TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
04 Mar 2026 04:12 PM IST
| TATASTEEL 30-MAR-2026 205 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.19
Theta: -0.14
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 4 Mar | 196.73 | 4.05 | -6.54 | 33.77 | 3,305 | 550 | 846 | |||||||||
| 2 Mar | 211.01 | 10.32 | -1.25 | 25.64 | 170 | 24 | 297 | |||||||||
| 27 Feb | 212.33 | 11.6 | -1.81 | 23.92 | 72 | -6 | 273 | |||||||||
| 26 Feb | 215.52 | 13.54 | 0.53 | 23.01 | 37 | 5 | 279 | |||||||||
| 25 Feb | 214.64 | 13.08 | 3.35 | 22.76 | 656 | -80 | 273 | |||||||||
| 24 Feb | 209.13 | 9.85 | 0.63 | 25.82 | 403 | 14 | 353 | |||||||||
| 23 Feb | 208.14 | 9.27 | -0.12 | 25.58 | 186 | 13 | 340 | |||||||||
| 20 Feb | 208.36 | 9.44 | 1.35 | 24.29 | 449 | -32 | 339 | |||||||||
| 19 Feb | 205.41 | 7.97 | -2.12 | 25.24 | 432 | 216 | 361 | |||||||||
| 18 Feb | 209.03 | 10.06 | 3.05 | 24.2 | 475 | -73 | 147 | |||||||||
| 17 Feb | 203.08 | 7.05 | -1.59 | 25.67 | 241 | 87 | 213 | |||||||||
| 16 Feb | 205.81 | 8.5 | 0.44 | 25.3 | 142 | 8 | 125 | |||||||||
|
|
||||||||||||||||
| 13 Feb | 203.18 | 7.75 | -2.95 | 26.42 | 134 | 69 | 117 | |||||||||
| 12 Feb | 208.11 | 10.45 | 0.11 | 25.28 | 48 | 14 | 50 | |||||||||
| 11 Feb | 207.59 | 10.42 | 0.14 | 25.64 | 46 | 2 | 34 | |||||||||
| 10 Feb | 208.01 | 10.3 | 3.2 | 24.28 | 175 | 7 | 33 | |||||||||
| 9 Feb | 202.00 | 7.03 | 1.73 | 25.35 | 73 | 21 | 26 | |||||||||
| 6 Feb | 197.06 | 5.3 | -0.55 | 25.8 | 5 | 0 | 4 | |||||||||
| 5 Feb | 197.76 | 5.85 | 0.65 | 25.93 | 3 | 2 | 4 | |||||||||
| 4 Feb | 195.40 | 5.2 | 2.39 | 26.75 | 2 | 0 | 1 | |||||||||
| 3 Feb | 192.93 | 2.81 | -2.23 | - | 0 | 0 | 1 | |||||||||
| 2 Feb | 188.51 | 2.81 | -2.23 | 25 | 1 | 0 | 2 | |||||||||
| 1 Feb | 185.38 | 5.04 | -1.04 | - | 0 | 0 | 2 | |||||||||
| 30 Jan | 193.13 | 5.04 | -1.04 | 28.07 | 6 | 1 | 1 | |||||||||
| 29 Jan | 202.32 | 6.08 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 28 Jan | 193.85 | 0 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 205 expiring on 30MAR2026
Delta for 205 CE is 0.36
Historical price for 205 CE is as follows
On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 4.05, which was -6.54 lower than the previous day. The implied volatity was 33.77, the open interest changed by 550 which increased total open position to 846
On 2 Mar TATASTEEL was trading at 211.01. The strike last trading price was 10.32, which was -1.25 lower than the previous day. The implied volatity was 25.64, the open interest changed by 24 which increased total open position to 297
On 27 Feb TATASTEEL was trading at 212.33. The strike last trading price was 11.6, which was -1.81 lower than the previous day. The implied volatity was 23.92, the open interest changed by -6 which decreased total open position to 273
On 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 13.54, which was 0.53 higher than the previous day. The implied volatity was 23.01, the open interest changed by 5 which increased total open position to 279
On 25 Feb TATASTEEL was trading at 214.64. The strike last trading price was 13.08, which was 3.35 higher than the previous day. The implied volatity was 22.76, the open interest changed by -80 which decreased total open position to 273
On 24 Feb TATASTEEL was trading at 209.13. The strike last trading price was 9.85, which was 0.63 higher than the previous day. The implied volatity was 25.82, the open interest changed by 14 which increased total open position to 353
On 23 Feb TATASTEEL was trading at 208.14. The strike last trading price was 9.27, which was -0.12 lower than the previous day. The implied volatity was 25.58, the open interest changed by 13 which increased total open position to 340
On 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 9.44, which was 1.35 higher than the previous day. The implied volatity was 24.29, the open interest changed by -32 which decreased total open position to 339
On 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 7.97, which was -2.12 lower than the previous day. The implied volatity was 25.24, the open interest changed by 216 which increased total open position to 361
On 18 Feb TATASTEEL was trading at 209.03. The strike last trading price was 10.06, which was 3.05 higher than the previous day. The implied volatity was 24.2, the open interest changed by -73 which decreased total open position to 147
On 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 7.05, which was -1.59 lower than the previous day. The implied volatity was 25.67, the open interest changed by 87 which increased total open position to 213
On 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 8.5, which was 0.44 higher than the previous day. The implied volatity was 25.3, the open interest changed by 8 which increased total open position to 125
On 13 Feb TATASTEEL was trading at 203.18. The strike last trading price was 7.75, which was -2.95 lower than the previous day. The implied volatity was 26.42, the open interest changed by 69 which increased total open position to 117
On 12 Feb TATASTEEL was trading at 208.11. The strike last trading price was 10.45, which was 0.11 higher than the previous day. The implied volatity was 25.28, the open interest changed by 14 which increased total open position to 50
On 11 Feb TATASTEEL was trading at 207.59. The strike last trading price was 10.42, which was 0.14 higher than the previous day. The implied volatity was 25.64, the open interest changed by 2 which increased total open position to 34
On 10 Feb TATASTEEL was trading at 208.01. The strike last trading price was 10.3, which was 3.2 higher than the previous day. The implied volatity was 24.28, the open interest changed by 7 which increased total open position to 33
On 9 Feb TATASTEEL was trading at 202.00. The strike last trading price was 7.03, which was 1.73 higher than the previous day. The implied volatity was 25.35, the open interest changed by 21 which increased total open position to 26
On 6 Feb TATASTEEL was trading at 197.06. The strike last trading price was 5.3, which was -0.55 lower than the previous day. The implied volatity was 25.8, the open interest changed by 0 which decreased total open position to 4
On 5 Feb TATASTEEL was trading at 197.76. The strike last trading price was 5.85, which was 0.65 higher than the previous day. The implied volatity was 25.93, the open interest changed by 2 which increased total open position to 4
On 4 Feb TATASTEEL was trading at 195.40. The strike last trading price was 5.2, which was 2.39 higher than the previous day. The implied volatity was 26.75, the open interest changed by 0 which decreased total open position to 1
On 3 Feb TATASTEEL was trading at 192.93. The strike last trading price was 2.81, which was -2.23 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Feb TATASTEEL was trading at 188.51. The strike last trading price was 2.81, which was -2.23 lower than the previous day. The implied volatity was 25, the open interest changed by 0 which decreased total open position to 2
On 1 Feb TATASTEEL was trading at 185.38. The strike last trading price was 5.04, which was -1.04 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 30 Jan TATASTEEL was trading at 193.13. The strike last trading price was 5.04, which was -1.04 lower than the previous day. The implied volatity was 28.07, the open interest changed by 1 which increased total open position to 1
On 29 Jan TATASTEEL was trading at 202.32. The strike last trading price was 6.08, which was 0 lower than the previous day. The implied volatity was 0.05, 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 0, 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
| TATASTEEL 30MAR2026 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.2
Theta: -0.11
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 4 Mar | 196.73 | 12.42 | 8.92 | 38.26 | 2,110 | 103 | 934 |
| 2 Mar | 211.01 | 3.48 | 0.46 | 28.57 | 1,080 | 15 | 821 |
| 27 Feb | 212.33 | 2.9 | 0.44 | 27.02 | 468 | 35 | 806 |
| 26 Feb | 215.52 | 2.55 | -0.15 | 28.14 | 644 | 149 | 771 |
| 25 Feb | 214.64 | 2.75 | -1.39 | 27.66 | 1,851 | 211 | 622 |
| 24 Feb | 209.13 | 4.09 | -0.63 | 26.42 | 586 | 77 | 408 |
| 23 Feb | 208.14 | 4.73 | -0.3 | 27.3 | 355 | 16 | 330 |
| 20 Feb | 208.36 | 5.01 | -1.42 | 27.87 | 415 | 59 | 318 |
| 19 Feb | 205.41 | 6.66 | 1.76 | 29.3 | 388 | 3 | 255 |
| 18 Feb | 209.03 | 4.94 | -2.27 | 27.96 | 420 | 113 | 253 |
| 17 Feb | 203.08 | 7.21 | 1.21 | 26.93 | 94 | 15 | 136 |
| 16 Feb | 205.81 | 6.05 | -1.81 | 26.76 | 110 | 19 | 120 |
| 13 Feb | 203.18 | 8 | 2 | 29.04 | 73 | 10 | 100 |
| 12 Feb | 208.11 | 6.07 | 0.24 | 29.47 | 50 | 9 | 89 |
| 11 Feb | 207.59 | 5.83 | -0.19 | 27.88 | 67 | -3 | 79 |
| 10 Feb | 208.01 | 6.1 | -2.65 | 28.94 | 165 | 71 | 76 |
| 9 Feb | 202.00 | 8.75 | -7.91 | 28.11 | 11 | 4 | 4 |
| 6 Feb | 197.06 | 16.66 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 197.76 | 16.66 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 195.40 | 16.66 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 192.93 | 16.66 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 188.51 | 16.66 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 185.38 | 16.66 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 193.13 | 16.66 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 202.32 | 16.66 | 0 | 0.42 | 0 | 0 | 0 |
| 28 Jan | 193.85 | 0 | 0 | 0 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 205 expiring on 30MAR2026
Delta for 205 PE is -0.62
Historical price for 205 PE is as follows
On 4 Mar TATASTEEL was trading at 196.73. The strike last trading price was 12.42, which was 8.92 higher than the previous day. The implied volatity was 38.26, the open interest changed by 103 which increased total open position to 934
On 2 Mar TATASTEEL was trading at 211.01. The strike last trading price was 3.48, which was 0.46 higher than the previous day. The implied volatity was 28.57, the open interest changed by 15 which increased total open position to 821
On 27 Feb TATASTEEL was trading at 212.33. The strike last trading price was 2.9, which was 0.44 higher than the previous day. The implied volatity was 27.02, the open interest changed by 35 which increased total open position to 806
On 26 Feb TATASTEEL was trading at 215.52. The strike last trading price was 2.55, which was -0.15 lower than the previous day. The implied volatity was 28.14, the open interest changed by 149 which increased total open position to 771
On 25 Feb TATASTEEL was trading at 214.64. The strike last trading price was 2.75, which was -1.39 lower than the previous day. The implied volatity was 27.66, the open interest changed by 211 which increased total open position to 622
On 24 Feb TATASTEEL was trading at 209.13. The strike last trading price was 4.09, which was -0.63 lower than the previous day. The implied volatity was 26.42, the open interest changed by 77 which increased total open position to 408
On 23 Feb TATASTEEL was trading at 208.14. The strike last trading price was 4.73, which was -0.3 lower than the previous day. The implied volatity was 27.3, the open interest changed by 16 which increased total open position to 330
On 20 Feb TATASTEEL was trading at 208.36. The strike last trading price was 5.01, which was -1.42 lower than the previous day. The implied volatity was 27.87, the open interest changed by 59 which increased total open position to 318
On 19 Feb TATASTEEL was trading at 205.41. The strike last trading price was 6.66, which was 1.76 higher than the previous day. The implied volatity was 29.3, the open interest changed by 3 which increased total open position to 255
On 18 Feb TATASTEEL was trading at 209.03. The strike last trading price was 4.94, which was -2.27 lower than the previous day. The implied volatity was 27.96, the open interest changed by 113 which increased total open position to 253
On 17 Feb TATASTEEL was trading at 203.08. The strike last trading price was 7.21, which was 1.21 higher than the previous day. The implied volatity was 26.93, the open interest changed by 15 which increased total open position to 136
On 16 Feb TATASTEEL was trading at 205.81. The strike last trading price was 6.05, which was -1.81 lower than the previous day. The implied volatity was 26.76, the open interest changed by 19 which increased total open position to 120
On 13 Feb TATASTEEL was trading at 203.18. The strike last trading price was 8, which was 2 higher than the previous day. The implied volatity was 29.04, the open interest changed by 10 which increased total open position to 100
On 12 Feb TATASTEEL was trading at 208.11. The strike last trading price was 6.07, which was 0.24 higher than the previous day. The implied volatity was 29.47, the open interest changed by 9 which increased total open position to 89
On 11 Feb TATASTEEL was trading at 207.59. The strike last trading price was 5.83, which was -0.19 lower than the previous day. The implied volatity was 27.88, the open interest changed by -3 which decreased total open position to 79
On 10 Feb TATASTEEL was trading at 208.01. The strike last trading price was 6.1, which was -2.65 lower than the previous day. The implied volatity was 28.94, the open interest changed by 71 which increased total open position to 76
On 9 Feb TATASTEEL was trading at 202.00. The strike last trading price was 8.75, which was -7.91 lower than the previous day. The implied volatity was 28.11, the open interest changed by 4 which increased total open position to 4
On 6 Feb TATASTEEL was trading at 197.06. The strike last trading price was 16.66, 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 16.66, 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 16.66, 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 16.66, 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 16.66, 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 16.66, 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 16.66, 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 16.66, which was 0 lower than the previous day. The implied volatity was 0.42, 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 0, 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
