[--[65.84.65.76]--]

TATASTEEL

Tata Steel Limited
170.07 -0.83 (-0.49%)
L: 169.67 H: 171.65

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Historical option data for TATASTEEL

24 Dec 2025 04:12 PM IST
TATASTEEL 27-JAN-2026 170 CE
Delta: 0.56
Vega: 0.20
Theta: -0.09
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 170.07 5.28 -0.75 21.90 504 162 849
23 Dec 170.90 5.97 0.71 22.18 717 20 692
22 Dec 169.22 5.17 0.49 22.70 839 127 671
19 Dec 168.69 4.79 0.27 20.39 374 69 539
18 Dec 168.12 4.5 -1.4 20.72 483 139 461
17 Dec 170.34 5.95 0.01 21.09 97 18 320
16 Dec 169.83 5.94 -1.66 21.96 235 -15 300
15 Dec 172.87 7.6 0.48 21.02 125 8 315
12 Dec 171.89 7.2 2.88 20.19 330 28 309
11 Dec 166.38 4.38 1.36 21.16 255 79 281
10 Dec 162.23 3.02 0.37 22.76 157 39 200
9 Dec 160.67 2.68 -0.82 22.45 123 10 162
8 Dec 163.47 3.55 -1.79 22.04 108 47 151
5 Dec 167.11 5.34 0.18 21.29 38 7 104
4 Dec 166.77 5.19 -0.15 21.39 20 8 97
3 Dec 166.92 5.19 -0.71 21.21 92 42 89
2 Dec 167.78 5.9 -0.3 21.60 26 4 46
1 Dec 168.63 6.2 0.05 21.01 22 9 42
28 Nov 167.96 6.15 -0.15 20.96 13 2 33
27 Nov 168.13 6.3 -1.05 21.33 17 7 31
26 Nov 169.67 7.35 1.3 21.84 18 4 25
25 Nov 166.33 6.05 -0.08 23.56 22 11 20
24 Nov 165.36 6.13 -2.02 24.76 14 3 8
21 Nov 168.00 8.15 -1.86 26.54 3 2 5
20 Nov 172.46 10.01 -10.29 23.60 3 2 2
19 Nov 173.21 20.3 0 - 0 0 0
18 Nov 172.45 20.3 0 - 0 0 0
17 Nov 173.17 20.3 0 - 0 0 0
14 Nov 174.26 20.3 0 - 0 0 0
13 Nov 176.65 20.3 0 - 0 0 0
4 Nov 179.29 20.3 0 - 0 0 0
31 Oct 182.84 20.3 0 - 0 0 0


For Tata Steel Limited - strike price 170 expiring on 27JAN2026

Delta for 170 CE is 0.56

Historical price for 170 CE is as follows

On 24 Dec TATASTEEL was trading at 170.07. The strike last trading price was 5.28, which was -0.75 lower than the previous day. The implied volatity was 21.90, the open interest changed by 162 which increased total open position to 849


On 23 Dec TATASTEEL was trading at 170.90. The strike last trading price was 5.97, which was 0.71 higher than the previous day. The implied volatity was 22.18, the open interest changed by 20 which increased total open position to 692


On 22 Dec TATASTEEL was trading at 169.22. The strike last trading price was 5.17, which was 0.49 higher than the previous day. The implied volatity was 22.70, the open interest changed by 127 which increased total open position to 671


On 19 Dec TATASTEEL was trading at 168.69. The strike last trading price was 4.79, which was 0.27 higher than the previous day. The implied volatity was 20.39, the open interest changed by 69 which increased total open position to 539


On 18 Dec TATASTEEL was trading at 168.12. The strike last trading price was 4.5, which was -1.4 lower than the previous day. The implied volatity was 20.72, the open interest changed by 139 which increased total open position to 461


On 17 Dec TATASTEEL was trading at 170.34. The strike last trading price was 5.95, which was 0.01 higher than the previous day. The implied volatity was 21.09, the open interest changed by 18 which increased total open position to 320


On 16 Dec TATASTEEL was trading at 169.83. The strike last trading price was 5.94, which was -1.66 lower than the previous day. The implied volatity was 21.96, the open interest changed by -15 which decreased total open position to 300


On 15 Dec TATASTEEL was trading at 172.87. The strike last trading price was 7.6, which was 0.48 higher than the previous day. The implied volatity was 21.02, the open interest changed by 8 which increased total open position to 315


On 12 Dec TATASTEEL was trading at 171.89. The strike last trading price was 7.2, which was 2.88 higher than the previous day. The implied volatity was 20.19, the open interest changed by 28 which increased total open position to 309


On 11 Dec TATASTEEL was trading at 166.38. The strike last trading price was 4.38, which was 1.36 higher than the previous day. The implied volatity was 21.16, the open interest changed by 79 which increased total open position to 281


On 10 Dec TATASTEEL was trading at 162.23. The strike last trading price was 3.02, which was 0.37 higher than the previous day. The implied volatity was 22.76, the open interest changed by 39 which increased total open position to 200


On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 2.68, which was -0.82 lower than the previous day. The implied volatity was 22.45, the open interest changed by 10 which increased total open position to 162


On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 3.55, which was -1.79 lower than the previous day. The implied volatity was 22.04, the open interest changed by 47 which increased total open position to 151


On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 5.34, which was 0.18 higher than the previous day. The implied volatity was 21.29, the open interest changed by 7 which increased total open position to 104


On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 5.19, which was -0.15 lower than the previous day. The implied volatity was 21.39, the open interest changed by 8 which increased total open position to 97


On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 5.19, which was -0.71 lower than the previous day. The implied volatity was 21.21, the open interest changed by 42 which increased total open position to 89


On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 5.9, which was -0.3 lower than the previous day. The implied volatity was 21.60, the open interest changed by 4 which increased total open position to 46


On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 6.2, which was 0.05 higher than the previous day. The implied volatity was 21.01, the open interest changed by 9 which increased total open position to 42


On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 6.15, which was -0.15 lower than the previous day. The implied volatity was 20.96, the open interest changed by 2 which increased total open position to 33


On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 6.3, which was -1.05 lower than the previous day. The implied volatity was 21.33, the open interest changed by 7 which increased total open position to 31


On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 7.35, which was 1.3 higher than the previous day. The implied volatity was 21.84, the open interest changed by 4 which increased total open position to 25


On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 6.05, which was -0.08 lower than the previous day. The implied volatity was 23.56, the open interest changed by 11 which increased total open position to 20


On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 6.13, which was -2.02 lower than the previous day. The implied volatity was 24.76, the open interest changed by 3 which increased total open position to 8


On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 8.15, which was -1.86 lower than the previous day. The implied volatity was 26.54, the open interest changed by 2 which increased total open position to 5


On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 10.01, which was -10.29 lower than the previous day. The implied volatity was 23.60, the open interest changed by 2 which increased total open position to 2


On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 20.3, 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 Nov TATASTEEL was trading at 172.45. The strike last trading price was 20.3, 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 Nov TATASTEEL was trading at 173.17. The strike last trading price was 20.3, 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 Nov TATASTEEL was trading at 174.26. The strike last trading price was 20.3, 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 Nov TATASTEEL was trading at 176.65. The strike last trading price was 20.3, 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 Nov TATASTEEL was trading at 179.29. The strike last trading price was 20.3, 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 31 Oct TATASTEEL was trading at 182.84. The strike last trading price was 20.3, 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 27JAN2026 170 PE
Delta: -0.44
Vega: 0.20
Theta: -0.05
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
24 Dec 170.07 3.89 0.25 22.27 540 141 1,470
23 Dec 170.90 3.7 -0.83 23.03 954 417 1,329
22 Dec 169.22 4.62 0.19 23.55 810 522 910
19 Dec 168.69 4.39 -0.48 21.34 94 52 383
18 Dec 168.12 5 0.99 22.08 175 56 329
17 Dec 170.34 4.06 -0.19 22.48 71 9 272
16 Dec 169.83 4.33 1.01 22.56 150 -11 262
15 Dec 172.87 3.33 -0.56 22.95 162 63 273
12 Dec 171.89 3.77 -2.65 23.25 260 130 210
11 Dec 166.38 6.4 -2 23.67 42 17 75
10 Dec 162.23 8.4 -2.13 20.31 6 3 57
9 Dec 160.67 10.62 2.44 28.00 19 11 55
8 Dec 163.47 8.24 2.04 24.19 28 6 44
5 Dec 167.11 6.2 0 24.05 6 0 37
4 Dec 166.77 6.2 -0.7 22.88 9 5 35
3 Dec 166.92 6.9 1 25.47 5 1 31
2 Dec 167.78 5.9 -0.1 23.43 7 3 29
1 Dec 168.63 6 0.29 24.88 4 -1 27
28 Nov 167.96 5.71 -0.59 22.70 1 0 27
27 Nov 168.13 6.3 0.65 24.69 12 -1 27
26 Nov 169.67 5.65 -2.25 24.60 11 2 30
25 Nov 166.33 7.9 0.85 - 0 4 0
24 Nov 165.36 7.9 0.85 25.58 14 5 29
21 Nov 168.00 7 2.1 26.33 13 7 23
20 Nov 172.46 4.9 -0.1 25.23 2 -1 16
19 Nov 173.21 5 -1.06 26.40 4 3 18
18 Nov 172.45 6.06 1.11 29.04 3 2 14
17 Nov 173.17 4.95 0.18 26.22 8 0 12
14 Nov 174.26 4.77 1.22 25.95 8 1 13
13 Nov 176.65 3.55 0.17 24.28 14 10 11
4 Nov 179.29 5.9 0 4.78 0 0 0
31 Oct 182.84 5.9 0 - 0 0 0


For Tata Steel Limited - strike price 170 expiring on 27JAN2026

Delta for 170 PE is -0.44

Historical price for 170 PE is as follows

On 24 Dec TATASTEEL was trading at 170.07. The strike last trading price was 3.89, which was 0.25 higher than the previous day. The implied volatity was 22.27, the open interest changed by 141 which increased total open position to 1470


On 23 Dec TATASTEEL was trading at 170.90. The strike last trading price was 3.7, which was -0.83 lower than the previous day. The implied volatity was 23.03, the open interest changed by 417 which increased total open position to 1329


On 22 Dec TATASTEEL was trading at 169.22. The strike last trading price was 4.62, which was 0.19 higher than the previous day. The implied volatity was 23.55, the open interest changed by 522 which increased total open position to 910


On 19 Dec TATASTEEL was trading at 168.69. The strike last trading price was 4.39, which was -0.48 lower than the previous day. The implied volatity was 21.34, the open interest changed by 52 which increased total open position to 383


On 18 Dec TATASTEEL was trading at 168.12. The strike last trading price was 5, which was 0.99 higher than the previous day. The implied volatity was 22.08, the open interest changed by 56 which increased total open position to 329


On 17 Dec TATASTEEL was trading at 170.34. The strike last trading price was 4.06, which was -0.19 lower than the previous day. The implied volatity was 22.48, the open interest changed by 9 which increased total open position to 272


On 16 Dec TATASTEEL was trading at 169.83. The strike last trading price was 4.33, which was 1.01 higher than the previous day. The implied volatity was 22.56, the open interest changed by -11 which decreased total open position to 262


On 15 Dec TATASTEEL was trading at 172.87. The strike last trading price was 3.33, which was -0.56 lower than the previous day. The implied volatity was 22.95, the open interest changed by 63 which increased total open position to 273


On 12 Dec TATASTEEL was trading at 171.89. The strike last trading price was 3.77, which was -2.65 lower than the previous day. The implied volatity was 23.25, the open interest changed by 130 which increased total open position to 210


On 11 Dec TATASTEEL was trading at 166.38. The strike last trading price was 6.4, which was -2 lower than the previous day. The implied volatity was 23.67, the open interest changed by 17 which increased total open position to 75


On 10 Dec TATASTEEL was trading at 162.23. The strike last trading price was 8.4, which was -2.13 lower than the previous day. The implied volatity was 20.31, the open interest changed by 3 which increased total open position to 57


On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 10.62, which was 2.44 higher than the previous day. The implied volatity was 28.00, the open interest changed by 11 which increased total open position to 55


On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 8.24, which was 2.04 higher than the previous day. The implied volatity was 24.19, the open interest changed by 6 which increased total open position to 44


On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 6.2, which was 0 lower than the previous day. The implied volatity was 24.05, the open interest changed by 0 which decreased total open position to 37


On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 6.2, which was -0.7 lower than the previous day. The implied volatity was 22.88, the open interest changed by 5 which increased total open position to 35


On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 6.9, which was 1 higher than the previous day. The implied volatity was 25.47, the open interest changed by 1 which increased total open position to 31


On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 5.9, which was -0.1 lower than the previous day. The implied volatity was 23.43, the open interest changed by 3 which increased total open position to 29


On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 6, which was 0.29 higher than the previous day. The implied volatity was 24.88, the open interest changed by -1 which decreased total open position to 27


On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 5.71, which was -0.59 lower than the previous day. The implied volatity was 22.70, the open interest changed by 0 which decreased total open position to 27


On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 6.3, which was 0.65 higher than the previous day. The implied volatity was 24.69, the open interest changed by -1 which decreased total open position to 27


On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 5.65, which was -2.25 lower than the previous day. The implied volatity was 24.60, the open interest changed by 2 which increased total open position to 30


On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 7.9, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 7.9, which was 0.85 higher than the previous day. The implied volatity was 25.58, the open interest changed by 5 which increased total open position to 29


On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 7, which was 2.1 higher than the previous day. The implied volatity was 26.33, the open interest changed by 7 which increased total open position to 23


On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 4.9, which was -0.1 lower than the previous day. The implied volatity was 25.23, the open interest changed by -1 which decreased total open position to 16


On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 5, which was -1.06 lower than the previous day. The implied volatity was 26.40, the open interest changed by 3 which increased total open position to 18


On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 6.06, which was 1.11 higher than the previous day. The implied volatity was 29.04, the open interest changed by 2 which increased total open position to 14


On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 4.95, which was 0.18 higher than the previous day. The implied volatity was 26.22, the open interest changed by 0 which decreased total open position to 12


On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 4.77, which was 1.22 higher than the previous day. The implied volatity was 25.95, the open interest changed by 1 which increased total open position to 13


On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 3.55, which was 0.17 higher than the previous day. The implied volatity was 24.28, the open interest changed by 10 which increased total open position to 11


On 4 Nov TATASTEEL was trading at 179.29. The strike last trading price was 5.9, which was 0 lower than the previous day. The implied volatity was 4.78, the open interest changed by 0 which decreased total open position to 0


On 31 Oct TATASTEEL was trading at 182.84. The strike last trading price was 5.9, 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