Historical option data for TATASTEEL
23 Jun 2026 01:27 PM IST
| TATASTEEL 28-Jul-2026 (35d) 200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.4
Vega: 0
Theta: -0.1
Gamma: 0.0231
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 193.84 | 4.59 | -2.41 (-34.43%) | 27.72 | 785 | 310 | 1,188 | |||||||||
| 22 Jun | 198.97 | 6.39 | -0.61 (-8.71%) | 25.75 | 511 | 188 | 879 | |||||||||
| 19 Jun | 198.96 | 7.03 | -0.97 (-12.12%) | 26.24 | 604 | 156 | 691 | |||||||||
| 18 Jun | 200.52 | 7.7 | 0.7 (10.00%) | 25.73 | 426 | 44 | 531 | |||||||||
| 17 Jun | 199.01 | 7 | 1 (16.67%) | 26.1 | 413 | 59 | 484 | |||||||||
| 16 Jun | 196.00 | 6.11 | -0.86 (-12.34%) | 27.45 | 427 | 150 | 425 | |||||||||
| 15 Jun | 197.28 | 6.93 | -0.52 (-6.98%) | 28.15 | 232 | 96 | 274 | |||||||||
| 12 Jun | 197.86 | 7.27 | 1.41 (24.06%) | 27.33 | 140 | 0 | 178 | |||||||||
| 11 Jun | 197.96 | 5.82 | -0.74 (-11.28%) | 21.24 | 101 | 28 | 178 | |||||||||
| 10 Jun | 199.31 | 6.4 | -2.38 (-27.11%) | 21.97 | 171 | 78 | 151 | |||||||||
| 9 Jun | 203.18 | 8.78 | 0.29 (3.42%) | 20.29 | 53 | 21 | 73 | |||||||||
| 8 Jun | 202.72 | 8.44 | -2.58 (-23.41%) | 21.64 | 32 | 10 | 52 | |||||||||
| 5 Jun | 206.77 | 11.05 | -3.06 (-21.69%) | 19.02 | 77 | 28 | 42 | |||||||||
| 4 Jun | 210.57 | 14.11 | 1.65 (13.24%) | 15.08 | 6 | 6 | 14 | |||||||||
| 3 Jun | 211.89 | 12.46 | -1.54 (-11.00%) | 18.46 | 8 | 4 | 6 | |||||||||
| 2 Jun | 210.60 | 14 | -11.25 (-44.55%) | 18 | 2 | 2 | 2 | |||||||||
| 1 Jun | 210.57 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 208.02 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 214.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 210.47 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 210.22 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 209.19 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 208.58 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 207.01 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 209.29 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 209.71 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 216.84 | 0 | -25 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 221.13 | 0 | -25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 219.62 | 0 | -25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 212.00 | 0 | -25.25 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 212.08 | 0 | -25 (-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 200 expiring on 28JUL2026
Delta for 200 CE is 0.4
Historical price for 200 CE is as follows
On 23 Jun TATASTEEL was trading at 193.84. The strike last trading price was 4.59, which was -2.41 lower than the previous day. The implied volatity was 27.72, the open interest changed by 310 which increased total open position to 1188
On 22 Jun TATASTEEL was trading at 198.97. The strike last trading price was 6.39, which was -0.61 lower than the previous day. The implied volatity was 25.75, the open interest changed by 188 which increased total open position to 879
On 19 Jun TATASTEEL was trading at 198.96. The strike last trading price was 7.03, which was -0.97 lower than the previous day. The implied volatity was 26.24, the open interest changed by 156 which increased total open position to 691
On 18 Jun TATASTEEL was trading at 200.52. The strike last trading price was 7.7, which was 0.7 higher than the previous day. The implied volatity was 25.73, the open interest changed by 44 which increased total open position to 531
On 17 Jun TATASTEEL was trading at 199.01. The strike last trading price was 7, which was 1 higher than the previous day. The implied volatity was 26.1, the open interest changed by 59 which increased total open position to 484
On 16 Jun TATASTEEL was trading at 196.00. The strike last trading price was 6.11, which was -0.86 lower than the previous day. The implied volatity was 27.45, the open interest changed by 150 which increased total open position to 425
On 15 Jun TATASTEEL was trading at 197.28. The strike last trading price was 6.93, which was -0.52 lower than the previous day. The implied volatity was 28.15, the open interest changed by 96 which increased total open position to 274
On 12 Jun TATASTEEL was trading at 197.86. The strike last trading price was 7.27, which was 1.41 higher than the previous day. The implied volatity was 27.33, the open interest changed by 0 which decreased total open position to 178
On 11 Jun TATASTEEL was trading at 197.96. The strike last trading price was 5.82, which was -0.74 lower than the previous day. The implied volatity was 21.24, the open interest changed by 28 which increased total open position to 178
On 10 Jun TATASTEEL was trading at 199.31. The strike last trading price was 6.4, which was -2.38 lower than the previous day. The implied volatity was 21.97, the open interest changed by 78 which increased total open position to 151
On 9 Jun TATASTEEL was trading at 203.18. The strike last trading price was 8.78, which was 0.29 higher than the previous day. The implied volatity was 20.29, the open interest changed by 21 which increased total open position to 73
On 8 Jun TATASTEEL was trading at 202.72. The strike last trading price was 8.44, which was -2.58 lower than the previous day. The implied volatity was 21.64, the open interest changed by 10 which increased total open position to 52
On 5 Jun TATASTEEL was trading at 206.77. The strike last trading price was 11.05, which was -3.06 lower than the previous day. The implied volatity was 19.02, the open interest changed by 28 which increased total open position to 42
On 4 Jun TATASTEEL was trading at 210.57. The strike last trading price was 14.11, which was 1.65 higher than the previous day. The implied volatity was 15.08, the open interest changed by 6 which increased total open position to 14
On 3 Jun TATASTEEL was trading at 211.89. The strike last trading price was 12.46, which was -1.54 lower than the previous day. The implied volatity was 18.46, the open interest changed by 4 which increased total open position to 6
On 2 Jun TATASTEEL was trading at 210.60. The strike last trading price was 14, which was -11.25 lower than the previous day. The implied volatity was 18, the open interest changed by 2 which increased total open position to 2
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 27 May TATASTEEL was trading at 214.70. 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 26 May TATASTEEL was trading at 210.47. 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 25 May TATASTEEL was trading at 210.22. 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 22 May TATASTEEL was trading at 209.19. 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 21 May TATASTEEL was trading at 208.58. 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 20 May TATASTEEL was trading at 207.01. 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 19 May TATASTEEL was trading at 209.29. 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 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May TATASTEEL was trading at 216.84. The strike last trading price was 0, which was -25 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 -25 lower than the previous day. The implied volatity was 0, 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 -25 lower than the previous day. The implied volatity was 0, 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 -25.25 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 -25 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 (35d) 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.6
Vega: 0
Theta: -0.07
Gamma: 0.02386
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 193.84 | 9.28 | 3.13 (50.89%) | 26.75 | 316 | 123 | 788 |
| 22 Jun | 198.97 | 6.25 | 0.12 (1.96%) | 24.74 | 310 | 133 | 665 |
| 19 Jun | 198.96 | 6.03 | 0.41 (7.30%) | 24.01 | 187 | 65 | 531 |
| 18 Jun | 200.52 | 5.62 | -0.92 (-14.07%) | 24.33 | 224 | 100 | 464 |
| 17 Jun | 199.01 | 6.68 | -1.44 (-17.73%) | 24.99 | 137 | 84 | 363 |
| 16 Jun | 196.00 | 8.18 | 0.67 (8.92%) | 25.26 | 193 | 107 | 278 |
| 15 Jun | 197.28 | 7.52 | 0.51 (7.28%) | 24.45 | 66 | 33 | 170 |
| 12 Jun | 197.86 | 7.37 | -2.28 (-23.63%) | 24.62 | 37 | 6 | 138 |
| 11 Jun | 197.96 | 9.61 | 0.22 (2.34%) | 32.67 | 25 | -4 | 133 |
| 10 Jun | 199.31 | 9 | 2 (28.57%) | 33.78 | 76 | 13 | 137 |
| 9 Jun | 203.18 | 7 | -1 (-12.50%) | 31.67 | 48 | 0 | 124 |
| 8 Jun | 202.72 | 8 | 2 (33.33%) | 32.44 | 62 | 8 | 124 |
| 5 Jun | 206.77 | 6 | 2 (50.00%) | 30.44 | 89 | 3 | 116 |
| 4 Jun | 210.57 | 4 | 0 (0.00%) | 29.51 | 34 | 1 | 112 |
| 3 Jun | 211.89 | 4 | 0 (0.00%) | 29.07 | 43 | 2 | 111 |
| 2 Jun | 210.60 | 4 | -1 (-20.00%) | 28.68 | 54 | 26 | 109 |
| 1 Jun | 210.57 | 5 | 0 (0.00%) | 28.98 | 84 | 8 | 83 |
| 29 May | 208.02 | 5 | 2 (66.67%) | 30.28 | 70 | 31 | 75 |
| 27 May | 214.70 | 3 | -2 (-40.00%) | 27.78 | 52 | 28 | 44 |
| 26 May | 210.47 | 4.85 | -0.65 (-11.82%) | 28.65 | 7 | 6 | 15 |
| 25 May | 210.22 | 5.5 | -1.35 (-19.71%) | 30.47 | 1 | 0 | 9 |
| 22 May | 209.19 | 6.85 | 0 (0.00%) | - | 0 | 0 | 9 |
| 21 May | 208.58 | 6.85 | 0 (0.00%) | - | 0 | 0 | 9 |
| 20 May | 207.01 | 6.85 | 0 (0.00%) | 32.82 | 0 | 0 | 9 |
| 19 May | 209.29 | 6.85 | -1.19 (-14.80%) | 32.82 | 7 | 1 | 9 |
| 18 May | 209.71 | 8.04 | 4.34 (117.30%) | 35.2 | 7 | 6 | 8 |
| 15 May | 216.84 | 3.7 | 0 (0.00%) | 32.14 | 0 | 0 | 2 |
| 14 May | 221.13 | 3.7 | -0.8 (-17.78%) | 32.14 | 2 | -1 | 2 |
| 13 May | 219.62 | 4.5 | -0.5 (-10.00%) | 0 | 1 | 1 | 3 |
| 12 May | 212.00 | 5 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 212.08 | 5 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 8 May | 214.49 | 5 | 0.55 (12.36%) | 31.55 | 1 | 1 | 2 |
| 7 May | 217.09 | 4.45 | -2.5 (-35.97%) | - | 0 | 1 | 2 |
| 6 May | 215.47 | 4.45 | -2.5 (-35.97%) | - | 0 | 1 | 2 |
| 5 May | 211.32 | 4.45 | -2.5 (-35.97%) | - | 0 | 1 | 2 |
| 4 May | 212.24 | 4.45 | -2.5 (-35.97%) | - | 0 | 0 | 1 |
| 30 Apr | 211.36 | 4.45 | 0 (0.00%) | 26.4 | 1 | 0 | 1 |
| 29 Apr | 215.88 | 4.45 | -2.88 (-39.29%) | 27.97 | 1 | 0 | 0 |
For Tata Steel Limited - strike price 200 expiring on 28JUL2026
Delta for 200 PE is -0.6
Historical price for 200 PE is as follows
On 23 Jun TATASTEEL was trading at 193.84. The strike last trading price was 9.28, which was 3.13 higher than the previous day. The implied volatity was 26.75, the open interest changed by 123 which increased total open position to 788
On 22 Jun TATASTEEL was trading at 198.97. The strike last trading price was 6.25, which was 0.12 higher than the previous day. The implied volatity was 24.74, the open interest changed by 133 which increased total open position to 665
On 19 Jun TATASTEEL was trading at 198.96. The strike last trading price was 6.03, which was 0.41 higher than the previous day. The implied volatity was 24.01, the open interest changed by 65 which increased total open position to 531
On 18 Jun TATASTEEL was trading at 200.52. The strike last trading price was 5.62, which was -0.92 lower than the previous day. The implied volatity was 24.33, the open interest changed by 100 which increased total open position to 464
On 17 Jun TATASTEEL was trading at 199.01. The strike last trading price was 6.68, which was -1.44 lower than the previous day. The implied volatity was 24.99, the open interest changed by 84 which increased total open position to 363
On 16 Jun TATASTEEL was trading at 196.00. The strike last trading price was 8.18, which was 0.67 higher than the previous day. The implied volatity was 25.26, the open interest changed by 107 which increased total open position to 278
On 15 Jun TATASTEEL was trading at 197.28. The strike last trading price was 7.52, which was 0.51 higher than the previous day. The implied volatity was 24.45, the open interest changed by 33 which increased total open position to 170
On 12 Jun TATASTEEL was trading at 197.86. The strike last trading price was 7.37, which was -2.28 lower than the previous day. The implied volatity was 24.62, the open interest changed by 6 which increased total open position to 138
On 11 Jun TATASTEEL was trading at 197.96. The strike last trading price was 9.61, which was 0.22 higher than the previous day. The implied volatity was 32.67, the open interest changed by -4 which decreased total open position to 133
On 10 Jun TATASTEEL was trading at 199.31. The strike last trading price was 9, which was 2 higher than the previous day. The implied volatity was 33.78, the open interest changed by 13 which increased total open position to 137
On 9 Jun TATASTEEL was trading at 203.18. The strike last trading price was 7, which was -1 lower than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 124
On 8 Jun TATASTEEL was trading at 202.72. The strike last trading price was 8, which was 2 higher than the previous day. The implied volatity was 32.44, the open interest changed by 8 which increased total open position to 124
On 5 Jun TATASTEEL was trading at 206.77. The strike last trading price was 6, which was 2 higher than the previous day. The implied volatity was 30.44, the open interest changed by 3 which increased total open position to 116
On 4 Jun TATASTEEL was trading at 210.57. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 29.51, the open interest changed by 1 which increased total open position to 112
On 3 Jun TATASTEEL was trading at 211.89. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 29.07, the open interest changed by 2 which increased total open position to 111
On 2 Jun TATASTEEL was trading at 210.60. The strike last trading price was 4, which was -1 lower than the previous day. The implied volatity was 28.68, the open interest changed by 26 which increased total open position to 109
On 1 Jun TATASTEEL was trading at 210.57. The strike last trading price was 5, which was 0 lower than the previous day. The implied volatity was 28.98, the open interest changed by 8 which increased total open position to 83
On 29 May TATASTEEL was trading at 208.02. The strike last trading price was 5, which was 2 higher than the previous day. The implied volatity was 30.28, the open interest changed by 31 which increased total open position to 75
On 27 May TATASTEEL was trading at 214.70. The strike last trading price was 3, which was -2 lower than the previous day. The implied volatity was 27.78, the open interest changed by 28 which increased total open position to 44
On 26 May TATASTEEL was trading at 210.47. The strike last trading price was 4.85, which was -0.65 lower than the previous day. The implied volatity was 28.65, the open interest changed by 6 which increased total open position to 15
On 25 May TATASTEEL was trading at 210.22. The strike last trading price was 5.5, which was -1.35 lower than the previous day. The implied volatity was 30.47, the open interest changed by 0 which decreased total open position to 9
On 22 May TATASTEEL was trading at 209.19. The strike last trading price was 6.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 21 May TATASTEEL was trading at 208.58. The strike last trading price was 6.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 May TATASTEEL was trading at 207.01. The strike last trading price was 6.85, which was 0 lower than the previous day. The implied volatity was 32.82, the open interest changed by 0 which decreased total open position to 9
On 19 May TATASTEEL was trading at 209.29. The strike last trading price was 6.85, which was -1.19 lower than the previous day. The implied volatity was 32.82, the open interest changed by 1 which increased total open position to 9
On 18 May TATASTEEL was trading at 209.71. The strike last trading price was 8.04, which was 4.34 higher than the previous day. The implied volatity was 35.2, the open interest changed by 6 which increased total open position to 8
On 15 May TATASTEEL was trading at 216.84. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 32.14, the open interest changed by 0 which decreased total open position to 2
On 14 May TATASTEEL was trading at 221.13. The strike last trading price was 3.7, which was -0.8 lower than the previous day. The implied volatity was 32.14, the open interest changed by -1 which decreased total open position to 2
On 13 May TATASTEEL was trading at 219.62. The strike last trading price was 4.5, which was -0.5 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3
On 12 May TATASTEEL was trading at 212.00. The strike last trading price was 5, 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 2
On 11 May TATASTEEL was trading at 212.08. The strike last trading price was 5, 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 2
On 8 May TATASTEEL was trading at 214.49. The strike last trading price was 5, which was 0.55 higher than the previous day. The implied volatity was 31.55, the open interest changed by 1 which increased total open position to 2
On 7 May TATASTEEL was trading at 217.09. The strike last trading price was 4.45, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 6 May TATASTEEL was trading at 215.47. The strike last trading price was 4.45, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 5 May TATASTEEL was trading at 211.32. The strike last trading price was 4.45, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 2
On 4 May TATASTEEL was trading at 212.24. The strike last trading price was 4.45, which was -2.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Apr TATASTEEL was trading at 211.36. The strike last trading price was 4.45, which was 0 lower than the previous day. The implied volatity was 26.4, the open interest changed by 0 which decreased total open position to 1
On 29 Apr TATASTEEL was trading at 215.88. The strike last trading price was 4.45, which was -2.88 lower than the previous day. The implied volatity was 27.97, the open interest changed by 0 which decreased total open position to 0
