TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 560 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.33
Theta: -0.73
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 45.15 | 8 | 48.11 | 1,252 | -198 | 1,962 | |||
| 9 Apr | 582.90 | 38 | -3.7 | 47.79 | 1,608 | -256 | 2,160 | |||
| 8 Apr | 588.85 | 42.25 | 4.55 | 46.92 | 1,739 | -258 | 2,416 | |||
| 7 Apr | 579.75 | 38.5 | -19.85 | 50.78 | 21,186 | 2,645 | 2,683 | |||
| 4 Apr | 613.85 | 59.4 | -43.6 | 28.86 | 50 | 34 | 37 | |||
| 3 Apr | 653.95 | 103 | -53 | 55.40 | 1 | 0 | 2 | |||
| 2 Apr | 671.90 | 156 | 0 | 0.00 | 0 | 0 | 0 | |||
| 1 Apr | 671.85 | 156 | 0 | 0.00 | 0 | 0 | 0 | |||
| 28 Mar | 674.45 | 156 | 0 | 0.00 | 0 | 0 | 0 | |||
| 27 Mar | 668.55 | 156 | 0 | 0.00 | 0 | 0 | 0 | |||
| 26 Mar | 708.25 | 156 | 0 | 0.00 | 0 | 1 | 0 | |||
| 25 Mar | 710.30 | 156 | 88 | 57.55 | 1 | 0 | 1 | |||
| 24 Mar | 713.50 | 68 | 0 | 0.00 | 0 | 0 | 0 | |||
| 21 Mar | 702.95 | 68 | 0 | 0.00 | 0 | 0 | 0 | |||
| 20 Mar | 690.05 | 68 | 0 | 0.00 | 0 | 0 | 0 | |||
| 19 Mar | 682.25 | 68 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 680.05 | 68 | 0 | 0.00 | 0 | 0 | 0 | |||
| 17 Mar | 661.05 | 68 | 0 | 0.00 | 0 | 0 | 0 | |||
| 13 Mar | 655.50 | 68 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Mar | 668.30 | 68 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Mar | 648.05 | 68 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Mar | 648.15 | 68 | 0 | 0.00 | 0 | 0 | 0 | |||
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| 7 Mar | 648.30 | 68 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Mar | 639.65 | 68 | 0 | 0.00 | 0 | 0 | 0 | |||
| 5 Mar | 640.80 | 68 | 0 | 0.00 | 0 | 1 | 0 | |||
| 4 Mar | 619.20 | 68 | -82.8 | 20.43 | 1 | 0 | 0 | |||
| 3 Mar | 621.15 | 150.8 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 620.65 | 150.8 | 0 | - | 0 | 0 | 0 | |||
For Tata Motors Limited - strike price 560 expiring on 24APR2025
Delta for 560 CE is 0.78
Historical price for 560 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 45.15, which was 8 higher than the previous day. The implied volatity was 48.11, the open interest changed by -198 which decreased total open position to 1962
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 38, which was -3.7 lower than the previous day. The implied volatity was 47.79, the open interest changed by -256 which decreased total open position to 2160
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 42.25, which was 4.55 higher than the previous day. The implied volatity was 46.92, the open interest changed by -258 which decreased total open position to 2416
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 38.5, which was -19.85 lower than the previous day. The implied volatity was 50.78, the open interest changed by 2645 which increased total open position to 2683
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 59.4, which was -43.6 lower than the previous day. The implied volatity was 28.86, the open interest changed by 34 which increased total open position to 37
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 103, which was -53 lower than the previous day. The implied volatity was 55.40, the open interest changed by 0 which decreased total open position to 2
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 156, 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 156, 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 156, 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 156, 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 156, 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 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 156, which was 88 higher than the previous day. The implied volatity was 57.55, the open interest changed by 0 which decreased total open position to 1
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 68, 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 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 68, 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 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 68, 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 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 68, 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 68, 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 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 68, 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 68, 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 68, 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 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 68, 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 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 68, 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 68, 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 68, 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 68, 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 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 68, which was -82.8 lower than the previous day. The implied volatity was 20.43, 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 150.8, 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 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 150.8, 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
| TATAMOTORS 24APR2025 560 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 0.33
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 6.45 | -5.3 | 45.95 | 10,265 | -470 | 3,347 |
| 9 Apr | 582.90 | 11.15 | 0.55 | 47.66 | 7,599 | -250 | 3,815 |
| 8 Apr | 588.85 | 10.2 | -7.4 | 47.65 | 13,277 | 50 | 4,064 |
| 7 Apr | 579.75 | 17.35 | 14.35 | 56.35 | 37,857 | 1,682 | 4,010 |
| 4 Apr | 613.85 | 2.9 | 1.95 | 36.04 | 4,904 | 1,374 | 2,333 |
| 3 Apr | 653.95 | 0.95 | -0.15 | 39.21 | 475 | -71 | 959 |
| 2 Apr | 671.90 | 1.1 | 0 | 44.17 | 767 | 359 | 1,029 |
| 1 Apr | 671.85 | 1.15 | -0.25 | 43.57 | 532 | 116 | 673 |
| 28 Mar | 674.45 | 1.4 | -0.95 | 42.31 | 406 | -7 | 557 |
| 27 Mar | 668.55 | 2.45 | 1.8 | 45.88 | 932 | 158 | 559 |
| 26 Mar | 708.25 | 0.65 | 0 | 42.94 | 18 | -9 | 407 |
| 25 Mar | 710.30 | 0.65 | -0.1 | 42.28 | 27 | -9 | 415 |
| 24 Mar | 713.50 | 0.75 | 0 | 43.89 | 80 | -57 | 425 |
| 21 Mar | 702.95 | 0.75 | -0.2 | 39.82 | 17 | -6 | 482 |
| 20 Mar | 690.05 | 0.95 | -0.05 | 38.25 | 33 | -20 | 488 |
| 19 Mar | 682.25 | 1 | -0.15 | 36.36 | 62 | -13 | 506 |
| 18 Mar | 680.05 | 1.15 | -1.2 | 36.37 | 217 | 9 | 523 |
| 17 Mar | 661.05 | 2.35 | -0.55 | 37.23 | 318 | 118 | 515 |
| 13 Mar | 655.50 | 2.9 | 0.25 | 36.15 | 93 | 12 | 397 |
| 12 Mar | 668.30 | 2.6 | -0.9 | 37.89 | 252 | 18 | 385 |
| 11 Mar | 648.05 | 3.4 | -0.2 | 35.48 | 49 | 4 | 367 |
| 10 Mar | 648.15 | 3.65 | 0 | 35.16 | 94 | 49 | 363 |
| 7 Mar | 648.30 | 3.6 | -1.25 | 34.35 | 143 | 14 | 314 |
| 6 Mar | 639.65 | 4.95 | 0.25 | 35.12 | 203 | -29 | 292 |
| 5 Mar | 640.80 | 4.5 | -2.8 | 34.49 | 267 | -110 | 321 |
| 4 Mar | 619.20 | 7.25 | 0.4 | 33.75 | 210 | 79 | 432 |
| 3 Mar | 621.15 | 6.95 | -0.2 | 33.49 | 583 | 332 | 353 |
| 28 Feb | 620.65 | 8.15 | 3.55 | 34.52 | 39 | 20 | 20 |
For Tata Motors Limited - strike price 560 expiring on 24APR2025
Delta for 560 PE is -0.21
Historical price for 560 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 6.45, which was -5.3 lower than the previous day. The implied volatity was 45.95, the open interest changed by -470 which decreased total open position to 3347
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 11.15, which was 0.55 higher than the previous day. The implied volatity was 47.66, the open interest changed by -250 which decreased total open position to 3815
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 10.2, which was -7.4 lower than the previous day. The implied volatity was 47.65, the open interest changed by 50 which increased total open position to 4064
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 17.35, which was 14.35 higher than the previous day. The implied volatity was 56.35, the open interest changed by 1682 which increased total open position to 4010
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 2.9, which was 1.95 higher than the previous day. The implied volatity was 36.04, the open interest changed by 1374 which increased total open position to 2333
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 39.21, the open interest changed by -71 which decreased total open position to 959
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 1.1, which was 0 lower than the previous day. The implied volatity was 44.17, the open interest changed by 359 which increased total open position to 1029
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 43.57, the open interest changed by 116 which increased total open position to 673
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 1.4, which was -0.95 lower than the previous day. The implied volatity was 42.31, the open interest changed by -7 which decreased total open position to 557
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 2.45, which was 1.8 higher than the previous day. The implied volatity was 45.88, the open interest changed by 158 which increased total open position to 559
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 42.94, the open interest changed by -9 which decreased total open position to 407
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 42.28, the open interest changed by -9 which decreased total open position to 415
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 0.75, which was 0 lower than the previous day. The implied volatity was 43.89, the open interest changed by -57 which decreased total open position to 425
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 39.82, the open interest changed by -6 which decreased total open position to 482
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 38.25, the open interest changed by -20 which decreased total open position to 488
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 36.36, the open interest changed by -13 which decreased total open position to 506
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 1.15, which was -1.2 lower than the previous day. The implied volatity was 36.37, the open interest changed by 9 which increased total open position to 523
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 2.35, which was -0.55 lower than the previous day. The implied volatity was 37.23, the open interest changed by 118 which increased total open position to 515
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 2.9, which was 0.25 higher than the previous day. The implied volatity was 36.15, the open interest changed by 12 which increased total open position to 397
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 2.6, which was -0.9 lower than the previous day. The implied volatity was 37.89, the open interest changed by 18 which increased total open position to 385
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 3.4, which was -0.2 lower than the previous day. The implied volatity was 35.48, the open interest changed by 4 which increased total open position to 367
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 3.65, which was 0 lower than the previous day. The implied volatity was 35.16, the open interest changed by 49 which increased total open position to 363
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 3.6, which was -1.25 lower than the previous day. The implied volatity was 34.35, the open interest changed by 14 which increased total open position to 314
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 4.95, which was 0.25 higher than the previous day. The implied volatity was 35.12, the open interest changed by -29 which decreased total open position to 292
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 4.5, which was -2.8 lower than the previous day. The implied volatity was 34.49, the open interest changed by -110 which decreased total open position to 321
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 7.25, which was 0.4 higher than the previous day. The implied volatity was 33.75, the open interest changed by 79 which increased total open position to 432
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 6.95, which was -0.2 lower than the previous day. The implied volatity was 33.49, the open interest changed by 332 which increased total open position to 353
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 8.15, which was 3.55 higher than the previous day. The implied volatity was 34.52, the open interest changed by 20 which increased total open position to 20
