[--[65.84.65.76]--]

TATASTEEL

Tata Steel Limited
160.67 -2.80 (-1.71%)
L: 160.06 H: 163.39

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Historical option data for TATASTEEL

09 Dec 2025 04:12 PM IST
TATASTEEL 30-DEC-2025 195 CE
Delta: 0.02
Vega: 0.02
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 160.67 0.11 -0.01 37.37 153 34 1,053
8 Dec 163.47 0.12 -0.02 34.29 295 59 1,019
5 Dec 167.11 0.14 0 28.91 84 3 960
4 Dec 166.77 0.14 -0.01 28.91 79 2 956
3 Dec 166.92 0.16 -0.01 28.82 208 -38 955
2 Dec 167.78 0.17 0 27.61 128 -11 994
1 Dec 168.63 0.17 -0.01 26.43 263 149 1,005
28 Nov 167.96 0.18 -0.01 25.69 432 194 856
27 Nov 168.13 0.2 -0.03 25.78 296 111 661
26 Nov 169.67 0.23 0.02 24.65 441 -44 553
25 Nov 166.33 0.21 -0.03 26.92 324 66 598
24 Nov 165.36 0.25 -0.1 27.96 175 26 533
21 Nov 168.00 0.35 -0.32 26.28 382 74 507
20 Nov 172.46 0.68 -0.11 25.73 215 -4 434
19 Nov 173.21 0.8 -0.02 25.68 674 46 436
18 Nov 172.45 0.84 -0.18 26.45 249 110 392
17 Nov 173.17 1.03 -0.15 26.67 265 6 283
14 Nov 174.26 1.16 -0.44 25.98 288 25 278
13 Nov 176.65 1.64 -0.37 25.99 197 84 253
12 Nov 178.61 2.13 -0.47 25.89 143 101 168
11 Nov 181.04 2.6 -0.01 24.96 21 3 67
10 Nov 181.48 2.61 0.1 24.21 78 -9 64
7 Nov 181.37 2.49 0.57 22.83 60 33 73
6 Nov 177.27 1.92 -0.4 24.54 35 22 39
4 Nov 179.29 2.3 -1.38 23.64 2 0 16
3 Nov 182.67 3.68 0.38 25.12 7 4 15
31 Oct 182.84 3.3 -0.7 - 4 3 11
30 Oct 184.35 4 -0.3 23.04 9 2 8
29 Oct 185.19 4.25 0.25 22.96 6 4 4
28 Oct 181.81 0 0 - 0 0 0
27 Oct 176.66 0 0 - 0 0 0


For Tata Steel Limited - strike price 195 expiring on 30DEC2025

Delta for 195 CE is 0.02

Historical price for 195 CE is as follows

On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 0.11, which was -0.01 lower than the previous day. The implied volatity was 37.37, the open interest changed by 34 which increased total open position to 1053


On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 0.12, which was -0.02 lower than the previous day. The implied volatity was 34.29, the open interest changed by 59 which increased total open position to 1019


On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 0.14, which was 0 lower than the previous day. The implied volatity was 28.91, the open interest changed by 3 which increased total open position to 960


On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 0.14, which was -0.01 lower than the previous day. The implied volatity was 28.91, the open interest changed by 2 which increased total open position to 956


On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 0.16, which was -0.01 lower than the previous day. The implied volatity was 28.82, the open interest changed by -38 which decreased total open position to 955


On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 0.17, which was 0 lower than the previous day. The implied volatity was 27.61, the open interest changed by -11 which decreased total open position to 994


On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 0.17, which was -0.01 lower than the previous day. The implied volatity was 26.43, the open interest changed by 149 which increased total open position to 1005


On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 0.18, which was -0.01 lower than the previous day. The implied volatity was 25.69, the open interest changed by 194 which increased total open position to 856


On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 0.2, which was -0.03 lower than the previous day. The implied volatity was 25.78, the open interest changed by 111 which increased total open position to 661


On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 0.23, which was 0.02 higher than the previous day. The implied volatity was 24.65, the open interest changed by -44 which decreased total open position to 553


On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 0.21, which was -0.03 lower than the previous day. The implied volatity was 26.92, the open interest changed by 66 which increased total open position to 598


On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 27.96, the open interest changed by 26 which increased total open position to 533


On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 0.35, which was -0.32 lower than the previous day. The implied volatity was 26.28, the open interest changed by 74 which increased total open position to 507


On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 0.68, which was -0.11 lower than the previous day. The implied volatity was 25.73, the open interest changed by -4 which decreased total open position to 434


On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 0.8, which was -0.02 lower than the previous day. The implied volatity was 25.68, the open interest changed by 46 which increased total open position to 436


On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 0.84, which was -0.18 lower than the previous day. The implied volatity was 26.45, the open interest changed by 110 which increased total open position to 392


On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 1.03, which was -0.15 lower than the previous day. The implied volatity was 26.67, the open interest changed by 6 which increased total open position to 283


On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 1.16, which was -0.44 lower than the previous day. The implied volatity was 25.98, the open interest changed by 25 which increased total open position to 278


On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 1.64, which was -0.37 lower than the previous day. The implied volatity was 25.99, the open interest changed by 84 which increased total open position to 253


On 12 Nov TATASTEEL was trading at 178.61. The strike last trading price was 2.13, which was -0.47 lower than the previous day. The implied volatity was 25.89, the open interest changed by 101 which increased total open position to 168


On 11 Nov TATASTEEL was trading at 181.04. The strike last trading price was 2.6, which was -0.01 lower than the previous day. The implied volatity was 24.96, the open interest changed by 3 which increased total open position to 67


On 10 Nov TATASTEEL was trading at 181.48. The strike last trading price was 2.61, which was 0.1 higher than the previous day. The implied volatity was 24.21, the open interest changed by -9 which decreased total open position to 64


On 7 Nov TATASTEEL was trading at 181.37. The strike last trading price was 2.49, which was 0.57 higher than the previous day. The implied volatity was 22.83, the open interest changed by 33 which increased total open position to 73


On 6 Nov TATASTEEL was trading at 177.27. The strike last trading price was 1.92, which was -0.4 lower than the previous day. The implied volatity was 24.54, the open interest changed by 22 which increased total open position to 39


On 4 Nov TATASTEEL was trading at 179.29. The strike last trading price was 2.3, which was -1.38 lower than the previous day. The implied volatity was 23.64, the open interest changed by 0 which decreased total open position to 16


On 3 Nov TATASTEEL was trading at 182.67. The strike last trading price was 3.68, which was 0.38 higher than the previous day. The implied volatity was 25.12, the open interest changed by 4 which increased total open position to 15


On 31 Oct TATASTEEL was trading at 182.84. The strike last trading price was 3.3, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 11


On 30 Oct TATASTEEL was trading at 184.35. The strike last trading price was 4, which was -0.3 lower than the previous day. The implied volatity was 23.04, the open interest changed by 2 which increased total open position to 8


On 29 Oct TATASTEEL was trading at 185.19. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 22.96, the open interest changed by 4 which increased total open position to 4


On 28 Oct TATASTEEL was trading at 181.81. 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 Oct TATASTEEL was trading at 176.66. 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 30DEC2025 195 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 160.67 24.52 -3.48 - 0 0 0
8 Dec 163.47 24.52 -3.48 - 0 0 32
5 Dec 167.11 24.52 -3.48 - 0 0 0
4 Dec 166.77 24.52 -3.48 - 0 0 0
3 Dec 166.92 24.52 -3.48 - 0 0 0
2 Dec 167.78 24.52 -3.48 - 0 0 0
1 Dec 168.63 24.52 -3.48 - 0 0 0
28 Nov 167.96 24.52 -3.48 - 0 0 0
27 Nov 168.13 24.52 -3.48 - 0 3 0
26 Nov 169.67 24.52 -3.48 33.80 5 0 29
25 Nov 166.33 28 -0.01 38.18 2 1 28
24 Nov 165.36 28.01 2.25 31.06 4 2 26
21 Nov 168.00 25.76 4.71 32.17 20 18 25
20 Nov 172.46 21.05 0.25 24.65 3 2 6
19 Nov 173.21 20.8 -0.5 28.77 4 1 3
18 Nov 172.45 21.3 8.3 - 0 1 0
17 Nov 173.17 21.3 8.3 33.17 1 0 1
14 Nov 174.26 13 -14.25 - 0 0 0
13 Nov 176.65 13 -14.25 - 0 0 0
12 Nov 178.61 13 -14.25 - 0 0 0
11 Nov 181.04 13 -14.25 - 0 0 0
10 Nov 181.48 13 -14.25 - 0 0 0
7 Nov 181.37 13 -14.25 - 0 0 0
6 Nov 177.27 13 -14.25 - 0 0 0
4 Nov 179.29 13 -14.25 - 0 0 0
3 Nov 182.67 13 -14.25 - 0 0 0
31 Oct 182.84 13 -14.25 - 0 1 0
30 Oct 184.35 13 -14.25 28.92 1 0 0
29 Oct 185.19 27.25 0 - 0 0 0
28 Oct 181.81 0 0 - 0 0 0
27 Oct 176.66 0 0 - 0 0 0


For Tata Steel Limited - strike price 195 expiring on 30DEC2025

Delta for 195 PE is -

Historical price for 195 PE is as follows

On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 24.52, which was -3.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 24.52, which was -3.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32


On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 24.52, which was -3.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 24.52, which was -3.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 24.52, which was -3.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 24.52, which was -3.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 24.52, which was -3.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 24.52, which was -3.48 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 24.52, which was -3.48 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 24.52, which was -3.48 lower than the previous day. The implied volatity was 33.80, the open interest changed by 0 which decreased total open position to 29


On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 28, which was -0.01 lower than the previous day. The implied volatity was 38.18, the open interest changed by 1 which increased total open position to 28


On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 28.01, which was 2.25 higher than the previous day. The implied volatity was 31.06, the open interest changed by 2 which increased total open position to 26


On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 25.76, which was 4.71 higher than the previous day. The implied volatity was 32.17, the open interest changed by 18 which increased total open position to 25


On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 21.05, which was 0.25 higher than the previous day. The implied volatity was 24.65, the open interest changed by 2 which increased total open position to 6


On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 20.8, which was -0.5 lower than the previous day. The implied volatity was 28.77, the open interest changed by 1 which increased total open position to 3


On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 21.3, which was 8.3 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 21.3, which was 8.3 higher than the previous day. The implied volatity was 33.17, the open interest changed by 0 which decreased total open position to 1


On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 13, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 13, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov TATASTEEL was trading at 178.61. The strike last trading price was 13, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov TATASTEEL was trading at 181.04. The strike last trading price was 13, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov TATASTEEL was trading at 181.48. The strike last trading price was 13, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov TATASTEEL was trading at 181.37. The strike last trading price was 13, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov TATASTEEL was trading at 177.27. The strike last trading price was 13, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov TATASTEEL was trading at 179.29. The strike last trading price was 13, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov TATASTEEL was trading at 182.67. The strike last trading price was 13, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 31 Oct TATASTEEL was trading at 182.84. The strike last trading price was 13, which was -14.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct TATASTEEL was trading at 184.35. The strike last trading price was 13, which was -14.25 lower than the previous day. The implied volatity was 28.92, the open interest changed by 0 which decreased total open position to 0


On 29 Oct TATASTEEL was trading at 185.19. The strike last trading price was 27.25, 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 28 Oct TATASTEEL was trading at 181.81. 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 Oct TATASTEEL was trading at 176.66. 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