TATASTEEL
Tata Steel Limited
Historical option data for TATASTEEL
02 Apr 2026 04:12 PM IST
| TATASTEEL 28-Apr-2026 (23d) 240 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.03
Theta: -0.02
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 194.14 | 0.15 | -0.03 | 37.64 | 170 | 101 | 338 | |||||||||
| 1 Apr | 194.60 | 0.18 | -0.06 | 36.84 | 260 | 82 | 230 | |||||||||
| 30 Mar | 191.86 | 0.25 | -0.06 | 40.09 | 110 | 66 | 148 | |||||||||
| 27 Mar | 193.22 | 0.31 | -0.07 | 38.16 | 30 | 0 | 81 | |||||||||
| 25 Mar | 196.65 | 0.38 | 0.01 | 35.47 | 38 | 7 | 80 | |||||||||
| 24 Mar | 190.79 | 0.37 | -0.05 | 39.11 | 22 | 3 | 73 | |||||||||
| 23 Mar | 187.17 | 0.42 | -0.08 | 42.77 | 11 | 4 | 70 | |||||||||
| 20 Mar | 196.77 | 0.54 | -0.11 | 35.59 | 78 | 64 | 66 | |||||||||
| 19 Mar | 190.51 | 0.65 | -1.02 | - | 0 | 0 | 2 | |||||||||
| 18 Mar | 195.41 | 0.65 | -1.02 | - | 0 | 0 | 2 | |||||||||
|
|
||||||||||||||||
| 17 Mar | 195.43 | 0.65 | -1.02 | - | 0 | 0 | 2 | |||||||||
| 16 Mar | 186.94 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 183.51 | 0.65 | -1.02 | - | 0 | 0 | 2 | |||||||||
| 12 Mar | 193.47 | 0.65 | -1.02 | - | 0 | 0 | 2 | |||||||||
| 11 Mar | 194.74 | 0.65 | -1.02 | - | 0 | 0 | 2 | |||||||||
| 10 Mar | 195.00 | 0.65 | -1.02 | 33.38 | 2 | 1 | 1 | |||||||||
For Tata Steel Limited - strike price 240 expiring on 28APR2026
Delta for 240 CE is 0.02
Historical price for 240 CE is as follows
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 0.15, which was -0.03 lower than the previous day. The implied volatity was 37.64, the open interest changed by 101 which increased total open position to 338
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 0.18, which was -0.06 lower than the previous day. The implied volatity was 36.84, the open interest changed by 82 which increased total open position to 230
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 0.25, which was -0.06 lower than the previous day. The implied volatity was 40.09, the open interest changed by 66 which increased total open position to 148
On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 0.31, which was -0.07 lower than the previous day. The implied volatity was 38.16, the open interest changed by 0 which decreased total open position to 81
On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 0.38, which was 0.01 higher than the previous day. The implied volatity was 35.47, the open interest changed by 7 which increased total open position to 80
On 24 Mar TATASTEEL was trading at 190.79. The strike last trading price was 0.37, which was -0.05 lower than the previous day. The implied volatity was 39.11, the open interest changed by 3 which increased total open position to 73
On 23 Mar TATASTEEL was trading at 187.17. The strike last trading price was 0.42, which was -0.08 lower than the previous day. The implied volatity was 42.77, the open interest changed by 4 which increased total open position to 70
On 20 Mar TATASTEEL was trading at 196.77. The strike last trading price was 0.54, which was -0.11 lower than the previous day. The implied volatity was 35.59, the open interest changed by 64 which increased total open position to 66
On 19 Mar TATASTEEL was trading at 190.51. The strike last trading price was 0.65, which was -1.02 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 0.65, which was -1.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Mar TATASTEEL was trading at 195.43. The strike last trading price was 0.65, which was -1.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
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 0.65, which was -1.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 12 Mar TATASTEEL was trading at 193.47. The strike last trading price was 0.65, which was -1.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Mar TATASTEEL was trading at 194.74. The strike last trading price was 0.65, which was -1.02 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Mar TATASTEEL was trading at 195.00. The strike last trading price was 0.65, which was -1.02 lower than the previous day. The implied volatity was 33.38, the open interest changed by 1 which increased total open position to 1
| TATASTEEL 28-Apr-2026 (23d) 240 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Apr | 194.14 | 45.2 | 1.2 | - | 0 | 0 | 3 |
| 1 Apr | 194.60 | 45.2 | 1.2 | - | 0 | 0 | 3 |
| 30 Mar | 191.86 | 45.2 | 1.2 | - | 0 | 2 | 0 |
| 27 Mar | 193.22 | 45.2 | 1.2 | 41.46 | 2 | 1 | 2 |
| 25 Mar | 196.65 | 44 | -1.72 | 58.07 | 1 | 0 | 0 |
| 24 Mar | 190.79 | 45.72 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 187.17 | 45.72 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 196.77 | 45.72 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 190.51 | 45.72 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 195.41 | 45.72 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 195.43 | 45.72 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 186.94 | - | - | - | 0 | 0 | 0 |
| 13 Mar | 183.51 | 45.72 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 193.47 | 45.72 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 194.74 | 45.72 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 195.00 | 45.72 | 0 | - | 0 | 0 | 0 |
For Tata Steel Limited - strike price 240 expiring on 28APR2026
Delta for 240 PE is -
Historical price for 240 PE is as follows
On 2 Apr TATASTEEL was trading at 194.14. The strike last trading price was 45.2, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 1 Apr TATASTEEL was trading at 194.60. The strike last trading price was 45.2, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Mar TATASTEEL was trading at 191.86. The strike last trading price was 45.2, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Mar TATASTEEL was trading at 193.22. The strike last trading price was 45.2, which was 1.2 higher than the previous day. The implied volatity was 41.46, the open interest changed by 1 which increased total open position to 2
On 25 Mar TATASTEEL was trading at 196.65. The strike last trading price was 44, which was -1.72 lower than the previous day. The implied volatity was 58.07, 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 45.72, 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 45.72, 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 45.72, 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 45.72, 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 45.72, 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 45.72, 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 45.72, 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 45.72, 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 45.72, 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 Mar TATASTEEL was trading at 195.00. The strike last trading price was 45.72, 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
