TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
24 Apr 2026 01:34 PM IST
| TATASTEEL 28-Apr-2026 (4d) 165 CE | ||||||||||||||||
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Delta: 0.97
Vega: 0
Theta: -0.2
Gamma: 0.0024
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 209.82 | 45 | -0.8800000000000026 | 118.19 | 4 | -2 | 36 | |||||||||
| 23 Apr | 210.91 | 45.88 | -2.1199999999999974 | 5.28 | 8 | -6 | 38 | |||||||||
| 22 Apr | 213.03 | 48 | 2.8999999999999986 | 77.92 | 55 | -37 | 45 | |||||||||
| 21 Apr | 212.01 | 45.1 | 1 | - | 0 | 0 | 82 | |||||||||
| 20 Apr | 211.72 | 45.1 | 1 | - | 0 | 0 | 82 | |||||||||
| 17 Apr | 212.12 | 45.1 | 1 | - | 0 | 0 | 82 | |||||||||
| 16 Apr | 210.69 | 45.1 | 1 | 60.73 | 0 | 0 | 82 | |||||||||
| 15 Apr | 208.72 | 45.1 | 12.829999999999998 | 60.73 | 2 | 0 | 84 | |||||||||
| 13 Apr | 206.39 | 32.18 | -0.09000000000000341 | - | 0 | 0 | 84 | |||||||||
| 10 Apr | 206.61 | 32.18 | -0.09000000000000341 | - | 0 | 0 | 84 | |||||||||
| 9 Apr | 205.20 | 32.18 | 2.38 | - | 0 | 0 | 84 | |||||||||
| 8 Apr | 204.18 | 32.18 | 2.38 | - | 0 | 0 | 84 | |||||||||
| 7 Apr | 198.13 | 32.18 | 2.38 | - | 0 | 0 | 84 | |||||||||
| 6 Apr | 196.10 | 32.18 | 2.38 | 47.35 | 5 | 0 | 83 | |||||||||
| 2 Apr | 194.14 | 29.8 | -3.76 | 31.3 | 16 | -8 | 79 | |||||||||
| 1 Apr | 194.60 | 33.56 | 4.26 | 65.1 | 24 | 2 | 87 | |||||||||
| 30 Mar | 191.86 | 29.3 | -1.6 | 47.57 | 55 | 33 | 85 | |||||||||
| 27 Mar | 193.22 | 30.9 | -2.1 | 45.74 | 9 | 1 | 51 | |||||||||
| 25 Mar | 196.65 | 33 | 6.63 | 22.1 | 2 | 1 | 49 | |||||||||
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| 24 Mar | 190.79 | 26.37 | 0.59 | 36.12 | 23 | 20 | 48 | |||||||||
| 23 Mar | 187.17 | 25.72 | -8.77 | 44.02 | 19 | 17 | 28 | |||||||||
| 20 Mar | 196.77 | 34.49 | 0.15 | 45.41 | 11 | 9 | 9 | |||||||||
| 19 Mar | 190.51 | 34.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 195.41 | 34.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 195.43 | 34.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 186.94 | 34.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 183.51 | 34.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 193.47 | 34.34 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 194.74 | 34.34 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 165 expiring on 28APR2026
Delta for 165 CE is 0.97
Historical price for 165 CE is as follows
On 24 Apr TATASTEEL was trading at 209.82. The strike last trading price was 45, which was -0.8800000000000026 lower than the previous day. The implied volatity was 118.19, the open interest changed by -2 which decreased total open position to 36
On 23 Apr TATASTEEL was trading at 210.91. The strike last trading price was 45.88, which was -2.1199999999999974 lower than the previous day. The implied volatity was 5.28, the open interest changed by -6 which decreased total open position to 38
On 22 Apr TATASTEEL was trading at 213.03. The strike last trading price was 48, which was 2.8999999999999986 higher than the previous day. The implied volatity was 77.92, the open interest changed by -37 which decreased total open position to 45
On 21 Apr TATASTEEL was trading at 212.01. The strike last trading price was 45.1, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 20 Apr TATASTEEL was trading at 211.72. The strike last trading price was 45.1, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 17 Apr TATASTEEL was trading at 212.12. The strike last trading price was 45.1, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 45.1, which was 1 higher than the previous day. The implied volatity was 60.73, the open interest changed by 0 which decreased total open position to 82
On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 45.1, which was 12.829999999999998 higher than the previous day. The implied volatity was 60.73, the open interest changed by 0 which decreased total open position to 84
On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 32.18, which was -0.09000000000000341 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 32.18, which was -0.09000000000000341 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 32.18, which was 2.38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 32.18, which was 2.38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 32.18, which was 2.38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84
On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 32.18, which was 2.38 higher than the previous day. The implied volatity was 47.35, the open interest changed by 0 which decreased total open position to 83
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 29.8, which was -3.76 lower than the previous day. The implied volatity was 31.3, the open interest changed by -8 which decreased total open position to 79
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 33.56, which was 4.26 higher than the previous day. The implied volatity was 65.1, the open interest changed by 2 which increased total open position to 87
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 29.3, which was -1.6 lower than the previous day. The implied volatity was 47.57, the open interest changed by 33 which increased total open position to 85
On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 30.9, which was -2.1 lower than the previous day. The implied volatity was 45.74, the open interest changed by 1 which increased total open position to 51
On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 33, which was 6.63 higher than the previous day. The implied volatity was 22.1, the open interest changed by 1 which increased total open position to 49
On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 26.37, which was 0.59 higher than the previous day. The implied volatity was 36.12, the open interest changed by 20 which increased total open position to 48
On 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 25.72, which was -8.77 lower than the previous day. The implied volatity was 44.02, the open interest changed by 17 which increased total open position to 28
On 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 34.49, which was 0.15 higher than the previous day. The implied volatity was 45.41, the open interest changed by 9 which increased total open position to 9
On 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 34.34, 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 18 Mar TATASTEEL was trading at 195.41. The strike last trading price was 34.34, 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 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 34.34, 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 16 Mar TATASTEEL was trading at 186.94. The strike last trading price was 34.34, 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 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 34.34, 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 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 34.34, 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 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 34.34, 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 28-Apr-2026 (4d) 165 PE | |||||||
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Delta: 0
Vega: 0
Theta: 0.01
Gamma: 0.00034
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 209.82 | 0.01 | 0 | 76.34 | 1 | 0 | 115 |
| 23 Apr | 210.91 | 0.01 | 0.01 | 68.42 | 0 | 0 | 115 |
| 22 Apr | 213.03 | 0.01 | -0.01 | 68.42 | 30 | -7 | 115 |
| 21 Apr | 212.01 | 0.02 | 0 | 65.91 | 3 | -1 | 122 |
| 20 Apr | 211.72 | 0.02 | -0.030000000000000002 | 61.74 | 8 | 0 | 123 |
| 17 Apr | 212.12 | 0.05 | -0.009999999999999995 | 59.51 | 18 | -7 | 124 |
| 16 Apr | 210.69 | 0.06 | -0.020000000000000004 | 56.08 | 18 | -3 | 141 |
| 15 Apr | 208.72 | 0.09 | -0.04000000000000001 | 54.94 | 34 | -14 | 146 |
| 13 Apr | 206.39 | 0.14 | -0.01999999999999999 | 52.91 | 27 | -9 | 160 |
| 10 Apr | 206.61 | 0.16 | -0.01999999999999999 | 48.62 | 20 | -9 | 170 |
| 9 Apr | 205.20 | 0.19 | 0.02 | 49.3 | 70 | -17 | 178 |
| 8 Apr | 204.18 | 0.17 | -0.31 | 46.76 | 143 | -23 | 188 |
| 7 Apr | 198.13 | 0.5 | -0.17 | 49.08 | 121 | -13 | 209 |
| 6 Apr | 196.10 | 0.69 | -0.26 | 49.1 | 298 | -1 | 224 |
| 2 Apr | 194.14 | 1 | 0.19 | 47.52 | 452 | 49 | 208 |
| 1 Apr | 194.60 | 0.84 | -0.75 | 46 | 211 | -26 | 160 |
| 30 Mar | 191.86 | 1.58 | 0.13 | 49.29 | 236 | 83 | 186 |
| 27 Mar | 193.22 | 1.43 | 0.31 | 47.33 | 60 | 7 | 103 |
| 25 Mar | 196.65 | 1.13 | -0.62 | 46.39 | 52 | -6 | 97 |
| 24 Mar | 190.79 | 1.74 | -0.94 | 46.18 | 63 | 7 | 103 |
| 23 Mar | 187.17 | 2.75 | 1.68 | 48.6 | 114 | 92 | 96 |
| 20 Mar | 196.77 | 1.07 | -1.03 | 42.6 | 3 | 0 | 3 |
| 19 Mar | 190.51 | 2.1 | -0.5 | - | 0 | 0 | 3 |
| 18 Mar | 195.41 | 2.1 | -0.5 | - | 0 | 0 | 3 |
| 17 Mar | 195.43 | 2.1 | -0.5 | - | 1 | 0 | 3 |
| 16 Mar | 186.94 | 2.1 | -0.5 | 39.91 | 1 | 0 | 3 |
| 13 Mar | 183.51 | 2.6 | 1.67 | 38.55 | 5 | 3 | 3 |
| 12 Mar | 193.47 | 0.93 | 0 | 13.43 | 0 | 0 | 0 |
| 11 Mar | 194.74 | 0.93 | 0 | 13.68 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 165 expiring on 28APR2026
Delta for 165 PE is 0
Historical price for 165 PE is as follows
On 24 Apr TATASTEEL was trading at 209.82. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 76.34, the open interest changed by 0 which decreased total open position to 115
On 23 Apr TATASTEEL was trading at 210.91. The strike last trading price was 0.01, which was 0.01 higher than the previous day. The implied volatity was 68.42, the open interest changed by 0 which decreased total open position to 115
On 22 Apr TATASTEEL was trading at 213.03. The strike last trading price was 0.01, which was -0.01 lower than the previous day. The implied volatity was 68.42, the open interest changed by -7 which decreased total open position to 115
On 21 Apr TATASTEEL was trading at 212.01. The strike last trading price was 0.02, which was 0 lower than the previous day. The implied volatity was 65.91, the open interest changed by -1 which decreased total open position to 122
On 20 Apr TATASTEEL was trading at 211.72. The strike last trading price was 0.02, which was -0.030000000000000002 lower than the previous day. The implied volatity was 61.74, the open interest changed by 0 which decreased total open position to 123
On 17 Apr TATASTEEL was trading at 212.12. The strike last trading price was 0.05, which was -0.009999999999999995 lower than the previous day. The implied volatity was 59.51, the open interest changed by -7 which decreased total open position to 124
On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 0.06, which was -0.020000000000000004 lower than the previous day. The implied volatity was 56.08, the open interest changed by -3 which decreased total open position to 141
On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 0.09, which was -0.04000000000000001 lower than the previous day. The implied volatity was 54.94, the open interest changed by -14 which decreased total open position to 146
On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 0.14, which was -0.01999999999999999 lower than the previous day. The implied volatity was 52.91, the open interest changed by -9 which decreased total open position to 160
On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 0.16, which was -0.01999999999999999 lower than the previous day. The implied volatity was 48.62, the open interest changed by -9 which decreased total open position to 170
On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 0.19, which was 0.02 higher than the previous day. The implied volatity was 49.3, the open interest changed by -17 which decreased total open position to 178
On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 0.17, which was -0.31 lower than the previous day. The implied volatity was 46.76, the open interest changed by -23 which decreased total open position to 188
On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 0.5, which was -0.17 lower than the previous day. The implied volatity was 49.08, the open interest changed by -13 which decreased total open position to 209
On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 0.69, which was -0.26 lower than the previous day. The implied volatity was 49.1, the open interest changed by -1 which decreased total open position to 224
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 1, which was 0.19 higher than the previous day. The implied volatity was 47.52, the open interest changed by 49 which increased total open position to 208
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 0.84, which was -0.75 lower than the previous day. The implied volatity was 46, the open interest changed by -26 which decreased total open position to 160
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 1.58, which was 0.13 higher than the previous day. The implied volatity was 49.29, the open interest changed by 83 which increased total open position to 186
On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 1.43, which was 0.31 higher than the previous day. The implied volatity was 47.33, the open interest changed by 7 which increased total open position to 103
On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 1.13, which was -0.62 lower than the previous day. The implied volatity was 46.39, the open interest changed by -6 which decreased total open position to 97
On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 1.74, which was -0.94 lower than the previous day. The implied volatity was 46.18, the open interest changed by 7 which increased total open position to 103
On 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 2.75, which was 1.68 higher than the previous day. The implied volatity was 48.6, the open interest changed by 92 which increased total open position to 96
On 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 1.07, which was -1.03 lower than the previous day. The implied volatity was 42.6, the open interest changed by 0 which decreased total open position to 3
On 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 2.1, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar TATASTEEL was trading at 195.41. The strike last trading price was 2.1, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 2.1, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Mar TATASTEEL was trading at 186.94. The strike last trading price was 2.1, which was -0.5 lower than the previous day. The implied volatity was 39.91, the open interest changed by 0 which decreased total open position to 3
On 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 2.6, which was 1.67 higher than the previous day. The implied volatity was 38.55, the open interest changed by 3 which increased total open position to 3
On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 0.93, which was 0 lower than the previous day. The implied volatity was 13.43, the open interest changed by 0 which decreased total open position to 0
On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 0.93, which was 0 lower than the previous day. The implied volatity was 13.68, the open interest changed by 0 which decreased total open position to 0
