TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
09 Dec 2025 04:12 PM IST
| TATASTEEL 30-DEC-2025 195 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.02
Theta: -0.02
Gamma: 0.00
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| 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 | |||||||||
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| 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: -
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| 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































































































































































































































