TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
09 Dec 2025 04:12 PM IST
| TATASTEEL 30-DEC-2025 200 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.01
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 160.67 | 0.08 | 0.01 | 39.77 | 247 | -45 | 1,856 | |||||||||
| 8 Dec | 163.47 | 0.08 | -0.01 | 36.31 | 972 | -515 | 1,902 | |||||||||
| 5 Dec | 167.11 | 0.1 | 0 | 31.32 | 333 | -3 | 2,417 | |||||||||
| 4 Dec | 166.77 | 0.11 | 0.01 | 31.58 | 205 | 18 | 2,420 | |||||||||
| 3 Dec | 166.92 | 0.11 | -0.01 | 30.99 | 836 | -159 | 2,425 | |||||||||
| 2 Dec | 167.78 | 0.11 | 0 | 29.47 | 719 | -30 | 2,594 | |||||||||
| 1 Dec | 168.63 | 0.11 | -0.01 | 28.27 | 384 | 22 | 2,631 | |||||||||
| 28 Nov | 167.96 | 0.12 | 0 | 27.56 | 545 | 25 | 2,611 | |||||||||
| 27 Nov | 168.13 | 0.13 | -0.01 | 27.48 | 761 | 55 | 2,578 | |||||||||
| 26 Nov | 169.67 | 0.15 | 0 | 26.42 | 2,727 | 461 | 2,520 | |||||||||
| 25 Nov | 166.33 | 0.16 | 0.01 | 29.16 | 730 | 299 | 2,058 | |||||||||
| 24 Nov | 165.36 | 0.17 | -0.07 | 29.57 | 1,135 | -143 | 1,759 | |||||||||
| 21 Nov | 168.00 | 0.25 | -0.2 | 28.10 | 1,217 | 447 | 1,901 | |||||||||
| 20 Nov | 172.46 | 0.47 | -0.07 | 27.37 | 633 | 101 | 1,447 | |||||||||
| 19 Nov | 173.21 | 0.55 | -0.03 | 27.24 | 997 | 365 | 1,342 | |||||||||
| 18 Nov | 172.45 | 0.59 | -0.09 | 28.02 | 362 | 123 | 975 | |||||||||
| 17 Nov | 173.17 | 0.69 | -0.1 | 27.82 | 315 | 30 | 851 | |||||||||
| 14 Nov | 174.26 | 0.8 | -0.23 | 27.25 | 612 | 170 | 816 | |||||||||
| 13 Nov | 176.65 | 1.05 | -0.28 | 26.54 | 1,170 | 317 | 645 | |||||||||
| 12 Nov | 178.61 | 1.41 | -0.31 | 26.53 | 227 | 30 | 327 | |||||||||
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| 11 Nov | 181.04 | 1.74 | 0.02 | 25.65 | 72 | 26 | 288 | |||||||||
| 10 Nov | 181.48 | 1.72 | 0.03 | 24.82 | 39 | -4 | 262 | |||||||||
| 7 Nov | 181.37 | 1.66 | 0.35 | 23.64 | 219 | 20 | 261 | |||||||||
| 6 Nov | 177.27 | 1.28 | -0.32 | 25.24 | 119 | 29 | 240 | |||||||||
| 4 Nov | 179.29 | 1.61 | -0.79 | 24.71 | 81 | 31 | 210 | |||||||||
| 3 Nov | 182.67 | 2.4 | -0.05 | 24.90 | 54 | 22 | 182 | |||||||||
| 31 Oct | 182.84 | 2.5 | -0.15 | - | 121 | 83 | 145 | |||||||||
| 30 Oct | 184.35 | 2.65 | -0.25 | 23.08 | 38 | -6 | 62 | |||||||||
| 29 Oct | 185.19 | 2.9 | 0.6 | 23.24 | 187 | 53 | 68 | |||||||||
| 28 Oct | 181.81 | 2.2 | -0.9 | 23.58 | 20 | 16 | 16 | |||||||||
| 27 Oct | 176.66 | 3.1 | 0 | 7.35 | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 200 expiring on 30DEC2025
Delta for 200 CE is 0.02
Historical price for 200 CE is as follows
On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 0.08, which was 0.01 higher than the previous day. The implied volatity was 39.77, the open interest changed by -45 which decreased total open position to 1856
On 8 Dec TATASTEEL was trading at 163.47. The strike last trading price was 0.08, which was -0.01 lower than the previous day. The implied volatity was 36.31, the open interest changed by -515 which decreased total open position to 1902
On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 31.32, the open interest changed by -3 which decreased total open position to 2417
On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 0.11, which was 0.01 higher than the previous day. The implied volatity was 31.58, the open interest changed by 18 which increased total open position to 2420
On 3 Dec TATASTEEL was trading at 166.92. The strike last trading price was 0.11, which was -0.01 lower than the previous day. The implied volatity was 30.99, the open interest changed by -159 which decreased total open position to 2425
On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 0.11, which was 0 lower than the previous day. The implied volatity was 29.47, the open interest changed by -30 which decreased total open position to 2594
On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 0.11, which was -0.01 lower than the previous day. The implied volatity was 28.27, the open interest changed by 22 which increased total open position to 2631
On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 0.12, which was 0 lower than the previous day. The implied volatity was 27.56, the open interest changed by 25 which increased total open position to 2611
On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 0.13, which was -0.01 lower than the previous day. The implied volatity was 27.48, the open interest changed by 55 which increased total open position to 2578
On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 26.42, the open interest changed by 461 which increased total open position to 2520
On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 0.16, which was 0.01 higher than the previous day. The implied volatity was 29.16, the open interest changed by 299 which increased total open position to 2058
On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 0.17, which was -0.07 lower than the previous day. The implied volatity was 29.57, the open interest changed by -143 which decreased total open position to 1759
On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 28.10, the open interest changed by 447 which increased total open position to 1901
On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 0.47, which was -0.07 lower than the previous day. The implied volatity was 27.37, the open interest changed by 101 which increased total open position to 1447
On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 0.55, which was -0.03 lower than the previous day. The implied volatity was 27.24, the open interest changed by 365 which increased total open position to 1342
On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 0.59, which was -0.09 lower than the previous day. The implied volatity was 28.02, the open interest changed by 123 which increased total open position to 975
On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 0.69, which was -0.1 lower than the previous day. The implied volatity was 27.82, the open interest changed by 30 which increased total open position to 851
On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 0.8, which was -0.23 lower than the previous day. The implied volatity was 27.25, the open interest changed by 170 which increased total open position to 816
On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 1.05, which was -0.28 lower than the previous day. The implied volatity was 26.54, the open interest changed by 317 which increased total open position to 645
On 12 Nov TATASTEEL was trading at 178.61. The strike last trading price was 1.41, which was -0.31 lower than the previous day. The implied volatity was 26.53, the open interest changed by 30 which increased total open position to 327
On 11 Nov TATASTEEL was trading at 181.04. The strike last trading price was 1.74, which was 0.02 higher than the previous day. The implied volatity was 25.65, the open interest changed by 26 which increased total open position to 288
On 10 Nov TATASTEEL was trading at 181.48. The strike last trading price was 1.72, which was 0.03 higher than the previous day. The implied volatity was 24.82, the open interest changed by -4 which decreased total open position to 262
On 7 Nov TATASTEEL was trading at 181.37. The strike last trading price was 1.66, which was 0.35 higher than the previous day. The implied volatity was 23.64, the open interest changed by 20 which increased total open position to 261
On 6 Nov TATASTEEL was trading at 177.27. The strike last trading price was 1.28, which was -0.32 lower than the previous day. The implied volatity was 25.24, the open interest changed by 29 which increased total open position to 240
On 4 Nov TATASTEEL was trading at 179.29. The strike last trading price was 1.61, which was -0.79 lower than the previous day. The implied volatity was 24.71, the open interest changed by 31 which increased total open position to 210
On 3 Nov TATASTEEL was trading at 182.67. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 24.90, the open interest changed by 22 which increased total open position to 182
On 31 Oct TATASTEEL was trading at 182.84. The strike last trading price was 2.5, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 83 which increased total open position to 145
On 30 Oct TATASTEEL was trading at 184.35. The strike last trading price was 2.65, which was -0.25 lower than the previous day. The implied volatity was 23.08, the open interest changed by -6 which decreased total open position to 62
On 29 Oct TATASTEEL was trading at 185.19. The strike last trading price was 2.9, which was 0.6 higher than the previous day. The implied volatity was 23.24, the open interest changed by 53 which increased total open position to 68
On 28 Oct TATASTEEL was trading at 181.81. The strike last trading price was 2.2, which was -0.9 lower than the previous day. The implied volatity was 23.58, the open interest changed by 16 which increased total open position to 16
On 27 Oct TATASTEEL was trading at 176.66. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 7.35, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30DEC2025 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 160.67 | 31.5 | -1.3 | - | 0 | 0 | 0 |
| 8 Dec | 163.47 | 31.5 | -1.3 | - | 0 | 0 | 69 |
| 5 Dec | 167.11 | 31.5 | -1.3 | 36.55 | 1 | 0 | 68 |
| 4 Dec | 166.77 | 32.8 | 1.64 | - | 0 | 0 | 0 |
| 3 Dec | 166.92 | 32.8 | 1.64 | 49.37 | 1 | 0 | 68 |
| 2 Dec | 167.78 | 31.16 | 0.66 | 40.00 | 1 | 0 | 68 |
| 1 Dec | 168.63 | 30.5 | 0.5 | 39.73 | 2 | 0 | 66 |
| 28 Nov | 167.96 | 30 | 0.75 | - | 0 | 2 | 0 |
| 27 Nov | 168.13 | 30 | 0.75 | - | 5 | 1 | 65 |
| 26 Nov | 169.67 | 29.25 | -3.63 | 35.79 | 9 | 6 | 63 |
| 25 Nov | 166.33 | 32.88 | -0.37 | 41.87 | 9 | 4 | 57 |
| 24 Nov | 165.36 | 33 | 3.24 | 35.58 | 7 | 6 | 52 |
| 21 Nov | 168.00 | 29.76 | 3.83 | - | 7 | 0 | 46 |
| 20 Nov | 172.46 | 25.93 | -0.07 | 27.87 | 19 | 13 | 44 |
| 19 Nov | 173.21 | 26 | 0.26 | 35.26 | 7 | 3 | 30 |
| 18 Nov | 172.45 | 25.74 | 0.66 | 26.57 | 4 | 1 | 24 |
| 17 Nov | 173.17 | 25.08 | 0.31 | 29.11 | 7 | 3 | 23 |
| 14 Nov | 174.26 | 25.08 | 7.48 | 33.27 | 3 | 1 | 21 |
| 13 Nov | 176.65 | 17.6 | 0.61 | - | 15 | 10 | 19 |
| 12 Nov | 178.61 | 16.99 | -14.31 | - | 0 | 0 | 0 |
| 11 Nov | 181.04 | 16.99 | -14.31 | - | 0 | 0 | 0 |
| 10 Nov | 181.48 | 16.99 | -14.31 | - | 0 | 0 | 0 |
| 7 Nov | 181.37 | 16.99 | -14.31 | - | 0 | 0 | 0 |
| 6 Nov | 177.27 | 16.99 | -14.31 | - | 0 | 0 | 0 |
| 4 Nov | 179.29 | 16.99 | -14.31 | - | 0 | 9 | 0 |
| 3 Nov | 182.67 | 16.99 | -14.31 | 26.60 | 13 | 9 | 9 |
| 31 Oct | 182.84 | 31.3 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 184.35 | 31.3 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 185.19 | 31.3 | 0 | - | 0 | 0 | 0 |
| 28 Oct | 181.81 | 31.3 | 0 | - | 0 | 0 | 0 |
| 27 Oct | 176.66 | 31.3 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 200 expiring on 30DEC2025
Delta for 200 PE is -
Historical price for 200 PE is as follows
On 9 Dec TATASTEEL was trading at 160.67. The strike last trading price was 31.5, which was -1.3 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 31.5, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 69
On 5 Dec TATASTEEL was trading at 167.11. The strike last trading price was 31.5, which was -1.3 lower than the previous day. The implied volatity was 36.55, the open interest changed by 0 which decreased total open position to 68
On 4 Dec TATASTEEL was trading at 166.77. The strike last trading price was 32.8, which was 1.64 higher 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 32.8, which was 1.64 higher than the previous day. The implied volatity was 49.37, the open interest changed by 0 which decreased total open position to 68
On 2 Dec TATASTEEL was trading at 167.78. The strike last trading price was 31.16, which was 0.66 higher than the previous day. The implied volatity was 40.00, the open interest changed by 0 which decreased total open position to 68
On 1 Dec TATASTEEL was trading at 168.63. The strike last trading price was 30.5, which was 0.5 higher than the previous day. The implied volatity was 39.73, the open interest changed by 0 which decreased total open position to 66
On 28 Nov TATASTEEL was trading at 167.96. The strike last trading price was 30, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Nov TATASTEEL was trading at 168.13. The strike last trading price was 30, which was 0.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 65
On 26 Nov TATASTEEL was trading at 169.67. The strike last trading price was 29.25, which was -3.63 lower than the previous day. The implied volatity was 35.79, the open interest changed by 6 which increased total open position to 63
On 25 Nov TATASTEEL was trading at 166.33. The strike last trading price was 32.88, which was -0.37 lower than the previous day. The implied volatity was 41.87, the open interest changed by 4 which increased total open position to 57
On 24 Nov TATASTEEL was trading at 165.36. The strike last trading price was 33, which was 3.24 higher than the previous day. The implied volatity was 35.58, the open interest changed by 6 which increased total open position to 52
On 21 Nov TATASTEEL was trading at 168.00. The strike last trading price was 29.76, which was 3.83 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 20 Nov TATASTEEL was trading at 172.46. The strike last trading price was 25.93, which was -0.07 lower than the previous day. The implied volatity was 27.87, the open interest changed by 13 which increased total open position to 44
On 19 Nov TATASTEEL was trading at 173.21. The strike last trading price was 26, which was 0.26 higher than the previous day. The implied volatity was 35.26, the open interest changed by 3 which increased total open position to 30
On 18 Nov TATASTEEL was trading at 172.45. The strike last trading price was 25.74, which was 0.66 higher than the previous day. The implied volatity was 26.57, the open interest changed by 1 which increased total open position to 24
On 17 Nov TATASTEEL was trading at 173.17. The strike last trading price was 25.08, which was 0.31 higher than the previous day. The implied volatity was 29.11, the open interest changed by 3 which increased total open position to 23
On 14 Nov TATASTEEL was trading at 174.26. The strike last trading price was 25.08, which was 7.48 higher than the previous day. The implied volatity was 33.27, the open interest changed by 1 which increased total open position to 21
On 13 Nov TATASTEEL was trading at 176.65. The strike last trading price was 17.6, which was 0.61 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 19
On 12 Nov TATASTEEL was trading at 178.61. The strike last trading price was 16.99, which was -14.31 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 16.99, which was -14.31 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 16.99, which was -14.31 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 16.99, which was -14.31 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 16.99, which was -14.31 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 16.99, which was -14.31 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0
On 3 Nov TATASTEEL was trading at 182.67. The strike last trading price was 16.99, which was -14.31 lower than the previous day. The implied volatity was 26.60, the open interest changed by 9 which increased total open position to 9
On 31 Oct TATASTEEL was trading at 182.84. The strike last trading price was 31.3, 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 Oct TATASTEEL was trading at 184.35. The strike last trading price was 31.3, 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 29 Oct TATASTEEL was trading at 185.19. The strike last trading price was 31.3, 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 31.3, 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 31.3, 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































































































































































































































