TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
11 Mar 2026 04:12 PM IST
| TATASTEEL 30-MAR-2026 201 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.17
Theta: -0.17
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 194.74 | 3.89 | 0.07 | 34.43 | 483 | 44 | 219 | |||||||||
| 10 Mar | 195.00 | 3.92 | 0.71 | 32.11 | 352 | -12 | 176 | |||||||||
| 9 Mar | 191.01 | 3.21 | -2.7 | 35.75 | 427 | -46 | 199 | |||||||||
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| 6 Mar | 198.46 | 6 | -0.46 | 31.59 | 1,084 | 33 | 245 | |||||||||
| 5 Mar | 200.57 | 6.37 | 0.69 | 27.79 | 1,519 | 78 | 210 | |||||||||
| 4 Mar | 196.73 | 5.47 | -6.37 | 33.67 | 727 | 133 | 134 | |||||||||
| 2 Mar | 211.01 | 11.84 | 4.38 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 212.33 | 11.84 | 4.38 | - | 0 | 0 | 1 | |||||||||
| 26 Feb | 215.52 | 11.84 | 4.38 | - | 0 | 0 | 1 | |||||||||
| 25 Feb | 214.64 | 11.84 | 4.38 | - | 0 | 0 | 1 | |||||||||
| 24 Feb | 209.13 | 11.84 | 4.38 | - | 0 | 0 | 1 | |||||||||
| 23 Feb | 208.14 | 11.84 | 4.38 | - | 0 | 0 | 1 | |||||||||
| 20 Feb | 208.36 | 11.84 | 4.38 | 23.3 | 1 | 0 | 0 | |||||||||
| 19 Feb | 205.41 | 7.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 209.03 | 7.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 203.08 | 7.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 205.81 | 7.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 203.18 | 7.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 208.11 | 7.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 207.59 | 7.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 208.01 | 7.46 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 202.00 | 7.46 | 0 | 0.21 | 0 | 0 | 0 | |||||||||
| 6 Feb | 197.06 | 7.46 | 0 | 0.8 | 0 | 0 | 0 | |||||||||
| 5 Feb | 197.76 | 7.46 | 0 | 0.4 | 0 | 0 | 0 | |||||||||
| 4 Feb | 195.40 | 7.46 | 0 | 1.15 | 0 | 0 | 0 | |||||||||
| 3 Feb | 192.93 | 7.46 | 0 | 2.14 | 0 | 0 | 0 | |||||||||
| 2 Feb | 188.51 | 7.46 | 0 | 3.64 | 0 | 0 | 0 | |||||||||
| 1 Feb | 185.38 | 7.46 | 0 | 4.73 | 0 | 0 | 0 | |||||||||
| 30 Jan | 193.13 | 7.46 | 0 | 2.24 | 0 | 0 | 0 | |||||||||
| 29 Jan | 202.32 | 7.46 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 28 Jan | 193.85 | 7.46 | 0 | 1.67 | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 201 expiring on 30MAR2026
Delta for 201 CE is 0.38
Historical price for 201 CE is as follows
On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 3.89, which was 0.07 higher than the previous day. The implied volatity was 34.43, the open interest changed by 44 which increased total open position to 219
On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 3.92, which was 0.71 higher than the previous day. The implied volatity was 32.11, the open interest changed by -12 which decreased total open position to 176
On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 3.21, which was -2.7 lower than the previous day. The implied volatity was 35.75, the open interest changed by -46 which decreased total open position to 199
On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 6, which was -0.46 lower than the previous day. The implied volatity was 31.59, the open interest changed by 33 which increased total open position to 245
On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 6.37, which was 0.69 higher than the previous day. The implied volatity was 27.79, the open interest changed by 78 which increased total open position to 210
On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 5.47, which was -6.37 lower than the previous day. The implied volatity was 33.67, the open interest changed by 133 which increased total open position to 134
On 2 Mar TATASTEEL was trading at 211.01. The strike last trading price was 11.84, which was 4.38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb TATASTEEL was trading at 212.33. The strike last trading price was 11.84, which was 4.38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 11.84, which was 4.38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Feb TATASTEEL was trading at 214.64. The strike last trading price was 11.84, which was 4.38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Feb TATASTEEL was trading at 209.13. The strike last trading price was 11.84, which was 4.38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Feb TATASTEEL was trading at 208.14. The strike last trading price was 11.84, which was 4.38 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 11.84, which was 4.38 higher than the previous day. The implied volatity was 23.3, the open interest changed by 0 which decreased total open position to 0
On 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb TATASTEEL was trading at 209.03. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb TATASTEEL was trading at 203.18. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TATASTEEL was trading at 208.11. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TATASTEEL was trading at 207.59. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TATASTEEL was trading at 208.01. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Feb TATASTEEL was trading at 202.00. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was 0.21, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TATASTEEL was trading at 197.06. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was 0.8, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TATASTEEL was trading at 197.76. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TATASTEEL was trading at 195.40. The strike last trading price was 7.46, 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 3 Feb TATASTEEL was trading at 192.93. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was 2.14, the open interest changed by 0 which decreased total open position to 0
On 2 Feb TATASTEEL was trading at 188.51. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was 3.64, the open interest changed by 0 which decreased total open position to 0
On 1 Feb TATASTEEL was trading at 185.38. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was 4.73, the open interest changed by 0 which decreased total open position to 0
On 30 Jan TATASTEEL was trading at 193.13. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0
On 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 7.46, which was 0 lower than the previous day. The implied volatity was 0.01, 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 7.46, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30MAR2026 201 PE | |||||||
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Delta: -0.6
Vega: 0.17
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 194.74 | 9.81 | 0.62 | 38.09 | 131 | -5 | 217 |
| 10 Mar | 195.00 | 8.9 | -3.24 | 34.48 | 40 | -7 | 221 |
| 9 Mar | 191.01 | 12.5 | 5.01 | 39.22 | 67 | -14 | 228 |
| 6 Mar | 198.46 | 7.51 | 1.13 | 34.62 | 734 | 79 | 243 |
| 5 Mar | 200.57 | 6.46 | -3.25 | 33.47 | 447 | 31 | 164 |
| 4 Mar | 196.73 | 9.8 | 7.37 | 37.62 | 947 | 65 | 132 |
| 2 Mar | 211.01 | 2.36 | 0.37 | 28.87 | 52 | 13 | 68 |
| 27 Feb | 212.33 | 1.95 | 0.27 | 27.42 | 17 | -2 | 55 |
| 26 Feb | 215.52 | 1.73 | -0.13 | 28.55 | 19 | -3 | 58 |
| 25 Feb | 214.64 | 1.86 | -1.03 | 28.28 | 146 | -7 | 63 |
| 24 Feb | 209.13 | 2.87 | -0.52 | 26.87 | 37 | 4 | 67 |
| 23 Feb | 208.14 | 3.4 | -0.25 | 27.73 | 67 | 50 | 64 |
| 20 Feb | 208.36 | 3.66 | -1.2 | 28.24 | 21 | 7 | 17 |
| 19 Feb | 205.41 | 5.04 | 1.51 | 29.63 | 15 | 7 | 10 |
| 18 Feb | 209.03 | 3.53 | -10.54 | 27.9 | 3 | 2 | 2 |
| 17 Feb | 203.08 | 14.07 | 0 | 2.08 | 0 | 0 | 0 |
| 16 Feb | 205.81 | 14.07 | 0 | 3.34 | 0 | 0 | 0 |
| 13 Feb | 203.18 | 14.07 | 0 | 2.13 | 0 | 0 | 0 |
| 12 Feb | 208.11 | 14.07 | 0 | 3.95 | 0 | 0 | 0 |
| 11 Feb | 207.59 | 14.07 | 0 | 3.81 | 0 | 0 | 0 |
| 10 Feb | 208.01 | 14.07 | 0 | 3.86 | 0 | 0 | 0 |
| 9 Feb | 202.00 | 14.07 | 0 | 1.48 | 0 | 0 | 0 |
| 6 Feb | 197.06 | 14.07 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 197.76 | 14.07 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 195.40 | 14.07 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 192.93 | 14.07 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 188.51 | 14.07 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 185.38 | 14.07 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 193.13 | 14.07 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 202.32 | 14.07 | 0 | 2.02 | 0 | 0 | 0 |
| 28 Jan | 193.85 | 14.07 | 0 | 0 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 201 expiring on 30MAR2026
Delta for 201 PE is -0.6
Historical price for 201 PE is as follows
On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 9.81, which was 0.62 higher than the previous day. The implied volatity was 38.09, the open interest changed by -5 which decreased total open position to 217
On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 8.9, which was -3.24 lower than the previous day. The implied volatity was 34.48, the open interest changed by -7 which decreased total open position to 221
On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 12.5, which was 5.01 higher than the previous day. The implied volatity was 39.22, the open interest changed by -14 which decreased total open position to 228
On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 7.51, which was 1.13 higher than the previous day. The implied volatity was 34.62, the open interest changed by 79 which increased total open position to 243
On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 6.46, which was -3.25 lower than the previous day. The implied volatity was 33.47, the open interest changed by 31 which increased total open position to 164
On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 9.8, which was 7.37 higher than the previous day. The implied volatity was 37.62, the open interest changed by 65 which increased total open position to 132
On 2 Mar TATASTEEL was trading at 211.01. The strike last trading price was 2.36, which was 0.37 higher than the previous day. The implied volatity was 28.87, the open interest changed by 13 which increased total open position to 68
On 27 Feb TATASTEEL was trading at 212.33. The strike last trading price was 1.95, which was 0.27 higher than the previous day. The implied volatity was 27.42, the open interest changed by -2 which decreased total open position to 55
On 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 1.73, which was -0.13 lower than the previous day. The implied volatity was 28.55, the open interest changed by -3 which decreased total open position to 58
On 25 Feb TATASTEEL was trading at 214.64. The strike last trading price was 1.86, which was -1.03 lower than the previous day. The implied volatity was 28.28, the open interest changed by -7 which decreased total open position to 63
On 24 Feb TATASTEEL was trading at 209.13. The strike last trading price was 2.87, which was -0.52 lower than the previous day. The implied volatity was 26.87, the open interest changed by 4 which increased total open position to 67
On 23 Feb TATASTEEL was trading at 208.14. The strike last trading price was 3.4, which was -0.25 lower than the previous day. The implied volatity was 27.73, the open interest changed by 50 which increased total open position to 64
On 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 3.66, which was -1.2 lower than the previous day. The implied volatity was 28.24, the open interest changed by 7 which increased total open position to 17
On 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 5.04, which was 1.51 higher than the previous day. The implied volatity was 29.63, the open interest changed by 7 which increased total open position to 10
On 18 Feb TATASTEEL was trading at 209.03. The strike last trading price was 3.53, which was -10.54 lower than the previous day. The implied volatity was 27.9, the open interest changed by 2 which increased total open position to 2
On 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 14.07, which was 0 lower than the previous day. The implied volatity was 2.08, the open interest changed by 0 which decreased total open position to 0
On 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 14.07, which was 0 lower than the previous day. The implied volatity was 3.34, the open interest changed by 0 which decreased total open position to 0
On 13 Feb TATASTEEL was trading at 203.18. The strike last trading price was 14.07, which was 0 lower than the previous day. The implied volatity was 2.13, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TATASTEEL was trading at 208.11. The strike last trading price was 14.07, which was 0 lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TATASTEEL was trading at 207.59. The strike last trading price was 14.07, which was 0 lower than the previous day. The implied volatity was 3.81, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TATASTEEL was trading at 208.01. The strike last trading price was 14.07, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0
On 9 Feb TATASTEEL was trading at 202.00. The strike last trading price was 14.07, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TATASTEEL was trading at 197.06. The strike last trading price was 14.07, 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 Feb TATASTEEL was trading at 197.76. The strike last trading price was 14.07, 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 Feb TATASTEEL was trading at 195.40. The strike last trading price was 14.07, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb TATASTEEL was trading at 192.93. The strike last trading price was 14.07, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb TATASTEEL was trading at 188.51. The strike last trading price was 14.07, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb TATASTEEL was trading at 185.38. The strike last trading price was 14.07, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan TATASTEEL was trading at 193.13. The strike last trading price was 14.07, 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 Jan TATASTEEL was trading at 202.32. The strike last trading price was 14.07, which was 0 lower than the previous day. The implied volatity was 2.02, 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 14.07, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
