[--[65.84.65.76]--]

TATASTEEL

Tata Steel Limited
171.89 +5.51 (3.31%)
L: 167.4 H: 172.5

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Historical option data for TATASTEEL

12 Dec 2025 04:12 PM IST
TATASTEEL 30-DEC-2025 172.5 CE
Delta: 0.53
Vega: 0.15
Theta: -0.10
Gamma: 0.05
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
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
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