Historical option data for TATASTEEL
29 Jun 2026 10:50 AM IST
| TATASTEEL 28-Jul-2026 (27d) 190 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0
Theta: -0.12
Gamma: 0.02502
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 190.20 | 6.85 | 0.85 (14.17%) | 29.3 | 1,076 | 38 | 1,418 | |||||||||
| 25 Jun | 188.71 | 6.2 | -1.8 (-22.50%) | 28.22 | 2,137 | 609 | 1,360 | |||||||||
| 24 Jun | 190.16 | 7.68 | -1.55 (-16.79%) | 30.62 | 1,061 | 476 | 749 | |||||||||
| 23 Jun | 193.56 | 9 | -3.76 (-29.47%) | 28.73 | 183 | 108 | 271 | |||||||||
| 22 Jun | 198.97 | 12.8 | -0.2 (-1.54%) | 27.16 | 76 | 47 | 163 | |||||||||
| 19 Jun | 198.96 | 13.4 | -0.6 (-4.29%) | 28.52 | 46 | -4 | 116 | |||||||||
| 18 Jun | 200.52 | 14.46 | 0.46 (3.29%) | 27.32 | 35 | 10 | 120 | |||||||||
| 17 Jun | 199.01 | 13.41 | 1.41 (11.75%) | 27.29 | 50 | 19 | 110 | |||||||||
| 16 Jun | 196.00 | 11.5 | -1.25 (-9.80%) | 28.11 | 91 | 38 | 94 | |||||||||
| 15 Jun | 197.28 | 12.59 | -0.51 (-3.89%) | 29.39 | 32 | 17 | 55 | |||||||||
| 12 Jun | 197.86 | 13.1 | 2.18 (19.96%) | 28.17 | 15 | 12 | 37 | |||||||||
| 11 Jun | 197.96 | 10.92 | -0.48 (-4.21%) | 17.88 | 12 | 4 | 25 | |||||||||
| 10 Jun | 199.31 | 11.4 | -3 (-20.83%) | 17.24 | 12 | 4 | 20 | |||||||||
| 9 Jun | 203.18 | 14.4 | -0.85 (-5.57%) | 13.8 | 2 | 1 | 16 | |||||||||
| 8 Jun | 202.72 | 15.25 | -2.45 (-13.84%) | 14.15 | 3 | 2 | 15 | |||||||||
| 5 Jun | 206.77 | 17.7 | -3.6 (-16.90%) | 30.74 | 3 | 0 | 13 | |||||||||
| 4 Jun | 210.57 | 21.3 | -0.7 (-3.18%) | 29 | 8 | -6 | 13 | |||||||||
| 3 Jun | 211.89 | 25.7 | 0 (0.00%) | 29.05 | 6 | 0 | 19 | |||||||||
| 2 Jun | 210.60 | 22 | 3.7 (20.22%) | 29.05 | 6 | -2 | 23 | |||||||||
| 1 Jun | 210.57 | 18.3 | -4.25 (-18.85%) | 28.88 | 25 | 20 | 24 | |||||||||
| 29 May | 208.02 | 22.55 | -9.67 (-30.01%) | 19.88 | 5 | 4 | 4 | |||||||||
| 27 May | 214.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 210.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 210.22 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 209.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 208.58 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 207.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 209.29 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 209.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 216.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 221.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 May | 219.62 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 212.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 212.08 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 211.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 215.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 190 expiring on 28JUL2026
Delta for 190 CE is 0.54
Historical price for 190 CE is as follows
On 29 Jun TATASTEEL was trading at 190.20. The strike last trading price was 6.85, which was 0.85 higher than the previous day. The implied volatity was 29.3, the open interest changed by 38 which increased total open position to 1418
On 25 Jun TATASTEEL was trading at 188.71. The strike last trading price was 6.2, which was -1.8 lower than the previous day. The implied volatity was 28.22, the open interest changed by 609 which increased total open position to 1360
On 24 Jun TATASTEEL was trading at 190.16. The strike last trading price was 7.68, which was -1.55 lower than the previous day. The implied volatity was 30.62, the open interest changed by 476 which increased total open position to 749
On 23 Jun TATASTEEL was trading at 193.56. The strike last trading price was 9, which was -3.76 lower than the previous day. The implied volatity was 28.73, the open interest changed by 108 which increased total open position to 271
On 22 Jun TATASTEEL was trading at 198.97. The strike last trading price was 12.8, which was -0.2 lower than the previous day. The implied volatity was 27.16, the open interest changed by 47 which increased total open position to 163
On 19 Jun TATASTEEL was trading at 198.96. The strike last trading price was 13.4, which was -0.6 lower than the previous day. The implied volatity was 28.52, the open interest changed by -4 which decreased total open position to 116
On 18 Jun TATASTEEL was trading at 200.52. The strike last trading price was 14.46, which was 0.46 higher than the previous day. The implied volatity was 27.32, the open interest changed by 10 which increased total open position to 120
On 17 Jun TATASTEEL was trading at 199.01. The strike last trading price was 13.41, which was 1.41 higher than the previous day. The implied volatity was 27.29, the open interest changed by 19 which increased total open position to 110
On 16 Jun TATASTEEL was trading at 196.00. The strike last trading price was 11.5, which was -1.25 lower than the previous day. The implied volatity was 28.11, the open interest changed by 38 which increased total open position to 94
On 15 Jun TATASTEEL was trading at 197.28. The strike last trading price was 12.59, which was -0.51 lower than the previous day. The implied volatity was 29.39, the open interest changed by 17 which increased total open position to 55
On 12 Jun TATASTEEL was trading at 197.86. The strike last trading price was 13.1, which was 2.18 higher than the previous day. The implied volatity was 28.17, the open interest changed by 12 which increased total open position to 37
On 11 Jun TATASTEEL was trading at 197.96. The strike last trading price was 10.92, which was -0.48 lower than the previous day. The implied volatity was 17.88, the open interest changed by 4 which increased total open position to 25
On 10 Jun TATASTEEL was trading at 199.31. The strike last trading price was 11.4, which was -3 lower than the previous day. The implied volatity was 17.24, the open interest changed by 4 which increased total open position to 20
On 9 Jun TATASTEEL was trading at 203.18. The strike last trading price was 14.4, which was -0.85 lower than the previous day. The implied volatity was 13.8, the open interest changed by 1 which increased total open position to 16
On 8 Jun TATASTEEL was trading at 202.72. The strike last trading price was 15.25, which was -2.45 lower than the previous day. The implied volatity was 14.15, the open interest changed by 2 which increased total open position to 15
On 5 Jun TATASTEEL was trading at 206.77. The strike last trading price was 17.7, which was -3.6 lower than the previous day. The implied volatity was 30.74, the open interest changed by 0 which decreased total open position to 13
On 4 Jun TATASTEEL was trading at 210.57. The strike last trading price was 21.3, which was -0.7 lower than the previous day. The implied volatity was 29, the open interest changed by -6 which decreased total open position to 13
On 3 Jun TATASTEEL was trading at 211.89. The strike last trading price was 25.7, which was 0 lower than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 19
On 2 Jun TATASTEEL was trading at 210.60. The strike last trading price was 22, which was 3.7 higher than the previous day. The implied volatity was 29.05, the open interest changed by -2 which decreased total open position to 23
On 1 Jun TATASTEEL was trading at 210.57. The strike last trading price was 18.3, which was -4.25 lower than the previous day. The implied volatity was 28.88, the open interest changed by 20 which increased total open position to 24
On 29 May TATASTEEL was trading at 208.02. The strike last trading price was 22.55, which was -9.67 lower than the previous day. The implied volatity was 19.88, the open interest changed by 4 which increased total open position to 4
On 27 May TATASTEEL was trading at 214.70. The strike last trading price was 0, 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 26 May TATASTEEL was trading at 210.47. The strike last trading price was 0, 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 25 May TATASTEEL was trading at 210.22. The strike last trading price was 0, 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 22 May TATASTEEL was trading at 209.19. The strike last trading price was 0, 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 21 May TATASTEEL was trading at 208.58. The strike last trading price was 0, 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 20 May TATASTEEL was trading at 207.01. The strike last trading price was 0, 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 19 May TATASTEEL was trading at 209.29. The strike last trading price was 0, 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 18 May TATASTEEL was trading at 209.71. The strike last trading price was 0, 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 15 May TATASTEEL was trading at 216.84. The strike last trading price was 0, 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 14 May TATASTEEL was trading at 221.13. The strike last trading price was 0, 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 13 May TATASTEEL was trading at 219.62. The strike last trading price was 0, 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 May TATASTEEL was trading at 212.00. The strike last trading price was 0, 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 May TATASTEEL was trading at 212.08. The strike last trading price was 0, 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 Apr TATASTEEL was trading at 211.36. The strike last trading price was 0, 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 Apr TATASTEEL was trading at 215.88. The strike last trading price was 0, 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 28-Jul-2026 (27d) 190 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 0
Theta: -0.08
Gamma: 0.02616
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 190.20 | 5.51 | -0.94 (-14.57%) | 28.01 | 408 | 149 | 1,353 |
| 25 Jun | 188.71 | 6.65 | 0.84 (14.46%) | 28.23 | 1,327 | 397 | 1,202 |
| 24 Jun | 190.16 | 5.82 | 1.36 (30.49%) | 27.47 | 986 | 224 | 804 |
| 23 Jun | 193.56 | 4.73 | 2.26 (91.50%) | 27.77 | 733 | 170 | 579 |
| 22 Jun | 198.97 | 2.49 | -0.06 (-2.35%) | 25.44 | 121 | 40 | 409 |
| 19 Jun | 198.96 | 2.5 | 0.26 (11.61%) | 25.11 | 120 | -6 | 370 |
| 18 Jun | 200.52 | 2.23 | -0.61 (-21.48%) | 25 | 123 | 36 | 376 |
| 17 Jun | 199.01 | 2.91 | -0.7 (-19.39%) | 26.17 | 73 | 12 | 342 |
| 16 Jun | 196.00 | 3.6 | 0.24 (7.14%) | 25.4 | 142 | 19 | 331 |
| 15 Jun | 197.28 | 3.4 | 0.1 (3.03%) | 25.4 | 82 | 9 | 312 |
| 12 Jun | 197.86 | 3.35 | -1.65 (-33.00%) | 25.36 | 100 | 24 | 300 |
| 11 Jun | 197.96 | 5 | 0.23 (4.82%) | 31.91 | 66 | 18 | 275 |
| 10 Jun | 199.31 | 5 | 2 (66.67%) | 32.11 | 89 | 5 | 255 |
| 9 Jun | 203.18 | 3 | -1 (-25.00%) | 29.95 | 110 | -13 | 250 |
| 8 Jun | 202.72 | 4 | 1 (33.33%) | 31.77 | 67 | 9 | 258 |
| 5 Jun | 206.77 | 3 | 1 (50.00%) | 29.93 | 138 | 43 | 249 |
| 4 Jun | 210.57 | 2 | 0 (0.00%) | 29.26 | 33 | 6 | 206 |
| 3 Jun | 211.89 | 2 | 0 (0.00%) | 28.71 | 30 | -3 | 200 |
| 2 Jun | 210.60 | 2 | 0 (0.00%) | 28.29 | 25 | 8 | 203 |
| 1 Jun | 210.57 | 2 | 0 (0.00%) | 28.87 | 65 | 5 | 196 |
| 29 May | 208.02 | 2 | 1 (100.00%) | 27.7 | 190 | 168 | 191 |
| 27 May | 214.70 | 1 | -1 (-50.00%) | 27.95 | 35 | 12 | 23 |
| 26 May | 210.47 | 2.2 | -0.58 (-20.86%) | 28.29 | 17 | 9 | 11 |
| 25 May | 210.22 | 2.78 | -0.22 (-7.33%) | 30.61 | 2 | 0 | 2 |
| 22 May | 209.19 | 3 | 0 (0.00%) | - | 0 | 0 | 2 |
| 21 May | 208.58 | 3 | 0 (0.00%) | - | 0 | 0 | 2 |
| 20 May | 207.01 | 3 | 0 (0.00%) | - | 0 | 0 | 2 |
| 19 May | 209.29 | 3 | 0 (0.00%) | - | 0 | 0 | 2 |
| 18 May | 209.71 | 4.44 | 0 (0.00%) | 28.68 | 1 | 1 | 2 |
| 15 May | 216.84 | 4.44 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 221.13 | 4.44 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 219.62 | 4.44 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 12 May | 212.00 | 4.44 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 212.08 | 4.44 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 30 Apr | 211.36 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 215.88 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 190 expiring on 28JUL2026
Delta for 190 PE is -0.46
Historical price for 190 PE is as follows
On 29 Jun TATASTEEL was trading at 190.20. The strike last trading price was 5.51, which was -0.94 lower than the previous day. The implied volatity was 28.01, the open interest changed by 149 which increased total open position to 1353
On 25 Jun TATASTEEL was trading at 188.71. The strike last trading price was 6.65, which was 0.84 higher than the previous day. The implied volatity was 28.23, the open interest changed by 397 which increased total open position to 1202
On 24 Jun TATASTEEL was trading at 190.16. The strike last trading price was 5.82, which was 1.36 higher than the previous day. The implied volatity was 27.47, the open interest changed by 224 which increased total open position to 804
On 23 Jun TATASTEEL was trading at 193.56. The strike last trading price was 4.73, which was 2.26 higher than the previous day. The implied volatity was 27.77, the open interest changed by 170 which increased total open position to 579
On 22 Jun TATASTEEL was trading at 198.97. The strike last trading price was 2.49, which was -0.06 lower than the previous day. The implied volatity was 25.44, the open interest changed by 40 which increased total open position to 409
On 19 Jun TATASTEEL was trading at 198.96. The strike last trading price was 2.5, which was 0.26 higher than the previous day. The implied volatity was 25.11, the open interest changed by -6 which decreased total open position to 370
On 18 Jun TATASTEEL was trading at 200.52. The strike last trading price was 2.23, which was -0.61 lower than the previous day. The implied volatity was 25, the open interest changed by 36 which increased total open position to 376
On 17 Jun TATASTEEL was trading at 199.01. The strike last trading price was 2.91, which was -0.7 lower than the previous day. The implied volatity was 26.17, the open interest changed by 12 which increased total open position to 342
On 16 Jun TATASTEEL was trading at 196.00. The strike last trading price was 3.6, which was 0.24 higher than the previous day. The implied volatity was 25.4, the open interest changed by 19 which increased total open position to 331
On 15 Jun TATASTEEL was trading at 197.28. The strike last trading price was 3.4, which was 0.1 higher than the previous day. The implied volatity was 25.4, the open interest changed by 9 which increased total open position to 312
On 12 Jun TATASTEEL was trading at 197.86. The strike last trading price was 3.35, which was -1.65 lower than the previous day. The implied volatity was 25.36, the open interest changed by 24 which increased total open position to 300
On 11 Jun TATASTEEL was trading at 197.96. The strike last trading price was 5, which was 0.23 higher than the previous day. The implied volatity was 31.91, the open interest changed by 18 which increased total open position to 275
On 10 Jun TATASTEEL was trading at 199.31. The strike last trading price was 5, which was 2 higher than the previous day. The implied volatity was 32.11, the open interest changed by 5 which increased total open position to 255
On 9 Jun TATASTEEL was trading at 203.18. The strike last trading price was 3, which was -1 lower than the previous day. The implied volatity was 29.95, the open interest changed by -13 which decreased total open position to 250
On 8 Jun TATASTEEL was trading at 202.72. The strike last trading price was 4, which was 1 higher than the previous day. The implied volatity was 31.77, the open interest changed by 9 which increased total open position to 258
On 5 Jun TATASTEEL was trading at 206.77. The strike last trading price was 3, which was 1 higher than the previous day. The implied volatity was 29.93, the open interest changed by 43 which increased total open position to 249
On 4 Jun TATASTEEL was trading at 210.57. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 29.26, the open interest changed by 6 which increased total open position to 206
On 3 Jun TATASTEEL was trading at 211.89. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 28.71, the open interest changed by -3 which decreased total open position to 200
On 2 Jun TATASTEEL was trading at 210.60. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 28.29, the open interest changed by 8 which increased total open position to 203
On 1 Jun TATASTEEL was trading at 210.57. The strike last trading price was 2, which was 0 lower than the previous day. The implied volatity was 28.87, the open interest changed by 5 which increased total open position to 196
On 29 May TATASTEEL was trading at 208.02. The strike last trading price was 2, which was 1 higher than the previous day. The implied volatity was 27.7, the open interest changed by 168 which increased total open position to 191
On 27 May TATASTEEL was trading at 214.70. The strike last trading price was 1, which was -1 lower than the previous day. The implied volatity was 27.95, the open interest changed by 12 which increased total open position to 23
On 26 May TATASTEEL was trading at 210.47. The strike last trading price was 2.2, which was -0.58 lower than the previous day. The implied volatity was 28.29, the open interest changed by 9 which increased total open position to 11
On 25 May TATASTEEL was trading at 210.22. The strike last trading price was 2.78, which was -0.22 lower than the previous day. The implied volatity was 30.61, the open interest changed by 0 which decreased total open position to 2
On 22 May TATASTEEL was trading at 209.19. The strike last trading price was 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 2
On 21 May TATASTEEL was trading at 208.58. The strike last trading price was 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 2
On 20 May TATASTEEL was trading at 207.01. The strike last trading price was 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 2
On 19 May TATASTEEL was trading at 209.29. The strike last trading price was 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 2
On 18 May TATASTEEL was trading at 209.71. The strike last trading price was 4.44, which was 0 lower than the previous day. The implied volatity was 28.68, the open interest changed by 1 which increased total open position to 2
On 15 May TATASTEEL was trading at 216.84. The strike last trading price was 4.44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May TATASTEEL was trading at 221.13. The strike last trading price was 4.44, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May TATASTEEL was trading at 219.62. The strike last trading price was 4.44, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 12 May TATASTEEL was trading at 212.00. The strike last trading price was 4.44, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May TATASTEEL was trading at 212.08. The strike last trading price was 4.44, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 30 Apr TATASTEEL was trading at 211.36. The strike last trading price was 0, 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 Apr TATASTEEL was trading at 215.88. The strike last trading price was 0, 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
