Historical option data for TATASTEEL
29 Jun 2026 10:50 AM IST
| TATASTEEL 28-Jul-2026 (27d) 195 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0
Theta: -0.12
Gamma: 0.02504
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 190.20 | 4.64 | 0.64 (16.00%) | 28.88 | 547 | -2 | 1,453 | |||||||||
| 25 Jun | 188.71 | 4.16 | -0.84 (-16.80%) | 28.26 | 1,567 | 420 | 1,452 | |||||||||
| 24 Jun | 190.16 | 5.35 | -1.13 (-17.44%) | 30.25 | 1,450 | 618 | 1,028 | |||||||||
| 23 Jun | 193.56 | 6.4 | -2.89 (-31.11%) | 28.42 | 451 | 252 | 405 | |||||||||
| 22 Jun | 198.97 | 9.2 | -0.8 (-8.00%) | 26.22 | 48 | 15 | 152 | |||||||||
| 19 Jun | 198.96 | 9.83 | -1.17 (-10.64%) | 26.83 | 83 | 26 | 137 | |||||||||
| 18 Jun | 200.52 | 10.69 | 0.69 (6.90%) | 26.02 | 50 | 14 | 112 | |||||||||
| 17 Jun | 199.01 | 10 | 1 (11.11%) | 26.65 | 108 | 26 | 98 | |||||||||
| 16 Jun | 196.00 | 8.49 | -1.41 (-14.24%) | 27.45 | 144 | 42 | 73 | |||||||||
| 15 Jun | 197.28 | 9.9 | -0.07 (-0.70%) | 28.14 | 36 | -4 | 30 | |||||||||
| 12 Jun | 197.86 | 9.95 | 1.85 (22.84%) | 27.8 | 32 | 8 | 35 | |||||||||
| 11 Jun | 197.96 | 8.1 | -0.78 (-8.78%) | 20.34 | 27 | 11 | 27 | |||||||||
| 10 Jun | 199.31 | 8.75 | -1.65 (-15.87%) | 20.07 | 8 | 5 | 15 | |||||||||
| 9 Jun | 203.18 | 10.4 | -2.6 (-20.00%) | 19.96 | 7 | 1 | 10 | |||||||||
| 8 Jun | 202.72 | 13 | -0.25 (-1.89%) | 19.4 | 1 | 1 | 9 | |||||||||
| 5 Jun | 206.77 | 13.25 | -3.25 (-19.70%) | 15.93 | 6 | 6 | 8 | |||||||||
| 4 Jun | 210.57 | 16.5 | 0 (0.00%) | 15.36 | 2 | 0 | 2 | |||||||||
| 3 Jun | 211.89 | 16.5 | -2.3 (-12.23%) | 15.36 | 2 | 0 | 2 | |||||||||
| 2 Jun | 210.60 | 18.8 | 0 (0.00%) | - | 2 | 0 | 2 | |||||||||
| 1 Jun | 210.57 | 18.8 | 0 (0.00%) | 23.53 | 2 | 0 | 2 | |||||||||
| 29 May | 208.02 | 18.8 | -9.82 (-34.31%) | 23.53 | 2 | 2 | 2 | |||||||||
| 18 May | 209.71 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 216.84 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 May | 221.13 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 May | 219.62 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 212.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 212.08 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 211.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 215.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 195 expiring on 28JUL2026
Delta for 195 CE is 0.42
Historical price for 195 CE is as follows
On 29 Jun TATASTEEL was trading at 190.20. The strike last trading price was 4.64, which was 0.64 higher than the previous day. The implied volatity was 28.88, the open interest changed by -2 which decreased total open position to 1453
On 25 Jun TATASTEEL was trading at 188.71. The strike last trading price was 4.16, which was -0.84 lower than the previous day. The implied volatity was 28.26, the open interest changed by 420 which increased total open position to 1452
On 24 Jun TATASTEEL was trading at 190.16. The strike last trading price was 5.35, which was -1.13 lower than the previous day. The implied volatity was 30.25, the open interest changed by 618 which increased total open position to 1028
On 23 Jun TATASTEEL was trading at 193.56. The strike last trading price was 6.4, which was -2.89 lower than the previous day. The implied volatity was 28.42, the open interest changed by 252 which increased total open position to 405
On 22 Jun TATASTEEL was trading at 198.97. The strike last trading price was 9.2, which was -0.8 lower than the previous day. The implied volatity was 26.22, the open interest changed by 15 which increased total open position to 152
On 19 Jun TATASTEEL was trading at 198.96. The strike last trading price was 9.83, which was -1.17 lower than the previous day. The implied volatity was 26.83, the open interest changed by 26 which increased total open position to 137
On 18 Jun TATASTEEL was trading at 200.52. The strike last trading price was 10.69, which was 0.69 higher than the previous day. The implied volatity was 26.02, the open interest changed by 14 which increased total open position to 112
On 17 Jun TATASTEEL was trading at 199.01. The strike last trading price was 10, which was 1 higher than the previous day. The implied volatity was 26.65, the open interest changed by 26 which increased total open position to 98
On 16 Jun TATASTEEL was trading at 196.00. The strike last trading price was 8.49, which was -1.41 lower than the previous day. The implied volatity was 27.45, the open interest changed by 42 which increased total open position to 73
On 15 Jun TATASTEEL was trading at 197.28. The strike last trading price was 9.9, which was -0.07 lower than the previous day. The implied volatity was 28.14, the open interest changed by -4 which decreased total open position to 30
On 12 Jun TATASTEEL was trading at 197.86. The strike last trading price was 9.95, which was 1.85 higher than the previous day. The implied volatity was 27.8, the open interest changed by 8 which increased total open position to 35
On 11 Jun TATASTEEL was trading at 197.96. The strike last trading price was 8.1, which was -0.78 lower than the previous day. The implied volatity was 20.34, the open interest changed by 11 which increased total open position to 27
On 10 Jun TATASTEEL was trading at 199.31. The strike last trading price was 8.75, which was -1.65 lower than the previous day. The implied volatity was 20.07, the open interest changed by 5 which increased total open position to 15
On 9 Jun TATASTEEL was trading at 203.18. The strike last trading price was 10.4, which was -2.6 lower than the previous day. The implied volatity was 19.96, the open interest changed by 1 which increased total open position to 10
On 8 Jun TATASTEEL was trading at 202.72. The strike last trading price was 13, which was -0.25 lower than the previous day. The implied volatity was 19.4, the open interest changed by 1 which increased total open position to 9
On 5 Jun TATASTEEL was trading at 206.77. The strike last trading price was 13.25, which was -3.25 lower than the previous day. The implied volatity was 15.93, the open interest changed by 6 which increased total open position to 8
On 4 Jun TATASTEEL was trading at 210.57. The strike last trading price was 16.5, which was 0 lower than the previous day. The implied volatity was 15.36, the open interest changed by 0 which decreased total open position to 2
On 3 Jun TATASTEEL was trading at 211.89. The strike last trading price was 16.5, which was -2.3 lower than the previous day. The implied volatity was 15.36, the open interest changed by 0 which decreased total open position to 2
On 2 Jun TATASTEEL was trading at 210.60. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 1 Jun TATASTEEL was trading at 210.57. The strike last trading price was 18.8, which was 0 lower than the previous day. The implied volatity was 23.53, the open interest changed by 0 which decreased total open position to 2
On 29 May TATASTEEL was trading at 208.02. The strike last trading price was 18.8, which was -9.82 lower than the previous day. The implied volatity was 23.53, the open interest changed by 2 which increased total open position to 2
On 18 May TATASTEEL was trading at 209.71. 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 15 May TATASTEEL was trading at 216.84. 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 14 May TATASTEEL was trading at 221.13. 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 13 May TATASTEEL was trading at 219.62. 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 12 May TATASTEEL was trading at 212.00. 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 11 May TATASTEEL was trading at 212.08. 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 30 Apr TATASTEEL was trading at 211.36. 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 29 Apr TATASTEEL was trading at 215.88. 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-Jul-2026 (27d) 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0
Theta: -0.08
Gamma: 0.02598
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 190.20 | 8.2 | -1.16 (-12.39%) | 27.71 | 45 | -4 | 838 |
| 25 Jun | 188.71 | 9.57 | 1.07 (12.59%) | 28.2 | 229 | 59 | 839 |
| 24 Jun | 190.16 | 8.51 | 1.71 (25.15%) | 27.26 | 683 | 429 | 778 |
| 23 Jun | 193.56 | 7.18 | 3.22 (81.31%) | 27.85 | 397 | 114 | 349 |
| 22 Jun | 198.97 | 4.04 | 0.02 (0.50%) | 24.95 | 317 | 88 | 234 |
| 19 Jun | 198.96 | 3.9 | 0.3 (8.33%) | 24.27 | 172 | 10 | 143 |
| 18 Jun | 200.52 | 3.57 | -0.71 (-16.59%) | 24.53 | 110 | 21 | 132 |
| 17 Jun | 199.01 | 4.2 | -1.37 (-24.60%) | 24.96 | 99 | 34 | 110 |
| 16 Jun | 196.00 | 5.6 | 0.63 (12.68%) | 25.3 | 44 | 7 | 76 |
| 15 Jun | 197.28 | 5 | -0.04 (-0.79%) | 24.61 | 58 | 24 | 66 |
| 12 Jun | 197.86 | 5.09 | -1.83 (-26.45%) | 25.04 | 30 | 12 | 44 |
| 11 Jun | 197.96 | 6.92 | 0.15 (2.22%) | 32.01 | 31 | 9 | 32 |
| 10 Jun | 199.31 | 7 | 1 (16.67%) | 31.99 | 52 | 16 | 33 |
| 9 Jun | 203.18 | 6 | 1 (20.00%) | 31.43 | 9 | 8 | 16 |
| 8 Jun | 202.72 | 6 | 0 (0.00%) | 30.94 | 9 | 6 | 6 |
| 5 Jun | 206.77 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 210.57 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 211.89 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 210.60 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 210.57 | 0 | 0 | - | 0 | 0 | 0 |
| 29 May | 208.02 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 209.71 | 0 | -5.77 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 216.84 | 0 | -5.77 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 221.13 | 0 | -5.77 (-100.00%) | - | 0 | 0 | 0 |
| 13 May | 219.62 | 0 | -5.77 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 212.00 | 0 | -5.77 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 212.08 | 0 | -5.77 (-100.00%) | 0 | 0 | 0 | 0 |
| 30 Apr | 211.36 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 215.88 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 195 expiring on 28JUL2026
Delta for 195 PE is -0.59
Historical price for 195 PE is as follows
On 29 Jun TATASTEEL was trading at 190.20. The strike last trading price was 8.2, which was -1.16 lower than the previous day. The implied volatity was 27.71, the open interest changed by -4 which decreased total open position to 838
On 25 Jun TATASTEEL was trading at 188.71. The strike last trading price was 9.57, which was 1.07 higher than the previous day. The implied volatity was 28.2, the open interest changed by 59 which increased total open position to 839
On 24 Jun TATASTEEL was trading at 190.16. The strike last trading price was 8.51, which was 1.71 higher than the previous day. The implied volatity was 27.26, the open interest changed by 429 which increased total open position to 778
On 23 Jun TATASTEEL was trading at 193.56. The strike last trading price was 7.18, which was 3.22 higher than the previous day. The implied volatity was 27.85, the open interest changed by 114 which increased total open position to 349
On 22 Jun TATASTEEL was trading at 198.97. The strike last trading price was 4.04, which was 0.02 higher than the previous day. The implied volatity was 24.95, the open interest changed by 88 which increased total open position to 234
On 19 Jun TATASTEEL was trading at 198.96. The strike last trading price was 3.9, which was 0.3 higher than the previous day. The implied volatity was 24.27, the open interest changed by 10 which increased total open position to 143
On 18 Jun TATASTEEL was trading at 200.52. The strike last trading price was 3.57, which was -0.71 lower than the previous day. The implied volatity was 24.53, the open interest changed by 21 which increased total open position to 132
On 17 Jun TATASTEEL was trading at 199.01. The strike last trading price was 4.2, which was -1.37 lower than the previous day. The implied volatity was 24.96, the open interest changed by 34 which increased total open position to 110
On 16 Jun TATASTEEL was trading at 196.00. The strike last trading price was 5.6, which was 0.63 higher than the previous day. The implied volatity was 25.3, the open interest changed by 7 which increased total open position to 76
On 15 Jun TATASTEEL was trading at 197.28. The strike last trading price was 5, which was -0.04 lower than the previous day. The implied volatity was 24.61, the open interest changed by 24 which increased total open position to 66
On 12 Jun TATASTEEL was trading at 197.86. The strike last trading price was 5.09, which was -1.83 lower than the previous day. The implied volatity was 25.04, the open interest changed by 12 which increased total open position to 44
On 11 Jun TATASTEEL was trading at 197.96. The strike last trading price was 6.92, which was 0.15 higher than the previous day. The implied volatity was 32.01, the open interest changed by 9 which increased total open position to 32
On 10 Jun TATASTEEL was trading at 199.31. The strike last trading price was 7, which was 1 higher than the previous day. The implied volatity was 31.99, the open interest changed by 16 which increased total open position to 33
On 9 Jun TATASTEEL was trading at 203.18. The strike last trading price was 6, which was 1 higher than the previous day. The implied volatity was 31.43, the open interest changed by 8 which increased total open position to 16
On 8 Jun TATASTEEL was trading at 202.72. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 30.94, the open interest changed by 6 which increased total open position to 6
On 5 Jun TATASTEEL was trading at 206.77. 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 4 Jun TATASTEEL was trading at 210.57. 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 3 Jun TATASTEEL was trading at 211.89. 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 2 Jun TATASTEEL was trading at 210.60. 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 1 Jun TATASTEEL was trading at 210.57. 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 29 May TATASTEEL was trading at 208.02. 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 18 May TATASTEEL was trading at 209.71. The strike last trading price was 0, which was -5.77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May TATASTEEL was trading at 216.84. The strike last trading price was 0, which was -5.77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May TATASTEEL was trading at 221.13. The strike last trading price was 0, which was -5.77 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May TATASTEEL was trading at 219.62. The strike last trading price was 0, which was -5.77 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May TATASTEEL was trading at 212.00. The strike last trading price was 0, which was -5.77 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May TATASTEEL was trading at 212.08. The strike last trading price was 0, which was -5.77 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 30 Apr TATASTEEL was trading at 211.36. 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 29 Apr TATASTEEL was trading at 215.88. 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
