TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
24 Dec 2025 04:12 PM IST
| TATASTEEL 27-JAN-2026 170 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.20
Theta: -0.09
Gamma: 0.03
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.20
Theta: -0.05
Gamma: 0.03
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| 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































































































































































































































