[--[65.84.65.76]--]

TATASTEEL

Tata Steel Limited
193.47 -1.27 (-0.65%)
L: 190.1 H: 194.66

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Historical option data for TATASTEEL

12 Mar 2026 04:12 PM IST
TATASTEEL 30-MAR-2026 200 CE
Delta: 0.37
Vega: 0.16
Theta: -0.18
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
12 Mar 193.47 3.67 -0.63 34.77 3,174 85 1,696
11 Mar 194.74 4.2 0.02 34.13 4,753 136 1,607
10 Mar 195.00 4.32 0.86 32.25 3,643 31 1,461
9 Mar 191.01 3.48 -2.87 35.6 4,017 251 1,422
6 Mar 198.46 6.49 -0.48 31.68 4,668 10 1,173
5 Mar 200.57 6.91 0.79 27.87 6,799 -169 1,164
4 Mar 196.73 5.87 -8.37 33.61 7,013 988 1,332
2 Mar 211.01 14.15 -1.06 26.67 302 10 358
27 Feb 212.33 15.35 -2.24 23.01 160 -8 349
26 Feb 215.52 17.5 0.5 21.37 129 1 357
25 Feb 214.64 17.18 3.95 24.67 394 -30 356
24 Feb 209.13 13.38 0.91 26.55 159 33 387
23 Feb 208.14 12.49 -0.06 25.3 227 37 353
20 Feb 208.36 12.53 1.42 23.16 350 75 319
19 Feb 205.41 10.61 -2.73 23.9 210 9 242
18 Feb 209.03 13.35 3.76 23.75 306 13 237
17 Feb 203.08 9.65 -2.01 25.33 105 53 224
16 Feb 205.81 11.57 1.06 25.66 52 22 170
13 Feb 203.18 10.3 -3 25.9 87 11 148
12 Feb 208.11 13.3 0 23.74 31 6 136
11 Feb 207.59 13.3 -0.27 24.48 17 0 130
10 Feb 208.01 13.68 3.9 24.86 197 -2 131
9 Feb 202.00 9.5 2.03 25.1 363 -62 133
6 Feb 197.06 7.29 -0.87 25.7 111 30 199
5 Feb 197.76 8.15 0.84 26.36 86 -3 168
4 Feb 195.40 7.31 1.24 27.29 41 15 170
3 Feb 192.93 6.07 1.49 25.89 77 -3 155
2 Feb 188.51 4.74 0.61 27.26 98 42 157
1 Feb 185.38 4.35 -2.56 29.11 47 15 115
30 Jan 193.13 6.55 -4.68 27.21 101 34 100
29 Jan 202.32 11.5 4.55 25.63 95 44 65
28 Jan 193.85 6.95 0.38 26.05 22 8 21
27 Jan 192.28 6.7 2.02 26.21 10 3 12
23 Jan 187.61 4.52 -0.48 25.14 13 8 12
22 Jan 189.10 5 0.8 24.29 5 3 3
21 Jan 184.41 4.2 0 4.32 0 0 0
20 Jan 183.56 4.2 0 4.57 0 0 0
19 Jan 188.27 4.2 0 2.98 0 0 0
16 Jan 188.21 4.2 0 2.86 0 0 0


For Tata Steel Limited - strike price 200 expiring on 30MAR2026

Delta for 200 CE is 0.37

Historical price for 200 CE is as follows

On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 3.67, which was -0.63 lower than the previous day. The implied volatity was 34.77, the open interest changed by 85 which increased total open position to 1696


On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 4.2, which was 0.02 higher than the previous day. The implied volatity was 34.13, the open interest changed by 136 which increased total open position to 1607


On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 4.32, which was 0.86 higher than the previous day. The implied volatity was 32.25, the open interest changed by 31 which increased total open position to 1461


On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 3.48, which was -2.87 lower than the previous day. The implied volatity was 35.6, the open interest changed by 251 which increased total open position to 1422


On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 6.49, which was -0.48 lower than the previous day. The implied volatity was 31.68, the open interest changed by 10 which increased total open position to 1173


On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 6.91, which was 0.79 higher than the previous day. The implied volatity was 27.87, the open interest changed by -169 which decreased total open position to 1164


On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 5.87, which was -8.37 lower than the previous day. The implied volatity was 33.61, the open interest changed by 988 which increased total open position to 1332


On 2 Mar TATASTEEL was trading at 211.01. The strike last trading price was 14.15, which was -1.06 lower than the previous day. The implied volatity was 26.67, the open interest changed by 10 which increased total open position to 358


On 27 Feb TATASTEEL was trading at 212.33. The strike last trading price was 15.35, which was -2.24 lower than the previous day. The implied volatity was 23.01, the open interest changed by -8 which decreased total open position to 349


On 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 17.5, which was 0.5 higher than the previous day. The implied volatity was 21.37, the open interest changed by 1 which increased total open position to 357


On 25 Feb TATASTEEL was trading at 214.64. The strike last trading price was 17.18, which was 3.95 higher than the previous day. The implied volatity was 24.67, the open interest changed by -30 which decreased total open position to 356


On 24 Feb TATASTEEL was trading at 209.13. The strike last trading price was 13.38, which was 0.91 higher than the previous day. The implied volatity was 26.55, the open interest changed by 33 which increased total open position to 387


On 23 Feb TATASTEEL was trading at 208.14. The strike last trading price was 12.49, which was -0.06 lower than the previous day. The implied volatity was 25.3, the open interest changed by 37 which increased total open position to 353


On 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 12.53, which was 1.42 higher than the previous day. The implied volatity was 23.16, the open interest changed by 75 which increased total open position to 319


On 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 10.61, which was -2.73 lower than the previous day. The implied volatity was 23.9, the open interest changed by 9 which increased total open position to 242


On 18 Feb TATASTEEL was trading at 209.03. The strike last trading price was 13.35, which was 3.76 higher than the previous day. The implied volatity was 23.75, the open interest changed by 13 which increased total open position to 237


On 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 9.65, which was -2.01 lower than the previous day. The implied volatity was 25.33, the open interest changed by 53 which increased total open position to 224


On 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 11.57, which was 1.06 higher than the previous day. The implied volatity was 25.66, the open interest changed by 22 which increased total open position to 170


On 13 Feb TATASTEEL was trading at 203.18. The strike last trading price was 10.3, which was -3 lower than the previous day. The implied volatity was 25.9, the open interest changed by 11 which increased total open position to 148


On 12 Feb TATASTEEL was trading at 208.11. The strike last trading price was 13.3, which was 0 lower than the previous day. The implied volatity was 23.74, the open interest changed by 6 which increased total open position to 136


On 11 Feb TATASTEEL was trading at 207.59. The strike last trading price was 13.3, which was -0.27 lower than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 130


On 10 Feb TATASTEEL was trading at 208.01. The strike last trading price was 13.68, which was 3.9 higher than the previous day. The implied volatity was 24.86, the open interest changed by -2 which decreased total open position to 131


On 9 Feb TATASTEEL was trading at 202.00. The strike last trading price was 9.5, which was 2.03 higher than the previous day. The implied volatity was 25.1, the open interest changed by -62 which decreased total open position to 133


On 6 Feb TATASTEEL was trading at 197.06. The strike last trading price was 7.29, which was -0.87 lower than the previous day. The implied volatity was 25.7, the open interest changed by 30 which increased total open position to 199


On 5 Feb TATASTEEL was trading at 197.76. The strike last trading price was 8.15, which was 0.84 higher than the previous day. The implied volatity was 26.36, the open interest changed by -3 which decreased total open position to 168


On 4 Feb TATASTEEL was trading at 195.40. The strike last trading price was 7.31, which was 1.24 higher than the previous day. The implied volatity was 27.29, the open interest changed by 15 which increased total open position to 170


On 3 Feb TATASTEEL was trading at 192.93. The strike last trading price was 6.07, which was 1.49 higher than the previous day. The implied volatity was 25.89, the open interest changed by -3 which decreased total open position to 155


On 2 Feb TATASTEEL was trading at 188.51. The strike last trading price was 4.74, which was 0.61 higher than the previous day. The implied volatity was 27.26, the open interest changed by 42 which increased total open position to 157


On 1 Feb TATASTEEL was trading at 185.38. The strike last trading price was 4.35, which was -2.56 lower than the previous day. The implied volatity was 29.11, the open interest changed by 15 which increased total open position to 115


On 30 Jan TATASTEEL was trading at 193.13. The strike last trading price was 6.55, which was -4.68 lower than the previous day. The implied volatity was 27.21, the open interest changed by 34 which increased total open position to 100


On 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 11.5, which was 4.55 higher than the previous day. The implied volatity was 25.63, the open interest changed by 44 which increased total open position to 65


On 28 Jan TATASTEEL was trading at 193.85. The strike last trading price was 6.95, which was 0.38 higher than the previous day. The implied volatity was 26.05, the open interest changed by 8 which increased total open position to 21


On 27 Jan TATASTEEL was trading at 192.28. The strike last trading price was 6.7, which was 2.02 higher than the previous day. The implied volatity was 26.21, the open interest changed by 3 which increased total open position to 12


On 23 Jan TATASTEEL was trading at 187.61. The strike last trading price was 4.52, which was -0.48 lower than the previous day. The implied volatity was 25.14, the open interest changed by 8 which increased total open position to 12


On 22 Jan TATASTEEL was trading at 189.10. The strike last trading price was 5, which was 0.8 higher than the previous day. The implied volatity was 24.29, the open interest changed by 3 which increased total open position to 3


On 21 Jan TATASTEEL was trading at 184.41. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0


On 20 Jan TATASTEEL was trading at 183.56. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 4.57, the open interest changed by 0 which decreased total open position to 0


On 19 Jan TATASTEEL was trading at 188.27. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 2.98, the open interest changed by 0 which decreased total open position to 0


On 16 Jan TATASTEEL was trading at 188.21. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0


TATASTEEL 30MAR2026 200 PE
Delta: -0.62
Vega: 0.16
Theta: -0.14
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
12 Mar 193.47 9.66 0.44 37.6 305 -35 1,343
11 Mar 194.74 9.32 1.02 38.86 458 7 1,379
10 Mar 195.00 8.11 -3.44 33.49 172 -6 1,384
9 Mar 191.01 11.5 4.49 37.36 826 -59 1,395
6 Mar 198.46 6.93 1.06 34.34 2,134 -118 1,459
5 Mar 200.57 5.9 -3.07 33.07 3,031 -23 1,579
4 Mar 196.73 9.43 7.23 38.61 6,572 424 1,601
2 Mar 211.01 2.17 0.34 29.19 2,062 -175 1,177
27 Feb 212.33 1.78 0.24 27.67 998 -45 1,351
26 Feb 215.52 1.58 -0.14 28.77 927 103 1,402
25 Feb 214.64 1.74 -0.94 28.44 2,430 240 1,299
24 Feb 209.13 2.66 -0.44 27.22 964 292 1,056
23 Feb 208.14 3.18 -0.15 28.14 727 1 762
20 Feb 208.36 3.32 -1.07 28.11 582 156 761
19 Feb 205.41 4.55 1.3 29.17 821 108 604
18 Feb 209.03 3.24 -1.6 27.95 648 105 496
17 Feb 203.08 4.85 0.81 26.59 275 25 387
16 Feb 205.81 4.1 -1.54 26.94 232 65 362
13 Feb 203.18 5.75 1.59 29.18 362 57 298
12 Feb 208.11 4.21 0.13 29.4 235 36 241
11 Feb 207.59 4.05 -0.11 28.1 225 -33 205
10 Feb 208.01 4.27 -1.68 29.01 495 113 239
9 Feb 202.00 6 -2.97 26.95 197 74 127
6 Feb 197.06 9 0.03 29.25 44 10 53
5 Feb 197.76 8.93 -0.57 30.58 10 1 43
4 Feb 195.40 9.5 -1.5 28.38 12 7 42
3 Feb 192.93 11 -6.3 29.73 14 1 36
2 Feb 188.51 17.3 5.46 42.41 7 3 35
1 Feb 185.38 11.84 -0.16 14.12 2 0 32
30 Jan 193.13 12 -13.43 31.24 34 30 30
29 Jan 202.32 25.43 0 2.42 0 0 0
28 Jan 193.85 25.43 0 - 0 0 0
27 Jan 192.28 25.43 0 - 0 0 0
23 Jan 187.61 25.43 0 - 0 0 0
22 Jan 189.10 25.43 0 - 0 0 0
21 Jan 184.41 25.43 0 - 0 0 0
20 Jan 183.56 25.43 0 - 0 0 0
19 Jan 188.27 25.43 0 - 0 0 0
16 Jan 188.21 25.43 0 - 0 0 0


For Tata Steel Limited - strike price 200 expiring on 30MAR2026

Delta for 200 PE is -0.62

Historical price for 200 PE is as follows

On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 9.66, which was 0.44 higher than the previous day. The implied volatity was 37.6, the open interest changed by -35 which decreased total open position to 1343


On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 9.32, which was 1.02 higher than the previous day. The implied volatity was 38.86, the open interest changed by 7 which increased total open position to 1379


On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 8.11, which was -3.44 lower than the previous day. The implied volatity was 33.49, the open interest changed by -6 which decreased total open position to 1384


On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 11.5, which was 4.49 higher than the previous day. The implied volatity was 37.36, the open interest changed by -59 which decreased total open position to 1395


On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 6.93, which was 1.06 higher than the previous day. The implied volatity was 34.34, the open interest changed by -118 which decreased total open position to 1459


On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 5.9, which was -3.07 lower than the previous day. The implied volatity was 33.07, the open interest changed by -23 which decreased total open position to 1579


On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 9.43, which was 7.23 higher than the previous day. The implied volatity was 38.61, the open interest changed by 424 which increased total open position to 1601


On 2 Mar TATASTEEL was trading at 211.01. The strike last trading price was 2.17, which was 0.34 higher than the previous day. The implied volatity was 29.19, the open interest changed by -175 which decreased total open position to 1177


On 27 Feb TATASTEEL was trading at 212.33. The strike last trading price was 1.78, which was 0.24 higher than the previous day. The implied volatity was 27.67, the open interest changed by -45 which decreased total open position to 1351


On 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 1.58, which was -0.14 lower than the previous day. The implied volatity was 28.77, the open interest changed by 103 which increased total open position to 1402


On 25 Feb TATASTEEL was trading at 214.64. The strike last trading price was 1.74, which was -0.94 lower than the previous day. The implied volatity was 28.44, the open interest changed by 240 which increased total open position to 1299


On 24 Feb TATASTEEL was trading at 209.13. The strike last trading price was 2.66, which was -0.44 lower than the previous day. The implied volatity was 27.22, the open interest changed by 292 which increased total open position to 1056


On 23 Feb TATASTEEL was trading at 208.14. The strike last trading price was 3.18, which was -0.15 lower than the previous day. The implied volatity was 28.14, the open interest changed by 1 which increased total open position to 762


On 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 3.32, which was -1.07 lower than the previous day. The implied volatity was 28.11, the open interest changed by 156 which increased total open position to 761


On 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 4.55, which was 1.3 higher than the previous day. The implied volatity was 29.17, the open interest changed by 108 which increased total open position to 604


On 18 Feb TATASTEEL was trading at 209.03. The strike last trading price was 3.24, which was -1.6 lower than the previous day. The implied volatity was 27.95, the open interest changed by 105 which increased total open position to 496


On 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 4.85, which was 0.81 higher than the previous day. The implied volatity was 26.59, the open interest changed by 25 which increased total open position to 387


On 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 4.1, which was -1.54 lower than the previous day. The implied volatity was 26.94, the open interest changed by 65 which increased total open position to 362


On 13 Feb TATASTEEL was trading at 203.18. The strike last trading price was 5.75, which was 1.59 higher than the previous day. The implied volatity was 29.18, the open interest changed by 57 which increased total open position to 298


On 12 Feb TATASTEEL was trading at 208.11. The strike last trading price was 4.21, which was 0.13 higher than the previous day. The implied volatity was 29.4, the open interest changed by 36 which increased total open position to 241


On 11 Feb TATASTEEL was trading at 207.59. The strike last trading price was 4.05, which was -0.11 lower than the previous day. The implied volatity was 28.1, the open interest changed by -33 which decreased total open position to 205


On 10 Feb TATASTEEL was trading at 208.01. The strike last trading price was 4.27, which was -1.68 lower than the previous day. The implied volatity was 29.01, the open interest changed by 113 which increased total open position to 239


On 9 Feb TATASTEEL was trading at 202.00. The strike last trading price was 6, which was -2.97 lower than the previous day. The implied volatity was 26.95, the open interest changed by 74 which increased total open position to 127


On 6 Feb TATASTEEL was trading at 197.06. The strike last trading price was 9, which was 0.03 higher than the previous day. The implied volatity was 29.25, the open interest changed by 10 which increased total open position to 53


On 5 Feb TATASTEEL was trading at 197.76. The strike last trading price was 8.93, which was -0.57 lower than the previous day. The implied volatity was 30.58, the open interest changed by 1 which increased total open position to 43


On 4 Feb TATASTEEL was trading at 195.40. The strike last trading price was 9.5, which was -1.5 lower than the previous day. The implied volatity was 28.38, the open interest changed by 7 which increased total open position to 42


On 3 Feb TATASTEEL was trading at 192.93. The strike last trading price was 11, which was -6.3 lower than the previous day. The implied volatity was 29.73, the open interest changed by 1 which increased total open position to 36


On 2 Feb TATASTEEL was trading at 188.51. The strike last trading price was 17.3, which was 5.46 higher than the previous day. The implied volatity was 42.41, the open interest changed by 3 which increased total open position to 35


On 1 Feb TATASTEEL was trading at 185.38. The strike last trading price was 11.84, which was -0.16 lower than the previous day. The implied volatity was 14.12, the open interest changed by 0 which decreased total open position to 32


On 30 Jan TATASTEEL was trading at 193.13. The strike last trading price was 12, which was -13.43 lower than the previous day. The implied volatity was 31.24, the open interest changed by 30 which increased total open position to 30


On 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 25.43, which was 0 lower than the previous day. The implied volatity was 2.42, 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 25.43, 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 Jan TATASTEEL was trading at 192.28. The strike last trading price was 25.43, 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 Jan TATASTEEL was trading at 187.61. The strike last trading price was 25.43, 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 22 Jan TATASTEEL was trading at 189.10. The strike last trading price was 25.43, 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 21 Jan TATASTEEL was trading at 184.41. The strike last trading price was 25.43, 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 Jan TATASTEEL was trading at 183.56. The strike last trading price was 25.43, 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 Jan TATASTEEL was trading at 188.27. The strike last trading price was 25.43, 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 Jan TATASTEEL was trading at 188.21. The strike last trading price was 25.43, 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