TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
17 Apr 2026 12:00 PM IST
| TATASTEEL 28-Apr-2026 (11d) 197 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.89
Vega: 0
Theta: -0.1
Gamma: 0.01558
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Apr | 210.52 | 14.68 | -0.019999999999999574 | 31.43 | 0 | 0 | 155 | |||||||||
| 16 Apr | 210.69 | 14.68 | 1.4900000000000002 | 31.43 | 22 | -11 | 156 | |||||||||
| 15 Apr | 208.72 | 12.63 | 1.1000000000000014 | 30.8 | 19 | 3 | 167 | |||||||||
| 13 Apr | 206.39 | 11.53 | -0.8200000000000003 | 34.11 | 24 | -3 | 165 | |||||||||
| 10 Apr | 206.61 | 12.36 | 0.9299999999999997 | 31.53 | 11 | -2 | 170 | |||||||||
| 9 Apr | 205.20 | 11.43 | 0.87 | 32.86 | 21 | -13 | 172 | |||||||||
| 8 Apr | 204.18 | 10.6 | 3.29 | 29.21 | 161 | -64 | 187 | |||||||||
| 7 Apr | 198.13 | 7.3 | 0.53 | 32.79 | 1,267 | 87 | 259 | |||||||||
| 6 Apr | 196.10 | 6.78 | 0.49 | 35.94 | 296 | 39 | 171 | |||||||||
| 2 Apr | 194.14 | 6.1 | -0.45 | 34.3 | 169 | -1 | 134 | |||||||||
| 1 Apr | 194.60 | 6.51 | 0.59 | 32.37 | 392 | 23 | 140 | |||||||||
| 30 Mar | 191.86 | 5.97 | -0.51 | 35.6 | 113 | -5 | 115 | |||||||||
| 27 Mar | 193.22 | 6.43 | -1.68 | 32.39 | 87 | 40 | 123 | |||||||||
| 25 Mar | 196.65 | 8.11 | 1.81 | 30.51 | 189 | 47 | 85 | |||||||||
| 24 Mar | 190.79 | 6.3 | 0.62 | 34 | 10 | 0 | 37 | |||||||||
| 23 Mar | 187.17 | 5.68 | -2.7 | 38.27 | 31 | 22 | 36 | |||||||||
| 20 Mar | 196.77 | 8.38 | 2.18 | 29.88 | 13 | 2 | 14 | |||||||||
| 19 Mar | 190.51 | 6.2 | -1.68 | 30.97 | 10 | 1 | 12 | |||||||||
| 18 Mar | 195.41 | 7.88 | -0.42 | 29.86 | 11 | 5 | 8 | |||||||||
|
|
||||||||||||||||
| 17 Mar | 195.43 | 8.3 | 3.35 | 30.6 | 3 | 2 | 3 | |||||||||
| 16 Mar | 186.94 | 4.95 | -14.91 | - | 1 | 1 | 0 | |||||||||
| 13 Mar | 183.51 | 4.95 | -14.91 | 36.08 | 1 | 0 | 0 | |||||||||
| 12 Mar | 193.47 | 19.86 | 0 | 0.54 | 0 | 0 | 0 | |||||||||
| 11 Mar | 194.74 | 19.86 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 10 Mar | 195.00 | 19.86 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 9 Mar | 191.01 | 19.86 | 0 | 1.56 | 0 | 0 | 0 | |||||||||
| 6 Mar | 198.46 | 19.86 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 200.57 | 19.86 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 196.73 | 19.86 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 211.01 | 19.86 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 212.33 | 19.86 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 215.52 | 19.86 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 214.64 | 19.86 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 197 expiring on 28APR2026
Delta for 197 CE is 0.89
Historical price for 197 CE is as follows
On 17 Apr TATASTEEL was trading at 210.52. The strike last trading price was 14.68, which was -0.019999999999999574 lower than the previous day. The implied volatity was 31.43, the open interest changed by 0 which decreased total open position to 155
On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 14.68, which was 1.4900000000000002 higher than the previous day. The implied volatity was 31.43, the open interest changed by -11 which decreased total open position to 156
On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 12.63, which was 1.1000000000000014 higher than the previous day. The implied volatity was 30.8, the open interest changed by 3 which increased total open position to 167
On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 11.53, which was -0.8200000000000003 lower than the previous day. The implied volatity was 34.11, the open interest changed by -3 which decreased total open position to 165
On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 12.36, which was 0.9299999999999997 higher than the previous day. The implied volatity was 31.53, the open interest changed by -2 which decreased total open position to 170
On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 11.43, which was 0.87 higher than the previous day. The implied volatity was 32.86, the open interest changed by -13 which decreased total open position to 172
On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 10.6, which was 3.29 higher than the previous day. The implied volatity was 29.21, the open interest changed by -64 which decreased total open position to 187
On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 7.3, which was 0.53 higher than the previous day. The implied volatity was 32.79, the open interest changed by 87 which increased total open position to 259
On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 6.78, which was 0.49 higher than the previous day. The implied volatity was 35.94, the open interest changed by 39 which increased total open position to 171
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 6.1, which was -0.45 lower than the previous day. The implied volatity was 34.3, the open interest changed by -1 which decreased total open position to 134
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 6.51, which was 0.59 higher than the previous day. The implied volatity was 32.37, the open interest changed by 23 which increased total open position to 140
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 5.97, which was -0.51 lower than the previous day. The implied volatity was 35.6, the open interest changed by -5 which decreased total open position to 115
On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 6.43, which was -1.68 lower than the previous day. The implied volatity was 32.39, the open interest changed by 40 which increased total open position to 123
On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 8.11, which was 1.81 higher than the previous day. The implied volatity was 30.51, the open interest changed by 47 which increased total open position to 85
On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 6.3, which was 0.62 higher than the previous day. The implied volatity was 34, the open interest changed by 0 which decreased total open position to 37
On 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 5.68, which was -2.7 lower than the previous day. The implied volatity was 38.27, the open interest changed by 22 which increased total open position to 36
On 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 8.38, which was 2.18 higher than the previous day. The implied volatity was 29.88, the open interest changed by 2 which increased total open position to 14
On 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 6.2, which was -1.68 lower than the previous day. The implied volatity was 30.97, the open interest changed by 1 which increased total open position to 12
On 18 Mar TATASTEEL was trading at 195.41. The strike last trading price was 7.88, which was -0.42 lower than the previous day. The implied volatity was 29.86, the open interest changed by 5 which increased total open position to 8
On 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 8.3, which was 3.35 higher than the previous day. The implied volatity was 30.6, the open interest changed by 2 which increased total open position to 3
On 16 Mar TATASTEEL was trading at 186.94. The strike last trading price was 4.95, which was -14.91 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 4.95, which was -14.91 lower than the previous day. The implied volatity was 36.08, the open interest changed by 0 which decreased total open position to 0
On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 19.86, which was 0 lower than the previous day. The implied volatity was 0.54, the open interest changed by 0 which decreased total open position to 0
On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 19.86, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 19.86, which was 0 lower than the previous day. The implied volatity was 0.01, 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 19.86, which was 0 lower than the previous day. The implied volatity was 1.56, 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 19.86, 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 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 19.86, 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 19.86, 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 19.86, 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 19.86, 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 19.86, 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 19.86, 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 (11d) 197 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0
Theta: -0.08
Gamma: 0.01544
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Apr | 210.52 | 0.74 | -0.08999999999999997 | 33.87 | 32 | 1 | 193 |
| 16 Apr | 210.69 | 0.83 | -0.44000000000000006 | 33.47 | 32 | 7 | 193 |
| 15 Apr | 208.72 | 1.28 | -0.74 | 33.17 | 123 | -8 | 182 |
| 13 Apr | 206.39 | 2.07 | 0.2799999999999998 | 34.02 | 81 | -2 | 190 |
| 10 Apr | 206.61 | 1.76 | -0.49 | 30.32 | 49 | -6 | 195 |
| 9 Apr | 205.20 | 2.34 | -0.15 | 31.3 | 99 | -21 | 203 |
| 8 Apr | 204.18 | 2.48 | -3.43 | 30.53 | 274 | 27 | 225 |
| 7 Apr | 198.13 | 6.03 | -1.11 | 37.39 | 752 | 74 | 201 |
| 6 Apr | 196.10 | 7.28 | -1.23 | 37.42 | 199 | 26 | 129 |
| 2 Apr | 194.14 | 8.9 | 1.26 | 37.69 | 60 | -4 | 104 |
| 1 Apr | 194.60 | 7.73 | -2.68 | 34.84 | 411 | 1 | 108 |
| 30 Mar | 191.86 | 10.41 | 0.87 | 38.36 | 21 | 9 | 108 |
| 27 Mar | 193.22 | 9.52 | 2 | 36.78 | 53 | 11 | 99 |
| 25 Mar | 196.65 | 7.69 | -3.29 | 35.51 | 150 | 56 | 87 |
| 24 Mar | 190.79 | 10.98 | -2.19 | 37.25 | 4 | -2 | 30 |
| 23 Mar | 187.17 | 13.17 | 5.42 | 35.69 | 21 | 13 | 33 |
| 20 Mar | 196.77 | 7.9 | -2.83 | 33.79 | 25 | 16 | 20 |
| 19 Mar | 190.51 | 10.73 | 2.52 | 34.47 | 3 | 0 | 5 |
| 18 Mar | 195.41 | 8.21 | -2.78 | 31.9 | 5 | 3 | 4 |
| 17 Mar | 195.43 | 10.99 | -5.22 | 42.54 | 3 | -1 | 1 |
| 16 Mar | 186.94 | 16.21 | 10.73 | - | 2 | 2 | 0 |
| 13 Mar | 183.51 | 16.21 | 10.73 | 34.97 | 2 | 0 | 0 |
| 12 Mar | 193.47 | 5.48 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 194.74 | 5.48 | 0 | 0.15 | 0 | 0 | 0 |
| 10 Mar | 195.00 | 5.48 | 0 | 0.52 | 0 | 0 | 0 |
| 9 Mar | 191.01 | 5.48 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 198.46 | 5.48 | 0 | 1.95 | 0 | 0 | 0 |
| 5 Mar | 200.57 | 5.48 | 0 | 2.92 | 0 | 0 | 0 |
| 4 Mar | 196.73 | 5.48 | 0 | 1.02 | 0 | 0 | 0 |
| 2 Mar | 211.01 | 5.48 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 212.33 | 5.48 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 215.52 | 5.48 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 214.64 | 5.48 | 0 | 7.12 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 197 expiring on 28APR2026
Delta for 197 PE is -0.12
Historical price for 197 PE is as follows
On 17 Apr TATASTEEL was trading at 210.52. The strike last trading price was 0.74, which was -0.08999999999999997 lower than the previous day. The implied volatity was 33.87, the open interest changed by 1 which increased total open position to 193
On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 0.83, which was -0.44000000000000006 lower than the previous day. The implied volatity was 33.47, the open interest changed by 7 which increased total open position to 193
On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 1.28, which was -0.74 lower than the previous day. The implied volatity was 33.17, the open interest changed by -8 which decreased total open position to 182
On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 2.07, which was 0.2799999999999998 higher than the previous day. The implied volatity was 34.02, the open interest changed by -2 which decreased total open position to 190
On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 1.76, which was -0.49 lower than the previous day. The implied volatity was 30.32, the open interest changed by -6 which decreased total open position to 195
On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 2.34, which was -0.15 lower than the previous day. The implied volatity was 31.3, the open interest changed by -21 which decreased total open position to 203
On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 2.48, which was -3.43 lower than the previous day. The implied volatity was 30.53, the open interest changed by 27 which increased total open position to 225
On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 6.03, which was -1.11 lower than the previous day. The implied volatity was 37.39, the open interest changed by 74 which increased total open position to 201
On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 7.28, which was -1.23 lower than the previous day. The implied volatity was 37.42, the open interest changed by 26 which increased total open position to 129
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 8.9, which was 1.26 higher than the previous day. The implied volatity was 37.69, the open interest changed by -4 which decreased total open position to 104
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 7.73, which was -2.68 lower than the previous day. The implied volatity was 34.84, the open interest changed by 1 which increased total open position to 108
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 10.41, which was 0.87 higher than the previous day. The implied volatity was 38.36, the open interest changed by 9 which increased total open position to 108
On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 9.52, which was 2 higher than the previous day. The implied volatity was 36.78, the open interest changed by 11 which increased total open position to 99
On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 7.69, which was -3.29 lower than the previous day. The implied volatity was 35.51, the open interest changed by 56 which increased total open position to 87
On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 10.98, which was -2.19 lower than the previous day. The implied volatity was 37.25, the open interest changed by -2 which decreased total open position to 30
On 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 13.17, which was 5.42 higher than the previous day. The implied volatity was 35.69, the open interest changed by 13 which increased total open position to 33
On 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 7.9, which was -2.83 lower than the previous day. The implied volatity was 33.79, the open interest changed by 16 which increased total open position to 20
On 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 10.73, which was 2.52 higher than the previous day. The implied volatity was 34.47, the open interest changed by 0 which decreased total open position to 5
On 18 Mar TATASTEEL was trading at 195.41. The strike last trading price was 8.21, which was -2.78 lower than the previous day. The implied volatity was 31.9, the open interest changed by 3 which increased total open position to 4
On 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 10.99, which was -5.22 lower than the previous day. The implied volatity was 42.54, the open interest changed by -1 which decreased total open position to 1
On 16 Mar TATASTEEL was trading at 186.94. The strike last trading price was 16.21, which was 10.73 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 16.21, which was 10.73 higher than the previous day. The implied volatity was 34.97, the open interest changed by 0 which decreased total open position to 0
On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 5.48, 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 Mar TATASTEEL was trading at 194.74. The strike last trading price was 5.48, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 5.48, which was 0 lower than the previous day. The implied volatity was 0.52, 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 5.48, 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 5.48, which was 0 lower than the previous day. The implied volatity was 1.95, 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 5.48, which was 0 lower than the previous day. The implied volatity was 2.92, 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 5.48, which was 0 lower than the previous day. The implied volatity was 1.02, 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 5.48, 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 5.48, 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 5.48, 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 5.48, which was 0 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0
