TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 540 CE | ||||||||||
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Delta: 0.86
Vega: 0.25
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 62.15 | 8.9 | 51.84 | 72 | -8 | 522 | |||
| 9 Apr | 582.90 | 54.15 | -3.55 | 52.64 | 130 | -28 | 529 | |||
| 8 Apr | 588.85 | 57.6 | 4.15 | 47.66 | 273 | -9 | 559 | |||
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| 7 Apr | 579.75 | 53.6 | -23.65 | 54.53 | 1,901 | 445 | 568 | |||
| 4 Apr | 613.85 | 77.6 | -38.05 | - | 56 | 17 | 123 | |||
| 3 Apr | 653.95 | 115.65 | -19.85 | - | 33 | 9 | 106 | |||
| 2 Apr | 671.90 | 136 | -0.35 | 45.60 | 9 | 7 | 96 | |||
| 1 Apr | 671.85 | 136.35 | -2.1 | 48.82 | 20 | 16 | 88 | |||
| 28 Mar | 674.45 | 138.4 | 4.7 | 47.21 | 30 | 18 | 72 | |||
| 27 Mar | 668.55 | 133.7 | -43.3 | 30.84 | 2 | 0 | 54 | |||
| 26 Mar | 708.25 | 177 | -1.95 | - | 3 | 2 | 53 | |||
| 25 Mar | 710.30 | 178.95 | 3.35 | - | 2 | 1 | 50 | |||
| 24 Mar | 713.50 | 175.6 | 80.6 | - | 48 | 0 | 1 | |||
| 18 Mar | 680.05 | 95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 655.50 | 95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 668.30 | 95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 648.30 | 95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 639.65 | 95 | 0 | 0.00 | 0 | 1 | 0 | |||
| 5 Mar | 640.80 | 95 | -73.7 | - | 1 | 0 | 0 | |||
| 4 Mar | 619.20 | 168.7 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 621.15 | 168.7 | 0 | - | 0 | 0 | 0 | |||
For Tata Motors Limited - strike price 540 expiring on 24APR2025
Delta for 540 CE is 0.86
Historical price for 540 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 62.15, which was 8.9 higher than the previous day. The implied volatity was 51.84, the open interest changed by -8 which decreased total open position to 522
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 54.15, which was -3.55 lower than the previous day. The implied volatity was 52.64, the open interest changed by -28 which decreased total open position to 529
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 57.6, which was 4.15 higher than the previous day. The implied volatity was 47.66, the open interest changed by -9 which decreased total open position to 559
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 53.6, which was -23.65 lower than the previous day. The implied volatity was 54.53, the open interest changed by 445 which increased total open position to 568
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 77.6, which was -38.05 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 123
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 115.65, which was -19.85 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 106
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 136, which was -0.35 lower than the previous day. The implied volatity was 45.60, the open interest changed by 7 which increased total open position to 96
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 136.35, which was -2.1 lower than the previous day. The implied volatity was 48.82, the open interest changed by 16 which increased total open position to 88
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 138.4, which was 4.7 higher than the previous day. The implied volatity was 47.21, the open interest changed by 18 which increased total open position to 72
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 133.7, which was -43.3 lower than the previous day. The implied volatity was 30.84, the open interest changed by 0 which decreased total open position to 54
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 177, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 53
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 178.95, which was 3.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 50
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 175.6, which was 80.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 95, 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 95, 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 95, 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 95, 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 95, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 95, which was -73.7 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 TATAMOTORS was trading at 619.20. The strike last trading price was 168.7, 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 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 168.7, 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
| TATAMOTORS 24APR2025 540 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.13
Vega: 0.24
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 3.9 | -3.8 | 50.48 | 3,610 | 242 | 3,841 |
| 9 Apr | 582.90 | 7.25 | 0.15 | 52.09 | 4,291 | -227 | 3,602 |
| 8 Apr | 588.85 | 6.8 | -5.75 | 52.27 | 10,990 | 19 | 3,831 |
| 7 Apr | 579.75 | 12.3 | 10.9 | 60.39 | 25,669 | 1,529 | 3,821 |
| 4 Apr | 613.85 | 1.3 | 0.75 | 37.32 | 6,264 | 853 | 2,311 |
| 3 Apr | 653.95 | 0.5 | -0.15 | 41.59 | 737 | 79 | 1,462 |
| 2 Apr | 671.90 | 0.7 | 0 | 47.32 | 553 | 113 | 1,378 |
| 1 Apr | 671.85 | 0.75 | -0.2 | 46.81 | 1,177 | 640 | 1,265 |
| 28 Mar | 674.45 | 0.9 | -0.9 | 45.05 | 993 | 431 | 625 |
| 27 Mar | 668.55 | 1.85 | 1.2 | 49.78 | 322 | 173 | 191 |
| 26 Mar | 708.25 | 0.65 | 0.25 | 48.49 | 4 | 0 | 18 |
| 25 Mar | 710.30 | 0.4 | 0 | 44.47 | 2 | 0 | 17 |
| 24 Mar | 713.50 | 0.4 | -2.45 | 44.96 | 25 | 15 | 17 |
| 18 Mar | 680.05 | 2.85 | 0 | 0.00 | 0 | 0 | 0 |
| 13 Mar | 655.50 | 2.85 | 0 | 0.00 | 0 | 0 | 0 |
| 12 Mar | 668.30 | 2.85 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 648.30 | 2.85 | 0 | 0.00 | 0 | 2 | 0 |
| 6 Mar | 639.65 | 2.85 | 0 | 35.65 | 2 | 0 | 0 |
| 5 Mar | 640.80 | 2.85 | 0 | 13.02 | 0 | 0 | 0 |
| 4 Mar | 619.20 | 2.85 | 0 | 10.93 | 0 | 0 | 0 |
| 3 Mar | 621.15 | 2.85 | 0 | 11.07 | 0 | 0 | 0 |
For Tata Motors Limited - strike price 540 expiring on 24APR2025
Delta for 540 PE is -0.13
Historical price for 540 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 3.9, which was -3.8 lower than the previous day. The implied volatity was 50.48, the open interest changed by 242 which increased total open position to 3841
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 7.25, which was 0.15 higher than the previous day. The implied volatity was 52.09, the open interest changed by -227 which decreased total open position to 3602
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 6.8, which was -5.75 lower than the previous day. The implied volatity was 52.27, the open interest changed by 19 which increased total open position to 3831
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 12.3, which was 10.9 higher than the previous day. The implied volatity was 60.39, the open interest changed by 1529 which increased total open position to 3821
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 1.3, which was 0.75 higher than the previous day. The implied volatity was 37.32, the open interest changed by 853 which increased total open position to 2311
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 41.59, the open interest changed by 79 which increased total open position to 1462
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 47.32, the open interest changed by 113 which increased total open position to 1378
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 46.81, the open interest changed by 640 which increased total open position to 1265
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 0.9, which was -0.9 lower than the previous day. The implied volatity was 45.05, the open interest changed by 431 which increased total open position to 625
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 1.85, which was 1.2 higher than the previous day. The implied volatity was 49.78, the open interest changed by 173 which increased total open position to 191
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 0.65, which was 0.25 higher than the previous day. The implied volatity was 48.49, the open interest changed by 0 which decreased total open position to 18
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 44.47, the open interest changed by 0 which decreased total open position to 17
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 0.4, which was -2.45 lower than the previous day. The implied volatity was 44.96, the open interest changed by 15 which increased total open position to 17
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 2.85, 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 2.85, 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 2.85, 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 2.85, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 35.65, 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 2.85, which was 0 lower than the previous day. The implied volatity was 13.02, 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 2.85, which was 0 lower than the previous day. The implied volatity was 10.93, 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 2.85, which was 0 lower than the previous day. The implied volatity was 11.07, the open interest changed by 0 which decreased total open position to 0
