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TATASTEEL TATA STEEL LIMITED

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

TATA STEEL LIMITED — on this desk since 2 Jan 2006.

Prices before Wed 31 Jan 2018 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.

implied move
3.7%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
-0.01%
the future traded level with the share
option prices
43
dearer than 43 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————1504,56,500+1,29,2500.05short build-up
—21.7105,72,00015530,93,750−1,12,7500.05long unwinding
————1581,73,250−77,0000.10long unwinding
short covering16.77−8,2506,02,25016028,51,750−57,7500.17long unwinding
—14.3401,81,5001638,63,500+11,0000.26short build-up
short covering11.83−5,5006,13,25016539,68,250−85,2500.43long unwinding
long build-up9.56+27,50011,33,00016817,87,500−2,17,2500.68long unwinding
short covering7.40−1,98,00036,38,25017085,30,500+3,38,2501.11short build-up
short covering5.51−4,12,50020,79,00017345,43,000−5,19,7501.75long unwinding
short covering3.89−21,72,50074,22,25017576,69,750+2,33,7502.63short build-up
long build-up2.66+2,31,00040,83,750178at the money45,07,250+3,30,0003.88short build-up
short covering1.76−11,44,0001,16,38,00018077,27,500+85,2505.44short build-up
short covering1.15−3,90,50036,87,75018317,13,250−2,7507.34long unwinding
short covering0.76−16,69,2501,27,98,50018548,59,250−1,07,2509.37long unwinding
short covering0.51−2,25,50049,36,25018829,20,500−60,50011.63long unwinding
short covering0.36−11,08,2502,17,88,250190wall88,99,000−1,10,00014.04long unwinding
long unwinding0.26−27,50034,01,75019319,36,000−8,25016.55long unwinding
long unwinding0.22−3,96,0001,00,84,25019521,23,000018.29—
—0.19−52,25022,66,0001982,58,500020.75—
—0.15−26,86,7502,57,40,000wall20039,73,750−63,25023.23long unwinding
short covering0.13−22,0008,55,2502032,750025.71—

The options were priced for a move of about 3.7% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 297 of 542 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded level with the share.

Not in the F&O ban this session; open interest stood at 51% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.7% by 27 Oct; over the sessions the desk holds it ranged 1.4–6.6%.

Option prices were dearer than 43 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30
  • 30 Jul 2026: options priced about 6.0%; the share moved 1.3% by 31 Jul.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover3.7%-0.01%
Wed 14 Octlong unwind3.9%0.10%
Tue 13 Octshort cover3.9%0.23%
Mon 12 Octshort build4.6%0.54%
Fri 9 Octlong build4.7%0.18%
Thu 8 Octshort build5.6%-0.06%
Wed 7 Octshort build5.4%0.14%
Tue 6 Octlong build5.5%0.18%
Mon 5 Octshort build5.8%0.13%
Thu 1 Octlong unwind6.3%0.55%
Wed 30 Sepshort build5.7%0.96%
Tue 29 Seplong build5.8%0.81%
Mon 28 Seplong unwind6.0%0.23%
Fri 25 Sepshort build1.7%0.16%
Thu 24 Sepshort build2.0%0.30%
Wed 23 Seplong build2.3%0.12%
Tue 22 Seplong build2.6%0.39%
Mon 21 Sepshort build3.0%0.16%
Fri 18 Seplong unwind3.3%0.48%
Thu 17 Seplong build3.6%0.43%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • This stock, on entering the ban: 1 of 1 times the close 5 sessions later was higher — too few to read much into.
  • This stock, on leaving it: 1 of 1 times the close 5 sessions later was higher — too few to read much into.
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 5,500 to 2,750 on 29 Apr 2026; contracts either side are compared in shares, not lots.