TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 570 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.37
Theta: -0.74
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 36.6 | 6.55 | 44.43 | 1,183 | -18 | 1,829 | |||
| 9 Apr | 582.90 | 30.9 | -3.45 | 46.03 | 1,658 | -232 | 1,850 | |||
| 8 Apr | 588.85 | 34.7 | 3.6 | 44.89 | 3,230 | -337 | 2,085 | |||
| 7 Apr | 579.75 | 31.9 | -18.3 | 49.40 | 23,646 | 2,305 | 2,432 | |||
| 4 Apr | 613.85 | 50.55 | -40.35 | 29.37 | 157 | 24 | 125 | |||
| 3 Apr | 653.95 | 90.9 | -14.95 | 42.22 | 1 | 0 | 100 | |||
| 2 Apr | 671.90 | 105.85 | -0.85 | 31.47 | 11 | 0 | 102 | |||
| 1 Apr | 671.85 | 106.7 | -3.45 | 39.96 | 13 | -3 | 102 | |||
| 28 Mar | 674.45 | 109.15 | 2.15 | 40.70 | 45 | -5 | 105 | |||
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| 27 Mar | 668.55 | 107 | -35.5 | 45.10 | 10 | 5 | 110 | |||
| 26 Mar | 708.25 | 142.5 | -4.55 | 39.60 | 11 | 7 | 104 | |||
| 25 Mar | 710.30 | 147.05 | -0.15 | 59.96 | 34 | 16 | 97 | |||
| 24 Mar | 713.50 | 147.2 | 13.5 | - | 18 | 11 | 79 | |||
| 21 Mar | 702.95 | 134.2 | 11.8 | - | 44 | 25 | 64 | |||
| 20 Mar | 690.05 | 122.4 | 30.25 | - | 41 | 37 | 37 | |||
| 19 Mar | 682.25 | 92.15 | 0 | - | 0 | 0 | 0 | |||
| 18 Mar | 680.05 | 92.15 | 0 | - | 0 | 0 | 0 | |||
| 17 Mar | 661.05 | 92.15 | 0 | - | 0 | 0 | 0 | |||
| 13 Mar | 655.50 | 92.15 | 0 | - | 0 | 0 | 0 | |||
| 12 Mar | 668.30 | 92.15 | 0 | - | 0 | 0 | 0 | |||
| 11 Mar | 648.05 | 92.15 | 0 | - | 0 | 0 | 0 | |||
| 10 Mar | 648.15 | 92.15 | 0 | - | 0 | 0 | 0 | |||
| 7 Mar | 648.30 | 92.15 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 639.65 | 92.15 | 0 | - | 0 | 0 | 0 | |||
| 5 Mar | 640.80 | 92.15 | 0 | - | 0 | 0 | 0 | |||
| 4 Mar | 619.20 | 92.15 | 0 | - | 0 | 0 | 0 | |||
| 3 Mar | 621.15 | 92.15 | 0 | - | 0 | 0 | 0 | |||
| 28 Feb | 620.65 | 92.15 | 0 | - | 0 | 0 | 0 | |||
For Tata Motors Limited - strike price 570 expiring on 24APR2025
Delta for 570 CE is 0.73
Historical price for 570 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 36.6, which was 6.55 higher than the previous day. The implied volatity was 44.43, the open interest changed by -18 which decreased total open position to 1829
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 30.9, which was -3.45 lower than the previous day. The implied volatity was 46.03, the open interest changed by -232 which decreased total open position to 1850
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 34.7, which was 3.6 higher than the previous day. The implied volatity was 44.89, the open interest changed by -337 which decreased total open position to 2085
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 31.9, which was -18.3 lower than the previous day. The implied volatity was 49.40, the open interest changed by 2305 which increased total open position to 2432
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 50.55, which was -40.35 lower than the previous day. The implied volatity was 29.37, the open interest changed by 24 which increased total open position to 125
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 90.9, which was -14.95 lower than the previous day. The implied volatity was 42.22, the open interest changed by 0 which decreased total open position to 100
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 105.85, which was -0.85 lower than the previous day. The implied volatity was 31.47, the open interest changed by 0 which decreased total open position to 102
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 106.7, which was -3.45 lower than the previous day. The implied volatity was 39.96, the open interest changed by -3 which decreased total open position to 102
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 109.15, which was 2.15 higher than the previous day. The implied volatity was 40.70, the open interest changed by -5 which decreased total open position to 105
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 107, which was -35.5 lower than the previous day. The implied volatity was 45.10, the open interest changed by 5 which increased total open position to 110
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 142.5, which was -4.55 lower than the previous day. The implied volatity was 39.60, the open interest changed by 7 which increased total open position to 104
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 147.05, which was -0.15 lower than the previous day. The implied volatity was 59.96, the open interest changed by 16 which increased total open position to 97
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 147.2, which was 13.5 higher than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 79
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 134.2, which was 11.8 higher than the previous day. The implied volatity was -, the open interest changed by 25 which increased total open position to 64
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 122.4, which was 30.25 higher than the previous day. The implied volatity was -, the open interest changed by 37 which increased total open position to 37
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 92.15, 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 92.15, 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 92.15, 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 92.15, 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 92.15, 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 92.15, 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 92.15, 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 92.15, 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 92.15, 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 92.15, 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 92.15, 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 92.15, 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 92.15, 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 570 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.37
Theta: -0.57
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 8.25 | -6.55 | 43.56 | 9,055 | 24 | 2,206 |
| 9 Apr | 582.90 | 14 | 0.75 | 45.89 | 6,214 | -62 | 2,174 |
| 8 Apr | 588.85 | 12.75 | -8.45 | 45.89 | 10,162 | 53 | 2,246 |
| 7 Apr | 579.75 | 20.6 | 16.25 | 54.48 | 20,244 | 171 | 2,225 |
| 4 Apr | 613.85 | 4.15 | 2.9 | 35.28 | 7,304 | 1,631 | 2,060 |
| 3 Apr | 653.95 | 1.25 | -0.15 | 37.70 | 520 | 54 | 428 |
| 2 Apr | 671.90 | 1.4 | 0 | 42.72 | 469 | 51 | 383 |
| 1 Apr | 671.85 | 1.4 | -0.35 | 41.75 | 251 | 4 | 343 |
| 28 Mar | 674.45 | 1.75 | -1.25 | 40.96 | 468 | 73 | 339 |
| 27 Mar | 668.55 | 3.05 | 1.95 | 44.76 | 689 | 251 | 267 |
| 26 Mar | 708.25 | 1.15 | 0.3 | 44.33 | 16 | -1 | 16 |
| 25 Mar | 710.30 | 0.85 | -0.2 | 41.50 | 4 | 0 | 19 |
| 24 Mar | 713.50 | 1.05 | 0.2 | 43.51 | 41 | 3 | 24 |
| 21 Mar | 702.95 | 0.85 | -0.05 | 38.05 | 7 | 3 | 20 |
| 20 Mar | 690.05 | 0.9 | -0.75 | 35.27 | 5 | 2 | 17 |
| 19 Mar | 682.25 | 1.65 | 0 | 0.00 | 0 | 15 | 0 |
| 18 Mar | 680.05 | 1.65 | -5.7 | 36.24 | 28 | 14 | 14 |
| 17 Mar | 661.05 | 7.35 | 0 | 12.69 | 0 | 0 | 0 |
| 13 Mar | 655.50 | 7.35 | 0 | 11.90 | 0 | 0 | 0 |
| 12 Mar | 668.30 | 7.35 | 0 | 12.98 | 0 | 0 | 0 |
| 11 Mar | 648.05 | 7.35 | 0 | 11.02 | 0 | 0 | 0 |
| 10 Mar | 648.15 | 7.35 | 0 | 10.69 | 0 | 0 | 0 |
| 7 Mar | 648.30 | 7.35 | 0 | 10.58 | 0 | 0 | 0 |
| 6 Mar | 639.65 | 7.35 | 0 | 9.66 | 0 | 0 | 0 |
| 5 Mar | 640.80 | 7.35 | 0 | 9.86 | 0 | 0 | 0 |
| 4 Mar | 619.20 | 7.35 | 0 | 6.98 | 0 | 0 | 0 |
| 3 Mar | 621.15 | 7.35 | 0 | 7.13 | 0 | 0 | 0 |
| 28 Feb | 620.65 | 7.35 | 0 | 6.91 | 0 | 0 | 0 |
For Tata Motors Limited - strike price 570 expiring on 24APR2025
Delta for 570 PE is -0.27
Historical price for 570 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 8.25, which was -6.55 lower than the previous day. The implied volatity was 43.56, the open interest changed by 24 which increased total open position to 2206
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 14, which was 0.75 higher than the previous day. The implied volatity was 45.89, the open interest changed by -62 which decreased total open position to 2174
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 12.75, which was -8.45 lower than the previous day. The implied volatity was 45.89, the open interest changed by 53 which increased total open position to 2246
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 20.6, which was 16.25 higher than the previous day. The implied volatity was 54.48, the open interest changed by 171 which increased total open position to 2225
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 4.15, which was 2.9 higher than the previous day. The implied volatity was 35.28, the open interest changed by 1631 which increased total open position to 2060
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 1.25, which was -0.15 lower than the previous day. The implied volatity was 37.70, the open interest changed by 54 which increased total open position to 428
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 42.72, the open interest changed by 51 which increased total open position to 383
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 41.75, the open interest changed by 4 which increased total open position to 343
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 1.75, which was -1.25 lower than the previous day. The implied volatity was 40.96, the open interest changed by 73 which increased total open position to 339
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 3.05, which was 1.95 higher than the previous day. The implied volatity was 44.76, the open interest changed by 251 which increased total open position to 267
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 1.15, which was 0.3 higher than the previous day. The implied volatity was 44.33, the open interest changed by -1 which decreased total open position to 16
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 0.85, which was -0.2 lower than the previous day. The implied volatity was 41.50, the open interest changed by 0 which decreased total open position to 19
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 1.05, which was 0.2 higher than the previous day. The implied volatity was 43.51, the open interest changed by 3 which increased total open position to 24
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 38.05, the open interest changed by 3 which increased total open position to 20
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 0.9, which was -0.75 lower than the previous day. The implied volatity was 35.27, the open interest changed by 2 which increased total open position to 17
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 15 which increased total open position to 0
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 1.65, which was -5.7 lower than the previous day. The implied volatity was 36.24, the open interest changed by 14 which increased total open position to 14
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 7.35, which was 0 lower than the previous day. The implied volatity was 12.69, 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 7.35, which was 0 lower than the previous day. The implied volatity was 11.90, 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 7.35, which was 0 lower than the previous day. The implied volatity was 12.98, 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 7.35, which was 0 lower than the previous day. The implied volatity was 11.02, 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 7.35, which was 0 lower than the previous day. The implied volatity was 10.69, 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 7.35, which was 0 lower than the previous day. The implied volatity was 10.58, 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 7.35, which was 0 lower than the previous day. The implied volatity was 9.66, 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 7.35, which was 0 lower than the previous day. The implied volatity was 9.86, 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 7.35, which was 0 lower than the previous day. The implied volatity was 6.98, 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 7.35, which was 0 lower than the previous day. The implied volatity was 7.13, 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 7.35, which was 0 lower than the previous day. The implied volatity was 6.91, the open interest changed by 0 which decreased total open position to 0
