TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
28 Apr 2026 04:10 PM IST
| TATASTEEL 26-May-2026 (27d) 210 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0
Theta: -0.13
Gamma: 0.02069
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 215.05 | 10.45 | 1.129999999999999 | 29.92 | 1,228 | 42 | 2,951 | |||||||||
| 27 Apr | 213.27 | 9.42 | 1.7199999999999998 | 29.82 | 1,319 | 18 | 2,909 | |||||||||
| 24 Apr | 210.07 | 7.79 | -0.7999999999999998 | 29.23 | 4,229 | 2,335 | 2,879 | |||||||||
| 23 Apr | 210.91 | 8.51 | -1.4700000000000006 | 30.28 | 306 | 89 | 542 | |||||||||
| 22 Apr | 213.03 | 9.94 | 0.29999999999999893 | 30.89 | 306 | 98 | 438 | |||||||||
| 21 Apr | 212.01 | 9.62 | 0.10999999999999943 | 31.36 | 192 | 90 | 339 | |||||||||
| 20 Apr | 211.72 | 9.43 | -0.7000000000000011 | 29.2 | 281 | 46 | 260 | |||||||||
| 17 Apr | 212.12 | 10.32 | 0.6600000000000001 | 30.61 | 196 | 59 | 243 | |||||||||
| 16 Apr | 210.69 | 9.46 | 0.7700000000000014 | 30.35 | 262 | 5 | 184 | |||||||||
| 15 Apr | 208.72 | 8.33 | 0.2599999999999998 | 30.68 | 161 | 59 | 180 | |||||||||
| 13 Apr | 206.39 | 8.06 | -0.3099999999999987 | 32.71 | 145 | 25 | 121 | |||||||||
| 10 Apr | 206.61 | 8.4 | 0.4900000000000002 | 31.53 | 53 | 7 | 83 | |||||||||
| 9 Apr | 205.20 | 7.8 | 0.18 | 30.48 | 53 | 11 | 75 | |||||||||
| 8 Apr | 204.18 | 7.61 | 1.88 | 30.36 | 37 | 20 | 63 | |||||||||
| 7 Apr | 198.13 | 5.67 | 0.23 | 32.36 | 14 | 9 | 43 | |||||||||
| 6 Apr | 196.10 | 5.36 | 0.72 | 34 | 33 | 24 | 33 | |||||||||
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| 2 Apr | 194.14 | 4.64 | -0.36 | 32.39 | 8 | 4 | 9 | |||||||||
| 1 Apr | 194.60 | 5 | 1.16 | 31.74 | 9 | 1 | 4 | |||||||||
| 30 Mar | 191.86 | 3.84 | -1.86 | - | 0 | 0 | 3 | |||||||||
| 27 Mar | 193.22 | 3.84 | -1.86 | - | 0 | 0 | 3 | |||||||||
| 25 Mar | 196.65 | 3.84 | -1.86 | 23.71 | 1 | 0 | 2 | |||||||||
| 24 Mar | 190.79 | 5.7 | -0.15 | - | 0 | 0 | 2 | |||||||||
| 23 Mar | 187.17 | 5.7 | -0.15 | - | 0 | 0 | 2 | |||||||||
| 20 Mar | 196.77 | 5.7 | -0.15 | - | 0 | 0 | 2 | |||||||||
| 19 Mar | 190.51 | 5.7 | -0.15 | - | 3 | 0 | 2 | |||||||||
| 18 Mar | 195.41 | 5.7 | -0.15 | 29.65 | 3 | 2 | 3 | |||||||||
| 17 Mar | 195.43 | 5.85 | -9.38 | 29.62 | 1 | 0 | 0 | |||||||||
| 16 Mar | 186.94 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 183.51 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 193.47 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 194.74 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 195.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 191.01 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 198.46 | 15.23 | 0 | 1.86 | 0 | 0 | 0 | |||||||||
| 5 Mar | 200.57 | 15.23 | 0 | 2.18 | 0 | 0 | 0 | |||||||||
| 4 Mar | 196.73 | 15.23 | 0 | 1.42 | 0 | 0 | 0 | |||||||||
| 2 Mar | 211.01 | 15.23 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 212.33 | 15.23 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Steel Limited - strike price 210 expiring on 26MAY2026
Delta for 210 CE is 0.65
Historical price for 210 CE is as follows
On 28 Apr TATASTEEL was trading at 215.05. The strike last trading price was 10.45, which was 1.129999999999999 higher than the previous day. The implied volatity was 29.92, the open interest changed by 42 which increased total open position to 2951
On 27 Apr TATASTEEL was trading at 213.27. The strike last trading price was 9.42, which was 1.7199999999999998 higher than the previous day. The implied volatity was 29.82, the open interest changed by 18 which increased total open position to 2909
On 24 Apr TATASTEEL was trading at 210.07. The strike last trading price was 7.79, which was -0.7999999999999998 lower than the previous day. The implied volatity was 29.23, the open interest changed by 2335 which increased total open position to 2879
On 23 Apr TATASTEEL was trading at 210.91. The strike last trading price was 8.51, which was -1.4700000000000006 lower than the previous day. The implied volatity was 30.28, the open interest changed by 89 which increased total open position to 542
On 22 Apr TATASTEEL was trading at 213.03. The strike last trading price was 9.94, which was 0.29999999999999893 higher than the previous day. The implied volatity was 30.89, the open interest changed by 98 which increased total open position to 438
On 21 Apr TATASTEEL was trading at 212.01. The strike last trading price was 9.62, which was 0.10999999999999943 higher than the previous day. The implied volatity was 31.36, the open interest changed by 90 which increased total open position to 339
On 20 Apr TATASTEEL was trading at 211.72. The strike last trading price was 9.43, which was -0.7000000000000011 lower than the previous day. The implied volatity was 29.2, the open interest changed by 46 which increased total open position to 260
On 17 Apr TATASTEEL was trading at 212.12. The strike last trading price was 10.32, which was 0.6600000000000001 higher than the previous day. The implied volatity was 30.61, the open interest changed by 59 which increased total open position to 243
On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 9.46, which was 0.7700000000000014 higher than the previous day. The implied volatity was 30.35, the open interest changed by 5 which increased total open position to 184
On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 8.33, which was 0.2599999999999998 higher than the previous day. The implied volatity was 30.68, the open interest changed by 59 which increased total open position to 180
On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 8.06, which was -0.3099999999999987 lower than the previous day. The implied volatity was 32.71, the open interest changed by 25 which increased total open position to 121
On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 8.4, which was 0.4900000000000002 higher than the previous day. The implied volatity was 31.53, the open interest changed by 7 which increased total open position to 83
On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 7.8, which was 0.18 higher than the previous day. The implied volatity was 30.48, the open interest changed by 11 which increased total open position to 75
On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 7.61, which was 1.88 higher than the previous day. The implied volatity was 30.36, the open interest changed by 20 which increased total open position to 63
On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 5.67, which was 0.23 higher than the previous day. The implied volatity was 32.36, the open interest changed by 9 which increased total open position to 43
On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 5.36, which was 0.72 higher than the previous day. The implied volatity was 34, the open interest changed by 24 which increased total open position to 33
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 4.64, which was -0.36 lower than the previous day. The implied volatity was 32.39, the open interest changed by 4 which increased total open position to 9
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 5, which was 1.16 higher than the previous day. The implied volatity was 31.74, the open interest changed by 1 which increased total open position to 4
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 3.84, which was -1.86 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 3.84, which was -1.86 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 3.84, which was -1.86 lower than the previous day. The implied volatity was 23.71, the open interest changed by 0 which decreased total open position to 2
On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Mar TATASTEEL was trading at 195.41. The strike last trading price was 5.7, which was -0.15 lower than the previous day. The implied volatity was 29.65, the open interest changed by 2 which increased total open position to 3
On 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 5.85, which was -9.38 lower than the previous day. The implied volatity was 29.62, 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, 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 -, which was - 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 -, which was - 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 15.23, which was 0 lower than the previous day. The implied volatity was 1.86, 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 15.23, which was 0 lower than the previous day. The implied volatity was 2.18, 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 15.23, which was 0 lower than the previous day. The implied volatity was 1.42, 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 15.23, 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 15.23, 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 26-May-2026 (27d) 210 PE | |||||||
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Delta: -0.34
Vega: 0
Theta: -0.09
Gamma: 0.02081
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 215.05 | 4.15 | -0.7599999999999998 | 29.29 | 2,031 | 214 | 1,154 |
| 27 Apr | 213.27 | 4.88 | -1.4500000000000002 | 28.38 | 1,534 | 324 | 939 |
| 24 Apr | 210.07 | 6.41 | -0.1899999999999995 | 27.78 | 1,139 | 221 | 609 |
| 23 Apr | 210.91 | 6.64 | 0.9199999999999999 | 29.42 | 205 | 54 | 388 |
| 22 Apr | 213.03 | 5.9 | -0.35999999999999943 | 28.87 | 243 | 69 | 328 |
| 21 Apr | 212.01 | 6.3 | -0.35000000000000053 | 29.06 | 198 | 81 | 256 |
| 20 Apr | 211.72 | 6.57 | 0.16000000000000014 | 29.76 | 210 | 38 | 174 |
| 17 Apr | 212.12 | 6.35 | -0.96 | 28.46 | 149 | 37 | 134 |
| 16 Apr | 210.69 | 7.41 | -1.08 | 30.09 | 100 | 33 | 96 |
| 15 Apr | 208.72 | 8.8 | -1.3499999999999996 | 29.71 | 47 | 19 | 63 |
| 13 Apr | 206.39 | 10.15 | 0.08999999999999986 | 30.5 | 2 | 1 | 45 |
| 10 Apr | 206.61 | 9.59 | -1.2100000000000009 | 29.2 | 30 | 2 | 43 |
| 9 Apr | 205.20 | 10.8 | -0.26 | 32.25 | 33 | 8 | 40 |
| 8 Apr | 204.18 | 11.23 | -5.77 | 32.45 | 31 | 21 | 31 |
| 7 Apr | 198.13 | 17 | 4.36 | - | 0 | 0 | 10 |
| 6 Apr | 196.10 | 17 | 4.36 | 34.36 | 10 | 0 | 0 |
| 2 Apr | 194.14 | 12.64 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 194.60 | 12.64 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 191.86 | 12.64 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 193.22 | 12.64 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 196.65 | 12.64 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 190.79 | 12.64 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 187.17 | 12.64 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 196.77 | 12.64 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 190.51 | 12.64 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 195.41 | 12.64 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 195.43 | 12.64 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 186.94 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 183.51 | - | - | - | 0 | 0 | 0 |
| 12 Mar | 193.47 | - | - | - | 0 | 0 | 0 |
| 11 Mar | 194.74 | - | - | - | 0 | 0 | 0 |
| 10 Mar | 195.00 | - | - | - | 0 | 0 | 0 |
| 9 Mar | 191.01 | - | - | - | 0 | 0 | 0 |
| 6 Mar | 198.46 | 12.64 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 200.57 | 12.64 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 196.73 | 12.64 | 0 | 1.96 | 0 | 0 | 0 |
| 2 Mar | 211.01 | 12.64 | 0 | 2.66 | 0 | 0 | 0 |
| 27 Feb | 212.33 | 12.64 | 0 | 2.62 | 0 | 0 | 0 |
For Tata Steel Limited - strike price 210 expiring on 26MAY2026
Delta for 210 PE is -0.34
Historical price for 210 PE is as follows
On 28 Apr TATASTEEL was trading at 215.05. The strike last trading price was 4.15, which was -0.7599999999999998 lower than the previous day. The implied volatity was 29.29, the open interest changed by 214 which increased total open position to 1154
On 27 Apr TATASTEEL was trading at 213.27. The strike last trading price was 4.88, which was -1.4500000000000002 lower than the previous day. The implied volatity was 28.38, the open interest changed by 324 which increased total open position to 939
On 24 Apr TATASTEEL was trading at 210.07. The strike last trading price was 6.41, which was -0.1899999999999995 lower than the previous day. The implied volatity was 27.78, the open interest changed by 221 which increased total open position to 609
On 23 Apr TATASTEEL was trading at 210.91. The strike last trading price was 6.64, which was 0.9199999999999999 higher than the previous day. The implied volatity was 29.42, the open interest changed by 54 which increased total open position to 388
On 22 Apr TATASTEEL was trading at 213.03. The strike last trading price was 5.9, which was -0.35999999999999943 lower than the previous day. The implied volatity was 28.87, the open interest changed by 69 which increased total open position to 328
On 21 Apr TATASTEEL was trading at 212.01. The strike last trading price was 6.3, which was -0.35000000000000053 lower than the previous day. The implied volatity was 29.06, the open interest changed by 81 which increased total open position to 256
On 20 Apr TATASTEEL was trading at 211.72. The strike last trading price was 6.57, which was 0.16000000000000014 higher than the previous day. The implied volatity was 29.76, the open interest changed by 38 which increased total open position to 174
On 17 Apr TATASTEEL was trading at 212.12. The strike last trading price was 6.35, which was -0.96 lower than the previous day. The implied volatity was 28.46, the open interest changed by 37 which increased total open position to 134
On 16 Apr TATASTEEL was trading at 210.69. The strike last trading price was 7.41, which was -1.08 lower than the previous day. The implied volatity was 30.09, the open interest changed by 33 which increased total open position to 96
On 15 Apr TATASTEEL was trading at 208.72. The strike last trading price was 8.8, which was -1.3499999999999996 lower than the previous day. The implied volatity was 29.71, the open interest changed by 19 which increased total open position to 63
On 13 Apr TATASTEEL was trading at 206.39. The strike last trading price was 10.15, which was 0.08999999999999986 higher than the previous day. The implied volatity was 30.5, the open interest changed by 1 which increased total open position to 45
On 10 Apr TATASTEEL was trading at 206.61. The strike last trading price was 9.59, which was -1.2100000000000009 lower than the previous day. The implied volatity was 29.2, the open interest changed by 2 which increased total open position to 43
On 9 Apr TATASTEEL was trading at 205.20. The strike last trading price was 10.8, which was -0.26 lower than the previous day. The implied volatity was 32.25, the open interest changed by 8 which increased total open position to 40
On 8 Apr TATASTEEL was trading at 204.18. The strike last trading price was 11.23, which was -5.77 lower than the previous day. The implied volatity was 32.45, the open interest changed by 21 which increased total open position to 31
On 7 Apr TATASTEEL was trading at 198.13. The strike last trading price was 17, which was 4.36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 6 Apr TATASTEEL was trading at 196.10. The strike last trading price was 17, which was 4.36 higher than the previous day. The implied volatity was 34.36, the open interest changed by 0 which decreased total open position to 0
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 12.64, 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 Apr TATASTEEL was trading at 194.60. The strike last trading price was 12.64, 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 Mar TATASTEEL was trading at 191.86. The strike last trading price was 12.64, 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 Mar TATASTEEL was trading at 193.22. The strike last trading price was 12.64, 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 Mar TATASTEEL was trading at 196.65. The strike last trading price was 12.64, 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 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 12.64, 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 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 12.64, 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 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 12.64, 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 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 12.64, 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 12.64, 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 12.64, 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 -, which was - 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 -, which was - 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 -, which was - 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 -, which was - lower than the previous day. The implied volatity was -, 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 -, which was - 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 -, which was - 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 12.64, 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 12.64, 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 Mar TATASTEEL was trading at 196.73. The strike last trading price was 12.64, which was 0 lower than the previous day. The implied volatity was 1.96, 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 12.64, which was 0 lower than the previous day. The implied volatity was 2.66, 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 12.64, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
