lower than the previous day. The implied volatity was 19.71, the open interest changed by 4 which increased total open position to 780


On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 5.45, which was -0.66 lower than the previous day. The implied volatity was 20.73, the open interest changed by 129 which increased total open position to 784


On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 6.14, which was -0.48 lower than the previous day. The implied volatity was 20.20, the open interest changed by 24 which increased total open position to 657


On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 6.51, which was -0.07 lower than the previous day. The implied volatity was 18.89, the open interest changed by -38 which decreased total open position to 631


On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 6.66, which was -0.08 lower than the previous day. The implied volatity was 20.19, the open interest changed by 16 which increased total open position to 668


On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 6.63, which was -1.18 lower than the previous day. The implied volatity was 19.70, the open interest changed by 89 which increased total open position to 654


On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 7.7, which was 1.72 higher than the previous day. The implied volatity was 19.24, the open interest changed by -69 which decreased total open position to 567


On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 6, which was 0.06 higher than the previous day. The implied volatity was 22.11, the open interest changed by 237 which increased total open position to 628


On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 5.94, which was -1.83 lower than the previous day. The implied volatity was 23.33, the open interest changed by 170 which increased total open position to 387


On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 7.48, which was -3.51 lower than the previous day. The implied volatity was 21.90, the open interest changed by 103 which increased total open position to 217


On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 11, which was -0.62 lower than the previous day. The implied volatity was 23.23, the open interest changed by 9 which increased total open position to 114


On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 11.62, which was 0.22 higher than the previous day. The implied volatity was 22.70, the open interest changed by 43 which increased total open position to 105


On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 11.4, which was -0.75 lower than the previous day. The implied volatity was 24.37, the open interest changed by 6 which increased total open position to 62


On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 12.15, which was -0.1 lower than the previous day. The implied volatity was 23.93, the open interest changed by 12 which increased total open position to 46


On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 12.25, which was -6.75 lower than the previous day. The implied volatity was 20.25, the open interest changed by 31 which increased total open position to 34


On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 19, which was 3.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov TATASTEEL was trading at 178.61. The strike last trading price was 19, which was 3.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov TATASTEEL was trading at 181.04. The strike last trading price was 19, which was 3.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov TATASTEEL was trading at 181.48. The strike last trading price was 19, which was 3.8 higher than the previous day. The implied volatity was 17.88, 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 15.2, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2


On 6 Nov TATASTEEL was trading at 177.27. The strike last trading price was 20.7, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov TATASTEEL was trading at 179.29. The strike last trading price was 20.7, which was 6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Nov TATASTEEL was trading at 182.67. The strike last trading price was 20.7, which was 6 higher than the previous day. The implied volatity was 20.74, the open interest changed by 1 which increased total open position to 1


On 31 Oct TATASTEEL was trading at 182.84. The strike last trading price was 14.7, 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 14.7, 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 14.7, 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 14.7, 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 14.7, 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 14 Oct TATASTEEL was trading at 170.51. The strike last trading price was 14.7, 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 14.7, 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 14.7, 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 165 PE
Delta: -0.61
Vega: 0.15
Theta: -0.06
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 160.67 5.69 1.71 25.54 1,018 -169 1,598
8 Dec 163.47 3.99 1.82 23.26 2,151 -55 1,769
5 Dec 167.11 2.08 -0.51 20.62 2,103 135 1,830
4 Dec 166.77 2.57 -0.04 22.24 1,173 1 1,690
3 Dec 166.92 2.67 0.32 22.41 2,563 -52 1,685
2 Dec 167.78 2.3 0.06 22.06 1,448 91 1,730
1 Dec 168.63 2.26 -0.11 22.87 1,632 107 1,646
28 Nov 167.96 2.3 -0.15 21.44 946 72 1,539
27 Nov 168.13 2.45 0.39 21.95 1,196 89 1,469
26 Nov 169.67 2.12 -1.5 22.39 2,103 89 1,381
25 Nov 166.33 3.61 -0.61 23.86 1,634 260 1,274
24 Nov 165.36 4.21 0.86 25.25 917 207 1,013
21 Nov 168.00 3.43 1.37 25.39 568 71 802
20 Nov 172.46 2.04 -0.05 24.60 126 12 731
19 Nov 173.21 1.98 -0.31 25.07 281 29 720
18 Nov 172.45 2.34 0.16 25.83 219 52 691
17 Nov 173.17 1.91 0 24.46 203 44 639
14 Nov 174.26 1.94 0.13 24.71 196 65 596
13 Nov 176.65 1.81 0.44 26.66 604 259 531
12 Nov 178.61 1.34 0.28 25.76 191 149 271
11 Nov 181.04 1.05 0 25.76 43 9 122
10 Nov 181.48 1.05 -0.07 25.91 29 6 100
7 Nov 181.37 1.1 -0.46 25.66 58 11 77
6 Nov 177.27 1.56 0.11 24.62 11 0 65
4 Nov 179.29 1.45 0.34 25.50 7 1 64
3 Nov 182.67 1.11 0.01 25.99 7 2 63
31 Oct 182.84 1.1 -0.05 - 13 2 60
30 Oct 184.35 1.15 0.05 26.94 45 9 58
29 Oct 185.19 1.1 -0.3 26.83 36 10 50
28 Oct 181.81 1.4 -0.6 25.95 35 33 39
27 Oct 176.66 2 -1.5 24.77 1 0 5
14 Oct 170.51 3.5 -0.05 23.06 2 0 4
9 Oct 176.42 3.55 -4.85 - 0 0 0
7 Oct 171.43 3.55 -4.85 - 0 4 0


For Tata Steel Limited - strike price 165 expiring on 30DEC2025

Delta for 165 PE is -0.61

Historical price for 165 PE is as follows

On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 5.69, which was 1.71 higher than the previous day. The implied volatity was 25.54, the open interest changed by -169 which decreased total open position to 1598


On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 3.99, which was 1.82 higher than the previous day. The implied volatity was 23.26, the open interest changed by -55 which decreased total open position to 1769


On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 2.08, which was -0.51 lower than the previous day. The implied volatity was 20.62, the open interest changed by 135 which increased total open position to 1830


On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 2.57, which was -0.04 lower than the previous day. The implied volatity was 22.24, the open interest changed by 1 which increased total open position to 1690


On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 2.67, which was 0.32 higher than the previous day. The implied volatity was 22.41, the open interest changed by -52 which decreased total open position to 1685


On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 2.3, which was 0.06 higher than the previous day. The implied volatity was 22.06, the open interest changed by 91 which increased total open position to 1730


On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 2.26, which was -0.11 lower than the previous day. The implied volatity was 22.87, the open interest changed by 107 which increased total open position to 1646


On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 2.3, which was -0.15 lower than the previous day. The implied volatity was 21.44, the open interest changed by 72 which increased total open position to 1539


On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 2.45, which was 0.39 higher than the previous day. The implied volatity was 21.95, the open interest changed by 89 which increased total open position to 1469


On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 2.12, which was -1.5 lower than the previous day. The implied volatity was 22.39, the open interest changed by 89 which increased total open position to 1381


On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 3.61, which was -0.61 lower than the previous day. The implied volatity was 23.86, the open interest changed by 260 which increased total open position to 1274


On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 4.21, which was 0.86 higher than the previous day. The implied volatity was 25.25, the open interest changed by 207 which increased total open position to 1013


On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 3.43, which was 1.37 higher than the previous day. The implied volatity was 25.39, the open interest changed by 71 which increased total open position to 802


On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 2.04, which was -0.05 lower than the previous day. The implied volatity was 24.60, the open interest changed by 12 which increased total open position to 731


On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 1.98, which was -0.31 lower than the previous day. The implied volatity was 25.07, the open interest changed by 29 which increased total open position to 720


On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 2.34, which was 0.16 higher than the previous day. The implied volatity was 25.83, the open interest changed by 52 which increased total open position to 691


On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 1.91, which was 0 lower than the previous day. The implied volatity was 24.46, the open interest changed by 44 which increased total open position to 639


On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 1.94, which was 0.13 higher than the previous day. The implied volatity was 24.71, the open interest changed by 65 which increased total open position to 596


On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 1.81, which was 0.44 higher than the previous day. The implied volatity was 26.66, the open interest changed by 259 which increased total open position to 531


On 12 Nov TATASTEEL was trading at 178.61. The strike last trading price was 1.34, which was 0.28 higher than the previous day. The implied volatity was 25.76, the open interest changed by 149 which increased total open position to 271


On 11 Nov TATASTEEL was trading at 181.04. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 25.76, the open interest changed by 9 which increased total open position to 122


On 10 Nov TATASTEEL was trading at 181.48. The strike last trading price was 1.05, which was -0.07 lower than the previous day. The implied volatity was 25.91, the open interest changed by 6 which increased total open position to 100


On 7 Nov TATASTEEL was trading at 181.37. The strike last trading price was 1.1, which was -0.46 lower than the previous day. The implied volatity was 25.66, the open interest changed by 11 which increased total open position to 77


On 6 Nov TATASTEEL was trading at 177.27. The strike last trading price was 1.56, which was 0.11 higher than the previous day. The implied volatity was 24.62, the open interest changed by 0 which decreased total open position to 65


On 4 Nov TATASTEEL was trading at 179.29. The strike last trading price was 1.45, which was 0.34 higher than the previous day. The implied volatity was 25.50, the open interest changed by 1 which increased total open position to 64


On 3 Nov TATASTEEL was trading at 182.67. The strike last trading price was 1.11, which was 0.01 higher than the previous day. The implied volatity was 25.99, the open interest changed by 2 which increased total open position to 63


On 31 Oct TATASTEEL was trading at 182.84. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 60


On 30 Oct TATASTEEL was trading at 184.35. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 26.94, the open interest changed by 9 which increased total open position to 58


On 29 Oct TATASTEEL was trading at 185.19. The strike last trading price was 1.1, which was -0.3 lower than the previous day. The implied volatity was 26.83, the open interest changed by 10 which increased total open position to 50


On 28 Oct TATASTEEL was trading at 181.81. The strike last trading price was 1.4, which was -0.6 lower than the previous day. The implied volatity was 25.95, the open interest changed by 33 which increased total open position to 39


On 27 Oct TATASTEEL was trading at 176.66. The strike last trading price was 2, which was -1.5 lower than the previous day. The implied volatity was 24.77, the open interest changed by 0 which decreased total open position to 5


On 14 Oct TATASTEEL was trading at 170.51. The strike last trading price was 3.5, which was -0.05 lower than the previous day. The implied volatity was 23.06, the open interest changed by 0 which decreased total open position to 4


On 9 Oct TATASTEEL was trading at 176.42. The strike last trading price was 3.55, which was -4.85 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 3.55, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0