[--[65.84.65.76]--]

TATASTEEL

Tata Steel Limited
167.11 +0.34 (0.20%)
L: 165 H: 167.65

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Historical option data for TATASTEEL

05 Dec 2025 04:12 PM IST
TATASTEEL 30-DEC-2025 177.5 CE
Delta: 0.19
Vega: 0.12
Theta: -0.06
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 167.11 0.98 -0.06 21.89 762 -18 961
4 Dec 166.77 1.05 -0.08 22.74 322 37 982
3 Dec 166.92 1.13 -0.2 22.96 931 122 944
2 Dec 167.78 1.32 -0.15 22.24 265 35 819
1 Dec 168.63 1.43 -0.08 21.39 586 28 783
28 Nov 167.96 1.52 -0.08 21.44 263 15 754
27 Nov 168.13 1.6 -0.35 21.61 896 209 739
26 Nov 169.67 1.96 0.52 20.93 992 -61 532
25 Nov 166.33 1.41 -0.15 22.53 755 109 590
24 Nov 165.36 1.59 -0.76 24.46 405 117 470
21 Nov 168.00 2.31 -1.61 23.51 486 145 353
20 Nov 172.46 3.95 -0.48 23.44 119 63 206
19 Nov 173.21 4.42 0.08 23.60 95 39 143
18 Nov 172.45 4.38 -0.54 24.51 123 38 104
17 Nov 173.17 4.99 -0.46 24.91 31 10 65
14 Nov 174.26 5.37 -1.57 24.22 30 19 53
13 Nov 176.65 7.04 -1.16 25.19 40 31 33
12 Nov 178.61 8.2 -5.2 24.92 2 1 1
11 Nov 181.04 13.4 0 - 0 0 0
10 Nov 181.48 13.4 0 - 0 0 0
7 Nov 181.37 13.4 0 - 0 0 0
6 Nov 177.27 13.4 0 - 0 0 0
4 Nov 179.29 13.4 0 - 0 0 0
3 Nov 182.67 13.4 0 - 0 0 0
31 Oct 182.84 13.4 0 - 0 0 0
30 Oct 184.35 13.4 0 - 0 0 0
29 Oct 185.19 13.4 0 - 0 0 0


For Tata Steel Limited - strike price 177.5 expiring on 30DEC2025

Delta for 177.5 CE is 0.19

Historical price for 177.5 CE is as follows

On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 0.98, which was -0.06 lower than the previous day. The implied volatity was 21.89, the open interest changed by -18 which decreased total open position to 961


On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 1.05, which was -0.08 lower than the previous day. The implied volatity was 22.74, the open interest changed by 37 which increased total open position to 982


On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 1.13, which was -0.2 lower than the previous day. The implied volatity was 22.96, the open interest changed by 122 which increased total open position to 944


On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 1.32, which was -0.15 lower than the previous day. The implied volatity was 22.24, the open interest changed by 35 which increased total open position to 819


On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 1.43, which was -0.08 lower than the previous day. The implied volatity was 21.39, the open interest changed by 28 which increased total open position to 783


On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 1.52, which was -0.08 lower than the previous day. The implied volatity was 21.44, the open interest changed by 15 which increased total open position to 754


On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 21.61, the open interest changed by 209 which increased total open position to 739


On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 1.96, which was 0.52 higher than the previous day. The implied volatity was 20.93, the open interest changed by -61 which decreased total open position to 532


On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 1.41, which was -0.15 lower than the previous day. The implied volatity was 22.53, the open interest changed by 109 which increased total open position to 590


On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 1.59, which was -0.76 lower than the previous day. The implied volatity was 24.46, the open interest changed by 117 which increased total open position to 470


On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 2.31, which was -1.61 lower than the previous day. The implied volatity was 23.51, the open interest changed by 145 which increased total open position to 353


On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 3.95, which was -0.48 lower than the previous day. The implied volatity was 23.44, the open interest changed by 63 which increased total open position to 206


On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 4.42, which was 0.08 higher than the previous day. The implied volatity was 23.60, the open interest changed by 39 which increased total open position to 143


On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 4.38, which was -0.54 lower than the previous day. The implied volatity was 24.51, the open interest changed by 38 which increased total open position to 104


On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 4.99, which was -0.46 lower than the previous day. The implied volatity was 24.91, the open interest changed by 10 which increased total open position to 65


On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 5.37, which was -1.57 lower than the previous day. The implied volatity was 24.22, the open interest changed by 19 which increased total open position to 53


On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 7.04, which was -1.16 lower than the previous day. The implied volatity was 25.19, the open interest changed by 31 which increased total open position to 33


On 12 Nov TATASTEEL was trading at 178.61. The strike last trading price was 8.2, which was -5.2 lower than the previous day. The implied volatity was 24.92, the open interest changed by 1 which increased total open position to 1


On 11 Nov TATASTEEL was trading at 181.04. The strike last trading price was 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 13.4, 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 177.5 PE
Delta: -0.81
Vega: 0.12
Theta: -0.01
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 167.11 9.87 -0.48 21.82 14 -6 159
4 Dec 166.77 10.35 -0.46 22.41 7 0 167
3 Dec 166.92 10.8 1.22 25.44 46 -32 168
2 Dec 167.78 9.59 -0.01 - 0 -1 0
1 Dec 168.63 9.59 -0.01 25.65 9 -1 200
28 Nov 167.96 9.6 -0.35 23.12 3 -2 201
27 Nov 168.13 9.95 1.35 24.89 9 -3 203
26 Nov 169.67 8.66 -2.88 23.33 16 -5 205
25 Nov 166.33 11.54 -0.36 25.58 162 106 209
24 Nov 165.36 11.9 1.51 24.59 30 20 104
21 Nov 168.00 10.41 3.12 26.03 34 16 84
20 Nov 172.46 7.29 0.34 24.23 20 14 67
19 Nov 173.21 6.95 -1.29 24.53 35 26 51
18 Nov 172.45 8.24 0.74 28.11 18 11 26
17 Nov 173.17 7.5 -0.11 26.97 1 0 14
14 Nov 174.26 7.61 1.56 28.12 9 2 13
13 Nov 176.65 6.05 1.25 26.63 20 10 12
12 Nov 178.61 4.8 -2.4 24.80 2 1 1
11 Nov 181.04 7.2 0 3.09 0 0 0
10 Nov 181.48 7.2 0 3.25 0 0 0
7 Nov 181.37 7.2 0 3.23 0 0 0
6 Nov 177.27 7.2 0 1.23 0 0 0
4 Nov 179.29 7.2 0 2.22 0 0 0
3 Nov 182.67 7.2 0 3.74 0 0 0
31 Oct 182.84 7.2 0 - 0 0 0
30 Oct 184.35 7.2 0 4.06 0 0 0
29 Oct 185.19 7.2 0 4.26 0 0 0


For Tata Steel Limited - strike price 177.5 expiring on 30DEC2025

Delta for 177.5 PE is -0.81

Historical price for 177.5 PE is as follows

On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 9.87, which was -0.48 lower than the previous day. The implied volatity was 21.82, the open interest changed by -6 which decreased total open position to 159


On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 10.35, which was -0.46 lower than the previous day. The implied volatity was 22.41, the open interest changed by 0 which decreased total open position to 167


On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 10.8, which was 1.22 higher than the previous day. The implied volatity was 25.44, the open interest changed by -32 which decreased total open position to 168


On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 9.59, which was -0.01 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 9.59, which was -0.01 lower than the previous day. The implied volatity was 25.65, the open interest changed by -1 which decreased total open position to 200


On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 9.6, which was -0.35 lower than the previous day. The implied volatity was 23.12, the open interest changed by -2 which decreased total open position to 201


On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 9.95, which was 1.35 higher than the previous day. The implied volatity was 24.89, the open interest changed by -3 which decreased total open position to 203


On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 8.66, which was -2.88 lower than the previous day. The implied volatity was 23.33, the open interest changed by -5 which decreased total open position to 205


On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 11.54, which was -0.36 lower than the previous day. The implied volatity was 25.58, the open interest changed by 106 which increased total open position to 209


On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 11.9, which was 1.51 higher than the previous day. The implied volatity was 24.59, the open interest changed by 20 which increased total open position to 104


On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 10.41, which was 3.12 higher than the previous day. The implied volatity was 26.03, the open interest changed by 16 which increased total open position to 84


On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 7.29, which was 0.34 higher than the previous day. The implied volatity was 24.23, the open interest changed by 14 which increased total open position to 67


On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 6.95, which was -1.29 lower than the previous day. The implied volatity was 24.53, the open interest changed by 26 which increased total open position to 51


On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 8.24, which was 0.74 higher than the previous day. The implied volatity was 28.11, the open interest changed by 11 which increased total open position to 26


On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 7.5, which was -0.11 lower than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 14


On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 7.61, which was 1.56 higher than the previous day. The implied volatity was 28.12, the open interest changed by 2 which increased total open position to 13


On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 6.05, which was 1.25 higher than the previous day. The implied volatity was 26.63, the open interest changed by 10 which increased total open position to 12


On 12 Nov TATASTEEL was trading at 178.61. The strike last trading price was 4.8, which was -2.4 lower than the previous day. The implied volatity was 24.80, the open interest changed by 1 which increased total open position to 1


On 11 Nov TATASTEEL was trading at 181.04. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 3.09, 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 7.2, which was 0 lower than the previous day. The implied volatity was 3.25, 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 7.2, which was 0 lower than the previous day. The implied volatity was 3.23, 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 7.2, which was 0 lower than the previous day. The implied volatity was 1.23, 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 7.2, which was 0 lower than the previous day. The implied volatity was 2.22, 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 7.2, which was 0 lower than the previous day. The implied volatity was 3.74, 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 7.2, 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 7.2, which was 0 lower than the previous day. The implied volatity was 4.06, 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 7.2, which was 0 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0