TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
05 Dec 2025 04:12 PM IST
| TATASTEEL 30-DEC-2025 177.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.12
Theta: -0.06
Gamma: 0.03
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| 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 | |||||||||
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| 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
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| 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































































































































































































































