TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
10 Mar 2026 11:02 AM IST
| TATASTEEL 30-MAR-2026 203 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.16
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 194.30 | 3.06 | 0.36 | 32.99 | 52 | 16 | 166 | |||||||||
| 9 Mar | 191.01 | 2.7 | -2.33 | 35.89 | 321 | -64 | 152 | |||||||||
| 6 Mar | 198.46 | 5.1 | -0.44 | 31.44 | 479 | 24 | 218 | |||||||||
| 5 Mar | 200.57 | 5.5 | 0.55 | 28.27 | 791 | 9 | 193 | |||||||||
| 4 Mar | 196.73 | 4.7 | -6.81 | 33.62 | 600 | 170 | 184 | |||||||||
| 2 Mar | 211.01 | 11.51 | -1.99 | 24.5 | 10 | -1 | 14 | |||||||||
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| 27 Feb | 212.33 | 13.5 | -0.79 | - | 1 | 0 | 15 | |||||||||
| 26 Feb | 215.52 | 13.5 | -0.79 | 13.4 | 1 | 0 | 14 | |||||||||
| 25 Feb | 214.64 | 14.29 | 3.82 | 20.34 | 21 | -4 | 13 | |||||||||
| 24 Feb | 209.13 | 10.47 | 0.37 | 22.76 | 4 | 1 | 16 | |||||||||
| 23 Feb | 208.14 | 10.1 | -0.64 | 23.09 | 7 | -3 | 15 | |||||||||
| 20 Feb | 208.36 | 10.74 | 1.86 | 24.44 | 11 | 3 | 19 | |||||||||
| 19 Feb | 205.41 | 8.92 | -2.93 | 24.6 | 14 | 8 | 12 | |||||||||
| 18 Feb | 209.03 | 11.85 | 3.85 | 26.38 | 3 | -1 | 4 | |||||||||
| 17 Feb | 203.08 | 8 | 1.26 | 25.46 | 10 | 4 | 4 | |||||||||
| 16 Feb | 205.81 | 6.74 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 203.18 | 6.74 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 208.11 | 6.74 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 207.59 | 6.74 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 208.01 | 6.74 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 202.00 | 6.74 | 0 | 0.09 | 0 | 0 | 0 | |||||||||
| 6 Feb | 197.06 | 6.74 | 0 | 1.65 | 0 | 0 | 0 | |||||||||
| 5 Feb | 197.76 | 6.74 | 0 | 1.24 | 0 | 0 | 0 | |||||||||
| 4 Feb | 195.40 | 6.74 | 0 | 2.01 | 0 | 0 | 0 | |||||||||
| 3 Feb | 192.93 | 6.74 | 0 | 2.98 | 0 | 0 | 0 | |||||||||
| 2 Feb | 188.51 | 6.74 | 0 | 4.38 | 0 | 0 | 0 | |||||||||
| 1 Feb | 185.38 | 6.74 | 0 | 5.43 | 0 | 0 | 0 | |||||||||
| 30 Jan | 193.13 | 6.74 | 0 | 3.04 | 0 | 0 | 0 | |||||||||
| 29 Jan | 202.32 | 6.74 | 0 | 0.07 | 0 | 0 | 0 | |||||||||
| 28 Jan | 193.85 | 6.74 | 0 | 2.45 | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 203 expiring on 30MAR2026
Delta for 203 CE is 0.32
Historical price for 203 CE is as follows
On 10 Mar TATASTEEL was trading at 194.30. The strike last trading price was 3.06, which was 0.36 higher than the previous day. The implied volatity was 32.99, the open interest changed by 16 which increased total open position to 166
On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 2.7, which was -2.33 lower than the previous day. The implied volatity was 35.89, the open interest changed by -64 which decreased total open position to 152
On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 5.1, which was -0.44 lower than the previous day. The implied volatity was 31.44, the open interest changed by 24 which increased total open position to 218
On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 5.5, which was 0.55 higher than the previous day. The implied volatity was 28.27, the open interest changed by 9 which increased total open position to 193
On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 4.7, which was -6.81 lower than the previous day. The implied volatity was 33.62, the open interest changed by 170 which increased total open position to 184
On 2 Mar TATASTEEL was trading at 211.01. The strike last trading price was 11.51, which was -1.99 lower than the previous day. The implied volatity was 24.5, the open interest changed by -1 which decreased total open position to 14
On 27 Feb TATASTEEL was trading at 212.33. The strike last trading price was 13.5, which was -0.79 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 13.5, which was -0.79 lower than the previous day. The implied volatity was 13.4, the open interest changed by 0 which decreased total open position to 14
On 25 Feb TATASTEEL was trading at 214.64. The strike last trading price was 14.29, which was 3.82 higher than the previous day. The implied volatity was 20.34, the open interest changed by -4 which decreased total open position to 13
On 24 Feb TATASTEEL was trading at 209.13. The strike last trading price was 10.47, which was 0.37 higher than the previous day. The implied volatity was 22.76, the open interest changed by 1 which increased total open position to 16
On 23 Feb TATASTEEL was trading at 208.14. The strike last trading price was 10.1, which was -0.64 lower than the previous day. The implied volatity was 23.09, the open interest changed by -3 which decreased total open position to 15
On 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 10.74, which was 1.86 higher than the previous day. The implied volatity was 24.44, the open interest changed by 3 which increased total open position to 19
On 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 8.92, which was -2.93 lower than the previous day. The implied volatity was 24.6, the open interest changed by 8 which increased total open position to 12
On 18 Feb TATASTEEL was trading at 209.03. The strike last trading price was 11.85, which was 3.85 higher than the previous day. The implied volatity was 26.38, the open interest changed by -1 which decreased total open position to 4
On 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 8, which was 1.26 higher than the previous day. The implied volatity was 25.46, the open interest changed by 4 which increased total open position to 4
On 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 6.74, 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 6.74, 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 6.74, 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 6.74, 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 6.74, 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 6.74, which was 0 lower than the previous day. The implied volatity was 0.09, 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 6.74, which was 0 lower than the previous day. The implied volatity was 1.65, 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 6.74, which was 0 lower than the previous day. The implied volatity was 1.24, 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 6.74, which was 0 lower than the previous day. The implied volatity was 2.01, 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 6.74, 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 2 Feb TATASTEEL was trading at 188.51. The strike last trading price was 6.74, which was 0 lower than the previous day. The implied volatity was 4.38, 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 6.74, which was 0 lower than the previous day. The implied volatity was 5.43, 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 6.74, which was 0 lower than the previous day. The implied volatity was 3.04, 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 6.74, which was 0 lower than the previous day. The implied volatity was 0.07, 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 6.74, which was 0 lower than the previous day. The implied volatity was 2.45, the open interest changed by 0 which decreased total open position to 0
| TATASTEEL 30MAR2026 203 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.17
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 194.30 | 11.32 | -2.39 | 36.89 | 9 | -1 | 194 |
| 9 Mar | 191.01 | 13.78 | 5.17 | 38.3 | 100 | -35 | 195 |
| 6 Mar | 198.46 | 8.89 | 1.44 | 35.95 | 171 | 96 | 230 |
| 5 Mar | 200.57 | 7.38 | -3.46 | 32.97 | 235 | 20 | 134 |
| 4 Mar | 196.73 | 11.17 | 8.22 | 38.41 | 400 | 14 | 115 |
| 2 Mar | 211.01 | 2.9 | 0.48 | 28.82 | 113 | 25 | 101 |
| 27 Feb | 212.33 | 2.33 | 0.31 | 26.91 | 45 | 6 | 76 |
| 26 Feb | 215.52 | 2.05 | -0.19 | 28.01 | 53 | -8 | 71 |
| 25 Feb | 214.64 | 2.23 | -1.24 | 27.6 | 134 | 24 | 81 |
| 24 Feb | 209.13 | 3.42 | -0.56 | 26.56 | 46 | -6 | 57 |
| 23 Feb | 208.14 | 4.01 | -0.26 | 27.45 | 54 | 8 | 62 |
| 20 Feb | 208.36 | 4.3 | -1.31 | 28.07 | 31 | 3 | 53 |
| 19 Feb | 205.41 | 5.9 | 1.75 | 29.81 | 55 | 6 | 50 |
| 18 Feb | 209.03 | 4.19 | -1.85 | 27.91 | 45 | 24 | 43 |
| 17 Feb | 203.08 | 6.04 | 0.86 | 26.2 | 28 | 7 | 19 |
| 16 Feb | 205.81 | 5.2 | -0.1 | 26.79 | 22 | 5 | 11 |
| 13 Feb | 203.18 | 5.3 | -1.7 | - | 0 | 0 | 6 |
| 12 Feb | 208.11 | 5.3 | -1.7 | - | 0 | 0 | 6 |
| 11 Feb | 207.59 | 5.3 | -1.7 | - | 0 | 0 | 6 |
| 10 Feb | 208.01 | 5.3 | -1.7 | 28.91 | 5 | 3 | 4 |
| 9 Feb | 202.00 | 7 | -8.34 | 25.55 | 1 | 0 | 0 |
| 6 Feb | 197.06 | 15.34 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 197.76 | 15.34 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 195.40 | 15.34 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 192.93 | 15.34 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 188.51 | 15.34 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 185.38 | 15.34 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 193.13 | 15.34 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 202.32 | 15.34 | 0 | 1.2 | 0 | 0 | 0 |
| 28 Jan | 193.85 | 15.34 | 0 | 0 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 203 expiring on 30MAR2026
Delta for 203 PE is -0.66
Historical price for 203 PE is as follows
On 10 Mar TATASTEEL was trading at 194.30. The strike last trading price was 11.32, which was -2.39 lower than the previous day. The implied volatity was 36.89, the open interest changed by -1 which decreased total open position to 194
On 9 Mar TATASTEEL was trading at 191.01. The strike last trading price was 13.78, which was 5.17 higher than the previous day. The implied volatity was 38.3, the open interest changed by -35 which decreased total open position to 195
On 6 Mar TATASTEEL was trading at 198.46. The strike last trading price was 8.89, which was 1.44 higher than the previous day. The implied volatity was 35.95, the open interest changed by 96 which increased total open position to 230
On 5 Mar TATASTEEL was trading at 200.57. The strike last trading price was 7.38, which was -3.46 lower than the previous day. The implied volatity was 32.97, the open interest changed by 20 which increased total open position to 134
On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 11.17, which was 8.22 higher than the previous day. The implied volatity was 38.41, the open interest changed by 14 which increased total open position to 115
On 2 Mar TATASTEEL was trading at 211.01. The strike last trading price was 2.9, which was 0.48 higher than the previous day. The implied volatity was 28.82, the open interest changed by 25 which increased total open position to 101
On 27 Feb TATASTEEL was trading at 212.33. The strike last trading price was 2.33, which was 0.31 higher than the previous day. The implied volatity was 26.91, the open interest changed by 6 which increased total open position to 76
On 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 2.05, which was -0.19 lower than the previous day. The implied volatity was 28.01, the open interest changed by -8 which decreased total open position to 71
On 25 Feb TATASTEEL was trading at 214.64. The strike last trading price was 2.23, which was -1.24 lower than the previous day. The implied volatity was 27.6, the open interest changed by 24 which increased total open position to 81
On 24 Feb TATASTEEL was trading at 209.13. The strike last trading price was 3.42, which was -0.56 lower than the previous day. The implied volatity was 26.56, the open interest changed by -6 which decreased total open position to 57
On 23 Feb TATASTEEL was trading at 208.14. The strike last trading price was 4.01, which was -0.26 lower than the previous day. The implied volatity was 27.45, the open interest changed by 8 which increased total open position to 62
On 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 4.3, which was -1.31 lower than the previous day. The implied volatity was 28.07, the open interest changed by 3 which increased total open position to 53
On 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 5.9, which was 1.75 higher than the previous day. The implied volatity was 29.81, the open interest changed by 6 which increased total open position to 50
On 18 Feb TATASTEEL was trading at 209.03. The strike last trading price was 4.19, which was -1.85 lower than the previous day. The implied volatity was 27.91, the open interest changed by 24 which increased total open position to 43
On 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 6.04, which was 0.86 higher than the previous day. The implied volatity was 26.2, the open interest changed by 7 which increased total open position to 19
On 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 5.2, which was -0.1 lower than the previous day. The implied volatity was 26.79, the open interest changed by 5 which increased total open position to 11
On 13 Feb TATASTEEL was trading at 203.18. The strike last trading price was 5.3, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 12 Feb TATASTEEL was trading at 208.11. The strike last trading price was 5.3, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Feb TATASTEEL was trading at 207.59. The strike last trading price was 5.3, which was -1.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Feb TATASTEEL was trading at 208.01. The strike last trading price was 5.3, which was -1.7 lower than the previous day. The implied volatity was 28.91, the open interest changed by 3 which increased total open position to 4
On 9 Feb TATASTEEL was trading at 202.00. The strike last trading price was 7, which was -8.34 lower than the previous day. The implied volatity was 25.55, 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 15.34, 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 15.34, 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 15.34, 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 15.34, 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 15.34, 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 15.34, 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 15.34, 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 15.34, which was 0 lower than the previous day. The implied volatity was 1.2, 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 15.34, 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
