[--[65.84.65.76]--]

TATASTEEL

Tata Steel Limited
188.21 -1.04 (-0.55%)
L: 187.31 H: 191

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Historical option data for TATASTEEL

16 Jan 2026 04:12 PM IST
TATASTEEL 27-JAN-2026 184 CE
Delta: 0.73
Vega: 0.11
Theta: -0.16
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 188.21 5.92 -1.36 24.34 83 5 299
14 Jan 189.25 7.35 4.37 25.48 1,696 -345 294
13 Jan 182.57 2.9 -0.92 23.14 1,745 103 639
12 Jan 183.24 3.84 1.7 25.73 1,164 205 528
9 Jan 178.40 2.21 -0.82 25.63 815 -69 325
8 Jan 180.12 2.91 -1.51 26.04 1,845 105 391
7 Jan 183.80 4.37 -1.62 23.88 474 117 274
6 Jan 186.20 5.98 0.11 23.05 349 -60 160
5 Jan 185.72 5.9 1.93 24.02 987 -70 220
2 Jan 182.88 3.87 0.31 20.13 1,284 73 289
1 Jan 181.89 3.59 0.35 20.87 176 -6 216
31 Dec 180.08 3.25 -0.14 22.76 322 222 222


For Tata Steel Limited - strike price 184 expiring on 27JAN2026

Delta for 184 CE is 0.73

Historical price for 184 CE is as follows

On 16 Jan TATASTEEL was trading at 188.21. The strike last trading price was 5.92, which was -1.36 lower than the previous day. The implied volatity was 24.34, the open interest changed by 5 which increased total open position to 299


On 14 Jan TATASTEEL was trading at 189.25. The strike last trading price was 7.35, which was 4.37 higher than the previous day. The implied volatity was 25.48, the open interest changed by -345 which decreased total open position to 294


On 13 Jan TATASTEEL was trading at 182.57. The strike last trading price was 2.9, which was -0.92 lower than the previous day. The implied volatity was 23.14, the open interest changed by 103 which increased total open position to 639


On 12 Jan TATASTEEL was trading at 183.24. The strike last trading price was 3.84, which was 1.7 higher than the previous day. The implied volatity was 25.73, the open interest changed by 205 which increased total open position to 528


On 9 Jan TATASTEEL was trading at 178.40. The strike last trading price was 2.21, which was -0.82 lower than the previous day. The implied volatity was 25.63, the open interest changed by -69 which decreased total open position to 325


On 8 Jan TATASTEEL was trading at 180.12. The strike last trading price was 2.91, which was -1.51 lower than the previous day. The implied volatity was 26.04, the open interest changed by 105 which increased total open position to 391


On 7 Jan TATASTEEL was trading at 183.80. The strike last trading price was 4.37, which was -1.62 lower than the previous day. The implied volatity was 23.88, the open interest changed by 117 which increased total open position to 274


On 6 Jan TATASTEEL was trading at 186.20. The strike last trading price was 5.98, which was 0.11 higher than the previous day. The implied volatity was 23.05, the open interest changed by -60 which decreased total open position to 160


On 5 Jan TATASTEEL was trading at 185.72. The strike last trading price was 5.9, which was 1.93 higher than the previous day. The implied volatity was 24.02, the open interest changed by -70 which decreased total open position to 220


On 2 Jan TATASTEEL was trading at 182.88. The strike last trading price was 3.87, which was 0.31 higher than the previous day. The implied volatity was 20.13, the open interest changed by 73 which increased total open position to 289


On 1 Jan TATASTEEL was trading at 181.89. The strike last trading price was 3.59, which was 0.35 higher than the previous day. The implied volatity was 20.87, the open interest changed by -6 which decreased total open position to 216


On 31 Dec TATASTEEL was trading at 180.08. The strike last trading price was 3.25, which was -0.14 lower than the previous day. The implied volatity was 22.76, the open interest changed by 222 which increased total open position to 222


TATASTEEL 27JAN2026 184 PE
Delta: -0.3
Vega: 0.11
Theta: -0.13
Gamma: 0.04
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 188.21 1.72 0.08 27.53 651 60 387
14 Jan 189.25 1.59 -2.56 27.62 2,033 158 331
13 Jan 182.57 4.22 0.09 26.47 339 -12 173
12 Jan 183.24 4.06 -2.89 27.58 193 5 180
9 Jan 178.40 6.95 0.95 26.63 123 -72 176
8 Jan 180.12 6.24 2.26 27.21 527 -100 249
7 Jan 183.80 4.03 0.77 25.14 1,593 22 351
6 Jan 186.20 3.26 0.05 26.94 769 65 325
5 Jan 185.72 3.22 -1.15 24.91 1,021 157 259
2 Jan 182.88 4.41 -0.47 23.26 282 53 103
1 Jan 181.89 4.88 -1.29 22.62 54 9 49
31 Dec 180.08 6.12 -4.63 23.58 55 39 39


For Tata Steel Limited - strike price 184 expiring on 27JAN2026

Delta for 184 PE is -0.3

Historical price for 184 PE is as follows

On 16 Jan TATASTEEL was trading at 188.21. The strike last trading price was 1.72, which was 0.08 higher than the previous day. The implied volatity was 27.53, the open interest changed by 60 which increased total open position to 387


On 14 Jan TATASTEEL was trading at 189.25. The strike last trading price was 1.59, which was -2.56 lower than the previous day. The implied volatity was 27.62, the open interest changed by 158 which increased total open position to 331


On 13 Jan TATASTEEL was trading at 182.57. The strike last trading price was 4.22, which was 0.09 higher than the previous day. The implied volatity was 26.47, the open interest changed by -12 which decreased total open position to 173


On 12 Jan TATASTEEL was trading at 183.24. The strike last trading price was 4.06, which was -2.89 lower than the previous day. The implied volatity was 27.58, the open interest changed by 5 which increased total open position to 180


On 9 Jan TATASTEEL was trading at 178.40. The strike last trading price was 6.95, which was 0.95 higher than the previous day. The implied volatity was 26.63, the open interest changed by -72 which decreased total open position to 176


On 8 Jan TATASTEEL was trading at 180.12. The strike last trading price was 6.24, which was 2.26 higher than the previous day. The implied volatity was 27.21, the open interest changed by -100 which decreased total open position to 249


On 7 Jan TATASTEEL was trading at 183.80. The strike last trading price was 4.03, which was 0.77 higher than the previous day. The implied volatity was 25.14, the open interest changed by 22 which increased total open position to 351


On 6 Jan TATASTEEL was trading at 186.20. The strike last trading price was 3.26, which was 0.05 higher than the previous day. The implied volatity was 26.94, the open interest changed by 65 which increased total open position to 325


On 5 Jan TATASTEEL was trading at 185.72. The strike last trading price was 3.22, which was -1.15 lower than the previous day. The implied volatity was 24.91, the open interest changed by 157 which increased total open position to 259


On 2 Jan TATASTEEL was trading at 182.88. The strike last trading price was 4.41, which was -0.47 lower than the previous day. The implied volatity was 23.26, the open interest changed by 53 which increased total open position to 103


On 1 Jan TATASTEEL was trading at 181.89. The strike last trading price was 4.88, which was -1.29 lower than the previous day. The implied volatity was 22.62, the open interest changed by 9 which increased total open position to 49


On 31 Dec TATASTEEL was trading at 180.08. The strike last trading price was 6.12, which was -4.63 lower than the previous day. The implied volatity was 23.58, the open interest changed by 39 which increased total open position to 39