[--[65.84.65.76]--]

TATASTEEL

Tata Steel Limited
210.07 -0.84 (-0.40%)
L: 208.6 H: 212

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Historical option data for TATASTEEL

24 Apr 2026 04:10 PM IST
TATASTEEL 28-Apr-2026 (4d) 195 CE
Delta: 0.91
Vega: 0
Theta: -0.25
Gamma: 0.0137
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 210.07 15.79 0.27999999999999936 53.89 2,895 428 4,676
23 Apr 210.91 15.53 -2.290000000000001 29.76 90 -53 4,248
22 Apr 213.03 17.6 0.8500000000000014 23.04 76 -45 4,302
21 Apr 212.01 16.75 0.379999999999999 35.73 77 -11 4,347
20 Apr 211.72 16.24 -1.360000000000003 36.53 67 -10 4,358
17 Apr 212.12 17.54 1 33.74 43 -4 4,372
16 Apr 210.69 16.54 2.2799999999999994 29.92 194 -11 4,377
15 Apr 208.72 14.26 1.1099999999999994 29.99 91 -22 4,388
13 Apr 206.39 12.7 -1.1600000000000001 30.13 109 -3 4,410
10 Apr 206.61 14.14 1.2300000000000004 33.35 94 -4 4,413
9 Apr 205.20 12.9 0.84 32.96 233 -29 4,417
8 Apr 204.18 12.03 3.65 28.88 880 -137 4,446
7 Apr 198.13 8.34 0.45 32.33 3,495 1,500 4,584
6 Apr 196.10 7.78 0.57 34.78 3,010 879 3,087
2 Apr 194.14 7.04 -0.54 34.45 1,710 37 2,208
1 Apr 194.60 7.54 0.76 32.65 2,133 684 2,171
30 Mar 191.86 6.8 -0.64 35.57 2,091 244 1,484
27 Mar 193.22 7.41 -1.86 32.71 1,548 931 1,235
25 Mar 196.65 9.39 2.21 31.43 677 82 302
24 Mar 190.79 7.32 0.94 34.79 279 7 221
23 Mar 187.17 6.44 -3.22 38.51 229 70 213
20 Mar 196.77 9.51 2.54 30.19 157 -25 144
19 Mar 190.51 7.29 -1.34 31.95 159 78 169
18 Mar 195.41 8.65 -0.54 28.98 73 19 91
17 Mar 195.43 8.95 3.55 29.24 55 10 69
16 Mar 186.94 5.4 0.22 31.75 7 1 60
13 Mar 183.51 5.17 -3.83 34.48 65 39 59
12 Mar 193.47 9 -0.55 30.76 9 3 22
11 Mar 194.74 9.55 0.46 30.01 9 1 19
10 Mar 195.00 9.09 0.94 26.58 13 9 16
9 Mar 191.01 8.2 -5.3 31.08 10 6 7
6 Mar 198.46 13.5 -7.71 33.8 3 0 0
5 Mar 200.57 21.21 0 - 0 0 0
4 Mar 196.73 21.21 0 - 0 0 0
2 Mar 211.01 0 0 - 0 0 0
27 Feb 212.33 0 0 - 0 0 0
26 Feb 215.52 0 0 - 0 0 0
25 Feb 214.64 0 0 - 0 0 0


For Tata Steel Limited - strike price 195 expiring on 28APR2026

Delta for 195 CE is 0.91

Historical price for 195 CE is as follows

On 24 Apr TATASTEEL was trading at 210.07. The strike last trading price was 15.79, which was 0.27999999999999936 higher than the previous day. The implied volatity was 53.89, the open interest changed by 428 which increased total open position to 4676


On 23 Apr TATASTEEL was trading at 210.91. The strike last trading price was 15.53, which was -2.290000000000001 lower than the previous day. The implied volatity was 29.76, the open interest changed by -53 which decreased total open position to 4248


On 22 Apr TATASTEEL was trading at 213.03. The strike last trading price was 17.6, which was 0.8500000000000014 higher than the previous day. The implied volatity was 23.04, the open interest changed by -45 which decreased total open position to 4302


On 21 Apr TATASTEEL was trading at 212.01. The strike last trading price was 16.75, which was 0.379999999999999 higher than the previous day. The implied volatity was 35.73, the open interest changed by -11 which decreased total open position to 4347


On 20 Apr TATASTEEL was trading at 211.72. The strike last trading price was 16.24, which was -1.360000000000003 lower than the previous day. The implied volatity was 36.53, the open interest changed by -10 which decreased total open position to 4358


On 17 Apr TATASTEEL was trading at 212.12. The strike last trading price was 17.54, which was 1 higher than the previous day. The implied volatity was 33.74, the open interest changed by -4 which decreased total open position to 4372


On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 16.54, which was 2.2799999999999994 higher than the previous day. The implied volatity was 29.92, the open interest changed by -11 which decreased total open position to 4377


On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 14.26, which was 1.1099999999999994 higher than the previous day. The implied volatity was 29.99, the open interest changed by -22 which decreased total open position to 4388


On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 12.7, which was -1.1600000000000001 lower than the previous day. The implied volatity was 30.13, the open interest changed by -3 which decreased total open position to 4410


On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 14.14, which was 1.2300000000000004 higher than the previous day. The implied volatity was 33.35, the open interest changed by -4 which decreased total open position to 4413


On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 12.9, which was 0.84 higher than the previous day. The implied volatity was 32.96, the open interest changed by -29 which decreased total open position to 4417


On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 12.03, which was 3.65 higher than the previous day. The implied volatity was 28.88, the open interest changed by -137 which decreased total open position to 4446


On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 8.34, which was 0.45 higher than the previous day. The implied volatity was 32.33, the open interest changed by 1500 which increased total open position to 4584


On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 7.78, which was 0.57 higher than the previous day. The implied volatity was 34.78, the open interest changed by 879 which increased total open position to 3087


On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 7.04, which was -0.54 lower than the previous day. The implied volatity was 34.45, the open interest changed by 37 which increased total open position to 2208


On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 7.54, which was 0.76 higher than the previous day. The implied volatity was 32.65, the open interest changed by 684 which increased total open position to 2171


On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 6.8, which was -0.64 lower than the previous day. The implied volatity was 35.57, the open interest changed by 244 which increased total open position to 1484


On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 7.41, which was -1.86 lower than the previous day. The implied volatity was 32.71, the open interest changed by 931 which increased total open position to 1235


On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 9.39, which was 2.21 higher than the previous day. The implied volatity was 31.43, the open interest changed by 82 which increased total open position to 302


On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 7.32, which was 0.94 higher than the previous day. The implied volatity was 34.79, the open interest changed by 7 which increased total open position to 221


On 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 6.44, which was -3.22 lower than the previous day. The implied volatity was 38.51, the open interest changed by 70 which increased total open position to 213


On 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 9.51, which was 2.54 higher than the previous day. The implied volatity was 30.19, the open interest changed by -25 which decreased total open position to 144


On 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 7.29, which was -1.34 lower than the previous day. The implied volatity was 31.95, the open interest changed by 78 which increased total open position to 169


On 18 Mar TATASTEEL was trading at 195.41. The strike last trading price was 8.65, which was -0.54 lower than the previous day. The implied volatity was 28.98, the open interest changed by 19 which increased total open position to 91


On 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 8.95, which was 3.55 higher than the previous day. The implied volatity was 29.24, the open interest changed by 10 which increased total open position to 69


On 16 Mar TATASTEEL was trading at 186.94. The strike last trading price was 5.4, which was 0.22 higher than the previous day. The implied volatity was 31.75, the open interest changed by 1 which increased total open position to 60


On 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 5.17, which was -3.83 lower than the previous day. The implied volatity was 34.48, the open interest changed by 39 which increased total open position to 59


On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 9, which was -0.55 lower than the previous day. The implied volatity was 30.76, the open interest changed by 3 which increased total open position to 22


On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 9.55, which was 0.46 higher than the previous day. The implied volatity was 30.01, the open interest changed by 1 which increased total open position to 19


On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 9.09, which was 0.94 higher than the previous day. The implied volatity was 26.58, the open interest changed by 9 which increased total open position to 16


On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 8.2, which was -5.3 lower than the previous day. The implied volatity was 31.08, the open interest changed by 6 which increased total open position to 7


On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 13.5, which was -7.71 lower than the previous day. The implied volatity was 33.8, the open interest changed by 0 which decreased total open position to 0


On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 21.21, 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 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 21.21, 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 Mar TATASTEEL was trading at 211.01. 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 27 Feb TATASTEEL was trading at 212.33. 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 Feb TATASTEEL was trading at 215.52. 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 Feb TATASTEEL was trading at 214.64. 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-Apr-2026 (4d) 195 PE
Delta: -0.03
Vega: 0
Theta: -0.05
Gamma: 0.00872
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 210.07 0.12 0.07999999999999999 38.12 1,877 546 1,609
23 Apr 210.91 0.04 -0.04 29.79 365 -47 1,126
22 Apr 213.03 0.1 -0.09 34.71 476 -104 1,174
21 Apr 212.01 0.2 -0.13 35.07 280 0 1,275
20 Apr 211.72 0.34 -0.03999999999999998 36.89 410 -46 1,274
17 Apr 212.12 0.38 -0.27 32.89 414 -75 1,324
16 Apr 210.69 0.65 -0.29999999999999993 34.5 457 27 1,398
15 Apr 208.72 0.97 -0.6599999999999999 33.52 821 47 1,370
13 Apr 206.39 1.64 0.17999999999999994 34.37 810 -37 1,322
10 Apr 206.61 1.42 -0.44000000000000017 30.93 740 -18 1,347
9 Apr 205.20 1.94 -0.05 32.11 1,203 -26 1,364
8 Apr 204.18 1.96 -3.05 30.63 1,674 43 1,390
7 Apr 198.13 5.13 -1.09 37.33 2,189 305 1,331
6 Apr 196.10 6.28 -1.41 37.41 1,415 219 1,027
2 Apr 194.14 7.8 0.98 37.58 865 246 809
1 Apr 194.60 6.86 -2.29 35.54 901 100 563
30 Mar 191.86 9.2 0.7 38.05 466 -12 460
27 Mar 193.22 8.49 1.74 36.97 852 123 471
25 Mar 196.65 6.9 -3.13 36.14 504 148 344
24 Mar 190.79 9.92 -3.09 37.58 220 73 196
23 Mar 187.17 13.08 5.95 40.92 183 -55 132
20 Mar 196.77 7 -3.06 33.96 157 29 187
19 Mar 190.51 9.75 2.5 35.06 173 106 160
18 Mar 195.41 7.25 -0.36 32 29 14 57
17 Mar 195.43 7.5 -7.06 33.01 51 30 42
16 Mar 186.94 14.56 -1.04 42.54 5 3 12
13 Mar 183.51 15.6 7.75 38.08 3 1 9
12 Mar 193.47 7.85 3 - 0 8 0
11 Mar 194.74 7.85 3 31.51 10 8 8
10 Mar 195.00 4.85 0 1.41 0 0 0
9 Mar 191.01 4.85 0 - 0 0 0
6 Mar 198.46 4.85 0 2.85 0 0 0
5 Mar 200.57 4.85 0 3.45 0 0 0
4 Mar 196.73 4.85 0 1.91 0 0 0
2 Mar 211.01 0 0 - 0 0 0
27 Feb 212.33 0 0 - 0 0 0
26 Feb 215.52 0 0 - 0 0 0
25 Feb 214.64 0 0 - 0 0 0


For Tata Steel Limited - strike price 195 expiring on 28APR2026

Delta for 195 PE is -0.03

Historical price for 195 PE is as follows

On 24 Apr TATASTEEL was trading at 210.07. The strike last trading price was 0.12, which was 0.07999999999999999 higher than the previous day. The implied volatity was 38.12, the open interest changed by 546 which increased total open position to 1609


On 23 Apr TATASTEEL was trading at 210.91. The strike last trading price was 0.04, which was -0.04 lower than the previous day. The implied volatity was 29.79, the open interest changed by -47 which decreased total open position to 1126


On 22 Apr TATASTEEL was trading at 213.03. The strike last trading price was 0.1, which was -0.09 lower than the previous day. The implied volatity was 34.71, the open interest changed by -104 which decreased total open position to 1174


On 21 Apr TATASTEEL was trading at 212.01. The strike last trading price was 0.2, which was -0.13 lower than the previous day. The implied volatity was 35.07, the open interest changed by 0 which decreased total open position to 1275


On 20 Apr TATASTEEL was trading at 211.72. The strike last trading price was 0.34, which was -0.03999999999999998 lower than the previous day. The implied volatity was 36.89, the open interest changed by -46 which decreased total open position to 1274


On 17 Apr TATASTEEL was trading at 212.12. The strike last trading price was 0.38, which was -0.27 lower than the previous day. The implied volatity was 32.89, the open interest changed by -75 which decreased total open position to 1324


On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 0.65, which was -0.29999999999999993 lower than the previous day. The implied volatity was 34.5, the open interest changed by 27 which increased total open position to 1398


On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 0.97, which was -0.6599999999999999 lower than the previous day. The implied volatity was 33.52, the open interest changed by 47 which increased total open position to 1370


On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 1.64, which was 0.17999999999999994 higher than the previous day. The implied volatity was 34.37, the open interest changed by -37 which decreased total open position to 1322


On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 1.42, which was -0.44000000000000017 lower than the previous day. The implied volatity was 30.93, the open interest changed by -18 which decreased total open position to 1347


On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 1.94, which was -0.05 lower than the previous day. The implied volatity was 32.11, the open interest changed by -26 which decreased total open position to 1364


On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 1.96, which was -3.05 lower than the previous day. The implied volatity was 30.63, the open interest changed by 43 which increased total open position to 1390


On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 5.13, which was -1.09 lower than the previous day. The implied volatity was 37.33, the open interest changed by 305 which increased total open position to 1331


On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 6.28, which was -1.41 lower than the previous day. The implied volatity was 37.41, the open interest changed by 219 which increased total open position to 1027


On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 7.8, which was 0.98 higher than the previous day. The implied volatity was 37.58, the open interest changed by 246 which increased total open position to 809


On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 6.86, which was -2.29 lower than the previous day. The implied volatity was 35.54, the open interest changed by 100 which increased total open position to 563


On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 9.2, which was 0.7 higher than the previous day. The implied volatity was 38.05, the open interest changed by -12 which decreased total open position to 460


On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 8.49, which was 1.74 higher than the previous day. The implied volatity was 36.97, the open interest changed by 123 which increased total open position to 471


On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 6.9, which was -3.13 lower than the previous day. The implied volatity was 36.14, the open interest changed by 148 which increased total open position to 344


On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 9.92, which was -3.09 lower than the previous day. The implied volatity was 37.58, the open interest changed by 73 which increased total open position to 196


On 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 13.08, which was 5.95 higher than the previous day. The implied volatity was 40.92, the open interest changed by -55 which decreased total open position to 132


On 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 7, which was -3.06 lower than the previous day. The implied volatity was 33.96, the open interest changed by 29 which increased total open position to 187


On 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 9.75, which was 2.5 higher than the previous day. The implied volatity was 35.06, the open interest changed by 106 which increased total open position to 160


On 18 Mar TATASTEEL was trading at 195.41. The strike last trading price was 7.25, which was -0.36 lower than the previous day. The implied volatity was 32, the open interest changed by 14 which increased total open position to 57


On 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 7.5, which was -7.06 lower than the previous day. The implied volatity was 33.01, the open interest changed by 30 which increased total open position to 42


On 16 Mar TATASTEEL was trading at 186.94. The strike last trading price was 14.56, which was -1.04 lower than the previous day. The implied volatity was 42.54, the open interest changed by 3 which increased total open position to 12


On 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 15.6, which was 7.75 higher than the previous day. The implied volatity was 38.08, the open interest changed by 1 which increased total open position to 9


On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 7.85, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 7.85, which was 3 higher than the previous day. The implied volatity was 31.51, the open interest changed by 8 which increased total open position to 8


On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 1.41, the open interest changed by 0 which decreased total open position to 0


On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 4.85, 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 Mar TATASTEEL was trading at 198.46. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0


On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0


On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 4.85, which was 0 lower than the previous day. The implied volatity was 1.91, the open interest changed by 0 which decreased total open position to 0


On 2 Mar TATASTEEL was trading at 211.01. 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 27 Feb TATASTEEL was trading at 212.33. 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 Feb TATASTEEL was trading at 215.52. 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 Feb TATASTEEL was trading at 214.64. 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