TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
16 Jan 2026 04:12 PM IST
| TATASTEEL 27-JAN-2026 184 CE | ||||||||||||||||
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Delta: 0.73
Vega: 0.11
Theta: -0.16
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 188.21 | 5.92 | -1.36 | 24.34 | 83 | 5 | 299 | |||||||||
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| 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 | |||||||
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Delta: -0.3
Vega: 0.11
Theta: -0.13
Gamma: 0.04
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| 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































































































































































































































