TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
30 Mar 2026 04:12 PM IST
| TATASTEEL 28-Apr-2026 (28d) 195 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0.22
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 0.48
Historical price for 195 CE is as follows
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 (28d) 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.22
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.51
Historical price for 195 PE is as follows
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
