TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
13 Mar 2026 04:12 PM IST
| TATASTEEL 30-MAR-2026 197 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.12
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 183.51 | 1.97 | -2.81 | 40.03 | 401 | 59 | 231 | |||||||||
| 12 Mar | 193.47 | 4.8 | -0.75 | 34.67 | 278 | 12 | 174 | |||||||||
| 11 Mar | 194.74 | 5.49 | 0.01 | 34.47 | 840 | 45 | 164 | |||||||||
| 10 Mar | 195.00 | 5.6 | 1.09 | 32.23 | 368 | -11 | 119 | |||||||||
| 9 Mar | 191.01 | 4.53 | -3.4 | 35.83 | 153 | 1 | 127 | |||||||||
| 6 Mar | 198.46 | 8.1 | -0.62 | 31.94 | 330 | -5 | 128 | |||||||||
| 5 Mar | 200.57 | 8.66 | 1.17 | 27.93 | 322 | -47 | 134 | |||||||||
| 4 Mar | 196.73 | 7.2 | -14.05 | 33.43 | 1,050 | 176 | 180 | |||||||||
| 2 Mar | 211.01 | 21.25 | 6.68 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 212.33 | 21.25 | 6.68 | - | 0 | 0 | 4 | |||||||||
| 26 Feb | 215.52 | 21.25 | 6.68 | - | 0 | 0 | 4 | |||||||||
| 25 Feb | 214.64 | 21.25 | 6.68 | 33.73 | 2 | 1 | 4 | |||||||||
| 24 Feb | 209.13 | 14.57 | 5.52 | 19.48 | 3 | 2 | 2 | |||||||||
| 23 Feb | 208.14 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 208.36 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 205.41 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Feb | 209.03 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 203.08 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 205.81 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 203.18 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 208.11 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 207.59 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 208.01 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 202.00 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 197.06 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 197.76 | 9.05 | 0 | 0.28 | 0 | 0 | 0 | |||||||||
| 4 Feb | 195.40 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 192.93 | 9.05 | 0 | 0.57 | 0 | 0 | 0 | |||||||||
| 2 Feb | 188.51 | 9.05 | 0 | 2.33 | 0 | 0 | 0 | |||||||||
| 1 Feb | 185.38 | 9.05 | 0 | 3.32 | 0 | 0 | 0 | |||||||||
| 30 Jan | 193.13 | 9.05 | 0 | 0.63 | 0 | 0 | 0 | |||||||||
| 29 Jan | 202.32 | 9.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 193.85 | 9.05 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 197 expiring on 30MAR2026
Delta for 197 CE is 0.22
Historical price for 197 CE is as follows
On 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 1.97, which was -2.81 lower than the previous day. The implied volatity was 40.03, the open interest changed by 59 which increased total open position to 231
On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 4.8, which was -0.75 lower than the previous day. The implied volatity was 34.67, the open interest changed by 12 which increased total open position to 174
On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 5.49, which was 0.01 higher than the previous day. The implied volatity was 34.47, the open interest changed by 45 which increased total open position to 164
On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 5.6, which was 1.09 higher than the previous day. The implied volatity was 32.23, the open interest changed by -11 which decreased total open position to 119
On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 4.53, which was -3.4 lower than the previous day. The implied volatity was 35.83, the open interest changed by 1 which increased total open position to 127
On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 8.1, which was -0.62 lower than the previous day. The implied volatity was 31.94, the open interest changed by -5 which decreased total open position to 128
On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 8.66, which was 1.17 higher than the previous day. The implied volatity was 27.93, the open interest changed by -47 which decreased total open position to 134
On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 7.2, which was -14.05 lower than the previous day. The implied volatity was 33.43, the open interest changed by 176 which increased total open position to 180
On 2 Mar TATASTEEL was trading at 211.01. The strike last trading price was 21.25, which was 6.68 higher 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 21.25, which was 6.68 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 21.25, which was 6.68 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 25 Feb TATASTEEL was trading at 214.64. The strike last trading price was 21.25, which was 6.68 higher than the previous day. The implied volatity was 33.73, the open interest changed by 1 which increased total open position to 4
On 24 Feb TATASTEEL was trading at 209.13. The strike last trading price was 14.57, which was 5.52 higher than the previous day. The implied volatity was 19.48, the open interest changed by 2 which increased total open position to 2
On 23 Feb TATASTEEL was trading at 208.14. The strike last trading price was 9.05, 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 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 9.05, 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 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 9.05, 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 Feb TATASTEEL was trading at 209.03. The strike last trading price was 9.05, 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 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 9.05, 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 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 9.05, 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 Feb TATASTEEL was trading at 203.18. The strike last trading price was 9.05, 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 Feb TATASTEEL was trading at 208.11. The strike last trading price was 9.05, 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 Feb TATASTEEL was trading at 207.59. The strike last trading price was 9.05, 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 10 Feb TATASTEEL was trading at 208.01. The strike last trading price was 9.05, 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 9 Feb TATASTEEL was trading at 202.00. The strike last trading price was 9.05, 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 Feb TATASTEEL was trading at 197.06. The strike last trading price was 9.05, 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 Feb TATASTEEL was trading at 197.76. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TATASTEEL was trading at 195.40. The strike last trading price was 9.05, 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 Feb TATASTEEL was trading at 192.93. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0
On 2 Feb TATASTEEL was trading at 188.51. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0
On 1 Feb TATASTEEL was trading at 185.38. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 30 Jan TATASTEEL was trading at 193.13. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 9.05, 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 Jan TATASTEEL was trading at 193.85. The strike last trading price was 9.05, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30MAR2026 197 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.13
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 183.51 | 15.62 | 7.78 | 44.72 | 77 | -25 | 192 |
| 12 Mar | 193.47 | 7.81 | 0.29 | 37.48 | 77 | -18 | 221 |
| 11 Mar | 194.74 | 7.63 | 0.93 | 39.12 | 872 | 35 | 242 |
| 10 Mar | 195.00 | 6.47 | -3.16 | 33.8 | 155 | 19 | 220 |
| 9 Mar | 191.01 | 9.55 | 3.97 | 37.41 | 134 | -40 | 208 |
| 6 Mar | 198.46 | 5.61 | 0.98 | 34.92 | 410 | 43 | 250 |
| 5 Mar | 200.57 | 4.62 | -2.81 | 33.15 | 416 | 38 | 208 |
| 4 Mar | 196.73 | 7.79 | 6.15 | 38.46 | 1,163 | 132 | 173 |
| 2 Mar | 211.01 | 1.66 | 0.36 | 30 | 63 | -10 | 38 |
| 27 Feb | 212.33 | 1.28 | 0.14 | 27.94 | 24 | 8 | 46 |
| 26 Feb | 215.52 | 1.15 | -0.14 | 29.07 | 10 | 0 | 38 |
| 25 Feb | 214.64 | 1.31 | -0.7 | 29 | 69 | 29 | 38 |
| 24 Feb | 209.13 | 2.01 | -0.55 | 27.66 | 17 | 5 | 10 |
| 23 Feb | 208.14 | 2.56 | 0.06 | 29.14 | 22 | 2 | 6 |
| 20 Feb | 208.36 | 2.5 | -0.4 | 28.11 | 4 | 1 | 2 |
| 19 Feb | 205.41 | 2.9 | -8.81 | 26.28 | 3 | 0 | 0 |
| 18 Feb | 209.03 | 11.71 | 0 | 6.13 | 0 | 0 | 0 |
| 17 Feb | 203.08 | 11.71 | 0 | 4.02 | 0 | 0 | 0 |
| 16 Feb | 205.81 | 11.71 | 0 | 4.74 | 0 | 0 | 0 |
| 13 Feb | 203.18 | 11.71 | 0 | 3.98 | 0 | 0 | 0 |
| 12 Feb | 208.11 | 11.71 | 0 | 5.54 | 0 | 0 | 0 |
| 11 Feb | 207.59 | 11.71 | 0 | 5.39 | 0 | 0 | 0 |
| 10 Feb | 208.01 | 11.71 | 0 | 5.43 | 0 | 0 | 0 |
| 9 Feb | 202.00 | 11.71 | 0 | 3.2 | 0 | 0 | 0 |
| 6 Feb | 197.06 | 11.71 | 0 | 1.11 | 0 | 0 | 0 |
| 5 Feb | 197.76 | 11.71 | 0 | 1.45 | 0 | 0 | 0 |
| 4 Feb | 195.40 | 11.71 | 0 | 0.51 | 0 | 0 | 0 |
| 3 Feb | 192.93 | 11.71 | 0 | 0.15 | 0 | 0 | 0 |
| 2 Feb | 188.51 | 11.71 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 185.38 | 11.71 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 193.13 | 11.71 | 0 | 0.09 | 0 | 0 | 0 |
| 29 Jan | 202.32 | 11.71 | 0 | 3.32 | 0 | 0 | 0 |
| 28 Jan | 193.85 | 11.71 | 0 | 0.05 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 197 expiring on 30MAR2026
Delta for 197 PE is -0.75
Historical price for 197 PE is as follows
On 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 15.62, which was 7.78 higher than the previous day. The implied volatity was 44.72, the open interest changed by -25 which decreased total open position to 192
On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 7.81, which was 0.29 higher than the previous day. The implied volatity was 37.48, the open interest changed by -18 which decreased total open position to 221
On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 7.63, which was 0.93 higher than the previous day. The implied volatity was 39.12, the open interest changed by 35 which increased total open position to 242
On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 6.47, which was -3.16 lower than the previous day. The implied volatity was 33.8, the open interest changed by 19 which increased total open position to 220
On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 9.55, which was 3.97 higher than the previous day. The implied volatity was 37.41, the open interest changed by -40 which decreased total open position to 208
On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 5.61, which was 0.98 higher than the previous day. The implied volatity was 34.92, the open interest changed by 43 which increased total open position to 250
On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 4.62, which was -2.81 lower than the previous day. The implied volatity was 33.15, the open interest changed by 38 which increased total open position to 208
On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 7.79, which was 6.15 higher than the previous day. The implied volatity was 38.46, the open interest changed by 132 which increased total open position to 173
On 2 Mar TATASTEEL was trading at 211.01. The strike last trading price was 1.66, which was 0.36 higher than the previous day. The implied volatity was 30, the open interest changed by -10 which decreased total open position to 38
On 27 Feb TATASTEEL was trading at 212.33. The strike last trading price was 1.28, which was 0.14 higher than the previous day. The implied volatity was 27.94, the open interest changed by 8 which increased total open position to 46
On 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 1.15, which was -0.14 lower than the previous day. The implied volatity was 29.07, the open interest changed by 0 which decreased total open position to 38
On 25 Feb TATASTEEL was trading at 214.64. The strike last trading price was 1.31, which was -0.7 lower than the previous day. The implied volatity was 29, the open interest changed by 29 which increased total open position to 38
On 24 Feb TATASTEEL was trading at 209.13. The strike last trading price was 2.01, which was -0.55 lower than the previous day. The implied volatity was 27.66, the open interest changed by 5 which increased total open position to 10
On 23 Feb TATASTEEL was trading at 208.14. The strike last trading price was 2.56, which was 0.06 higher than the previous day. The implied volatity was 29.14, the open interest changed by 2 which increased total open position to 6
On 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was 28.11, the open interest changed by 1 which increased total open position to 2
On 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 2.9, which was -8.81 lower than the previous day. The implied volatity was 26.28, the open interest changed by 0 which decreased total open position to 0
On 18 Feb TATASTEEL was trading at 209.03. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 6.13, the open interest changed by 0 which decreased total open position to 0
On 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
On 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 4.74, the open interest changed by 0 which decreased total open position to 0
On 13 Feb TATASTEEL was trading at 203.18. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 3.98, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TATASTEEL was trading at 208.11. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 5.54, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TATASTEEL was trading at 207.59. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 5.39, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TATASTEEL was trading at 208.01. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 5.43, the open interest changed by 0 which decreased total open position to 0
On 9 Feb TATASTEEL was trading at 202.00. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 3.2, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TATASTEEL was trading at 197.06. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 1.11, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TATASTEEL was trading at 197.76. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TATASTEEL was trading at 195.40. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 3 Feb TATASTEEL was trading at 192.93. The strike last trading price was 11.71, 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 2 Feb TATASTEEL was trading at 188.51. The strike last trading price was 11.71, 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 Feb TATASTEEL was trading at 185.38. The strike last trading price was 11.71, 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 Jan TATASTEEL was trading at 193.13. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0
On 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
On 28 Jan TATASTEEL was trading at 193.85. The strike last trading price was 11.71, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
