TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
09 Dec 2025 04:12 PM IST
| TATASTEEL 30-DEC-2025 165 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.15
Theta: -0.09
Gamma: 0.04
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.15
Theta: -0.06
Gamma: 0.04
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| 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































































































































































































































