TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
12 Dec 2025 04:12 PM IST
| TATASTEEL 30-DEC-2025 172.5 CE | ||||||||||||||||
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Delta: 0.53
Vega: 0.15
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 171.89 | 3.08 | 1.74 | 19.07 | 9,297 | 282 | 1,551 | |||||||||
| 11 Dec | 166.38 | 1.38 | 0.54 | 21.85 | 2,377 | -139 | 1,277 | |||||||||
| 10 Dec | 162.23 | 0.84 | 0.09 | 24.95 | 872 | -47 | 1,416 | |||||||||
| 9 Dec | 160.67 | 0.76 | -0.35 | 25.16 | 1,591 | 277 | 1,463 | |||||||||
| 8 Dec | 163.47 | 1.12 | -0.91 | 23.57 | 1,789 | -17 | 1,188 | |||||||||
| 5 Dec | 167.11 | 2.01 | -0.04 | 20.61 | 1,306 | 38 | 1,214 | |||||||||
| 4 Dec | 166.77 | 2.05 | -0.18 | 21.38 | 673 | 38 | 1,175 | |||||||||
| 3 Dec | 166.92 | 2.23 | -0.32 | 22.08 | 1,487 | 13 | 1,136 | |||||||||
| 2 Dec | 167.78 | 2.6 | -0.21 | 21.54 | 821 | 53 | 1,111 | |||||||||
| 1 Dec | 168.63 | 2.77 | -0.09 | 20.46 | 1,137 | 30 | 1,059 | |||||||||
| 28 Nov | 167.96 | 2.86 | -0.14 | 20.63 | 867 | 34 | 1,036 | |||||||||
| 27 Nov | 168.13 | 2.98 | -0.62 | 20.92 | 1,769 | 347 | 1,003 | |||||||||
| 26 Nov | 169.67 | 3.64 | 0.97 | 20.57 | 1,634 | 11 | 657 | |||||||||
| 25 Nov | 166.33 | 2.65 | -0.09 | 22.21 | 994 | 88 | 643 | |||||||||
| 24 Nov | 165.36 | 2.76 | -1.19 | 23.59 | 537 | 100 | 552 | |||||||||
| 21 Nov | 168.00 | 3.88 | -2.26 | 23.11 | 763 | 247 | 451 | |||||||||
| 20 Nov | 172.46 | 6.24 | -0.48 | 23.42 | 166 | 55 | 202 | |||||||||
| 19 Nov | 173.21 | 6.74 | 0.1 | 23.17 | 215 | 48 | 147 | |||||||||
| 18 Nov | 172.45 | 6.69 | -0.51 | 24.49 | 229 | 69 | 99 | |||||||||
| 17 Nov | 173.17 | 7.2 | -0.4 | 23.88 | 37 | 14 | 26 | |||||||||
| 14 Nov | 174.26 | 7.6 | -8.8 | 22.89 | 25 | 13 | 13 | |||||||||
| 13 Nov | 176.65 | 16.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 178.61 | 16.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 181.04 | 16.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 181.48 | 16.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 181.37 | 16.4 | 0 | - | 0 | 0 | 0 | |||||||||
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| 6 Nov | 177.27 | 16.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 179.29 | 16.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 182.67 | 16.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 182.84 | 16.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 184.35 | 16.4 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 185.19 | 16.4 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 172.5 expiring on 30DEC2025
Delta for 172.5 CE is 0.53
Historical price for 172.5 CE is as follows
On 12 Dec TATASTEEL was trading at 171.89. The strike last trading price was 3.08, which was 1.74 higher than the previous day. The implied volatity was 19.07, the open interest changed by 282 which increased total open position to 1551
On 11 Dec TATASTEEL was trading at 166.38. The strike last trading price was 1.38, which was 0.54 higher than the previous day. The implied volatity was 21.85, the open interest changed by -139 which decreased total open position to 1277
On 10 Dec TATASTEEL was trading at 162.23. The strike last trading price was 0.84, which was 0.09 higher than the previous day. The implied volatity was 24.95, the open interest changed by -47 which decreased total open position to 1416
On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 0.76, which was -0.35 lower than the previous day. The implied volatity was 25.16, the open interest changed by 277 which increased total open position to 1463
On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 1.12, which was -0.91 lower than the previous day. The implied volatity was 23.57, the open interest changed by -17 which decreased total open position to 1188
On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 2.01, which was -0.04 lower than the previous day. The implied volatity was 20.61, the open interest changed by 38 which increased total open position to 1214
On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 2.05, which was -0.18 lower than the previous day. The implied volatity was 21.38, the open interest changed by 38 which increased total open position to 1175
On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 2.23, which was -0.32 lower than the previous day. The implied volatity was 22.08, the open interest changed by 13 which increased total open position to 1136
On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 2.6, which was -0.21 lower than the previous day. The implied volatity was 21.54, the open interest changed by 53 which increased total open position to 1111
On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 2.77, which was -0.09 lower than the previous day. The implied volatity was 20.46, the open interest changed by 30 which increased total open position to 1059
On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 2.86, which was -0.14 lower than the previous day. The implied volatity was 20.63, the open interest changed by 34 which increased total open position to 1036
On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 2.98, which was -0.62 lower than the previous day. The implied volatity was 20.92, the open interest changed by 347 which increased total open position to 1003
On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 3.64, which was 0.97 higher than the previous day. The implied volatity was 20.57, the open interest changed by 11 which increased total open position to 657
On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 2.65, which was -0.09 lower than the previous day. The implied volatity was 22.21, the open interest changed by 88 which increased total open position to 643
On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 2.76, which was -1.19 lower than the previous day. The implied volatity was 23.59, the open interest changed by 100 which increased total open position to 552
On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 3.88, which was -2.26 lower than the previous day. The implied volatity was 23.11, the open interest changed by 247 which increased total open position to 451
On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 6.24, which was -0.48 lower than the previous day. The implied volatity was 23.42, the open interest changed by 55 which increased total open position to 202
On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 6.74, which was 0.1 higher than the previous day. The implied volatity was 23.17, the open interest changed by 48 which increased total open position to 147
On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 6.69, which was -0.51 lower than the previous day. The implied volatity was 24.49, the open interest changed by 69 which increased total open position to 99
On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 7.2, which was -0.4 lower than the previous day. The implied volatity was 23.88, the open interest changed by 14 which increased total open position to 26
On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 7.6, which was -8.8 lower than the previous day. The implied volatity was 22.89, the open interest changed by 13 which increased total open position to 13
On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 16.4, 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 Nov TATASTEEL was trading at 178.61. The strike last trading price was 16.4, 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 Nov TATASTEEL was trading at 181.04. The strike last trading price was 16.4, 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 Nov TATASTEEL was trading at 181.48. The strike last trading price was 16.4, 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 7 Nov TATASTEEL was trading at 181.37. The strike last trading price was 16.4, 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 Nov TATASTEEL was trading at 177.27. The strike last trading price was 16.4, 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 16.4, 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 3 Nov TATASTEEL was trading at 182.67. The strike last trading price was 16.4, 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 16.4, 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 30 Oct TATASTEEL was trading at 184.35. The strike last trading price was 16.4, 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 29 Oct TATASTEEL was trading at 185.19. The strike last trading price was 16.4, 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 30DEC2025 172.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 0.15
Theta: -0.07
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 171.89 | 3.22 | -3.89 | 22.28 | 1,476 | 457 | 691 |
| 11 Dec | 166.38 | 7.02 | -3.59 | 25.19 | 70 | -24 | 233 |
| 10 Dec | 162.23 | 10.61 | -1.28 | 27.08 | 24 | -7 | 257 |
| 9 Dec | 160.67 | 11.8 | 2.33 | 30.39 | 40 | -19 | 264 |
| 8 Dec | 163.47 | 9.47 | 3.26 | 26.74 | 96 | -19 | 283 |
| 5 Dec | 167.11 | 6.06 | -0.82 | 21.34 | 73 | 5 | 301 |
| 4 Dec | 166.77 | 6.85 | 0 | 23.97 | 49 | 8 | 296 |
| 3 Dec | 166.92 | 6.85 | 0.57 | 23.51 | 156 | -24 | 289 |
| 2 Dec | 167.78 | 6.27 | 0.3 | 23.66 | 94 | 8 | 313 |
| 1 Dec | 168.63 | 5.94 | -0.17 | 23.88 | 202 | 1 | 304 |
| 28 Nov | 167.96 | 5.98 | -0.17 | 22.00 | 99 | 16 | 304 |
| 27 Nov | 168.13 | 6.14 | 0.61 | 22.51 | 283 | 8 | 287 |
| 26 Nov | 169.67 | 5.6 | -2.13 | 23.73 | 449 | 72 | 288 |
| 25 Nov | 166.33 | 7.67 | -0.94 | 23.90 | 127 | 11 | 218 |
| 24 Nov | 165.36 | 8.51 | 1.44 | 25.88 | 90 | 8 | 207 |
| 21 Nov | 168.00 | 7.21 | 2.44 | 26.18 | 225 | 65 | 198 |
| 20 Nov | 172.46 | 4.75 | 0.14 | 24.71 | 119 | 51 | 130 |
| 19 Nov | 173.21 | 4.58 | -0.46 | 25.24 | 108 | 15 | 79 |
| 18 Nov | 172.45 | 5 | 0.34 | 25.47 | 79 | 23 | 64 |
| 17 Nov | 173.17 | 4.67 | 0.22 | 25.57 | 44 | 18 | 40 |
| 14 Nov | 174.26 | 4.45 | 0.52 | 25.05 | 31 | 12 | 24 |
| 13 Nov | 176.65 | 3.93 | -1.37 | 26.61 | 21 | 11 | 11 |
| 12 Nov | 178.61 | 5.3 | 0 | 4.33 | 0 | 0 | 0 |
| 11 Nov | 181.04 | 5.3 | 0 | 5.04 | 0 | 0 | 0 |
| 10 Nov | 181.48 | 5.3 | 0 | 5.18 | 0 | 0 | 0 |
| 7 Nov | 181.37 | 5.3 | 0 | 5.10 | 0 | 0 | 0 |
| 6 Nov | 177.27 | 5.3 | 0 | 3.67 | 0 | 0 | 0 |
| 4 Nov | 179.29 | 5.3 | 0 | 4.19 | 0 | 0 | 0 |
| 3 Nov | 182.67 | 5.3 | 0 | 5.47 | 0 | 0 | 0 |
| 31 Oct | 182.84 | 5.3 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 184.35 | 5.3 | 0 | 6.02 | 0 | 0 | 0 |
| 29 Oct | 185.19 | 5.3 | 0 | 6.19 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 172.5 expiring on 30DEC2025
Delta for 172.5 PE is -0.47
Historical price for 172.5 PE is as follows
On 12 Dec TATASTEEL was trading at 171.89. The strike last trading price was 3.22, which was -3.89 lower than the previous day. The implied volatity was 22.28, the open interest changed by 457 which increased total open position to 691
On 11 Dec TATASTEEL was trading at 166.38. The strike last trading price was 7.02, which was -3.59 lower than the previous day. The implied volatity was 25.19, the open interest changed by -24 which decreased total open position to 233
On 10 Dec TATASTEEL was trading at 162.23. The strike last trading price was 10.61, which was -1.28 lower than the previous day. The implied volatity was 27.08, the open interest changed by -7 which decreased total open position to 257
On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 11.8, which was 2.33 higher than the previous day. The implied volatity was 30.39, the open interest changed by -19 which decreased total open position to 264
On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 9.47, which was 3.26 higher than the previous day. The implied volatity was 26.74, the open interest changed by -19 which decreased total open position to 283
On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 6.06, which was -0.82 lower than the previous day. The implied volatity was 21.34, the open interest changed by 5 which increased total open position to 301
On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 6.85, which was 0 lower than the previous day. The implied volatity was 23.97, the open interest changed by 8 which increased total open position to 296
On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 6.85, which was 0.57 higher than the previous day. The implied volatity was 23.51, the open interest changed by -24 which decreased total open position to 289
On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 6.27, which was 0.3 higher than the previous day. The implied volatity was 23.66, the open interest changed by 8 which increased total open position to 313
On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 5.94, which was -0.17 lower than the previous day. The implied volatity was 23.88, the open interest changed by 1 which increased total open position to 304
On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 5.98, which was -0.17 lower than the previous day. The implied volatity was 22.00, the open interest changed by 16 which increased total open position to 304
On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 6.14, which was 0.61 higher than the previous day. The implied volatity was 22.51, the open interest changed by 8 which increased total open position to 287
On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 5.6, which was -2.13 lower than the previous day. The implied volatity was 23.73, the open interest changed by 72 which increased total open position to 288
On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 7.67, which was -0.94 lower than the previous day. The implied volatity was 23.90, the open interest changed by 11 which increased total open position to 218
On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 8.51, which was 1.44 higher than the previous day. The implied volatity was 25.88, the open interest changed by 8 which increased total open position to 207
On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 7.21, which was 2.44 higher than the previous day. The implied volatity was 26.18, the open interest changed by 65 which increased total open position to 198
On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 4.75, which was 0.14 higher than the previous day. The implied volatity was 24.71, the open interest changed by 51 which increased total open position to 130
On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 4.58, which was -0.46 lower than the previous day. The implied volatity was 25.24, the open interest changed by 15 which increased total open position to 79
On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 5, which was 0.34 higher than the previous day. The implied volatity was 25.47, the open interest changed by 23 which increased total open position to 64
On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 4.67, which was 0.22 higher than the previous day. The implied volatity was 25.57, the open interest changed by 18 which increased total open position to 40
On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 4.45, which was 0.52 higher than the previous day. The implied volatity was 25.05, the open interest changed by 12 which increased total open position to 24
On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 3.93, which was -1.37 lower than the previous day. The implied volatity was 26.61, the open interest changed by 11 which increased total open position to 11
On 12 Nov TATASTEEL was trading at 178.61. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TATASTEEL was trading at 181.04. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
On 10 Nov TATASTEEL was trading at 181.48. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 5.18, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATASTEEL was trading at 181.37. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATASTEEL was trading at 177.27. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 3.67, 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 5.3, which was 0 lower than the previous day. The implied volatity was 4.19, the open interest changed by 0 which decreased total open position to 0
On 3 Nov TATASTEEL was trading at 182.67. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 5.47, 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 5.3, 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 30 Oct TATASTEEL was trading at 184.35. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
On 29 Oct TATASTEEL was trading at 185.19. The strike last trading price was 5.3, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0































































































































































































































