TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
02 Apr 2026 04:12 PM IST
| TATASTEEL 28-Apr-2026 (25d) 201 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.2
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 194.14 | 4.56 | -0.23 | 34.38 | 104 | -9 | 57 | |||||||||
| 1 Apr | 194.60 | 4.78 | 0.43 | 32.09 | 174 | 30 | 65 | |||||||||
| 30 Mar | 191.86 | 4.36 | -0.52 | 34.78 | 80 | 6 | 36 | |||||||||
| 27 Mar | 193.22 | 4.86 | -1.35 | 32.38 | 39 | 21 | 29 | |||||||||
| 25 Mar | 196.65 | 6.29 | -11.03 | 30.75 | 16 | 7 | 7 | |||||||||
| 24 Mar | 190.79 | 17.32 | 0 | 4.3 | 0 | 0 | 0 | |||||||||
| 23 Mar | 187.17 | 17.32 | 0 | 6.36 | 0 | 0 | 0 | |||||||||
| 20 Mar | 196.77 | 17.32 | 0 | 1.26 | 0 | 0 | 0 | |||||||||
| 19 Mar | 190.51 | 17.32 | 0 | 3.91 | 0 | 0 | 0 | |||||||||
| 18 Mar | 195.41 | 17.32 | 0 | 1.93 | 0 | 0 | 0 | |||||||||
| 17 Mar | 195.43 | 17.32 | 0 | 1.78 | 0 | 0 | 0 | |||||||||
| 16 Mar | 186.94 | 17.32 | 0 | 5.55 | 0 | 0 | 0 | |||||||||
| 13 Mar | 183.51 | 17.32 | 0 | 6.66 | 0 | 0 | 0 | |||||||||
| 12 Mar | 193.47 | 17.32 | 0 | 2.37 | 0 | 0 | 0 | |||||||||
| 11 Mar | 194.74 | 17.32 | 0 | 1.77 | 0 | 0 | 0 | |||||||||
| 10 Mar | 195.00 | 17.32 | 0 | 1.41 | 0 | 0 | 0 | |||||||||
| 9 Mar | 191.01 | 17.32 | 0 | 3.31 | 0 | 0 | 0 | |||||||||
| 6 Mar | 198.46 | 17.32 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 200.57 | 17.32 | 0 | 0.11 | 0 | 0 | 0 | |||||||||
| 4 Mar | 196.73 | 17.32 | 0 | 0.87 | 0 | 0 | 0 | |||||||||
| 2 Mar | 211.01 | 17.32 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 212.33 | 17.32 | 0 | - | 0 | 0 | 0 | |||||||||
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| 26 Feb | 215.52 | 17.32 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 214.64 | 17.32 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 201 expiring on 28APR2026
Delta for 201 CE is 0.39
Historical price for 201 CE is as follows
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 4.56, which was -0.23 lower than the previous day. The implied volatity was 34.38, the open interest changed by -9 which decreased total open position to 57
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 4.78, which was 0.43 higher than the previous day. The implied volatity was 32.09, the open interest changed by 30 which increased total open position to 65
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 4.36, which was -0.52 lower than the previous day. The implied volatity was 34.78, the open interest changed by 6 which increased total open position to 36
On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 4.86, which was -1.35 lower than the previous day. The implied volatity was 32.38, the open interest changed by 21 which increased total open position to 29
On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 6.29, which was -11.03 lower than the previous day. The implied volatity was 30.75, the open interest changed by 7 which increased total open position to 7
On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 17.32, which was 0 lower than the previous day. The implied volatity was 4.3, 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 17.32, which was 0 lower than the previous day. The implied volatity was 6.36, 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 17.32, which was 0 lower than the previous day. The implied volatity was 1.26, 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 17.32, which was 0 lower than the previous day. The implied volatity was 3.91, 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 17.32, which was 0 lower than the previous day. The implied volatity was 1.93, 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 17.32, which was 0 lower than the previous day. The implied volatity was 1.78, 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 17.32, which was 0 lower than the previous day. The implied volatity was 5.55, 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 17.32, which was 0 lower than the previous day. The implied volatity was 6.66, 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 17.32, which was 0 lower than the previous day. The implied volatity was 2.37, 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 17.32, which was 0 lower than the previous day. The implied volatity was 1.77, 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 17.32, which was 0 lower than the previous day. The implied volatity was 1.41, 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 17.32, which was 0 lower than the previous day. The implied volatity was 3.31, 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 17.32, 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 17.32, which was 0 lower than the previous day. The implied volatity was 0.11, 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 17.32, which was 0 lower than the previous day. The implied volatity was 0.87, 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 17.32, 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 Feb TATASTEEL was trading at 212.33. The strike last trading price was 17.32, 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 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 17.32, 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 Feb TATASTEEL was trading at 214.64. The strike last trading price was 17.32, 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 28-Apr-2026 (25d) 201 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.2
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 194.14 | 14.95 | 5.2 | 55.79 | 14 | -7 | 28 |
| 1 Apr | 194.60 | 9.75 | -2.59 | 33.55 | 48 | 21 | 35 |
| 30 Mar | 191.86 | 12.34 | 2.82 | 35.57 | 2 | 1 | 13 |
| 27 Mar | 193.22 | 9.6 | -5.5 | - | 0 | 0 | 12 |
| 25 Mar | 196.65 | 9.6 | -5.5 | 34.74 | 14 | 11 | 11 |
| 24 Mar | 190.79 | 15.1 | 6.06 | - | 0 | 0 | 0 |
| 23 Mar | 187.17 | 15.1 | 6.06 | 31.55 | 1 | 0 | 1 |
| 20 Mar | 196.77 | 9.04 | 2.15 | 30.03 | 1 | 0 | 0 |
| 19 Mar | 190.51 | 6.89 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 195.41 | 6.89 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 195.43 | 6.89 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 186.94 | 6.89 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 183.51 | 6.89 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 193.47 | 6.89 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 194.74 | 6.89 | 0 | 0.16 | 0 | 0 | 0 |
| 10 Mar | 195.00 | 6.89 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 191.01 | 6.89 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 198.46 | 6.89 | 0 | 0.35 | 0 | 0 | 0 |
| 5 Mar | 200.57 | 6.89 | 0 | 1.19 | 0 | 0 | 0 |
| 4 Mar | 196.73 | 6.89 | 0 | 0.08 | 0 | 0 | 0 |
| 2 Mar | 211.01 | 6.89 | 0 | 4.8 | 0 | 0 | 0 |
| 27 Feb | 212.33 | 6.89 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 215.52 | 6.89 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 214.64 | 6.89 | 0 | 5.81 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 201 expiring on 28APR2026
Delta for 201 PE is -0.55
Historical price for 201 PE is as follows
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 14.95, which was 5.2 higher than the previous day. The implied volatity was 55.79, the open interest changed by -7 which decreased total open position to 28
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 9.75, which was -2.59 lower than the previous day. The implied volatity was 33.55, the open interest changed by 21 which increased total open position to 35
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 12.34, which was 2.82 higher than the previous day. The implied volatity was 35.57, the open interest changed by 1 which increased total open position to 13
On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 9.6, which was -5.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 9.6, which was -5.5 lower than the previous day. The implied volatity was 34.74, the open interest changed by 11 which increased total open position to 11
On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 15.1, which was 6.06 higher 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 15.1, which was 6.06 higher than the previous day. The implied volatity was 31.55, the open interest changed by 0 which decreased total open position to 1
On 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 9.04, which was 2.15 higher than the previous day. The implied volatity was 30.03, 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 6.89, 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 6.89, 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 6.89, 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 6.89, 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 Mar TATASTEEL was trading at 183.51. The strike last trading price was 6.89, 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 6.89, 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 6.89, which was 0 lower than the previous day. The implied volatity was 0.16, 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 6.89, 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 6.89, 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 6.89, which was 0 lower than the previous day. The implied volatity was 0.35, 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 6.89, which was 0 lower than the previous day. The implied volatity was 1.19, 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 6.89, which was 0 lower than the previous day. The implied volatity was 0.08, 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 6.89, which was 0 lower than the previous day. The implied volatity was 4.8, 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 6.89, 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 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 6.89, 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 Feb TATASTEEL was trading at 214.64. The strike last trading price was 6.89, which was 0 lower than the previous day. The implied volatity was 5.81, the open interest changed by 0 which decreased total open position to 0
