TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
06 Feb 2026 04:12 PM IST
| TATASTEEL 24-FEB-2026 193 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0.16
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 197.06 | 7.32 | -1.61 | 27.67 | 133 | -23 | 193 | |||||||||
| 5 Feb | 197.76 | 8.73 | 1.09 | 30.91 | 531 | -40 | 216 | |||||||||
| 4 Feb | 195.40 | 7.6 | 1.41 | 32.26 | 244 | -45 | 257 | |||||||||
| 3 Feb | 192.93 | 6.25 | 1.74 | 30.19 | 985 | 35 | 302 | |||||||||
| 2 Feb | 188.51 | 4.66 | 0.99 | 32.71 | 226 | -7 | 267 | |||||||||
| 1 Feb | 185.38 | 3.91 | -3.14 | 34.01 | 511 | -3 | 273 | |||||||||
| 30 Jan | 193.13 | 6.88 | -6.07 | 32.02 | 931 | 134 | 272 | |||||||||
| 29 Jan | 202.32 | 13.3 | 5.85 | 30.59 | 292 | -109 | 139 | |||||||||
| 28 Jan | 193.85 | 7.47 | 0.67 | 29.99 | 1,150 | 51 | 250 | |||||||||
| 27 Jan | 192.28 | 6.8 | 1.74 | 28.15 | 779 | 119 | 193 | |||||||||
| 23 Jan | 187.61 | 5.12 | -0.09 | 30.47 | 208 | 34 | 66 | |||||||||
| 22 Jan | 189.10 | 5.3 | 2.45 | 27.11 | 74 | 13 | 32 | |||||||||
| 21 Jan | 184.41 | 2.85 | -2.38 | 24.38 | 21 | -7 | 19 | |||||||||
| 20 Jan | 183.56 | 5.23 | 0.11 | - | 0 | 0 | 26 | |||||||||
| 19 Jan | 188.27 | 5.23 | 0.11 | 28.09 | 6 | 4 | 25 | |||||||||
| 16 Jan | 188.21 | 5.06 | -0.55 | 26.02 | 16 | 14 | 19 | |||||||||
| 14 Jan | 189.25 | 5.61 | 2.08 | 24.91 | 5 | 0 | 0 | |||||||||
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| 13 Jan | 182.57 | 3.53 | 0 | 4.35 | 0 | 0 | 0 | |||||||||
| 12 Jan | 183.24 | 3.53 | 0 | 3.85 | 0 | 0 | 0 | |||||||||
| 9 Jan | 178.40 | 3.53 | 0 | 5.32 | 0 | 0 | 0 | |||||||||
| 8 Jan | 180.12 | 3.53 | 0 | 4.82 | 0 | 0 | 0 | |||||||||
| 7 Jan | 183.80 | 3.53 | 0 | 3.28 | 0 | 0 | 0 | |||||||||
| 6 Jan | 186.20 | 3.53 | 0 | 2.02 | 0 | 0 | 0 | |||||||||
| 5 Jan | 185.72 | 3.53 | 0 | 2.25 | 0 | 0 | 0 | |||||||||
| 2 Jan | 182.88 | 3.53 | 0 | 3.48 | 0 | 0 | 0 | |||||||||
| 1 Jan | 181.89 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 180.08 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 193 expiring on 24FEB2026
Delta for 193 CE is 0.66
Historical price for 193 CE is as follows
On 6 Feb TATASTEEL was trading at 197.06. The strike last trading price was 7.32, which was -1.61 lower than the previous day. The implied volatity was 27.67, the open interest changed by -23 which decreased total open position to 193
On 5 Feb TATASTEEL was trading at 197.76. The strike last trading price was 8.73, which was 1.09 higher than the previous day. The implied volatity was 30.91, the open interest changed by -40 which decreased total open position to 216
On 4 Feb TATASTEEL was trading at 195.40. The strike last trading price was 7.6, which was 1.41 higher than the previous day. The implied volatity was 32.26, the open interest changed by -45 which decreased total open position to 257
On 3 Feb TATASTEEL was trading at 192.93. The strike last trading price was 6.25, which was 1.74 higher than the previous day. The implied volatity was 30.19, the open interest changed by 35 which increased total open position to 302
On 2 Feb TATASTEEL was trading at 188.51. The strike last trading price was 4.66, which was 0.99 higher than the previous day. The implied volatity was 32.71, the open interest changed by -7 which decreased total open position to 267
On 1 Feb TATASTEEL was trading at 185.38. The strike last trading price was 3.91, which was -3.14 lower than the previous day. The implied volatity was 34.01, the open interest changed by -3 which decreased total open position to 273
On 30 Jan TATASTEEL was trading at 193.13. The strike last trading price was 6.88, which was -6.07 lower than the previous day. The implied volatity was 32.02, the open interest changed by 134 which increased total open position to 272
On 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 13.3, which was 5.85 higher than the previous day. The implied volatity was 30.59, the open interest changed by -109 which decreased total open position to 139
On 28 Jan TATASTEEL was trading at 193.85. The strike last trading price was 7.47, which was 0.67 higher than the previous day. The implied volatity was 29.99, the open interest changed by 51 which increased total open position to 250
On 27 Jan TATASTEEL was trading at 192.28. The strike last trading price was 6.8, which was 1.74 higher than the previous day. The implied volatity was 28.15, the open interest changed by 119 which increased total open position to 193
On 23 Jan TATASTEEL was trading at 187.61. The strike last trading price was 5.12, which was -0.09 lower than the previous day. The implied volatity was 30.47, the open interest changed by 34 which increased total open position to 66
On 22 Jan TATASTEEL was trading at 189.10. The strike last trading price was 5.3, which was 2.45 higher than the previous day. The implied volatity was 27.11, the open interest changed by 13 which increased total open position to 32
On 21 Jan TATASTEEL was trading at 184.41. The strike last trading price was 2.85, which was -2.38 lower than the previous day. The implied volatity was 24.38, the open interest changed by -7 which decreased total open position to 19
On 20 Jan TATASTEEL was trading at 183.56. The strike last trading price was 5.23, which was 0.11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 19 Jan TATASTEEL was trading at 188.27. The strike last trading price was 5.23, which was 0.11 higher than the previous day. The implied volatity was 28.09, the open interest changed by 4 which increased total open position to 25
On 16 Jan TATASTEEL was trading at 188.21. The strike last trading price was 5.06, which was -0.55 lower than the previous day. The implied volatity was 26.02, the open interest changed by 14 which increased total open position to 19
On 14 Jan TATASTEEL was trading at 189.25. The strike last trading price was 5.61, which was 2.08 higher than the previous day. The implied volatity was 24.91, 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 3.53, which was 0 lower than the previous day. The implied volatity was 4.35, 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 3.53, which was 0 lower than the previous day. The implied volatity was 3.85, 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 3.53, which was 0 lower than the previous day. The implied volatity was 5.32, 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 3.53, which was 0 lower than the previous day. The implied volatity was 4.82, 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 3.53, which was 0 lower than the previous day. The implied volatity was 3.28, 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 3.53, which was 0 lower than the previous day. The implied volatity was 2.02, 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 3.53, which was 0 lower than the previous day. The implied volatity was 2.25, 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 3.53, which was 0 lower than the previous day. The implied volatity was 3.48, 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 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 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 193 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.36
Vega: 0.16
Theta: -0.13
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 197.06 | 3.57 | -0.2 | 32.05 | 661 | 40 | 341 |
| 5 Feb | 197.76 | 3.79 | -0.65 | 34.93 | 641 | 39 | 300 |
| 4 Feb | 195.40 | 4.45 | -0.98 | 32.85 | 278 | 37 | 260 |
| 3 Feb | 192.93 | 5.38 | -3.55 | 32.68 | 384 | 44 | 223 |
| 2 Feb | 188.51 | 8.93 | -1.79 | 38.99 | 11 | -5 | 180 |
| 1 Feb | 185.38 | 10.69 | 4.11 | 39.02 | 192 | -70 | 184 |
| 30 Jan | 193.13 | 6.47 | 3.34 | 34.46 | 989 | 79 | 256 |
| 29 Jan | 202.32 | 3.05 | -2.43 | 34.51 | 627 | 65 | 175 |
| 28 Jan | 193.85 | 5.5 | -0.93 | 31.45 | 833 | 19 | 109 |
| 27 Jan | 192.28 | 6.17 | -1.77 | 32.62 | 365 | 35 | 80 |
| 23 Jan | 187.61 | 7.94 | 0.06 | 26.36 | 47 | 13 | 46 |
| 22 Jan | 189.10 | 7.86 | -11.09 | 30.18 | 48 | 31 | 31 |
| 21 Jan | 184.41 | 18.95 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 183.56 | 18.95 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 188.27 | 18.95 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 188.21 | 18.95 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 189.25 | 18.95 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 182.57 | 18.95 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 183.24 | 18.95 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 178.40 | 18.95 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 180.12 | 18.95 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 183.80 | 18.95 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 186.20 | 18.95 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 185.72 | 18.95 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 182.88 | 18.95 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 181.89 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 180.08 | 0 | 0 | 0 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 193 expiring on 24FEB2026
Delta for 193 PE is -0.36
Historical price for 193 PE is as follows
On 6 Feb TATASTEEL was trading at 197.06. The strike last trading price was 3.57, which was -0.2 lower than the previous day. The implied volatity was 32.05, the open interest changed by 40 which increased total open position to 341
On 5 Feb TATASTEEL was trading at 197.76. The strike last trading price was 3.79, which was -0.65 lower than the previous day. The implied volatity was 34.93, the open interest changed by 39 which increased total open position to 300
On 4 Feb TATASTEEL was trading at 195.40. The strike last trading price was 4.45, which was -0.98 lower than the previous day. The implied volatity was 32.85, the open interest changed by 37 which increased total open position to 260
On 3 Feb TATASTEEL was trading at 192.93. The strike last trading price was 5.38, which was -3.55 lower than the previous day. The implied volatity was 32.68, the open interest changed by 44 which increased total open position to 223
On 2 Feb TATASTEEL was trading at 188.51. The strike last trading price was 8.93, which was -1.79 lower than the previous day. The implied volatity was 38.99, the open interest changed by -5 which decreased total open position to 180
On 1 Feb TATASTEEL was trading at 185.38. The strike last trading price was 10.69, which was 4.11 higher than the previous day. The implied volatity was 39.02, the open interest changed by -70 which decreased total open position to 184
On 30 Jan TATASTEEL was trading at 193.13. The strike last trading price was 6.47, which was 3.34 higher than the previous day. The implied volatity was 34.46, the open interest changed by 79 which increased total open position to 256
On 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 3.05, which was -2.43 lower than the previous day. The implied volatity was 34.51, the open interest changed by 65 which increased total open position to 175
On 28 Jan TATASTEEL was trading at 193.85. The strike last trading price was 5.5, which was -0.93 lower than the previous day. The implied volatity was 31.45, the open interest changed by 19 which increased total open position to 109
On 27 Jan TATASTEEL was trading at 192.28. The strike last trading price was 6.17, which was -1.77 lower than the previous day. The implied volatity was 32.62, the open interest changed by 35 which increased total open position to 80
On 23 Jan TATASTEEL was trading at 187.61. The strike last trading price was 7.94, which was 0.06 higher than the previous day. The implied volatity was 26.36, the open interest changed by 13 which increased total open position to 46
On 22 Jan TATASTEEL was trading at 189.10. The strike last trading price was 7.86, which was -11.09 lower than the previous day. The implied volatity was 30.18, the open interest changed by 31 which increased total open position to 31
On 21 Jan TATASTEEL was trading at 184.41. The strike last trading price was 18.95, 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 Jan TATASTEEL was trading at 183.56. The strike last trading price was 18.95, 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 Jan TATASTEEL was trading at 188.27. The strike last trading price was 18.95, 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 16 Jan TATASTEEL was trading at 188.21. The strike last trading price was 18.95, 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 Jan TATASTEEL was trading at 189.25. The strike last trading price was 18.95, 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 Jan TATASTEEL was trading at 182.57. The strike last trading price was 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 18.95, 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 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 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
