Historical option data for TATASTEEL
26 May 2026 04:10 PM IST
| TATASTEEL 26-May-2026 170 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0
Theta: -4.01
Gamma: 0.00347
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 210.47 | 41 | 0.89 (2.22%) | 436.03 | 30 | -10 | 146.5 | |||||||||
| 25 May | 210.22 | 40.11 | 0.71 (1.80%) | 134.66 | 36 | 0 | 172 | |||||||||
| 22 May | 209.19 | 39.4 | 1.1 (2.87%) | 97.16 | 25 | -19.5 | 172 | |||||||||
| 21 May | 208.58 | 38.3 | 1.38 (3.74%) | 67.13 | 27 | -17 | 191.5 | |||||||||
| 20 May | 207.01 | 36.92 | -3.18 (-7.93%) | 65.02 | 23 | -18 | 211.5 | |||||||||
| 19 May | 209.29 | 40.1 | 0 (0.00%) | 60.73 | 0 | 0 | 229.5 | |||||||||
| 18 May | 209.71 | 40.1 | -7.21 (-15.24%) | 60.73 | 4 | 0 | 229.5 | |||||||||
| 15 May | 216.84 | 47.31 | -4.47 (-8.63%) | 57.96 | 3 | 0 | 228.5 | |||||||||
| 14 May | 221.13 | 52.03 | 0.67 (1.30%) | 65.92 | 6 | -2 | 228 | |||||||||
| 13 May | 219.62 | 51.36 | 8.86 (20.85%) | 0 | 7 | 0 | 229 | |||||||||
| 12 May | 212.00 | 42.5 | 0 (0.00%) | 0 | 0 | 0 | 229 | |||||||||
| 11 May | 212.08 | 42.5 | -2.5 (-5.56%) | 0 | 2 | -0.5 | 229 | |||||||||
| 8 May | 214.49 | 45 | 3.9 (9.49%) | 49.14 | 1 | 0 | 229.5 | |||||||||
| 7 May | 217.09 | 41.1 | -5.55 (-11.90%) | - | 0 | 0 | 229.5 | |||||||||
| 6 May | 215.47 | 41.1 | -5.55 (-11.90%) | - | 0 | 0 | 229.5 | |||||||||
| 5 May | 211.32 | 41.1 | -5.55 (-11.90%) | - | 0 | 0 | 229.5 | |||||||||
| 4 May | 212.24 | 41.1 | -5.55 (-11.90%) | - | 0 | 0 | 229.5 | |||||||||
| 30 Apr | 211.36 | 41.1 | -6.43 (-13.53%) | 41.73 | 3 | 0 | 229.5 | |||||||||
| 29 Apr | 215.88 | 47.53 | 1.38 (2.99%) | 42.16 | 4 | -1 | 230 | |||||||||
| 28 Apr | 215.05 | 46.04 | 1.41 (3.16%) | 42.74 | 26 | 4 | 231 | |||||||||
| 27 Apr | 213.27 | 44.3 | 3.1 (7.52%) | 45.53 | 187 | 145 | 227 | |||||||||
| 24 Apr | 210.07 | 41.2 | -0.8 (-1.90%) | 32.81 | 49 | 3 | 81 | |||||||||
| 23 Apr | 210.91 | 42 | -1.5 (-3.45%) | 41.82 | 22 | 20 | 77 | |||||||||
| 22 Apr | 213.03 | 43.5 | 0.4 (0.93%) | 43.56 | 48 | 44 | 55 | |||||||||
| 21 Apr | 212.01 | 43 | 1.5 (3.61%) | 42.62 | 4 | 3 | 10 | |||||||||
| 20 Apr | 211.72 | 41.5 | 0 (0.00%) | 42.4 | 4 | 0 | 3 | |||||||||
| 17 Apr | 212.12 | 41.5 | -0.65 (-1.54%) | 35 | 0 | 0 | 3 | |||||||||
| 16 Apr | 210.69 | 41.5 | 12.8 (44.60%) | 35 | 1 | 0 | 2 | |||||||||
| 15 Apr | 208.72 | 28.7 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 13 Apr | 206.39 | 28.7 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 10 Apr | 206.61 | 28.7 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 9 Apr | 205.20 | 28.7 | -3.27 (-10.23%) | - | 0 | 0 | 2 | |||||||||
| 8 Apr | 204.18 | 28.7 | -3.27 (-10.23%) | - | 0 | 0 | 2 | |||||||||
| 7 Apr | 198.13 | 28.7 | -3.27 (-10.23%) | - | 0 | 0 | 2 | |||||||||
| 6 Apr | 196.10 | 28.7 | -3.27 (-10.23%) | 27.26 | 2 | 1 | 1 | |||||||||
| 2 Apr | 194.14 | 31.97 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 170 expiring on 26MAY2026
Delta for 170 CE is 0.95
Historical price for 170 CE is as follows
On 26 May TATASTEEL was trading at 210.47. The strike last trading price was 41, which was 0.89 higher than the previous day. The implied volatity was 436.03, the open interest changed by -10 which decreased total open position to 147
On 25 May TATASTEEL was trading at 210.22. The strike last trading price was 40.11, which was 0.71 higher than the previous day. The implied volatity was 134.66, the open interest changed by 0 which decreased total open position to 172
On 22 May TATASTEEL was trading at 209.19. The strike last trading price was 39.4, which was 1.1 higher than the previous day. The implied volatity was 97.16, the open interest changed by -19 which decreased total open position to 172
On 21 May TATASTEEL was trading at 208.58. The strike last trading price was 38.3, which was 1.38 higher than the previous day. The implied volatity was 67.13, the open interest changed by -17 which decreased total open position to 192
On 20 May TATASTEEL was trading at 207.01. The strike last trading price was 36.92, which was -3.18 lower than the previous day. The implied volatity was 65.02, the open interest changed by -18 which decreased total open position to 212
On 19 May TATASTEEL was trading at 209.29. The strike last trading price was 40.1, which was 0 lower than the previous day. The implied volatity was 60.73, the open interest changed by 0 which decreased total open position to 230
On 18 May TATASTEEL was trading at 209.71. The strike last trading price was 40.1, which was -7.21 lower than the previous day. The implied volatity was 60.73, the open interest changed by 0 which decreased total open position to 230
On 15 May TATASTEEL was trading at 216.84. The strike last trading price was 47.31, which was -4.47 lower than the previous day. The implied volatity was 57.96, the open interest changed by 0 which decreased total open position to 229
On 14 May TATASTEEL was trading at 221.13. The strike last trading price was 52.03, which was 0.67 higher than the previous day. The implied volatity was 65.92, the open interest changed by -2 which decreased total open position to 228
On 13 May TATASTEEL was trading at 219.62. The strike last trading price was 51.36, which was 8.86 higher than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 229
On 12 May TATASTEEL was trading at 212.00. The strike last trading price was 42.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 229
On 11 May TATASTEEL was trading at 212.08. The strike last trading price was 42.5, which was -2.5 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 229
On 8 May TATASTEEL was trading at 214.49. The strike last trading price was 45, which was 3.9 higher than the previous day. The implied volatity was 49.14, the open interest changed by 0 which decreased total open position to 230
On 7 May TATASTEEL was trading at 217.09. The strike last trading price was 41.1, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 230
On 6 May TATASTEEL was trading at 215.47. The strike last trading price was 41.1, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 230
On 5 May TATASTEEL was trading at 211.32. The strike last trading price was 41.1, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 230
On 4 May TATASTEEL was trading at 212.24. The strike last trading price was 41.1, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 230
On 30 Apr TATASTEEL was trading at 211.36. The strike last trading price was 41.1, which was -6.43 lower than the previous day. The implied volatity was 41.73, the open interest changed by 0 which decreased total open position to 230
On 29 Apr TATASTEEL was trading at 215.88. The strike last trading price was 47.53, which was 1.38 higher than the previous day. The implied volatity was 42.16, the open interest changed by -1 which decreased total open position to 230
On 28 Apr TATASTEEL was trading at 215.05. The strike last trading price was 46.04, which was 1.41 higher than the previous day. The implied volatity was 42.74, the open interest changed by 4 which increased total open position to 231
On 27 Apr TATASTEEL was trading at 213.27. The strike last trading price was 44.3, which was 3.1 higher than the previous day. The implied volatity was 45.53, the open interest changed by 145 which increased total open position to 227
On 24 Apr TATASTEEL was trading at 210.07. The strike last trading price was 41.2, which was -0.8 lower than the previous day. The implied volatity was 32.81, the open interest changed by 3 which increased total open position to 81
On 23 Apr TATASTEEL was trading at 210.91. The strike last trading price was 42, which was -1.5 lower than the previous day. The implied volatity was 41.82, the open interest changed by 20 which increased total open position to 77
On 22 Apr TATASTEEL was trading at 213.03. The strike last trading price was 43.5, which was 0.4 higher than the previous day. The implied volatity was 43.56, the open interest changed by 44 which increased total open position to 55
On 21 Apr TATASTEEL was trading at 212.01. The strike last trading price was 43, which was 1.5 higher than the previous day. The implied volatity was 42.62, the open interest changed by 3 which increased total open position to 10
On 20 Apr TATASTEEL was trading at 211.72. The strike last trading price was 41.5, which was 0 lower than the previous day. The implied volatity was 42.4, the open interest changed by 0 which decreased total open position to 3
On 17 Apr TATASTEEL was trading at 212.12. The strike last trading price was 41.5, which was -0.65 lower than the previous day. The implied volatity was 35, the open interest changed by 0 which decreased total open position to 3
On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 41.5, which was 12.8 higher than the previous day. The implied volatity was 35, the open interest changed by 0 which decreased total open position to 2
On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 28.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 28.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 28.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 28.7, which was -3.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 28.7, which was -3.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 28.7, which was -3.27 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 28.7, which was -3.27 lower than the previous day. The implied volatity was 27.26, the open interest changed by 1 which increased total open position to 1
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 31.97, 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 26-May-2026 170 PE | |||||||
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Delta: 0
Vega: 0
Theta: -0.13
Gamma: 0.00042
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 210.47 | 0 | 0 | 250.08 | 24 | -8.5 | 115 |
| 25 May | 210.22 | 0 | 0 | 123.98 | 10 | -4 | 126 |
| 22 May | 209.19 | 0 | 0 | 72.63 | 78 | -41 | 130 |
| 21 May | 208.58 | 0 | 0 | 67.35 | 43 | 5.5 | 172.5 |
| 20 May | 207.01 | 0 | 0 | 62.22 | 39 | -19 | 167.5 |
| 19 May | 209.29 | 0 | 0 | 58.21 | 33 | -8 | 186.5 |
| 18 May | 209.71 | 0 | 0 | 60.56 | 97 | 11 | 194.5 |
| 15 May | 216.84 | 0 | 0 | 59.9 | 63 | 3 | 183.5 |
| 14 May | 221.13 | 0 | 0 | 61.51 | 7 | -1 | 180.5 |
| 13 May | 219.62 | 0 | 0 | 0 | 23 | 11 | 181.5 |
| 12 May | 212.00 | 0 | 0 | 0 | 19 | -3 | 170.5 |
| 11 May | 212.08 | 0 | 0 (9.09%) | 0 | 20 | -6 | 173.5 |
| 8 May | 214.49 | 0.12 | 0.03 (33.33%) | 48.98 | 25 | 4.5 | 175 |
| 7 May | 217.09 | 0.09 | -0.01 (-10.00%) | 48.43 | 13 | 1 | 164.5 |
| 6 May | 215.47 | 0.11 | -0.02 (-15.38%) | 46.68 | 33 | 18 | 163 |
| 5 May | 211.32 | 0.13 | -0.02 (-13.33%) | 43.66 | 18 | 0.5 | 145 |
| 4 May | 212.24 | 0.15 | -0.04 (-21.05%) | 44.35 | 51 | -13 | 144.5 |
| 30 Apr | 211.36 | 0.19 | 0.06 (46.15%) | 41.81 | 72 | -13 | 144.5 |
| 29 Apr | 215.88 | 0.13 | -0.05 (-27.78%) | 41.54 | 45 | 17 | 157 |
| 28 Apr | 215.05 | 0.19 | -0.08 (-29.63%) | 43.1 | 53 | 21 | 141 |
| 27 Apr | 213.27 | 0.27 | -0.07 (-20.59%) | 43.2 | 120 | 34 | 120 |
| 24 Apr | 210.07 | 0.34 | -0.04 (-10.53%) | 40.84 | 46 | -6 | 87 |
| 23 Apr | 210.91 | 0.38 | 0 (0.00%) | 41.51 | 21 | 3 | 92 |
| 22 Apr | 213.03 | 0.38 | 0.04 (11.76%) | 42.15 | 49 | 21 | 89 |
| 21 Apr | 212.01 | 0.34 | -0.04 (-10.53%) | 40.48 | 15 | 0 | 68 |
| 20 Apr | 211.72 | 0.41 | -0.06 (-12.77%) | 40.61 | 82 | 41 | 68 |
| 17 Apr | 212.12 | 0.47 | -0.09 (-16.07%) | 40.66 | 20 | 3 | 27 |
| 16 Apr | 210.69 | 0.56 | -0.08 (-12.50%) | 40.22 | 4 | -2 | 24 |
| 15 Apr | 208.72 | 0.68 | -0.16 (-19.05%) | 40.08 | 56 | -20 | 28 |
| 13 Apr | 206.39 | 0.84 | -0.01 (-1.18%) | 40.01 | 49 | 19 | 49 |
| 10 Apr | 206.61 | 0.85 | -0.11 (-11.46%) | 39.3 | 20 | 9 | 30 |
| 9 Apr | 205.20 | 0.96 | -0.14 (-12.73%) | 39.73 | 7 | -3 | 21 |
| 8 Apr | 204.18 | 1.1 | -0.73 (-39.89%) | 40.17 | 4 | -1 | 23 |
| 7 Apr | 198.13 | 1.83 | -0.37 (-16.82%) | 40.72 | 21 | 13 | 23 |
| 6 Apr | 196.10 | 2.2 | -0.44 (-16.67%) | 40.86 | 11 | 9 | 9 |
| 2 Apr | 194.14 | 2.64 | 0 (0.00%) | 11.07 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 170 expiring on 26MAY2026
Delta for 170 PE is 0
Historical price for 170 PE is as follows
On 26 May TATASTEEL was trading at 210.47. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 250.08, the open interest changed by -8 which decreased total open position to 115
On 25 May TATASTEEL was trading at 210.22. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 123.98, the open interest changed by -4 which decreased total open position to 126
On 22 May TATASTEEL was trading at 209.19. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 72.63, the open interest changed by -41 which decreased total open position to 130
On 21 May TATASTEEL was trading at 208.58. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 67.35, the open interest changed by 6 which increased total open position to 173
On 20 May TATASTEEL was trading at 207.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 62.22, the open interest changed by -19 which decreased total open position to 168
On 19 May TATASTEEL was trading at 209.29. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 58.21, the open interest changed by -8 which decreased total open position to 187
On 18 May TATASTEEL was trading at 209.71. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 60.56, the open interest changed by 11 which increased total open position to 195
On 15 May TATASTEEL was trading at 216.84. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 59.9, the open interest changed by 3 which increased total open position to 184
On 14 May TATASTEEL was trading at 221.13. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 61.51, the open interest changed by -1 which decreased total open position to 181
On 13 May TATASTEEL was trading at 219.62. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 11 which increased total open position to 182
On 12 May TATASTEEL was trading at 212.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 171
On 11 May TATASTEEL was trading at 212.08. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by -6 which decreased total open position to 174
On 8 May TATASTEEL was trading at 214.49. The strike last trading price was 0.12, which was 0.03 higher than the previous day. The implied volatity was 48.98, the open interest changed by 5 which increased total open position to 175
On 7 May TATASTEEL was trading at 217.09. The strike last trading price was 0.09, which was -0.01 lower than the previous day. The implied volatity was 48.43, the open interest changed by 1 which increased total open position to 165
On 6 May TATASTEEL was trading at 215.47. The strike last trading price was 0.11, which was -0.02 lower than the previous day. The implied volatity was 46.68, the open interest changed by 18 which increased total open position to 163
On 5 May TATASTEEL was trading at 211.32. The strike last trading price was 0.13, which was -0.02 lower than the previous day. The implied volatity was 43.66, the open interest changed by 1 which increased total open position to 145
On 4 May TATASTEEL was trading at 212.24. The strike last trading price was 0.15, which was -0.04 lower than the previous day. The implied volatity was 44.35, the open interest changed by -13 which decreased total open position to 145
On 30 Apr TATASTEEL was trading at 211.36. The strike last trading price was 0.19, which was 0.06 higher than the previous day. The implied volatity was 41.81, the open interest changed by -13 which decreased total open position to 145
On 29 Apr TATASTEEL was trading at 215.88. The strike last trading price was 0.13, which was -0.05 lower than the previous day. The implied volatity was 41.54, the open interest changed by 17 which increased total open position to 157
On 28 Apr TATASTEEL was trading at 215.05. The strike last trading price was 0.19, which was -0.08 lower than the previous day. The implied volatity was 43.1, the open interest changed by 21 which increased total open position to 141
On 27 Apr TATASTEEL was trading at 213.27. The strike last trading price was 0.27, which was -0.07 lower than the previous day. The implied volatity was 43.2, the open interest changed by 34 which increased total open position to 120
On 24 Apr TATASTEEL was trading at 210.07. The strike last trading price was 0.34, which was -0.04 lower than the previous day. The implied volatity was 40.84, the open interest changed by -6 which decreased total open position to 87
On 23 Apr TATASTEEL was trading at 210.91. The strike last trading price was 0.38, which was 0 lower than the previous day. The implied volatity was 41.51, the open interest changed by 3 which increased total open position to 92
On 22 Apr TATASTEEL was trading at 213.03. The strike last trading price was 0.38, which was 0.04 higher than the previous day. The implied volatity was 42.15, the open interest changed by 21 which increased total open position to 89
On 21 Apr TATASTEEL was trading at 212.01. The strike last trading price was 0.34, which was -0.04 lower than the previous day. The implied volatity was 40.48, the open interest changed by 0 which decreased total open position to 68
On 20 Apr TATASTEEL was trading at 211.72. The strike last trading price was 0.41, which was -0.06 lower than the previous day. The implied volatity was 40.61, the open interest changed by 41 which increased total open position to 68
On 17 Apr TATASTEEL was trading at 212.12. The strike last trading price was 0.47, which was -0.09 lower than the previous day. The implied volatity was 40.66, the open interest changed by 3 which increased total open position to 27
On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 0.56, which was -0.08 lower than the previous day. The implied volatity was 40.22, the open interest changed by -2 which decreased total open position to 24
On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 0.68, which was -0.16 lower than the previous day. The implied volatity was 40.08, the open interest changed by -20 which decreased total open position to 28
On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 0.84, which was -0.01 lower than the previous day. The implied volatity was 40.01, the open interest changed by 19 which increased total open position to 49
On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 0.85, which was -0.11 lower than the previous day. The implied volatity was 39.3, the open interest changed by 9 which increased total open position to 30
On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 0.96, which was -0.14 lower than the previous day. The implied volatity was 39.73, the open interest changed by -3 which decreased total open position to 21
On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 1.1, which was -0.73 lower than the previous day. The implied volatity was 40.17, the open interest changed by -1 which decreased total open position to 23
On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 1.83, which was -0.37 lower than the previous day. The implied volatity was 40.72, the open interest changed by 13 which increased total open position to 23
On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 2.2, which was -0.44 lower than the previous day. The implied volatity was 40.86, the open interest changed by 9 which increased total open position to 9
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 2.64, which was 0 lower than the previous day. The implied volatity was 11.07, the open interest changed by 0 which decreased total open position to 0
