TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
24 Apr 2026 01:32 PM IST
| TATASTEEL 28-Apr-2026 (4d) 170 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.97
Vega: 0
Theta: -0.18
Gamma: 0.0027
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 210.04 | 40.5 | -0.28999999999999915 | 104.72 | 29 | -26 | 92 | |||||||||
| 23 Apr | 210.91 | 40.79 | -2.0600000000000023 | 63.44 | 20 | -5 | 119 | |||||||||
| 22 Apr | 213.03 | 42.85 | 0.6499999999999986 | 64.43 | 45 | -16 | 122 | |||||||||
| 21 Apr | 212.01 | 42.2 | 0 | 64.02 | 5 | -1 | 138 | |||||||||
|
|
||||||||||||||||
| 20 Apr | 211.72 | 42.2 | 2.4000000000000057 | 61.91 | 10 | 8 | 139 | |||||||||
| 17 Apr | 212.12 | 39.8 | -0.10000000000000142 | 55.96 | 1 | 0 | 131 | |||||||||
| 16 Apr | 210.69 | 39.9 | 1.8999999999999986 | 53.48 | 4 | 0 | 131 | |||||||||
| 15 Apr | 208.72 | 38 | 1.3800000000000026 | 51.05 | 7 | -1 | 130 | |||||||||
| 13 Apr | 206.39 | 36.4 | -0.28999999999999915 | 49.6 | 7 | -3 | 132 | |||||||||
| 10 Apr | 206.61 | 36.69 | 0.8900000000000006 | - | 0 | 0 | 135 | |||||||||
| 9 Apr | 205.20 | 36.69 | 9.19 | 60.68 | 4 | 0 | 135 | |||||||||
| 8 Apr | 204.18 | 27.5 | 0.8 | - | 0 | 0 | 135 | |||||||||
| 7 Apr | 198.13 | 27.5 | 0.8 | 30.25 | 2 | 1 | 136 | |||||||||
| 6 Apr | 196.10 | 26.7 | 0.91 | 28.2 | 7 | 0 | 134 | |||||||||
| 2 Apr | 194.14 | 25.79 | -2.35 | 41.9 | 43 | 11 | 133 | |||||||||
| 1 Apr | 194.60 | 28.14 | 3.93 | 51.76 | 40 | -2 | 122 | |||||||||
| 30 Mar | 191.86 | 24.35 | -1.58 | 41 | 30 | 18 | 123 | |||||||||
| 27 Mar | 193.22 | 25.7 | -1.91 | 37.22 | 33 | 17 | 104 | |||||||||
| 25 Mar | 196.65 | 27.61 | 3.81 | 11.8 | 15 | 10 | 86 | |||||||||
| 24 Mar | 190.79 | 23.8 | 2 | 33.38 | 40 | 34 | 75 | |||||||||
| 23 Mar | 187.17 | 21.8 | -6.54 | 43.89 | 18 | 14 | 40 | |||||||||
| 20 Mar | 196.77 | 28.34 | 4.84 | 24.67 | 5 | 4 | 25 | |||||||||
| 19 Mar | 190.51 | 23.5 | -1.5 | 25.85 | 3 | 2 | 20 | |||||||||
| 18 Mar | 195.41 | 25 | -3.05 | - | 0 | 18 | 0 | |||||||||
| 17 Mar | 195.43 | 25 | -3.05 | 20.84 | 18 | 10 | 10 | |||||||||
| 16 Mar | 186.94 | 28.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 183.51 | 28.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 193.47 | 28.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 194.74 | 28.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 195.00 | 28.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 191.01 | 28.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 198.46 | 28.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 200.57 | 28.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 196.73 | 28.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 170 expiring on 28APR2026
Delta for 170 CE is 0.97
Historical price for 170 CE is as follows
On 24 Apr TATASTEEL was trading at 210.04. The strike last trading price was 40.5, which was -0.28999999999999915 lower than the previous day. The implied volatity was 104.72, the open interest changed by -26 which decreased total open position to 92
On 23 Apr TATASTEEL was trading at 210.91. The strike last trading price was 40.79, which was -2.0600000000000023 lower than the previous day. The implied volatity was 63.44, the open interest changed by -5 which decreased total open position to 119
On 22 Apr TATASTEEL was trading at 213.03. The strike last trading price was 42.85, which was 0.6499999999999986 higher than the previous day. The implied volatity was 64.43, the open interest changed by -16 which decreased total open position to 122
On 21 Apr TATASTEEL was trading at 212.01. The strike last trading price was 42.2, which was 0 lower than the previous day. The implied volatity was 64.02, the open interest changed by -1 which decreased total open position to 138
On 20 Apr TATASTEEL was trading at 211.72. The strike last trading price was 42.2, which was 2.4000000000000057 higher than the previous day. The implied volatity was 61.91, the open interest changed by 8 which increased total open position to 139
On 17 Apr TATASTEEL was trading at 212.12. The strike last trading price was 39.8, which was -0.10000000000000142 lower than the previous day. The implied volatity was 55.96, the open interest changed by 0 which decreased total open position to 131
On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 39.9, which was 1.8999999999999986 higher than the previous day. The implied volatity was 53.48, the open interest changed by 0 which decreased total open position to 131
On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 38, which was 1.3800000000000026 higher than the previous day. The implied volatity was 51.05, the open interest changed by -1 which decreased total open position to 130
On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 36.4, which was -0.28999999999999915 lower than the previous day. The implied volatity was 49.6, the open interest changed by -3 which decreased total open position to 132
On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 36.69, which was 0.8900000000000006 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 135
On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 36.69, which was 9.19 higher than the previous day. The implied volatity was 60.68, the open interest changed by 0 which decreased total open position to 135
On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 27.5, which was 0.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 135
On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 27.5, which was 0.8 higher than the previous day. The implied volatity was 30.25, the open interest changed by 1 which increased total open position to 136
On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 26.7, which was 0.91 higher than the previous day. The implied volatity was 28.2, the open interest changed by 0 which decreased total open position to 134
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 25.79, which was -2.35 lower than the previous day. The implied volatity was 41.9, the open interest changed by 11 which increased total open position to 133
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 28.14, which was 3.93 higher than the previous day. The implied volatity was 51.76, the open interest changed by -2 which decreased total open position to 122
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 24.35, which was -1.58 lower than the previous day. The implied volatity was 41, the open interest changed by 18 which increased total open position to 123
On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 25.7, which was -1.91 lower than the previous day. The implied volatity was 37.22, the open interest changed by 17 which increased total open position to 104
On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 27.61, which was 3.81 higher than the previous day. The implied volatity was 11.8, the open interest changed by 10 which increased total open position to 86
On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 23.8, which was 2 higher than the previous day. The implied volatity was 33.38, the open interest changed by 34 which increased total open position to 75
On 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 21.8, which was -6.54 lower than the previous day. The implied volatity was 43.89, the open interest changed by 14 which increased total open position to 40
On 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 28.34, which was 4.84 higher than the previous day. The implied volatity was 24.67, the open interest changed by 4 which increased total open position to 25
On 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 23.5, which was -1.5 lower than the previous day. The implied volatity was 25.85, the open interest changed by 2 which increased total open position to 20
On 18 Mar TATASTEEL was trading at 195.41. The strike last trading price was 25, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0
On 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 25, which was -3.05 lower than the previous day. The implied volatity was 20.84, the open interest changed by 10 which increased total open position to 10
On 16 Mar TATASTEEL was trading at 186.94. The strike last trading price was 28.05, 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 28.05, 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 28.05, 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 28.05, 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 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 28.05, 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 Mar TATASTEEL was trading at 191.01. The strike last trading price was 28.05, 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 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 28.05, 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 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 28.05, 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 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 28.05, 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) 170 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0
Vega: 0
Theta: 0.01
Gamma: 0.00041
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 210.04 | 0.01 | 0 | 68.67 | 25 | -7 | 305 |
| 23 Apr | 210.91 | 0.01 | 0 | 63.04 | 74 | -11 | 316 |
| 22 Apr | 213.03 | 0.01 | -0.03 | 59.48 | 68 | -26 | 327 |
| 21 Apr | 212.01 | 0.04 | -0.010000000000000002 | 63.63 | 79 | -33 | 354 |
| 20 Apr | 211.72 | 0.06 | -0.010000000000000009 | 63.05 | 105 | -55 | 388 |
| 17 Apr | 212.12 | 0.07 | -0.01999999999999999 | 55.58 | 127 | -28 | 449 |
| 16 Apr | 210.69 | 0.09 | -0.020000000000000004 | 53.48 | 128 | -36 | 480 |
| 15 Apr | 208.72 | 0.11 | -0.09000000000000001 | 50.16 | 223 | -1 | 516 |
| 13 Apr | 206.39 | 0.2 | 0 | 49.6 | 186 | -8 | 517 |
| 10 Apr | 206.61 | 0.22 | -0.03 | 46.89 | 123 | -7 | 525 |
| 9 Apr | 205.20 | 0.26 | 0.01 | 45.97 | 93 | 8 | 532 |
| 8 Apr | 204.18 | 0.24 | -0.44 | 43.7 | 546 | -47 | 523 |
| 7 Apr | 198.13 | 0.7 | -0.26 | 46.12 | 277 | 14 | 571 |
| 6 Apr | 196.10 | 0.98 | -0.34 | 46.48 | 678 | 68 | 557 |
| 2 Apr | 194.14 | 1.34 | 0.19 | 44.6 | 641 | 35 | 503 |
| 1 Apr | 194.60 | 1.16 | -0.95 | 43.46 | 545 | 89 | 468 |
| 30 Mar | 191.86 | 2.08 | 0.14 | 46.63 | 516 | 30 | 376 |
| 27 Mar | 193.22 | 1.92 | 0.46 | 45.12 | 411 | 43 | 349 |
| 25 Mar | 196.65 | 1.53 | -0.86 | 44.36 | 442 | 86 | 288 |
| 24 Mar | 190.79 | 2.37 | -1.17 | 44.44 | 249 | 43 | 201 |
| 23 Mar | 187.17 | 3.57 | 2.11 | 46.49 | 323 | 22 | 157 |
| 20 Mar | 196.77 | 1.5 | -0.6 | 41.07 | 175 | 9 | 134 |
| 19 Mar | 190.51 | 2.04 | 0.67 | 39.66 | 113 | 21 | 126 |
| 18 Mar | 195.41 | 1.38 | -0.11 | 37.95 | 79 | 8 | 105 |
| 17 Mar | 195.43 | 1.46 | -1.56 | 38.36 | 196 | 21 | 100 |
| 16 Mar | 186.94 | 3.15 | -0.72 | 39.85 | 63 | 14 | 80 |
| 13 Mar | 183.51 | 4 | 2.2 | 39.33 | 131 | 37 | 66 |
| 12 Mar | 193.47 | 1.8 | -0.07 | 37.47 | 33 | 1 | 30 |
| 11 Mar | 194.74 | 1.87 | 0.29 | 38.61 | 19 | 8 | 28 |
| 10 Mar | 195.00 | 1.59 | -0.76 | 36.91 | 16 | 6 | 22 |
| 9 Mar | 191.01 | 2.35 | 1.54 | 37.78 | 18 | -1 | 16 |
| 6 Mar | 198.46 | 0.81 | -0.4 | 31.99 | 1 | 0 | 16 |
| 5 Mar | 200.57 | 1.21 | -0.49 | 36.59 | 12 | 8 | 16 |
| 4 Mar | 196.73 | 1.7 | -1.47 | 36.48 | 9 | 8 | 8 |
For Tata Steel Limited - strike price 170 expiring on 28APR2026
Delta for 170 PE is 0
Historical price for 170 PE is as follows
On 24 Apr TATASTEEL was trading at 210.04. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 68.67, the open interest changed by -7 which decreased total open position to 305
On 23 Apr TATASTEEL was trading at 210.91. The strike last trading price was 0.01, which was 0 lower than the previous day. The implied volatity was 63.04, the open interest changed by -11 which decreased total open position to 316
On 22 Apr TATASTEEL was trading at 213.03. The strike last trading price was 0.01, which was -0.03 lower than the previous day. The implied volatity was 59.48, the open interest changed by -26 which decreased total open position to 327
On 21 Apr TATASTEEL was trading at 212.01. The strike last trading price was 0.04, which was -0.010000000000000002 lower than the previous day. The implied volatity was 63.63, the open interest changed by -33 which decreased total open position to 354
On 20 Apr TATASTEEL was trading at 211.72. The strike last trading price was 0.06, which was -0.010000000000000009 lower than the previous day. The implied volatity was 63.05, the open interest changed by -55 which decreased total open position to 388
On 17 Apr TATASTEEL was trading at 212.12. The strike last trading price was 0.07, which was -0.01999999999999999 lower than the previous day. The implied volatity was 55.58, the open interest changed by -28 which decreased total open position to 449
On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 0.09, which was -0.020000000000000004 lower than the previous day. The implied volatity was 53.48, the open interest changed by -36 which decreased total open position to 480
On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 0.11, which was -0.09000000000000001 lower than the previous day. The implied volatity was 50.16, the open interest changed by -1 which decreased total open position to 516
On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 49.6, the open interest changed by -8 which decreased total open position to 517
On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 0.22, which was -0.03 lower than the previous day. The implied volatity was 46.89, the open interest changed by -7 which decreased total open position to 525
On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 0.26, which was 0.01 higher than the previous day. The implied volatity was 45.97, the open interest changed by 8 which increased total open position to 532
On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 0.24, which was -0.44 lower than the previous day. The implied volatity was 43.7, the open interest changed by -47 which decreased total open position to 523
On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 0.7, which was -0.26 lower than the previous day. The implied volatity was 46.12, the open interest changed by 14 which increased total open position to 571
On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 0.98, which was -0.34 lower than the previous day. The implied volatity was 46.48, the open interest changed by 68 which increased total open position to 557
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 1.34, which was 0.19 higher than the previous day. The implied volatity was 44.6, the open interest changed by 35 which increased total open position to 503
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 1.16, which was -0.95 lower than the previous day. The implied volatity was 43.46, the open interest changed by 89 which increased total open position to 468
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 2.08, which was 0.14 higher than the previous day. The implied volatity was 46.63, the open interest changed by 30 which increased total open position to 376
On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 1.92, which was 0.46 higher than the previous day. The implied volatity was 45.12, the open interest changed by 43 which increased total open position to 349
On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 1.53, which was -0.86 lower than the previous day. The implied volatity was 44.36, the open interest changed by 86 which increased total open position to 288
On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 2.37, which was -1.17 lower than the previous day. The implied volatity was 44.44, the open interest changed by 43 which increased total open position to 201
On 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 3.57, which was 2.11 higher than the previous day. The implied volatity was 46.49, the open interest changed by 22 which increased total open position to 157
On 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 1.5, which was -0.6 lower than the previous day. The implied volatity was 41.07, the open interest changed by 9 which increased total open position to 134
On 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 2.04, which was 0.67 higher than the previous day. The implied volatity was 39.66, the open interest changed by 21 which increased total open position to 126
On 18 Mar TATASTEEL was trading at 195.41. The strike last trading price was 1.38, which was -0.11 lower than the previous day. The implied volatity was 37.95, the open interest changed by 8 which increased total open position to 105
On 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 1.46, which was -1.56 lower than the previous day. The implied volatity was 38.36, the open interest changed by 21 which increased total open position to 100
On 16 Mar TATASTEEL was trading at 186.94. The strike last trading price was 3.15, which was -0.72 lower than the previous day. The implied volatity was 39.85, the open interest changed by 14 which increased total open position to 80
On 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 4, which was 2.2 higher than the previous day. The implied volatity was 39.33, the open interest changed by 37 which increased total open position to 66
On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 1.8, which was -0.07 lower than the previous day. The implied volatity was 37.47, the open interest changed by 1 which increased total open position to 30
On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 1.87, which was 0.29 higher than the previous day. The implied volatity was 38.61, the open interest changed by 8 which increased total open position to 28
On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 1.59, which was -0.76 lower than the previous day. The implied volatity was 36.91, the open interest changed by 6 which increased total open position to 22
On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 2.35, which was 1.54 higher than the previous day. The implied volatity was 37.78, the open interest changed by -1 which decreased total open position to 16
On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 0.81, which was -0.4 lower than the previous day. The implied volatity was 31.99, the open interest changed by 0 which decreased total open position to 16
On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 1.21, which was -0.49 lower than the previous day. The implied volatity was 36.59, the open interest changed by 8 which increased total open position to 16
On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 1.7, which was -1.47 lower than the previous day. The implied volatity was 36.48, the open interest changed by 8 which increased total open position to 8
