TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 530 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 0.22
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 71.45 | 9.65 | 55.28 | 15 | -4 | 440 | |||
| 9 Apr | 582.90 | 62.9 | -3.8 | 55.60 | 26 | 6 | 443 | |||
| 8 Apr | 588.85 | 66.95 | 4.95 | 51.64 | 47 | 9 | 437 | |||
| 7 Apr | 579.75 | 61.85 | -64.95 | 56.73 | 946 | 427 | 427 | |||
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| 4 Apr | 613.85 | 126.8 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 653.95 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 671.90 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 671.85 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 674.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 668.55 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 708.25 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 24 Mar | 713.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 680.05 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 655.50 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 668.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 648.30 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 639.65 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 640.80 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 4 Mar | 619.20 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
| 3 Mar | 621.15 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Tata Motors Limited - strike price 530 expiring on 24APR2025
Delta for 530 CE is 0.89
Historical price for 530 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 71.45, which was 9.65 higher than the previous day. The implied volatity was 55.28, the open interest changed by -4 which decreased total open position to 440
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 62.9, which was -3.8 lower than the previous day. The implied volatity was 55.60, the open interest changed by 6 which increased total open position to 443
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 66.95, which was 4.95 higher than the previous day. The implied volatity was 51.64, the open interest changed by 9 which increased total open position to 437
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 61.85, which was -64.95 lower than the previous day. The implied volatity was 56.73, the open interest changed by 427 which increased total open position to 427
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 126.8, 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 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TATAMOTORS 24APR2025 530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.21
Theta: -0.41
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 3.25 | -3.2 | 53.79 | 2,038 | 21 | 1,720 |
| 9 Apr | 582.90 | 6.15 | 0.2 | 55.35 | 2,605 | -109 | 1,693 |
| 8 Apr | 588.85 | 5.7 | -5.05 | 55.06 | 4,421 | 203 | 1,804 |
| 7 Apr | 579.75 | 10.65 | 9.65 | 63.30 | 13,927 | 1,306 | 1,601 |
| 4 Apr | 613.85 | 0.85 | -1.6 | 38.02 | 512 | 295 | 295 |
| 3 Apr | 653.95 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Apr | 671.90 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 1 Apr | 671.85 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 674.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 27 Mar | 668.55 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 26 Mar | 708.25 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 24 Mar | 713.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Mar | 680.05 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 655.50 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 668.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 648.30 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 639.65 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 5 Mar | 640.80 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Mar | 619.20 | 0 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Mar | 621.15 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Motors Limited - strike price 530 expiring on 24APR2025
Delta for 530 PE is -0.11
Historical price for 530 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 3.25, which was -3.2 lower than the previous day. The implied volatity was 53.79, the open interest changed by 21 which increased total open position to 1720
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 6.15, which was 0.2 higher than the previous day. The implied volatity was 55.35, the open interest changed by -109 which decreased total open position to 1693
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 5.7, which was -5.05 lower than the previous day. The implied volatity was 55.06, the open interest changed by 203 which increased total open position to 1804
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 10.65, which was 9.65 higher than the previous day. The implied volatity was 63.30, the open interest changed by 1306 which increased total open position to 1601
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 0.85, which was -1.6 lower than the previous day. The implied volatity was 38.02, the open interest changed by 295 which increased total open position to 295
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
