TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
20 Feb 2026 04:12 PM IST
| TATASTEEL 24-FEB-2026 201 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.03
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 208.36 | 6.99 | 1.86 | 22.67 | 77 | 12 | 160 | |||||||||
| 19 Feb | 205.41 | 4.39 | -3.94 | 21.13 | 69 | -15 | 149 | |||||||||
| 18 Feb | 209.03 | 8.45 | 3.82 | 23.6 | 136 | -6 | 165 | |||||||||
| 17 Feb | 203.08 | 4.66 | -2.17 | 30.53 | 478 | -27 | 171 | |||||||||
| 16 Feb | 205.81 | 6.75 | 1.11 | 31.5 | 215 | -10 | 199 | |||||||||
| 13 Feb | 203.18 | 5.42 | -3.75 | 28.61 | 92 | 4 | 210 | |||||||||
| 12 Feb | 208.11 | 9.14 | -0.06 | 28.98 | 48 | -2 | 204 | |||||||||
| 11 Feb | 207.59 | 9.3 | 0.06 | 31.13 | 66 | 5 | 206 | |||||||||
| 10 Feb | 208.01 | 9.16 | 3.57 | 27.13 | 734 | -105 | 202 | |||||||||
| 9 Feb | 202.00 | 5.36 | 1.37 | 29.09 | 4,366 | 70 | 302 | |||||||||
| 6 Feb | 197.06 | 3.64 | -1.11 | 29.64 | 783 | 34 | 231 | |||||||||
| 5 Feb | 197.76 | 4.7 | 0.85 | 31.06 | 480 | 30 | 193 | |||||||||
| 4 Feb | 195.40 | 3.8 | 0.68 | 31.74 | 146 | 13 | 164 | |||||||||
| 3 Feb | 192.93 | 3.17 | 0.93 | 31.39 | 135 | 2 | 151 | |||||||||
| 2 Feb | 188.51 | 2.32 | 0.34 | 33.59 | 106 | -14 | 150 | |||||||||
| 1 Feb | 185.38 | 2.08 | -1.76 | 35.77 | 68 | -7 | 164 | |||||||||
| 30 Jan | 193.13 | 3.63 | -4.34 | 32.05 | 427 | -56 | 171 | |||||||||
| 29 Jan | 202.32 | 8.12 | 4.16 | 30.48 | 1,741 | 129 | 234 | |||||||||
| 28 Jan | 193.85 | 3.99 | 0.41 | 30.14 | 334 | 40 | 105 | |||||||||
| 27 Jan | 192.28 | 3.69 | 1.07 | 29.4 | 87 | 8 | 67 | |||||||||
| 23 Jan | 187.61 | 2.7 | 0.03 | 30.85 | 67 | -16 | 59 | |||||||||
| 22 Jan | 189.10 | 2.68 | 1.13 | 27.57 | 19 | -2 | 75 | |||||||||
| 21 Jan | 184.41 | 1.55 | -0.06 | 27.26 | 43 | 26 | 76 | |||||||||
| 20 Jan | 183.56 | 1.54 | -1.45 | 27.75 | 21 | 2 | 51 | |||||||||
| 19 Jan | 188.27 | 2.99 | 0.3 | 29.72 | 13 | 11 | 49 | |||||||||
| 16 Jan | 188.21 | 2.69 | 0.66 | 26.9 | 39 | 37 | 37 | |||||||||
| 14 Jan | 189.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 182.57 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 183.24 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 178.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 180.12 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 183.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 186.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 5 Jan | 185.72 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 182.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 181.89 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 201 expiring on 24FEB2026
Delta for 201 CE is 0.93
Historical price for 201 CE is as follows
On 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 6.99, which was 1.86 higher than the previous day. The implied volatity was 22.67, the open interest changed by 12 which increased total open position to 160
On 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 4.39, which was -3.94 lower than the previous day. The implied volatity was 21.13, the open interest changed by -15 which decreased total open position to 149
On 18 Feb TATASTEEL was trading at 209.03. The strike last trading price was 8.45, which was 3.82 higher than the previous day. The implied volatity was 23.6, the open interest changed by -6 which decreased total open position to 165
On 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 4.66, which was -2.17 lower than the previous day. The implied volatity was 30.53, the open interest changed by -27 which decreased total open position to 171
On 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 6.75, which was 1.11 higher than the previous day. The implied volatity was 31.5, the open interest changed by -10 which decreased total open position to 199
On 13 Feb TATASTEEL was trading at 203.18. The strike last trading price was 5.42, which was -3.75 lower than the previous day. The implied volatity was 28.61, the open interest changed by 4 which increased total open position to 210
On 12 Feb TATASTEEL was trading at 208.11. The strike last trading price was 9.14, which was -0.06 lower than the previous day. The implied volatity was 28.98, the open interest changed by -2 which decreased total open position to 204
On 11 Feb TATASTEEL was trading at 207.59. The strike last trading price was 9.3, which was 0.06 higher than the previous day. The implied volatity was 31.13, the open interest changed by 5 which increased total open position to 206
On 10 Feb TATASTEEL was trading at 208.01. The strike last trading price was 9.16, which was 3.57 higher than the previous day. The implied volatity was 27.13, the open interest changed by -105 which decreased total open position to 202
On 9 Feb TATASTEEL was trading at 202.00. The strike last trading price was 5.36, which was 1.37 higher than the previous day. The implied volatity was 29.09, the open interest changed by 70 which increased total open position to 302
On 6 Feb TATASTEEL was trading at 197.06. The strike last trading price was 3.64, which was -1.11 lower than the previous day. The implied volatity was 29.64, the open interest changed by 34 which increased total open position to 231
On 5 Feb TATASTEEL was trading at 197.76. The strike last trading price was 4.7, which was 0.85 higher than the previous day. The implied volatity was 31.06, the open interest changed by 30 which increased total open position to 193
On 4 Feb TATASTEEL was trading at 195.40. The strike last trading price was 3.8, which was 0.68 higher than the previous day. The implied volatity was 31.74, the open interest changed by 13 which increased total open position to 164
On 3 Feb TATASTEEL was trading at 192.93. The strike last trading price was 3.17, which was 0.93 higher than the previous day. The implied volatity was 31.39, the open interest changed by 2 which increased total open position to 151
On 2 Feb TATASTEEL was trading at 188.51. The strike last trading price was 2.32, which was 0.34 higher than the previous day. The implied volatity was 33.59, the open interest changed by -14 which decreased total open position to 150
On 1 Feb TATASTEEL was trading at 185.38. The strike last trading price was 2.08, which was -1.76 lower than the previous day. The implied volatity was 35.77, the open interest changed by -7 which decreased total open position to 164
On 30 Jan TATASTEEL was trading at 193.13. The strike last trading price was 3.63, which was -4.34 lower than the previous day. The implied volatity was 32.05, the open interest changed by -56 which decreased total open position to 171
On 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 8.12, which was 4.16 higher than the previous day. The implied volatity was 30.48, the open interest changed by 129 which increased total open position to 234
On 28 Jan TATASTEEL was trading at 193.85. The strike last trading price was 3.99, which was 0.41 higher than the previous day. The implied volatity was 30.14, the open interest changed by 40 which increased total open position to 105
On 27 Jan TATASTEEL was trading at 192.28. The strike last trading price was 3.69, which was 1.07 higher than the previous day. The implied volatity was 29.4, the open interest changed by 8 which increased total open position to 67
On 23 Jan TATASTEEL was trading at 187.61. The strike last trading price was 2.7, which was 0.03 higher than the previous day. The implied volatity was 30.85, the open interest changed by -16 which decreased total open position to 59
On 22 Jan TATASTEEL was trading at 189.10. The strike last trading price was 2.68, which was 1.13 higher than the previous day. The implied volatity was 27.57, the open interest changed by -2 which decreased total open position to 75
On 21 Jan TATASTEEL was trading at 184.41. The strike last trading price was 1.55, which was -0.06 lower than the previous day. The implied volatity was 27.26, the open interest changed by 26 which increased total open position to 76
On 20 Jan TATASTEEL was trading at 183.56. The strike last trading price was 1.54, which was -1.45 lower than the previous day. The implied volatity was 27.75, the open interest changed by 2 which increased total open position to 51
On 19 Jan TATASTEEL was trading at 188.27. The strike last trading price was 2.99, which was 0.3 higher than the previous day. The implied volatity was 29.72, the open interest changed by 11 which increased total open position to 49
On 16 Jan TATASTEEL was trading at 188.21. The strike last trading price was 2.69, which was 0.66 higher than the previous day. The implied volatity was 26.9, the open interest changed by 37 which increased total open position to 37
On 14 Jan TATASTEEL was trading at 189.25. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 182.57. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 183.24. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 178.40. The strike last trading price was 0, 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 8 Jan TATASTEEL was trading at 180.12. The strike last trading price was 0, 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 7 Jan TATASTEEL was trading at 183.80. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 186.20. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 185.72. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 182.88. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 181.89. The strike last trading price was 0, 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 24FEB2026 201 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.04
Theta: -0.15
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 208.36 | 0.36 | -0.48 | 29.24 | 728 | 26 | 434 |
| 19 Feb | 205.41 | 0.89 | 0.23 | 26.6 | 873 | -28 | 422 |
| 18 Feb | 209.03 | 0.65 | -1.56 | 30.67 | 1,096 | 147 | 448 |
| 17 Feb | 203.08 | 2.22 | 0.6 | 28.99 | 623 | -43 | 302 |
| 16 Feb | 205.81 | 1.64 | -1.44 | 29.87 | 765 | 19 | 347 |
| 13 Feb | 203.18 | 3.22 | 1.22 | 31.45 | 548 | -42 | 331 |
| 12 Feb | 208.11 | 2.05 | -0.17 | 33.61 | 428 | 127 | 372 |
| 11 Feb | 207.59 | 2.19 | -0.03 | 32.72 | 353 | -6 | 246 |
| 10 Feb | 208.01 | 2.26 | -1.89 | 32.67 | 1,805 | 66 | 252 |
| 9 Feb | 202.00 | 4.26 | -3.42 | 29.86 | 1,536 | 108 | 194 |
| 6 Feb | 197.06 | 7.83 | 0.29 | 33.69 | 37 | 6 | 86 |
| 5 Feb | 197.76 | 7.57 | -1.06 | 34.95 | 9 | 4 | 79 |
| 4 Feb | 195.40 | 8.63 | -1.56 | 32.47 | 22 | 2 | 75 |
| 3 Feb | 192.93 | 10.19 | -3.72 | 33.68 | 10 | 2 | 71 |
| 2 Feb | 188.51 | 13.91 | -2.62 | 36.97 | 14 | 0 | 69 |
| 1 Feb | 185.38 | 16.53 | 5.14 | 40 | 9 | -5 | 72 |
| 30 Jan | 193.13 | 11.39 | 5.33 | 35.83 | 201 | -56 | 76 |
| 29 Jan | 202.32 | 5.98 | -3.53 | 34.45 | 519 | 136 | 138 |
| 28 Jan | 193.85 | 9.51 | -15.87 | 29.4 | 2 | 1 | 1 |
| 27 Jan | 192.28 | 25.38 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 187.61 | 25.38 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 189.10 | 25.38 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 184.41 | 25.38 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 183.56 | 25.38 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 188.27 | 25.38 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 188.21 | 25.38 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 189.25 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 182.57 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 183.24 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 178.40 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 180.12 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 183.80 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 186.20 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 185.72 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 182.88 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 181.89 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 201 expiring on 24FEB2026
Delta for 201 PE is -0.11
Historical price for 201 PE is as follows
On 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 0.36, which was -0.48 lower than the previous day. The implied volatity was 29.24, the open interest changed by 26 which increased total open position to 434
On 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 0.89, which was 0.23 higher than the previous day. The implied volatity was 26.6, the open interest changed by -28 which decreased total open position to 422
On 18 Feb TATASTEEL was trading at 209.03. The strike last trading price was 0.65, which was -1.56 lower than the previous day. The implied volatity was 30.67, the open interest changed by 147 which increased total open position to 448
On 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 2.22, which was 0.6 higher than the previous day. The implied volatity was 28.99, the open interest changed by -43 which decreased total open position to 302
On 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 1.64, which was -1.44 lower than the previous day. The implied volatity was 29.87, the open interest changed by 19 which increased total open position to 347
On 13 Feb TATASTEEL was trading at 203.18. The strike last trading price was 3.22, which was 1.22 higher than the previous day. The implied volatity was 31.45, the open interest changed by -42 which decreased total open position to 331
On 12 Feb TATASTEEL was trading at 208.11. The strike last trading price was 2.05, which was -0.17 lower than the previous day. The implied volatity was 33.61, the open interest changed by 127 which increased total open position to 372
On 11 Feb TATASTEEL was trading at 207.59. The strike last trading price was 2.19, which was -0.03 lower than the previous day. The implied volatity was 32.72, the open interest changed by -6 which decreased total open position to 246
On 10 Feb TATASTEEL was trading at 208.01. The strike last trading price was 2.26, which was -1.89 lower than the previous day. The implied volatity was 32.67, the open interest changed by 66 which increased total open position to 252
On 9 Feb TATASTEEL was trading at 202.00. The strike last trading price was 4.26, which was -3.42 lower than the previous day. The implied volatity was 29.86, the open interest changed by 108 which increased total open position to 194
On 6 Feb TATASTEEL was trading at 197.06. The strike last trading price was 7.83, which was 0.29 higher than the previous day. The implied volatity was 33.69, the open interest changed by 6 which increased total open position to 86
On 5 Feb TATASTEEL was trading at 197.76. The strike last trading price was 7.57, which was -1.06 lower than the previous day. The implied volatity was 34.95, the open interest changed by 4 which increased total open position to 79
On 4 Feb TATASTEEL was trading at 195.40. The strike last trading price was 8.63, which was -1.56 lower than the previous day. The implied volatity was 32.47, the open interest changed by 2 which increased total open position to 75
On 3 Feb TATASTEEL was trading at 192.93. The strike last trading price was 10.19, which was -3.72 lower than the previous day. The implied volatity was 33.68, the open interest changed by 2 which increased total open position to 71
On 2 Feb TATASTEEL was trading at 188.51. The strike last trading price was 13.91, which was -2.62 lower than the previous day. The implied volatity was 36.97, the open interest changed by 0 which decreased total open position to 69
On 1 Feb TATASTEEL was trading at 185.38. The strike last trading price was 16.53, which was 5.14 higher than the previous day. The implied volatity was 40, the open interest changed by -5 which decreased total open position to 72
On 30 Jan TATASTEEL was trading at 193.13. The strike last trading price was 11.39, which was 5.33 higher than the previous day. The implied volatity was 35.83, the open interest changed by -56 which decreased total open position to 76
On 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 5.98, which was -3.53 lower than the previous day. The implied volatity was 34.45, the open interest changed by 136 which increased total open position to 138
On 28 Jan TATASTEEL was trading at 193.85. The strike last trading price was 9.51, which was -15.87 lower than the previous day. The implied volatity was 29.4, the open interest changed by 1 which increased total open position to 1
On 27 Jan TATASTEEL was trading at 192.28. The strike last trading price was 25.38, 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 25.38, 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 25.38, 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 25.38, 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 25.38, 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 25.38, 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 25.38, 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 14 Jan TATASTEEL was trading at 189.25. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 182.57. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 183.24. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 178.40. The strike last trading price was 0, 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 8 Jan TATASTEEL was trading at 180.12. The strike last trading price was 0, 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 7 Jan TATASTEEL was trading at 183.80. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 186.20. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 185.72. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 182.88. The strike last trading price was 0, 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 Jan TATASTEEL was trading at 181.89. The strike last trading price was 0, 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
