TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
29 Jan 2026 04:12 PM IST
| TATASTEEL 24-FEB-2026 191 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.8
Vega: 0.15
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jan | 202.32 | 14.82 | 6.16 | 30.68 | 328 | 101 | 257 | |||||||||
| 28 Jan | 193.85 | 8.61 | 0.8 | 30.06 | 291 | -36 | 162 | |||||||||
| 27 Jan | 192.28 | 7.94 | 2.11 | 28.36 | 1,398 | 4 | 198 | |||||||||
| 23 Jan | 187.61 | 5.85 | -0.15 | 30.02 | 1,046 | 139 | 195 | |||||||||
| 22 Jan | 189.10 | 6.16 | 2.32 | 26.87 | 84 | 13 | 55 | |||||||||
| 21 Jan | 184.41 | 3.84 | -0.06 | 25.96 | 8 | 2 | 42 | |||||||||
| 20 Jan | 183.56 | 3.9 | -1.94 | 27.23 | 25 | 13 | 41 | |||||||||
| 19 Jan | 188.27 | 5.84 | -0.05 | - | 0 | 0 | 28 | |||||||||
| 16 Jan | 188.21 | 5.84 | -0.05 | 25.69 | 29 | 17 | 28 | |||||||||
| 14 Jan | 189.25 | 5.89 | 1.88 | 22.33 | 16 | 11 | 11 | |||||||||
| 13 Jan | 182.57 | 4.01 | 0 | 3.37 | 0 | 0 | 0 | |||||||||
| 12 Jan | 183.24 | 4.01 | 0 | 2.92 | 0 | 0 | 0 | |||||||||
| 9 Jan | 178.40 | 4.01 | 0 | 4.52 | 0 | 0 | 0 | |||||||||
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| 8 Jan | 180.12 | 4.01 | 0 | 4.36 | 0 | 0 | 0 | |||||||||
| 7 Jan | 183.80 | 4.01 | 0 | 2.34 | 0 | 0 | 0 | |||||||||
| 6 Jan | 186.20 | 4.01 | 0 | 1.06 | 0 | 0 | 0 | |||||||||
| 5 Jan | 185.72 | 4.01 | 0 | 1.32 | 0 | 0 | 0 | |||||||||
| 2 Jan | 182.88 | 4.01 | 0 | 2.57 | 0 | 0 | 0 | |||||||||
| 1 Jan | 181.89 | 4.01 | 0 | 3.01 | 0 | 0 | 0 | |||||||||
| 31 Dec | 180.08 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 191 expiring on 24FEB2026
Delta for 191 CE is 0.8
Historical price for 191 CE is as follows
On 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 14.82, which was 6.16 higher than the previous day. The implied volatity was 30.68, the open interest changed by 101 which increased total open position to 257
On 28 Jan TATASTEEL was trading at 193.85. The strike last trading price was 8.61, which was 0.8 higher than the previous day. The implied volatity was 30.06, the open interest changed by -36 which decreased total open position to 162
On 27 Jan TATASTEEL was trading at 192.28. The strike last trading price was 7.94, which was 2.11 higher than the previous day. The implied volatity was 28.36, the open interest changed by 4 which increased total open position to 198
On 23 Jan TATASTEEL was trading at 187.61. The strike last trading price was 5.85, which was -0.15 lower than the previous day. The implied volatity was 30.02, the open interest changed by 139 which increased total open position to 195
On 22 Jan TATASTEEL was trading at 189.10. The strike last trading price was 6.16, which was 2.32 higher than the previous day. The implied volatity was 26.87, the open interest changed by 13 which increased total open position to 55
On 21 Jan TATASTEEL was trading at 184.41. The strike last trading price was 3.84, which was -0.06 lower than the previous day. The implied volatity was 25.96, the open interest changed by 2 which increased total open position to 42
On 20 Jan TATASTEEL was trading at 183.56. The strike last trading price was 3.9, which was -1.94 lower than the previous day. The implied volatity was 27.23, the open interest changed by 13 which increased total open position to 41
On 19 Jan TATASTEEL was trading at 188.27. The strike last trading price was 5.84, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 16 Jan TATASTEEL was trading at 188.21. The strike last trading price was 5.84, which was -0.05 lower than the previous day. The implied volatity was 25.69, the open interest changed by 17 which increased total open position to 28
On 14 Jan TATASTEEL was trading at 189.25. The strike last trading price was 5.89, which was 1.88 higher than the previous day. The implied volatity was 22.33, the open interest changed by 11 which increased total open position to 11
On 13 Jan TATASTEEL was trading at 182.57. The strike last trading price was 4.01, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 12 Jan TATASTEEL was trading at 183.24. The strike last trading price was 4.01, which was 0 lower than the previous day. The implied volatity was 2.92, the open interest changed by 0 which decreased total open position to 0
On 9 Jan TATASTEEL was trading at 178.40. The strike last trading price was 4.01, which was 0 lower than the previous day. The implied volatity was 4.52, the open interest changed by 0 which decreased total open position to 0
On 8 Jan TATASTEEL was trading at 180.12. The strike last trading price was 4.01, which was 0 lower than the previous day. The implied volatity was 4.36, the open interest changed by 0 which decreased total open position to 0
On 7 Jan TATASTEEL was trading at 183.80. The strike last trading price was 4.01, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0
On 6 Jan TATASTEEL was trading at 186.20. The strike last trading price was 4.01, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
On 5 Jan TATASTEEL was trading at 185.72. The strike last trading price was 4.01, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0
On 2 Jan TATASTEEL was trading at 182.88. The strike last trading price was 4.01, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0
On 1 Jan TATASTEEL was trading at 181.89. The strike last trading price was 4.01, which was 0 lower than the previous day. The implied volatity was 3.01, the open interest changed by 0 which decreased total open position to 0
On 31 Dec TATASTEEL was trading at 180.08. The strike last trading price was 0, 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 0
| TATASTEEL 24FEB2026 191 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.16
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jan | 202.32 | 2.52 | -2.11 | 34.55 | 368 | -5 | 189 |
| 28 Jan | 193.85 | 4.64 | -1.03 | 31.5 | 469 | 7 | 194 |
| 27 Jan | 192.28 | 5.16 | -2.77 | 32.14 | 692 | 88 | 185 |
| 23 Jan | 187.61 | 8.09 | 1.38 | 32.31 | 247 | 35 | 97 |
| 22 Jan | 189.10 | 6.54 | -3.14 | 29.07 | 61 | 21 | 61 |
| 21 Jan | 184.41 | 9.68 | 2.27 | 31.07 | 4 | -1 | 41 |
| 20 Jan | 183.56 | 7.41 | -10.03 | - | 0 | 0 | 42 |
| 19 Jan | 188.27 | 7.41 | -10.03 | - | 0 | 0 | 42 |
| 16 Jan | 188.21 | 7.41 | -10.03 | 28.14 | 49 | 41 | 41 |
| 14 Jan | 189.25 | 17.44 | 0 | 0.34 | 0 | 0 | 0 |
| 13 Jan | 182.57 | 17.44 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 183.24 | 17.44 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 178.40 | 17.44 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 180.12 | 17.44 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 183.80 | 17.44 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 186.20 | 17.44 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 185.72 | 17.44 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 182.88 | 17.44 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 181.89 | 17.44 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 180.08 | 0 | 0 | 0 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 191 expiring on 24FEB2026
Delta for 191 PE is -0.22
Historical price for 191 PE is as follows
On 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 2.52, which was -2.11 lower than the previous day. The implied volatity was 34.55, the open interest changed by -5 which decreased total open position to 189
On 28 Jan TATASTEEL was trading at 193.85. The strike last trading price was 4.64, which was -1.03 lower than the previous day. The implied volatity was 31.5, the open interest changed by 7 which increased total open position to 194
On 27 Jan TATASTEEL was trading at 192.28. The strike last trading price was 5.16, which was -2.77 lower than the previous day. The implied volatity was 32.14, the open interest changed by 88 which increased total open position to 185
On 23 Jan TATASTEEL was trading at 187.61. The strike last trading price was 8.09, which was 1.38 higher than the previous day. The implied volatity was 32.31, the open interest changed by 35 which increased total open position to 97
On 22 Jan TATASTEEL was trading at 189.10. The strike last trading price was 6.54, which was -3.14 lower than the previous day. The implied volatity was 29.07, the open interest changed by 21 which increased total open position to 61
On 21 Jan TATASTEEL was trading at 184.41. The strike last trading price was 9.68, which was 2.27 higher than the previous day. The implied volatity was 31.07, the open interest changed by -1 which decreased total open position to 41
On 20 Jan TATASTEEL was trading at 183.56. The strike last trading price was 7.41, which was -10.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 19 Jan TATASTEEL was trading at 188.27. The strike last trading price was 7.41, which was -10.03 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 16 Jan TATASTEEL was trading at 188.21. The strike last trading price was 7.41, which was -10.03 lower than the previous day. The implied volatity was 28.14, the open interest changed by 41 which increased total open position to 41
On 14 Jan TATASTEEL was trading at 189.25. The strike last trading price was 17.44, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
On 13 Jan TATASTEEL was trading at 182.57. The strike last trading price was 17.44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan TATASTEEL was trading at 183.24. The strike last trading price was 17.44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan TATASTEEL was trading at 178.40. The strike last trading price was 17.44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan TATASTEEL was trading at 180.12. The strike last trading price was 17.44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan TATASTEEL was trading at 183.80. The strike last trading price was 17.44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan TATASTEEL was trading at 186.20. The strike last trading price was 17.44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jan TATASTEEL was trading at 185.72. The strike last trading price was 17.44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan TATASTEEL was trading at 182.88. The strike last trading price was 17.44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan TATASTEEL was trading at 181.89. The strike last trading price was 17.44, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec TATASTEEL was trading at 180.08. The strike last trading price was 0, 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 0






























































































































































































































