Historical option data for TATASTEEL
26 May 2026 04:10 PM IST
| TATASTEEL 26-May-2026 200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.99
Vega: 0
Theta: -0.1
Gamma: 0.00439
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 210.47 | 10.2 | -0.27 (-2.58%) | 69.15 | 210 | 16.5 | 343.5 | |||||||||
| 25 May | 210.22 | 10.46 | 1.08 (11.51%) | 56.64 | 212 | 15 | 424 | |||||||||
| 22 May | 209.19 | 9.52 | 0.83 (9.55%) | 27.75 | 234 | -98.5 | 409.5 | |||||||||
| 21 May | 208.58 | 8.6 | 0.7 (8.86%) | 27.21 | 171 | -52.5 | 509.5 | |||||||||
| 20 May | 207.01 | 8.09 | -1.52 (-15.82%) | 31.16 | 1,684 | 110 | 562 | |||||||||
| 19 May | 209.29 | 9.4 | -1.48 (-13.60%) | 21.2 | 243 | -39 | 452 | |||||||||
| 18 May | 209.71 | 10.96 | -6.63 (-37.69%) | 31.12 | 738 | 2 | 492 | |||||||||
| 15 May | 216.84 | 18.12 | -3.97 (-17.97%) | 38.94 | 120 | -3.5 | 488 | |||||||||
| 14 May | 221.13 | 22.08 | 1.51 (7.34%) | 40.03 | 108 | -8.5 | 491.5 | |||||||||
| 13 May | 219.62 | 21 | 7.31 (53.40%) | 0 | 153 | -8.5 | 500.5 | |||||||||
| 12 May | 212.00 | 13.99 | 0.22 (1.60%) | 0 | 111 | 18 | 509 | |||||||||
| 11 May | 212.08 | 13.56 | -2.32 (-14.61%) | 0 | 57 | -15.5 | 491 | |||||||||
| 8 May | 214.49 | 15.88 | -2.78 (-14.90%) | 29.02 | 51 | -2 | 506.5 | |||||||||
| 7 May | 217.09 | 18.72 | 0.86 (4.82%) | 32.94 | 72 | -1.5 | 509 | |||||||||
| 6 May | 215.47 | 17.3 | 3.33 (23.84%) | 35.46 | 64 | 9 | 510.5 | |||||||||
| 5 May | 211.32 | 14.11 | -0.47 (-3.22%) | 31.73 | 60 | 25.5 | 501.5 | |||||||||
| 4 May | 212.24 | 14.64 | 0.36 (2.52%) | 31.59 | 76 | 28 | 476 | |||||||||
| 30 Apr | 211.36 | 14.3 | -3.98 (-21.77%) | 30.33 | 121 | 26 | 474 | |||||||||
| 29 Apr | 215.88 | 18.07 | 0.08 (0.44%) | 29.81 | 232 | 44.5 | 448.5 | |||||||||
| 28 Apr | 215.05 | 17.95 | 1.05 (6.21%) | 30.64 | 243 | 46 | 404 | |||||||||
| 27 Apr | 213.27 | 16.5 | 2.18 (15.22%) | 32.03 | 337 | 71 | 357 | |||||||||
| 24 Apr | 210.07 | 14.25 | -0.6 (-4.04%) | 30.75 | 160 | 103 | 286 | |||||||||
| 23 Apr | 210.91 | 14.81 | -2.24 (-13.14%) | 29.48 | 25 | 4 | 183 | |||||||||
| 22 Apr | 213.03 | 16.8 | 0.65 (4.02%) | 32.81 | 230 | 93 | 178 | |||||||||
| 21 Apr | 212.01 | 16.15 | -0.35 (-2.12%) | 32.34 | 16 | 5 | 85 | |||||||||
| 20 Apr | 211.72 | 16.5 | -0.35 (-2.08%) | 30.96 | 19 | 7 | 79 | |||||||||
| 17 Apr | 212.12 | 16.6 | 0.8 (5.06%) | 31.52 | 77 | -14 | 73 | |||||||||
| 16 Apr | 210.69 | 15.8 | 1.74 (12.38%) | 31.5 | 43 | 25 | 84 | |||||||||
| 15 Apr | 208.72 | 14.06 | 0.56 (4.15%) | 31.48 | 80 | -19 | 60 | |||||||||
| 13 Apr | 206.39 | 13.4 | 0.6 (4.69%) | 33.45 | 74 | 32 | 78 | |||||||||
| 10 Apr | 206.61 | 12.8 | -0.32 (-2.44%) | 31.91 | 5 | -1 | 46 | |||||||||
| 9 Apr | 205.20 | 13.12 | 0.22 (1.71%) | 31.08 | 18 | 2 | 49 | |||||||||
| 8 Apr | 204.18 | 12.9 | 3.11 (31.77%) | 31.2 | 48 | -6 | 49 | |||||||||
| 7 Apr | 198.13 | 9.85 | 0.68 (7.42%) | 32.94 | 41 | 1 | 55 | |||||||||
| 6 Apr | 196.10 | 9.2 | 1.1 (13.58%) | 34.56 | 33 | 13 | 54 | |||||||||
| 2 Apr | 194.14 | 8.1 | -0.85 (-9.50%) | 32.66 | 27 | 4 | 42 | |||||||||
| 1 Apr | 194.60 | 8.95 | 0.3 (3.47%) | 32.96 | 23 | 2 | 37 | |||||||||
| 30 Mar | 191.86 | 8.65 | -0.55 (-5.98%) | 36.29 | 21 | 5 | 35 | |||||||||
| 27 Mar | 193.22 | 9.2 | -0.97 (-9.54%) | 34.54 | 8 | 4 | 29 | |||||||||
| 25 Mar | 196.65 | 10.1 | 1.85 (22.42%) | 31.54 | 7 | 3 | 25 | |||||||||
| 24 Mar | 190.79 | 8.25 | 0.35 (4.43%) | 33.4 | 5 | 2 | 21 | |||||||||
| 23 Mar | 187.17 | 7.9 | -1.85 (-18.97%) | 37.72 | 4 | 2 | 18 | |||||||||
| 20 Mar | 196.77 | 9.75 | 2.1 (27.45%) | 29.31 | 4 | 2 | 16 | |||||||||
| 19 Mar | 190.51 | 7.65 | -1.6 (-17.30%) | 29.99 | 8 | 3 | 14 | |||||||||
| 18 Mar | 195.41 | 9.25 | -0.45 (-4.64%) | 29.09 | 3 | 1 | 11 | |||||||||
| 17 Mar | 195.43 | 9.7 | 1.7 (21.25%) | 29.83 | 13 | 10 | 10 | |||||||||
| 16 Mar | 186.94 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 183.51 | 8 | -12.67 (-61.30%) | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 193.47 | 8 | -12.67 (-61.30%) | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 194.74 | 8 | -12.67 (-61.30%) | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 195.00 | 8 | -12.67 (-61.30%) | - | 2 | 0 | 0 | |||||||||
| 9 Mar | 191.01 | 8 | -12.67 (-61.30%) | 28.89 | 2 | 1 | 1 | |||||||||
| 6 Mar | 198.46 | 20.67 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 200.57 | 20.67 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 196.73 | 20.67 | 0 (0.00%) | 0.18 | 0 | 0 | 0 | |||||||||
| 2 Mar | 211.01 | 20.67 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 200 expiring on 26MAY2026
Delta for 200 CE is 0.99
Historical price for 200 CE is as follows
On 26 May TATASTEEL was trading at 210.47. The strike last trading price was 10.2, which was -0.27 lower than the previous day. The implied volatity was 69.15, the open interest changed by 17 which increased total open position to 344
On 25 May TATASTEEL was trading at 210.22. The strike last trading price was 10.46, which was 1.08 higher than the previous day. The implied volatity was 56.64, the open interest changed by 15 which increased total open position to 424
On 22 May TATASTEEL was trading at 209.19. The strike last trading price was 9.52, which was 0.83 higher than the previous day. The implied volatity was 27.75, the open interest changed by -98 which decreased total open position to 410
On 21 May TATASTEEL was trading at 208.58. The strike last trading price was 8.6, which was 0.7 higher than the previous day. The implied volatity was 27.21, the open interest changed by -52 which decreased total open position to 510
On 20 May TATASTEEL was trading at 207.01. The strike last trading price was 8.09, which was -1.52 lower than the previous day. The implied volatity was 31.16, the open interest changed by 110 which increased total open position to 562
On 19 May TATASTEEL was trading at 209.29. The strike last trading price was 9.4, which was -1.48 lower than the previous day. The implied volatity was 21.2, the open interest changed by -39 which decreased total open position to 452
On 18 May TATASTEEL was trading at 209.71. The strike last trading price was 10.96, which was -6.63 lower than the previous day. The implied volatity was 31.12, the open interest changed by 2 which increased total open position to 492
On 15 May TATASTEEL was trading at 216.84. The strike last trading price was 18.12, which was -3.97 lower than the previous day. The implied volatity was 38.94, the open interest changed by -3 which decreased total open position to 488
On 14 May TATASTEEL was trading at 221.13. The strike last trading price was 22.08, which was 1.51 higher than the previous day. The implied volatity was 40.03, the open interest changed by -8 which decreased total open position to 492
On 13 May TATASTEEL was trading at 219.62. The strike last trading price was 21, which was 7.31 higher than the previous day. The implied volatity was 0, the open interest changed by -8 which decreased total open position to 501
On 12 May TATASTEEL was trading at 212.00. The strike last trading price was 13.99, which was 0.22 higher than the previous day. The implied volatity was 0, the open interest changed by 18 which increased total open position to 509
On 11 May TATASTEEL was trading at 212.08. The strike last trading price was 13.56, which was -2.32 lower than the previous day. The implied volatity was 0, the open interest changed by -15 which decreased total open position to 491
On 8 May TATASTEEL was trading at 214.49. The strike last trading price was 15.88, which was -2.78 lower than the previous day. The implied volatity was 29.02, the open interest changed by -2 which decreased total open position to 507
On 7 May TATASTEEL was trading at 217.09. The strike last trading price was 18.72, which was 0.86 higher than the previous day. The implied volatity was 32.94, the open interest changed by -1 which decreased total open position to 509
On 6 May TATASTEEL was trading at 215.47. The strike last trading price was 17.3, which was 3.33 higher than the previous day. The implied volatity was 35.46, the open interest changed by 9 which increased total open position to 511
On 5 May TATASTEEL was trading at 211.32. The strike last trading price was 14.11, which was -0.47 lower than the previous day. The implied volatity was 31.73, the open interest changed by 26 which increased total open position to 502
On 4 May TATASTEEL was trading at 212.24. The strike last trading price was 14.64, which was 0.36 higher than the previous day. The implied volatity was 31.59, the open interest changed by 28 which increased total open position to 476
On 30 Apr TATASTEEL was trading at 211.36. The strike last trading price was 14.3, which was -3.98 lower than the previous day. The implied volatity was 30.33, the open interest changed by 26 which increased total open position to 474
On 29 Apr TATASTEEL was trading at 215.88. The strike last trading price was 18.07, which was 0.08 higher than the previous day. The implied volatity was 29.81, the open interest changed by 45 which increased total open position to 449
On 28 Apr TATASTEEL was trading at 215.05. The strike last trading price was 17.95, which was 1.05 higher than the previous day. The implied volatity was 30.64, the open interest changed by 46 which increased total open position to 404
On 27 Apr TATASTEEL was trading at 213.27. The strike last trading price was 16.5, which was 2.18 higher than the previous day. The implied volatity was 32.03, the open interest changed by 71 which increased total open position to 357
On 24 Apr TATASTEEL was trading at 210.07. The strike last trading price was 14.25, which was -0.6 lower than the previous day. The implied volatity was 30.75, the open interest changed by 103 which increased total open position to 286
On 23 Apr TATASTEEL was trading at 210.91. The strike last trading price was 14.81, which was -2.24 lower than the previous day. The implied volatity was 29.48, the open interest changed by 4 which increased total open position to 183
On 22 Apr TATASTEEL was trading at 213.03. The strike last trading price was 16.8, which was 0.65 higher than the previous day. The implied volatity was 32.81, the open interest changed by 93 which increased total open position to 178
On 21 Apr TATASTEEL was trading at 212.01. The strike last trading price was 16.15, which was -0.35 lower than the previous day. The implied volatity was 32.34, the open interest changed by 5 which increased total open position to 85
On 20 Apr TATASTEEL was trading at 211.72. The strike last trading price was 16.5, which was -0.35 lower than the previous day. The implied volatity was 30.96, the open interest changed by 7 which increased total open position to 79
On 17 Apr TATASTEEL was trading at 212.12. The strike last trading price was 16.6, which was 0.8 higher than the previous day. The implied volatity was 31.52, the open interest changed by -14 which decreased total open position to 73
On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 15.8, which was 1.74 higher than the previous day. The implied volatity was 31.5, the open interest changed by 25 which increased total open position to 84
On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 14.06, which was 0.56 higher than the previous day. The implied volatity was 31.48, the open interest changed by -19 which decreased total open position to 60
On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 13.4, which was 0.6 higher than the previous day. The implied volatity was 33.45, the open interest changed by 32 which increased total open position to 78
On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 12.8, which was -0.32 lower than the previous day. The implied volatity was 31.91, the open interest changed by -1 which decreased total open position to 46
On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 13.12, which was 0.22 higher than the previous day. The implied volatity was 31.08, the open interest changed by 2 which increased total open position to 49
On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 12.9, which was 3.11 higher than the previous day. The implied volatity was 31.2, the open interest changed by -6 which decreased total open position to 49
On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 9.85, which was 0.68 higher than the previous day. The implied volatity was 32.94, the open interest changed by 1 which increased total open position to 55
On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 9.2, which was 1.1 higher than the previous day. The implied volatity was 34.56, the open interest changed by 13 which increased total open position to 54
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 8.1, which was -0.85 lower than the previous day. The implied volatity was 32.66, the open interest changed by 4 which increased total open position to 42
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 8.95, which was 0.3 higher than the previous day. The implied volatity was 32.96, the open interest changed by 2 which increased total open position to 37
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 8.65, which was -0.55 lower than the previous day. The implied volatity was 36.29, the open interest changed by 5 which increased total open position to 35
On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 9.2, which was -0.97 lower than the previous day. The implied volatity was 34.54, the open interest changed by 4 which increased total open position to 29
On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 10.1, which was 1.85 higher than the previous day. The implied volatity was 31.54, the open interest changed by 3 which increased total open position to 25
On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 8.25, which was 0.35 higher than the previous day. The implied volatity was 33.4, the open interest changed by 2 which increased total open position to 21
On 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 7.9, which was -1.85 lower than the previous day. The implied volatity was 37.72, the open interest changed by 2 which increased total open position to 18
On 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 9.75, which was 2.1 higher than the previous day. The implied volatity was 29.31, the open interest changed by 2 which increased total open position to 16
On 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 7.65, which was -1.6 lower than the previous day. The implied volatity was 29.99, the open interest changed by 3 which increased total open position to 14
On 18 Mar TATASTEEL was trading at 195.41. The strike last trading price was 9.25, which was -0.45 lower than the previous day. The implied volatity was 29.09, the open interest changed by 1 which increased total open position to 11
On 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 9.7, which was 1.7 higher than the previous day. The implied volatity was 29.83, the open interest changed by 10 which increased total open position to 10
On 16 Mar TATASTEEL was trading at 186.94. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 8, which was -12.67 lower than the previous day. The implied volatity was -, 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 8, which was -12.67 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 8, which was -12.67 lower than the previous day. The implied volatity was -, 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 8, which was -12.67 lower than the previous day. The implied volatity was -, 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 8, which was -12.67 lower than the previous day. The implied volatity was 28.89, the open interest changed by 1 which increased total open position to 1
On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 20.67, 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 20.67, 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 20.67, which was 0 lower than the previous day. The implied volatity was 0.18, 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 20.67, 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 26-May-2026 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0
Theta: -0.1
Gamma: 0.00439
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 210.47 | 0 | 0 | 69.15 | 438 | -234.5 | 836 |
| 25 May | 210.22 | 0 | 0 | 36.92 | 2,859 | -747 | 1,072 |
| 22 May | 209.19 | 0 | 0 (-100.00%) | 27.45 | 7,414 | -58.5 | 1,818.5 |
| 21 May | 208.58 | 0 | -1 (-100.00%) | 27.21 | 16,578 | 293 | 1,881.5 |
| 20 May | 207.01 | 1 | 1 (0.00%) | 26.39 | 9,159 | -57.5 | 1,568.5 |
| 19 May | 209.29 | 1 | 0 (0.00%) | 28.38 | 3,603 | -8 | 1,629.5 |
| 18 May | 209.71 | 1 | 0 (0.00%) | 28.45 | 12,455 | 109.5 | 1,633 |
| 15 May | 216.84 | 1 | 1 (-100.00%) | 35.37 | 1,956 | 12.5 | 1,520 |
| 14 May | 221.13 | 0 | -1 (-100.00%) | 37.3 | 1,228 | -179 | 1,506.5 |
| 13 May | 219.62 | 1 | 0 (0.00%) | 0 | 1,880 | -70.5 | 1,714 |
| 12 May | 212.00 | 1 | 0 (0.00%) | 0 | 771 | 36.5 | 1,783 |
| 11 May | 212.08 | 1 | 0 (0.00%) | 0 | 679 | 27 | 1,747.5 |
| 8 May | 214.49 | 1.2 | 0.3 (33.33%) | 31.99 | 1,101 | -83 | 1,716.5 |
| 7 May | 217.09 | 0.88 | -0.2 (-18.52%) | 31.35 | 931 | 84.5 | 1,801.5 |
| 6 May | 215.47 | 1.07 | -0.67 (-38.51%) | 30.21 | 1,102 | 41 | 1,723 |
| 5 May | 211.32 | 1.73 | -0.15 (-7.98%) | 29.87 | 981 | -4 | 1,691.5 |
| 4 May | 212.24 | 1.91 | -0.39 (-16.96%) | 31.19 | 1,004 | 477.5 | 1,698 |
| 30 Apr | 211.36 | 2.22 | 0.92 (70.77%) | 30.15 | 1,546 | 242.5 | 1,463 |
| 29 Apr | 215.88 | 1.32 | -0.38 (-22.35%) | 29.03 | 1,444 | 133 | 1,220 |
| 28 Apr | 215.05 | 1.7 | -0.43 (-20.19%) | 30.75 | 927 | 201 | 1,086 |
| 27 Apr | 213.27 | 2.1 | -0.81 (-27.84%) | 30.14 | 652 | 75 | 885 |
| 24 Apr | 210.07 | 2.91 | -0.11 (-3.64%) | 29.08 | 830 | 248 | 809 |
| 23 Apr | 210.91 | 3.1 | 0.49 (18.77%) | 30.35 | 263 | 68 | 561 |
| 22 Apr | 213.03 | 2.68 | -0.22 (-7.59%) | 29.92 | 336 | 90 | 495 |
| 21 Apr | 212.01 | 2.9 | -0.28 (-8.81%) | 30.03 | 310 | 57 | 405 |
| 20 Apr | 211.72 | 3.18 | 0.07 (2.25%) | 31.38 | 327 | 108 | 349 |
| 17 Apr | 212.12 | 3.09 | -0.62 (-16.71%) | 29.61 | 316 | 90 | 236 |
| 16 Apr | 210.69 | 3.73 | -0.63 (-14.45%) | 30.54 | 107 | 34 | 146 |
| 15 Apr | 208.72 | 4.5 | -1.14 (-20.21%) | 30.72 | 115 | 30 | 113 |
| 13 Apr | 206.39 | 5.66 | 0.07 (1.25%) | 31.78 | 46 | 14 | 82 |
| 10 Apr | 206.61 | 5.28 | -0.68 (-11.41%) | 30.29 | 21 | 0 | 69 |
| 9 Apr | 205.20 | 6 | -0.25 (-4.00%) | 32.07 | 54 | 15 | 67 |
| 8 Apr | 204.18 | 6.3 | -3.7 (-37.00%) | 32.14 | 73 | 39 | 52 |
| 7 Apr | 198.13 | 10 | -1.72 (-14.68%) | 35.78 | 3 | 2 | 12 |
| 6 Apr | 196.10 | 11.72 | -0.78 (-6.24%) | 38.15 | 1 | 0 | 10 |
| 2 Apr | 194.14 | 12.5 | 0.47 (3.91%) | 35.48 | 9 | 5 | 9 |
| 1 Apr | 194.60 | 12.03 | 3.78 (45.82%) | 36.01 | 8 | 3 | 3 |
| 30 Mar | 191.86 | 8.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 27 Mar | 193.22 | 8.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 25 Mar | 196.65 | 8.25 | 0 (0.00%) | 0.06 | 0 | 0 | 0 |
| 24 Mar | 190.79 | 8.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 23 Mar | 187.17 | 8.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 20 Mar | 196.77 | 8.25 | 0 (0.00%) | 0.03 | 0 | 0 | 0 |
| 19 Mar | 190.51 | 8.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 18 Mar | 195.41 | 8.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 17 Mar | 195.43 | 8.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 16 Mar | 186.94 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 183.51 | 8.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 12 Mar | 193.47 | 8.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 11 Mar | 194.74 | 8.25 | 0 (0.00%) | 0.74 | 0 | 0 | 0 |
| 10 Mar | 195.00 | 8.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Mar | 191.01 | 8.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Mar | 198.46 | 8.25 | 0 (0.00%) | 1.01 | 0 | 0 | 0 |
| 5 Mar | 200.57 | 8.25 | 0 (0.00%) | 1.15 | 0 | 0 | 0 |
| 4 Mar | 196.73 | 8.25 | 0 (0.00%) | 0.86 | 0 | 0 | 0 |
| 2 Mar | 211.01 | 8.25 | 0 (0.00%) | 4.47 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 200 expiring on 26MAY2026
Delta for 200 PE is -0.01
Historical price for 200 PE is as follows
On 26 May TATASTEEL was trading at 210.47. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 69.15, the open interest changed by -234 which decreased total open position to 836
On 25 May TATASTEEL was trading at 210.22. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 36.92, the open interest changed by -747 which decreased total open position to 1072
On 22 May TATASTEEL was trading at 209.19. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 27.45, the open interest changed by -58 which decreased total open position to 1819
On 21 May TATASTEEL was trading at 208.58. The strike last trading price was 0, which was -1 lower than the previous day. The implied volatity was 27.21, the open interest changed by 293 which increased total open position to 1882
On 20 May TATASTEEL was trading at 207.01. The strike last trading price was 1, which was 1 higher than the previous day. The implied volatity was 26.39, the open interest changed by -57 which decreased total open position to 1569
On 19 May TATASTEEL was trading at 209.29. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 28.38, the open interest changed by -8 which decreased total open position to 1630
On 18 May TATASTEEL was trading at 209.71. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 28.45, the open interest changed by 110 which increased total open position to 1633
On 15 May TATASTEEL was trading at 216.84. The strike last trading price was 1, which was 1 higher than the previous day. The implied volatity was 35.37, the open interest changed by 13 which increased total open position to 1520
On 14 May TATASTEEL was trading at 221.13. The strike last trading price was 0, which was -1 lower than the previous day. The implied volatity was 37.3, the open interest changed by -179 which decreased total open position to 1507
On 13 May TATASTEEL was trading at 219.62. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by -70 which decreased total open position to 1714
On 12 May TATASTEEL was trading at 212.00. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 37 which increased total open position to 1783
On 11 May TATASTEEL was trading at 212.08. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 27 which increased total open position to 1748
On 8 May TATASTEEL was trading at 214.49. The strike last trading price was 1.2, which was 0.3 higher than the previous day. The implied volatity was 31.99, the open interest changed by -83 which decreased total open position to 1717
On 7 May TATASTEEL was trading at 217.09. The strike last trading price was 0.88, which was -0.2 lower than the previous day. The implied volatity was 31.35, the open interest changed by 85 which increased total open position to 1802
On 6 May TATASTEEL was trading at 215.47. The strike last trading price was 1.07, which was -0.67 lower than the previous day. The implied volatity was 30.21, the open interest changed by 41 which increased total open position to 1723
On 5 May TATASTEEL was trading at 211.32. The strike last trading price was 1.73, which was -0.15 lower than the previous day. The implied volatity was 29.87, the open interest changed by -4 which decreased total open position to 1692
On 4 May TATASTEEL was trading at 212.24. The strike last trading price was 1.91, which was -0.39 lower than the previous day. The implied volatity was 31.19, the open interest changed by 478 which increased total open position to 1698
On 30 Apr TATASTEEL was trading at 211.36. The strike last trading price was 2.22, which was 0.92 higher than the previous day. The implied volatity was 30.15, the open interest changed by 243 which increased total open position to 1463
On 29 Apr TATASTEEL was trading at 215.88. The strike last trading price was 1.32, which was -0.38 lower than the previous day. The implied volatity was 29.03, the open interest changed by 133 which increased total open position to 1220
On 28 Apr TATASTEEL was trading at 215.05. The strike last trading price was 1.7, which was -0.43 lower than the previous day. The implied volatity was 30.75, the open interest changed by 201 which increased total open position to 1086
On 27 Apr TATASTEEL was trading at 213.27. The strike last trading price was 2.1, which was -0.81 lower than the previous day. The implied volatity was 30.14, the open interest changed by 75 which increased total open position to 885
On 24 Apr TATASTEEL was trading at 210.07. The strike last trading price was 2.91, which was -0.11 lower than the previous day. The implied volatity was 29.08, the open interest changed by 248 which increased total open position to 809
On 23 Apr TATASTEEL was trading at 210.91. The strike last trading price was 3.1, which was 0.49 higher than the previous day. The implied volatity was 30.35, the open interest changed by 68 which increased total open position to 561
On 22 Apr TATASTEEL was trading at 213.03. The strike last trading price was 2.68, which was -0.22 lower than the previous day. The implied volatity was 29.92, the open interest changed by 90 which increased total open position to 495
On 21 Apr TATASTEEL was trading at 212.01. The strike last trading price was 2.9, which was -0.28 lower than the previous day. The implied volatity was 30.03, the open interest changed by 57 which increased total open position to 405
On 20 Apr TATASTEEL was trading at 211.72. The strike last trading price was 3.18, which was 0.07 higher than the previous day. The implied volatity was 31.38, the open interest changed by 108 which increased total open position to 349
On 17 Apr TATASTEEL was trading at 212.12. The strike last trading price was 3.09, which was -0.62 lower than the previous day. The implied volatity was 29.61, the open interest changed by 90 which increased total open position to 236
On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 3.73, which was -0.63 lower than the previous day. The implied volatity was 30.54, the open interest changed by 34 which increased total open position to 146
On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 4.5, which was -1.14 lower than the previous day. The implied volatity was 30.72, the open interest changed by 30 which increased total open position to 113
On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 5.66, which was 0.07 higher than the previous day. The implied volatity was 31.78, the open interest changed by 14 which increased total open position to 82
On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 5.28, which was -0.68 lower than the previous day. The implied volatity was 30.29, the open interest changed by 0 which decreased total open position to 69
On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 6, which was -0.25 lower than the previous day. The implied volatity was 32.07, the open interest changed by 15 which increased total open position to 67
On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 6.3, which was -3.7 lower than the previous day. The implied volatity was 32.14, the open interest changed by 39 which increased total open position to 52
On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 10, which was -1.72 lower than the previous day. The implied volatity was 35.78, the open interest changed by 2 which increased total open position to 12
On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 11.72, which was -0.78 lower than the previous day. The implied volatity was 38.15, the open interest changed by 0 which decreased total open position to 10
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 12.5, which was 0.47 higher than the previous day. The implied volatity was 35.48, the open interest changed by 5 which increased total open position to 9
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 12.03, which was 3.78 higher than the previous day. The implied volatity was 36.01, the open interest changed by 3 which increased total open position to 3
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 8.25, 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 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 8.25, 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 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 8.25, 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
On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 8.25, 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 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 8.25, 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 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 8.25, 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 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 8.25, 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 18 Mar TATASTEEL was trading at 195.41. The strike last trading price was 8.25, 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 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 8.25, 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 16 Mar TATASTEEL was trading at 186.94. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TATASTEEL was trading at 183.51. The strike last trading price was 8.25, 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 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 8.25, 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 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 8.25, which was 0 lower than the previous day. The implied volatity was 0.74, 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 8.25, 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 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 8.25, 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 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 8.25, which was 0 lower than the previous day. The implied volatity was 1.01, 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 8.25, which was 0 lower than the previous day. The implied volatity was 1.15, 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 8.25, which was 0 lower than the previous day. The implied volatity was 0.86, 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 8.25, which was 0 lower than the previous day. The implied volatity was 4.47, the open interest changed by 0 which decreased total open position to 0
