TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
17 Mar 2026 04:12 PM IST
| TATASTEEL 30-MAR-2026 199 CE | ||||||||||||||||
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Delta: 0.4
Vega: 0.14
Theta: -0.18
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 195.43 | 3.01 | 1.58 | 29.6 | 458 | 55 | 231 | |||||||||
| 16 Mar | 186.94 | 1.35 | -0.29 | 35.52 | 186 | 9 | 178 | |||||||||
| 13 Mar | 183.51 | 1.67 | -2.34 | 40.64 | 175 | 9 | 171 | |||||||||
| 12 Mar | 193.47 | 4.01 | -0.66 | 34.61 | 143 | -2 | 162 | |||||||||
| 11 Mar | 194.74 | 4.61 | -0.01 | 34.27 | 663 | -15 | 164 | |||||||||
| 10 Mar | 195.00 | 4.67 | 0.89 | 31.96 | 184 | 4 | 180 | |||||||||
| 9 Mar | 191.01 | 3.76 | -3.09 | 35.39 | 211 | -23 | 178 | |||||||||
| 6 Mar | 198.46 | 6.99 | -0.47 | 31.71 | 517 | 62 | 202 | |||||||||
| 5 Mar | 200.57 | 7.41 | 0.81 | 27.61 | 802 | 63 | 140 | |||||||||
| 4 Mar | 196.73 | 6.3 | -7.24 | 33.59 | 464 | 81 | 82 | |||||||||
| 2 Mar | 211.01 | 13.54 | 5.31 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 212.33 | 13.54 | 5.31 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 215.52 | 13.54 | 5.31 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 214.64 | 13.54 | 5.31 | - | 2 | 0 | 1 | |||||||||
| 24 Feb | 209.13 | 13.54 | 5.31 | 23.43 | 2 | 1 | 1 | |||||||||
| 23 Feb | 208.14 | 8.23 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 208.36 | 8.23 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 205.41 | 8.23 | 0 | - | 0 | 0 | 0 | |||||||||
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| 18 Feb | 209.03 | 8.23 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 203.08 | 8.23 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 205.81 | 8.23 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 203.18 | 8.23 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 208.11 | 8.23 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 207.59 | 8.23 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 208.01 | 8.23 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 202.00 | 8.23 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 197.06 | 8.23 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 5 Feb | 197.76 | 8.23 | 0 | 0.13 | 0 | 0 | 0 | |||||||||
| 4 Feb | 195.40 | 8.23 | 0 | 0.3 | 0 | 0 | 0 | |||||||||
| 3 Feb | 192.93 | 8.23 | 0 | 1.34 | 0 | 0 | 0 | |||||||||
| 2 Feb | 188.51 | 8.23 | 0 | 3.17 | 0 | 0 | 0 | |||||||||
| 1 Feb | 185.38 | 8.23 | 0 | 3.83 | 0 | 0 | 0 | |||||||||
| 30 Jan | 193.13 | 8.23 | 0 | 1.41 | 0 | 0 | 0 | |||||||||
| 29 Jan | 202.32 | 8.23 | 0 | 0.3 | 0 | 0 | 0 | |||||||||
| 28 Jan | 193.85 | 8.23 | 0 | 0.82 | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 199 expiring on 30MAR2026
Delta for 199 CE is 0.4
Historical price for 199 CE is as follows
On 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 3.01, which was 1.58 higher than the previous day. The implied volatity was 29.6, the open interest changed by 55 which increased total open position to 231
On 16 Mar TATASTEEL was trading at 186.94. The strike last trading price was 1.35, which was -0.29 lower than the previous day. The implied volatity was 35.52, the open interest changed by 9 which increased total open position to 178
On 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 1.67, which was -2.34 lower than the previous day. The implied volatity was 40.64, the open interest changed by 9 which increased total open position to 171
On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 4.01, which was -0.66 lower than the previous day. The implied volatity was 34.61, the open interest changed by -2 which decreased total open position to 162
On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 4.61, which was -0.01 lower than the previous day. The implied volatity was 34.27, the open interest changed by -15 which decreased total open position to 164
On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 4.67, which was 0.89 higher than the previous day. The implied volatity was 31.96, the open interest changed by 4 which increased total open position to 180
On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 3.76, which was -3.09 lower than the previous day. The implied volatity was 35.39, the open interest changed by -23 which decreased total open position to 178
On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 6.99, which was -0.47 lower than the previous day. The implied volatity was 31.71, the open interest changed by 62 which increased total open position to 202
On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 7.41, which was 0.81 higher than the previous day. The implied volatity was 27.61, the open interest changed by 63 which increased total open position to 140
On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 6.3, which was -7.24 lower than the previous day. The implied volatity was 33.59, the open interest changed by 81 which increased total open position to 82
On 2 Mar TATASTEEL was trading at 211.01. The strike last trading price was 13.54, which was 5.31 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 13.54, which was 5.31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 13.54, which was 5.31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Feb TATASTEEL was trading at 214.64. The strike last trading price was 13.54, which was 5.31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Feb TATASTEEL was trading at 209.13. The strike last trading price was 13.54, which was 5.31 higher than the previous day. The implied volatity was 23.43, the open interest changed by 1 which increased total open position to 1
On 23 Feb TATASTEEL was trading at 208.14. The strike last trading price was 8.23, 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 8.23, 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 8.23, 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 8.23, 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 8.23, 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 8.23, 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 8.23, 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 8.23, 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 8.23, 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 8.23, 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 8.23, 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 8.23, 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
On 5 Feb TATASTEEL was trading at 197.76. The strike last trading price was 8.23, which was 0 lower than the previous day. The implied volatity was 0.13, 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 8.23, which was 0 lower than the previous day. The implied volatity was 0.3, 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 8.23, which was 0 lower than the previous day. The implied volatity was 1.34, 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 8.23, which was 0 lower than the previous day. The implied volatity was 3.17, 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 8.23, which was 0 lower than the previous day. The implied volatity was 3.83, 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 8.23, 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 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 8.23, which was 0 lower than the previous day. The implied volatity was 0.3, 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 8.23, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30MAR2026 199 PE | |||||||
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Delta: -0.58
Vega: 0.14
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 195.43 | 6.86 | -8.5 | 34.89 | 40 | 1 | 232 |
| 16 Mar | 186.94 | 15.36 | -1.23 | 53.12 | 8 | 5 | 230 |
| 13 Mar | 183.51 | 17.29 | 8.32 | 45.51 | 44 | -9 | 226 |
| 12 Mar | 193.47 | 8.89 | 0.11 | 36.78 | 30 | -5 | 237 |
| 11 Mar | 194.74 | 8.78 | 1.01 | 39.2 | 177 | -2 | 242 |
| 10 Mar | 195.00 | 7.6 | -3.34 | 33.93 | 28 | -7 | 245 |
| 9 Mar | 191.01 | 10.88 | 4.38 | 37.67 | 164 | -22 | 253 |
| 6 Mar | 198.46 | 6.51 | 0.94 | 34.74 | 1,035 | 153 | 278 |
| 5 Mar | 200.57 | 5.47 | -2.98 | 33.19 | 873 | 46 | 125 |
| 4 Mar | 196.73 | 8.8 | 6.84 | 38.25 | 876 | 18 | 80 |
| 2 Mar | 211.01 | 1.94 | 0.34 | 29.18 | 57 | -4 | 61 |
| 27 Feb | 212.33 | 1.59 | 0.2 | 27.7 | 14 | 1 | 64 |
| 26 Feb | 215.52 | 1.45 | -0.12 | 29.05 | 28 | 17 | 62 |
| 25 Feb | 214.64 | 1.56 | -0.84 | 28.46 | 73 | 22 | 45 |
| 24 Feb | 209.13 | 2.4 | -0.69 | 27.23 | 28 | 1 | 22 |
| 23 Feb | 208.14 | 3.09 | -0.8 | 29.11 | 20 | 1 | 19 |
| 20 Feb | 208.36 | 4.34 | 1.37 | - | 0 | 0 | 18 |
| 19 Feb | 205.41 | 4.34 | 1.37 | 29.78 | 38 | -12 | 18 |
| 18 Feb | 209.03 | 2.97 | -1.44 | 28 | 43 | 26 | 29 |
| 17 Feb | 203.08 | 4.41 | -0.08 | 26.39 | 1 | 0 | 2 |
| 16 Feb | 205.81 | 4.49 | 0.63 | - | 0 | 0 | 2 |
| 13 Feb | 203.18 | 4.49 | 0.63 | 25.93 | 1 | 0 | 2 |
| 12 Feb | 208.11 | 3.86 | -0.09 | - | 0 | 0 | 2 |
| 11 Feb | 207.59 | 3.86 | -0.09 | 28.6 | 2 | 0 | 1 |
| 10 Feb | 208.01 | 3.95 | -8.91 | 28.92 | 1 | 0 | 0 |
| 9 Feb | 202.00 | 12.86 | 0 | 2.3 | 0 | 0 | 0 |
| 6 Feb | 197.06 | 12.86 | 0 | 0.25 | 0 | 0 | 0 |
| 5 Feb | 197.76 | 12.86 | 0 | 0.62 | 0 | 0 | 0 |
| 4 Feb | 195.40 | 12.86 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 192.93 | 12.86 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 188.51 | 12.86 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 185.38 | 12.86 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 193.13 | 12.86 | 0 | 0.1 | 0 | 0 | 0 |
| 29 Jan | 202.32 | 12.86 | 0 | 2.83 | 0 | 0 | 0 |
| 28 Jan | 193.85 | 12.86 | 0 | 0 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 199 expiring on 30MAR2026
Delta for 199 PE is -0.58
Historical price for 199 PE is as follows
On 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 6.86, which was -8.5 lower than the previous day. The implied volatity was 34.89, the open interest changed by 1 which increased total open position to 232
On 16 Mar TATASTEEL was trading at 186.94. The strike last trading price was 15.36, which was -1.23 lower than the previous day. The implied volatity was 53.12, the open interest changed by 5 which increased total open position to 230
On 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 17.29, which was 8.32 higher than the previous day. The implied volatity was 45.51, the open interest changed by -9 which decreased total open position to 226
On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 8.89, which was 0.11 higher than the previous day. The implied volatity was 36.78, the open interest changed by -5 which decreased total open position to 237
On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 8.78, which was 1.01 higher than the previous day. The implied volatity was 39.2, the open interest changed by -2 which decreased total open position to 242
On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 7.6, which was -3.34 lower than the previous day. The implied volatity was 33.93, the open interest changed by -7 which decreased total open position to 245
On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 10.88, which was 4.38 higher than the previous day. The implied volatity was 37.67, the open interest changed by -22 which decreased total open position to 253
On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 6.51, which was 0.94 higher than the previous day. The implied volatity was 34.74, the open interest changed by 153 which increased total open position to 278
On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 5.47, which was -2.98 lower than the previous day. The implied volatity was 33.19, the open interest changed by 46 which increased total open position to 125
On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 8.8, which was 6.84 higher than the previous day. The implied volatity was 38.25, the open interest changed by 18 which increased total open position to 80
On 2 Mar TATASTEEL was trading at 211.01. The strike last trading price was 1.94, which was 0.34 higher than the previous day. The implied volatity was 29.18, the open interest changed by -4 which decreased total open position to 61
On 27 Feb TATASTEEL was trading at 212.33. The strike last trading price was 1.59, which was 0.2 higher than the previous day. The implied volatity was 27.7, the open interest changed by 1 which increased total open position to 64
On 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 1.45, which was -0.12 lower than the previous day. The implied volatity was 29.05, the open interest changed by 17 which increased total open position to 62
On 25 Feb TATASTEEL was trading at 214.64. The strike last trading price was 1.56, which was -0.84 lower than the previous day. The implied volatity was 28.46, the open interest changed by 22 which increased total open position to 45
On 24 Feb TATASTEEL was trading at 209.13. The strike last trading price was 2.4, which was -0.69 lower than the previous day. The implied volatity was 27.23, the open interest changed by 1 which increased total open position to 22
On 23 Feb TATASTEEL was trading at 208.14. The strike last trading price was 3.09, which was -0.8 lower than the previous day. The implied volatity was 29.11, the open interest changed by 1 which increased total open position to 19
On 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 4.34, which was 1.37 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 4.34, which was 1.37 higher than the previous day. The implied volatity was 29.78, the open interest changed by -12 which decreased total open position to 18
On 18 Feb TATASTEEL was trading at 209.03. The strike last trading price was 2.97, which was -1.44 lower than the previous day. The implied volatity was 28, the open interest changed by 26 which increased total open position to 29
On 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 4.41, which was -0.08 lower than the previous day. The implied volatity was 26.39, the open interest changed by 0 which decreased total open position to 2
On 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 4.49, which was 0.63 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 13 Feb TATASTEEL was trading at 203.18. The strike last trading price was 4.49, which was 0.63 higher than the previous day. The implied volatity was 25.93, the open interest changed by 0 which decreased total open position to 2
On 12 Feb TATASTEEL was trading at 208.11. The strike last trading price was 3.86, which was -0.09 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Feb TATASTEEL was trading at 207.59. The strike last trading price was 3.86, which was -0.09 lower than the previous day. The implied volatity was 28.6, the open interest changed by 0 which decreased total open position to 1
On 10 Feb TATASTEEL was trading at 208.01. The strike last trading price was 3.95, which was -8.91 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 9 Feb TATASTEEL was trading at 202.00. The strike last trading price was 12.86, which was 0 lower than the previous day. The implied volatity was 2.3, 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 12.86, which was 0 lower than the previous day. The implied volatity was 0.25, 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 12.86, which was 0 lower than the previous day. The implied volatity was 0.62, 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 12.86, 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 3 Feb TATASTEEL was trading at 192.93. The strike last trading price was 12.86, 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 Feb TATASTEEL was trading at 188.51. The strike last trading price was 12.86, 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 1 Feb TATASTEEL was trading at 185.38. The strike last trading price was 12.86, 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 30 Jan TATASTEEL was trading at 193.13. The strike last trading price was 12.86, which was 0 lower than the previous day. The implied volatity was 0.1, 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 12.86, which was 0 lower than the previous day. The implied volatity was 2.83, 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 12.86, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
