[--[65.84.65.76]--]

TATASTEEL

Tata Steel Limited
202.32 +8.47 (4.37%)
L: 194.11 H: 202.99

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Historical option data for TATASTEEL

29 Jan 2026 04:12 PM IST
TATASTEEL 24-FEB-2026 191 CE
Delta: 0.8
Vega: 0.15
Theta: -0.13
Gamma: 0.02
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
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
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