TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 550 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.83
Vega: 0.29
Theta: -0.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 53.3 | 8.55 | 49.38 | 402 | -9 | 1,388 | |||
| 9 Apr | 582.90 | 45.75 | -3.7 | 49.87 | 607 | -94 | 1,397 | |||
| 8 Apr | 588.85 | 50.1 | 5.45 | 48.51 | 677 | -16 | 1,491 | |||
| 7 Apr | 579.75 | 45.7 | -63.25 | 52.34 | 9,133 | 1,511 | 1,511 | |||
| 4 Apr | 613.85 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 3 Apr | 653.95 | 108.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 2 Apr | 671.90 | 108.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 671.85 | 108.95 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 674.45 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 27 Mar | 668.55 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 26 Mar | 708.25 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 25 Mar | 710.30 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 24 Mar | 713.50 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 20 Mar | 690.05 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 19 Mar | 682.25 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 680.05 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 661.05 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 655.50 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 668.30 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 648.05 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 648.15 | 108.95 | 0 | - | 0 | 0 | 0 | |||
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| 7 Mar | 648.30 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 639.65 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 640.80 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 619.20 | 108.95 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 621.15 | 108.95 | 0 | - | 0 | 0 | 0 | |||
For Tata Motors Limited - strike price 550 expiring on 24APR2025
Delta for 550 CE is 0.83
Historical price for 550 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 53.3, which was 8.55 higher than the previous day. The implied volatity was 49.38, the open interest changed by -9 which decreased total open position to 1388
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 45.75, which was -3.7 lower than the previous day. The implied volatity was 49.87, the open interest changed by -94 which decreased total open position to 1397
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 50.1, which was 5.45 higher than the previous day. The implied volatity was 48.51, the open interest changed by -16 which decreased total open position to 1491
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 45.7, which was -63.25 lower than the previous day. The implied volatity was 52.34, the open interest changed by 1511 which increased total open position to 1511
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 108.95, 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 108.95, 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 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 108.95, 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 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 108.95, 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 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 108.95, 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 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 108.95, 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 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 108.95, 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 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 108.95, 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 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 108.95, 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 TATAMOTORS was trading at 690.05. The strike last trading price was 108.95, 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 TATAMOTORS was trading at 682.25. The strike last trading price was 108.95, 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 TATAMOTORS was trading at 680.05. The strike last trading price was 108.95, 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 TATAMOTORS was trading at 661.05. The strike last trading price was 108.95, 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 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 108.95, 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 TATAMOTORS was trading at 668.30. The strike last trading price was 108.95, 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 TATAMOTORS was trading at 648.05. The strike last trading price was 108.95, 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 TATAMOTORS was trading at 648.15. The strike last trading price was 108.95, 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 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 108.95, 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 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 108.95, 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 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 108.95, 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 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 108.95, 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 108.95, 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 550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 0.28
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 5.1 | -4.3 | 48.52 | 9,954 | -144 | 4,719 |
| 9 Apr | 582.90 | 9 | 0.4 | 49.89 | 9,054 | -132 | 4,834 |
| 8 Apr | 588.85 | 8.2 | -6.7 | 49.62 | 19,576 | 162 | 4,963 |
| 7 Apr | 579.75 | 14.55 | 12.4 | 58.19 | 45,963 | 1,647 | 4,851 |
| 4 Apr | 613.85 | 2.05 | 1.35 | 37.08 | 7,708 | 1,841 | 3,210 |
| 3 Apr | 653.95 | 0.7 | -0.1 | 40.49 | 1,195 | 97 | 1,370 |
| 2 Apr | 671.90 | 0.85 | -0.05 | 45.50 | 998 | 460 | 1,278 |
| 1 Apr | 671.85 | 0.9 | -0.3 | 44.95 | 680 | 241 | 822 |
| 28 Mar | 674.45 | 1.25 | -0.75 | 44.57 | 679 | 87 | 581 |
| 27 Mar | 668.55 | 2 | 1.4 | 47.19 | 1,042 | 276 | 494 |
| 26 Mar | 708.25 | 0.6 | 0 | 0.00 | 0 | 0 | 0 |
| 25 Mar | 710.30 | 0.6 | 0 | 0.00 | 0 | -11 | 0 |
| 24 Mar | 713.50 | 0.6 | 0.2 | 45.00 | 19 | -10 | 219 |
| 20 Mar | 690.05 | 0.4 | -0.3 | 35.69 | 1 | 0 | 229 |
| 19 Mar | 682.25 | 0.7 | -0.25 | 36.71 | 7 | -2 | 228 |
| 18 Mar | 680.05 | 0.95 | -0.9 | 37.73 | 76 | 26 | 230 |
| 17 Mar | 661.05 | 1.85 | -0.65 | 38.15 | 167 | 62 | 203 |
| 13 Mar | 655.50 | 2.5 | 0.4 | 37.75 | 10 | 0 | 141 |
| 12 Mar | 668.30 | 2.1 | -0.9 | 38.82 | 110 | 91 | 140 |
| 11 Mar | 648.05 | 3 | 0 | 37.13 | 1 | 0 | 49 |
| 10 Mar | 648.15 | 3 | 0 | 36.28 | 10 | 5 | 48 |
| 7 Mar | 648.30 | 3 | -0.8 | 35.54 | 51 | 36 | 43 |
| 6 Mar | 639.65 | 3.8 | -0.6 | 35.43 | 8 | 6 | 6 |
| 5 Mar | 640.80 | 4.4 | 0 | 11.84 | 0 | 0 | 0 |
| 4 Mar | 619.20 | 4.4 | 0 | 9.78 | 0 | 0 | 0 |
| 3 Mar | 621.15 | 4.4 | 0 | 9.85 | 0 | 0 | 0 |
For Tata Motors Limited - strike price 550 expiring on 24APR2025
Delta for 550 PE is -0.17
Historical price for 550 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 5.1, which was -4.3 lower than the previous day. The implied volatity was 48.52, the open interest changed by -144 which decreased total open position to 4719
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 9, which was 0.4 higher than the previous day. The implied volatity was 49.89, the open interest changed by -132 which decreased total open position to 4834
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 8.2, which was -6.7 lower than the previous day. The implied volatity was 49.62, the open interest changed by 162 which increased total open position to 4963
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 14.55, which was 12.4 higher than the previous day. The implied volatity was 58.19, the open interest changed by 1647 which increased total open position to 4851
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 2.05, which was 1.35 higher than the previous day. The implied volatity was 37.08, the open interest changed by 1841 which increased total open position to 3210
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 40.49, the open interest changed by 97 which increased total open position to 1370
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 45.50, the open interest changed by 460 which increased total open position to 1278
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 0.9, which was -0.3 lower than the previous day. The implied volatity was 44.95, the open interest changed by 241 which increased total open position to 822
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 44.57, the open interest changed by 87 which increased total open position to 581
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 2, which was 1.4 higher than the previous day. The implied volatity was 47.19, the open interest changed by 276 which increased total open position to 494
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 0.6, 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 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -11 which decreased total open position to 0
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 0.6, which was 0.2 higher than the previous day. The implied volatity was 45.00, the open interest changed by -10 which decreased total open position to 219
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 0.4, which was -0.3 lower than the previous day. The implied volatity was 35.69, the open interest changed by 0 which decreased total open position to 229
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 36.71, the open interest changed by -2 which decreased total open position to 228
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 0.95, which was -0.9 lower than the previous day. The implied volatity was 37.73, the open interest changed by 26 which increased total open position to 230
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 1.85, which was -0.65 lower than the previous day. The implied volatity was 38.15, the open interest changed by 62 which increased total open position to 203
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 2.5, which was 0.4 higher than the previous day. The implied volatity was 37.75, the open interest changed by 0 which decreased total open position to 141
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 2.1, which was -0.9 lower than the previous day. The implied volatity was 38.82, the open interest changed by 91 which increased total open position to 140
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 37.13, the open interest changed by 0 which decreased total open position to 49
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 3, which was 0 lower than the previous day. The implied volatity was 36.28, the open interest changed by 5 which increased total open position to 48
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 3, which was -0.8 lower than the previous day. The implied volatity was 35.54, the open interest changed by 36 which increased total open position to 43
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 3.8, which was -0.6 lower than the previous day. The implied volatity was 35.43, the open interest changed by 6 which increased total open position to 6
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 4.4, which was 0 lower than the previous day. The implied volatity was 11.84, 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 4.4, which was 0 lower than the previous day. The implied volatity was 9.78, 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 4.4, which was 0 lower than the previous day. The implied volatity was 9.85, the open interest changed by 0 which decreased total open position to 0
