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[--[65.84.65.76]--]
TATAMOTORS
Tata Motors Limited

595.05 12.15 (2.08%)

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Historical option data for TATAMOTORS

11 Apr 2025 04:11 PM IST
TATAMOTORS 24APR2025 590 CE
Delta: 0.58
Vega: 0.44
Theta: -0.80
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 595.05 23.15 4.4 42.25 8,867 -724 2,689
9 Apr 582.90 19.3 -2.75 43.91 11,435 502 3,427
8 Apr 588.85 22.45 1.9 43.10 13,601 222 2,946
7 Apr 579.75 21.35 -12.55 48.35 19,542 2,564 2,722
4 Apr 613.85 34.65 -33.35 30.00 280 143 158
3 Apr 653.95 68 -13 - 1 0 14
2 Apr 671.90 81 -9.2 - 5 0 9
1 Apr 671.85 90.2 0 0.00 0 0 0
28 Mar 674.45 90.2 13.6 37.79 9 0 0
27 Mar 668.55 76.6 0 - 0 0 0
26 Mar 708.25 76.6 0 - 0 0 0
25 Mar 710.30 76.6 0 - 0 0 0
24 Mar 713.50 76.6 0 - 0 0 0
21 Mar 702.95 76.6 0 - 0 0 0
20 Mar 690.05 76.6 0 - 0 0 0
19 Mar 682.25 76.6 0 - 0 0 0
18 Mar 680.05 76.6 0 - 0 0 0
17 Mar 661.05 76.6 0 - 0 0 0
13 Mar 655.50 76.6 0 - 0 0 0
12 Mar 668.30 76.6 0 - 0 0 0
11 Mar 648.05 76.6 0 - 0 0 0
10 Mar 648.15 76.6 0 - 0 0 0
7 Mar 648.30 76.6 0 - 0 0 0
6 Mar 639.65 76.6 0 - 0 0 0
5 Mar 640.80 76.6 0 - 0 0 0
4 Mar 619.20 76.6 0 - 0 0 0
3 Mar 621.15 76.6 0 - 0 0 0
28 Feb 620.65 76.6 0 - 0 0 0


For Tata Motors Limited - strike price 590 expiring on 24APR2025

Delta for 590 CE is 0.58

Historical price for 590 CE is as follows

On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 23.15, which was 4.4 higher than the previous day. The implied volatity was 42.25, the open interest changed by -724 which decreased total open position to 2689


On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 19.3, which was -2.75 lower than the previous day. The implied volatity was 43.91, the open interest changed by 502 which increased total open position to 3427


On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 22.45, which was 1.9 higher than the previous day. The implied volatity was 43.10, the open interest changed by 222 which increased total open position to 2946


On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 21.35, which was -12.55 lower than the previous day. The implied volatity was 48.35, the open interest changed by 2564 which increased total open position to 2722


On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 34.65, which was -33.35 lower than the previous day. The implied volatity was 30.00, the open interest changed by 143 which increased total open position to 158


On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 68, which was -13 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 81, which was -9.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 90.2, 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 90.2, which was 13.6 higher than the previous day. The implied volatity was 37.79, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 76.6, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 590 PE
Delta: -0.41
Vega: 0.44
Theta: -0.63
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
11 Apr 595.05 14.7 -8.65 41.82 15,362 415 2,798
9 Apr 582.90 22.1 1.25 43.32 7,923 67 2,375
8 Apr 588.85 20.25 -10.25 43.68 11,966 575 2,315
7 Apr 579.75 30 21.5 53.33 5,644 -257 1,743
4 Apr 613.85 8.2 5.85 34.08 9,745 1,058 2,001
3 Apr 653.95 2.3 0.1 35.19 988 101 944
2 Apr 671.90 2.25 -0.1 39.74 781 94 846
1 Apr 671.85 2.4 -0.3 39.49 762 43 752
28 Mar 674.45 2.8 -1.7 38.51 1,441 38 709
27 Mar 668.55 4.55 3.4 42.16 2,060 556 677
26 Mar 708.25 1.05 -0.35 37.91 26 14 121
25 Mar 710.30 1.4 -0.4 39.56 30 -5 107
24 Mar 713.50 1.8 0.3 42.38 56 -15 111
21 Mar 702.95 1.5 0.05 36.65 25 -3 127
20 Mar 690.05 1.45 -0.75 33.05 26 -7 130
19 Mar 682.25 2.2 -0.25 33.73 21 1 136
18 Mar 680.05 2.45 -2.15 33.64 103 36 136
17 Mar 661.05 4.65 -0.7 34.34 84 49 102
13 Mar 655.50 5.35 0.7 32.90 4 2 54
12 Mar 668.30 4.65 -2 34.65 42 19 50
11 Mar 648.05 7 0.35 0.00 0 9 0
10 Mar 648.15 7 0.05 32.59 23 10 31
7 Mar 648.30 6.95 0.25 31.99 13 9 21
6 Mar 639.65 6.7 -2 28.84 1 0 11
5 Mar 640.80 8.7 -6.7 32.57 1 0 11
4 Mar 619.20 15.4 3.8 34.22 11 10 10
3 Mar 621.15 11.6 0 4.83 0 0 0
28 Feb 620.65 11.6 0 4.68 0 0 0


For Tata Motors Limited - strike price 590 expiring on 24APR2025

Delta for 590 PE is -0.41

Historical price for 590 PE is as follows

On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 14.7, which was -8.65 lower than the previous day. The implied volatity was 41.82, the open interest changed by 415 which increased total open position to 2798


On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 22.1, which was 1.25 higher than the previous day. The implied volatity was 43.32, the open interest changed by 67 which increased total open position to 2375


On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 20.25, which was -10.25 lower than the previous day. The implied volatity was 43.68, the open interest changed by 575 which increased total open position to 2315


On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 30, which was 21.5 higher than the previous day. The implied volatity was 53.33, the open interest changed by -257 which decreased total open position to 1743


On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 8.2, which was 5.85 higher than the previous day. The implied volatity was 34.08, the open interest changed by 1058 which increased total open position to 2001


On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 2.3, which was 0.1 higher than the previous day. The implied volatity was 35.19, the open interest changed by 101 which increased total open position to 944


On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 2.25, which was -0.1 lower than the previous day. The implied volatity was 39.74, the open interest changed by 94 which increased total open position to 846


On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 2.4, which was -0.3 lower than the previous day. The implied volatity was 39.49, the open interest changed by 43 which increased total open position to 752


On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 2.8, which was -1.7 lower than the previous day. The implied volatity was 38.51, the open interest changed by 38 which increased total open position to 709


On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 4.55, which was 3.4 higher than the previous day. The implied volatity was 42.16, the open interest changed by 556 which increased total open position to 677


On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 37.91, the open interest changed by 14 which increased total open position to 121


On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 1.4, which was -0.4 lower than the previous day. The implied volatity was 39.56, the open interest changed by -5 which decreased total open position to 107


On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 1.8, which was 0.3 higher than the previous day. The implied volatity was 42.38, the open interest changed by -15 which decreased total open position to 111


On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 36.65, the open interest changed by -3 which decreased total open position to 127


On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 1.45, which was -0.75 lower than the previous day. The implied volatity was 33.05, the open interest changed by -7 which decreased total open position to 130


On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 2.2, which was -0.25 lower than the previous day. The implied volatity was 33.73, the open interest changed by 1 which increased total open position to 136


On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 2.45, which was -2.15 lower than the previous day. The implied volatity was 33.64, the open interest changed by 36 which increased total open position to 136


On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 4.65, which was -0.7 lower than the previous day. The implied volatity was 34.34, the open interest changed by 49 which increased total open position to 102


On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 5.35, which was 0.7 higher than the previous day. The implied volatity was 32.90, the open interest changed by 2 which increased total open position to 54


On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 4.65, which was -2 lower than the previous day. The implied volatity was 34.65, the open interest changed by 19 which increased total open position to 50


On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 7, which was 0.35 higher than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0


On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 7, which was 0.05 higher than the previous day. The implied volatity was 32.59, the open interest changed by 10 which increased total open position to 31


On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 6.95, which was 0.25 higher than the previous day. The implied volatity was 31.99, the open interest changed by 9 which increased total open position to 21


On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 6.7, which was -2 lower than the previous day. The implied volatity was 28.84, the open interest changed by 0 which decreased total open position to 11


On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 8.7, which was -6.7 lower than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 11


On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 15.4, which was 3.8 higher than the previous day. The implied volatity was 34.22, the open interest changed by 10 which increased total open position to 10


On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 11.6, which was 0 lower than the previous day. The implied volatity was 4.83, 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 11.6, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0