Historical option data for TATASTEEL
22 Jun 2026 01:17 PM IST
| TATASTEEL 28-Jul-2026 (36d) 205 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.43
Vega: 0
Theta: -0.1
Gamma: 0.02387
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 200.07 | 4.9 | -0.1 (-2.00%) | 25.99 | 142 | 41 | 371 | |||||||||
| 19 Jun | 198.96 | 4.86 | -0.14 (-2.80%) | 26.21 | 275 | 39 | 329 | |||||||||
| 18 Jun | 200.52 | 5.39 | 0.39 (7.80%) | 25.74 | 154 | 23 | 289 | |||||||||
| 17 Jun | 199.01 | 4.94 | 0.94 (23.50%) | 26.53 | 262 | 58 | 266 | |||||||||
| 16 Jun | 196.00 | 4.35 | -0.66 (-13.17%) | 27.92 | 139 | 36 | 207 | |||||||||
| 15 Jun | 197.28 | 4.9 | -0.32 (-6.13%) | 28.31 | 77 | 23 | 172 | |||||||||
| 12 Jun | 197.86 | 5.23 | 1.04 (24.82%) | 27.25 | 84 | 34 | 148 | |||||||||
| 11 Jun | 197.96 | 4.12 | -0.57 (-12.15%) | 22.61 | 47 | 18 | 114 | |||||||||
| 10 Jun | 199.31 | 4.72 | -1.74 (-26.93%) | 23.53 | 130 | 6 | 96 | |||||||||
| 9 Jun | 203.18 | 6.47 | 0.1 (1.57%) | 22.07 | 128 | 52 | 89 | |||||||||
| 8 Jun | 202.72 | 6.1 | -2.4 (-28.24%) | 22.51 | 41 | 17 | 35 | |||||||||
| 5 Jun | 206.77 | 8.5 | -2.9 (-25.44%) | 21.88 | 31 | 17 | 18 | |||||||||
| 4 Jun | 210.57 | 11.4 | 0 (0.00%) | 19.78 | 2 | 0 | 1 | |||||||||
| 3 Jun | 211.89 | 11.4 | -10.75 (-48.53%) | 19.78 | 2 | 1 | 1 | |||||||||
| 2 Jun | 210.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 210.57 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 208.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 209.71 | 0 | -22 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 221.13 | 0 | -22 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 219.62 | 0 | -22 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 12 May | 212.00 | 0 | -22.15 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 212.08 | 0 | -22 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 214.49 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 217.09 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 215.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 211.32 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 212.24 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 211.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 215.88 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 205 expiring on 28JUL2026
Delta for 205 CE is 0.43
Historical price for 205 CE is as follows
On 22 Jun TATASTEEL was trading at 200.07. The strike last trading price was 4.9, which was -0.1 lower than the previous day. The implied volatity was 25.99, the open interest changed by 41 which increased total open position to 371
On 19 Jun TATASTEEL was trading at 198.96. The strike last trading price was 4.86, which was -0.14 lower than the previous day. The implied volatity was 26.21, the open interest changed by 39 which increased total open position to 329
On 18 Jun TATASTEEL was trading at 200.52. The strike last trading price was 5.39, which was 0.39 higher than the previous day. The implied volatity was 25.74, the open interest changed by 23 which increased total open position to 289
On 17 Jun TATASTEEL was trading at 199.01. The strike last trading price was 4.94, which was 0.94 higher than the previous day. The implied volatity was 26.53, the open interest changed by 58 which increased total open position to 266
On 16 Jun TATASTEEL was trading at 196.00. The strike last trading price was 4.35, which was -0.66 lower than the previous day. The implied volatity was 27.92, the open interest changed by 36 which increased total open position to 207
On 15 Jun TATASTEEL was trading at 197.28. The strike last trading price was 4.9, which was -0.32 lower than the previous day. The implied volatity was 28.31, the open interest changed by 23 which increased total open position to 172
On 12 Jun TATASTEEL was trading at 197.86. The strike last trading price was 5.23, which was 1.04 higher than the previous day. The implied volatity was 27.25, the open interest changed by 34 which increased total open position to 148
On 11 Jun TATASTEEL was trading at 197.96. The strike last trading price was 4.12, which was -0.57 lower than the previous day. The implied volatity was 22.61, the open interest changed by 18 which increased total open position to 114
On 10 Jun TATASTEEL was trading at 199.31. The strike last trading price was 4.72, which was -1.74 lower than the previous day. The implied volatity was 23.53, the open interest changed by 6 which increased total open position to 96
On 9 Jun TATASTEEL was trading at 203.18. The strike last trading price was 6.47, which was 0.1 higher than the previous day. The implied volatity was 22.07, the open interest changed by 52 which increased total open position to 89
On 8 Jun TATASTEEL was trading at 202.72. The strike last trading price was 6.1, which was -2.4 lower than the previous day. The implied volatity was 22.51, the open interest changed by 17 which increased total open position to 35
On 5 Jun TATASTEEL was trading at 206.77. The strike last trading price was 8.5, which was -2.9 lower than the previous day. The implied volatity was 21.88, the open interest changed by 17 which increased total open position to 18
On 4 Jun TATASTEEL was trading at 210.57. The strike last trading price was 11.4, which was 0 lower than the previous day. The implied volatity was 19.78, the open interest changed by 0 which decreased total open position to 1
On 3 Jun TATASTEEL was trading at 211.89. The strike last trading price was 11.4, which was -10.75 lower than the previous day. The implied volatity was 19.78, the open interest changed by 1 which increased total open position to 1
On 2 Jun TATASTEEL was trading at 210.60. 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 Jun TATASTEEL was trading at 210.57. 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 29 May TATASTEEL was trading at 208.02. 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 18 May TATASTEEL was trading at 209.71. The strike last trading price was 0, which was -22 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May TATASTEEL was trading at 221.13. The strike last trading price was 0, which was -22 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May TATASTEEL was trading at 219.62. The strike last trading price was 0, which was -22 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 May TATASTEEL was trading at 212.00. The strike last trading price was 0, which was -22.15 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May TATASTEEL was trading at 212.08. The strike last trading price was 0, which was -22 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May TATASTEEL was trading at 214.49. 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 May TATASTEEL was trading at 217.09. 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 May TATASTEEL was trading at 215.47. 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 May TATASTEEL was trading at 211.32. 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 4 May TATASTEEL was trading at 212.24. 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 30 Apr TATASTEEL was trading at 211.36. 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 29 Apr TATASTEEL was trading at 215.88. 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
| TATASTEEL 28-Jul-2026 (36d) 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0
Theta: -0.06
Gamma: 0.02576
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 200.07 | 8.2 | -0.59 (-6.71%) | 23.95 | 41 | 3 | 218 |
| 19 Jun | 198.96 | 8.79 | 0.58 (7.06%) | 23.13 | 125 | 118 | 215 |
| 18 Jun | 200.52 | 8.3 | -0.93 (-10.08%) | 24.42 | 43 | 18 | 97 |
| 17 Jun | 199.01 | 9.2 | -3.8 (-29.23%) | 24.53 | 15 | 10 | 78 |
| 16 Jun | 196.00 | 13 | 2.82 (27.70%) | 24.33 | 6 | 4 | 68 |
| 15 Jun | 197.28 | 10.23 | 0.13 (1.29%) | 24.21 | 22 | -4 | 64 |
| 12 Jun | 197.86 | 10.1 | -2.9 (-22.31%) | 23.04 | 12 | 5 | 64 |
| 11 Jun | 197.96 | 13 | 0.5 (4.00%) | 34.13 | 22 | 10 | 58 |
| 10 Jun | 199.31 | 12 | 2 (20.00%) | 34.45 | 7 | 2 | 47 |
| 9 Jun | 203.18 | 10 | 0 (0.00%) | 31.64 | 13 | 4 | 46 |
| 8 Jun | 202.72 | 10 | 1 (11.11%) | 33.05 | 4 | 1 | 41 |
| 5 Jun | 206.77 | 9 | 3 (50.00%) | 31.31 | 17 | 1 | 40 |
| 4 Jun | 210.57 | 8 | 8 (0.00%) | - | 38 | 0 | 39 |
| 3 Jun | 211.89 | 8 | 0 (0.00%) | 29.31 | 38 | 0 | 39 |
| 2 Jun | 210.60 | 6 | -1 (-14.29%) | 29.31 | 38 | 38 | 39 |
| 1 Jun | 210.57 | 7 | 0 (0.00%) | 30.26 | 1 | 0 | 1 |
| 29 May | 208.02 | 7 | -2 (-22.22%) | 30.26 | 1 | 0 | 0 |
| 18 May | 209.71 | 0 | 0 | - | 0 | 0 | 0 |
| 14 May | 221.13 | 0 | 0 | - | 0 | 0 | 0 |
| 13 May | 219.62 | 0 | 0 | - | 0 | 0 | 0 |
| 12 May | 212.00 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 11 May | 212.08 | 0 | -9.16 (-100.00%) | - | 0 | 0 | 0 |
| 8 May | 214.49 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 217.09 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 215.47 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 211.32 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 212.24 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 211.36 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 215.88 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 205 expiring on 28JUL2026
Delta for 205 PE is -0.58
Historical price for 205 PE is as follows
On 22 Jun TATASTEEL was trading at 200.07. The strike last trading price was 8.2, which was -0.59 lower than the previous day. The implied volatity was 23.95, the open interest changed by 3 which increased total open position to 218
On 19 Jun TATASTEEL was trading at 198.96. The strike last trading price was 8.79, which was 0.58 higher than the previous day. The implied volatity was 23.13, the open interest changed by 118 which increased total open position to 215
On 18 Jun TATASTEEL was trading at 200.52. The strike last trading price was 8.3, which was -0.93 lower than the previous day. The implied volatity was 24.42, the open interest changed by 18 which increased total open position to 97
On 17 Jun TATASTEEL was trading at 199.01. The strike last trading price was 9.2, which was -3.8 lower than the previous day. The implied volatity was 24.53, the open interest changed by 10 which increased total open position to 78
On 16 Jun TATASTEEL was trading at 196.00. The strike last trading price was 13, which was 2.82 higher than the previous day. The implied volatity was 24.33, the open interest changed by 4 which increased total open position to 68
On 15 Jun TATASTEEL was trading at 197.28. The strike last trading price was 10.23, which was 0.13 higher than the previous day. The implied volatity was 24.21, the open interest changed by -4 which decreased total open position to 64
On 12 Jun TATASTEEL was trading at 197.86. The strike last trading price was 10.1, which was -2.9 lower than the previous day. The implied volatity was 23.04, the open interest changed by 5 which increased total open position to 64
On 11 Jun TATASTEEL was trading at 197.96. The strike last trading price was 13, which was 0.5 higher than the previous day. The implied volatity was 34.13, the open interest changed by 10 which increased total open position to 58
On 10 Jun TATASTEEL was trading at 199.31. The strike last trading price was 12, which was 2 higher than the previous day. The implied volatity was 34.45, the open interest changed by 2 which increased total open position to 47
On 9 Jun TATASTEEL was trading at 203.18. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 31.64, the open interest changed by 4 which increased total open position to 46
On 8 Jun TATASTEEL was trading at 202.72. The strike last trading price was 10, which was 1 higher than the previous day. The implied volatity was 33.05, the open interest changed by 1 which increased total open position to 41
On 5 Jun TATASTEEL was trading at 206.77. The strike last trading price was 9, which was 3 higher than the previous day. The implied volatity was 31.31, the open interest changed by 1 which increased total open position to 40
On 4 Jun TATASTEEL was trading at 210.57. The strike last trading price was 8, which was 8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 3 Jun TATASTEEL was trading at 211.89. The strike last trading price was 8, which was 0 lower than the previous day. The implied volatity was 29.31, the open interest changed by 0 which decreased total open position to 39
On 2 Jun TATASTEEL was trading at 210.60. The strike last trading price was 6, which was -1 lower than the previous day. The implied volatity was 29.31, the open interest changed by 38 which increased total open position to 39
On 1 Jun TATASTEEL was trading at 210.57. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 30.26, the open interest changed by 0 which decreased total open position to 1
On 29 May TATASTEEL was trading at 208.02. The strike last trading price was 7, which was -2 lower than the previous day. The implied volatity was 30.26, the open interest changed by 0 which decreased total open position to 0
On 18 May TATASTEEL was trading at 209.71. 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 14 May TATASTEEL was trading at 221.13. 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 May TATASTEEL was trading at 219.62. 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 May TATASTEEL was trading at 212.00. 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 11 May TATASTEEL was trading at 212.08. The strike last trading price was 0, which was -9.16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 May TATASTEEL was trading at 214.49. 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 May TATASTEEL was trading at 217.09. 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 May TATASTEEL was trading at 215.47. 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 May TATASTEEL was trading at 211.32. 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 4 May TATASTEEL was trading at 212.24. 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 30 Apr TATASTEEL was trading at 211.36. 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 29 Apr TATASTEEL was trading at 215.88. 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
