TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 0.45
Theta: -0.80
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 17.85 | 3.25 | 41.77 | 39,625 | 3,510 | 11,157 | |||
| 9 Apr | 582.90 | 14.95 | -2.45 | 43.26 | 19,814 | 1,181 | 7,662 | |||
| 8 Apr | 588.85 | 17.75 | 0.7 | 42.93 | 30,586 | 1,582 | 6,493 | |||
| 7 Apr | 579.75 | 17.5 | -9.8 | 48.77 | 42,344 | 3,654 | 4,854 | |||
| 4 Apr | 613.85 | 27.8 | -31.55 | 30.16 | 3,559 | 824 | 1,229 | |||
| 3 Apr | 653.95 | 60.05 | -18.5 | 25.72 | 249 | 60 | 404 | |||
| 2 Apr | 671.90 | 78 | 0.65 | 35.70 | 159 | -2 | 345 | |||
| 1 Apr | 671.85 | 77 | -4.45 | 30.51 | 136 | -17 | 347 | |||
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| 28 Mar | 674.45 | 80.6 | 1.65 | 35.38 | 149 | 2 | 364 | |||
| 27 Mar | 668.55 | 80 | -33.5 | 41.75 | 431 | 189 | 361 | |||
| 26 Mar | 708.25 | 113.5 | -1.65 | 36.86 | 40 | 15 | 171 | |||
| 25 Mar | 710.30 | 114.3 | -7 | 38.93 | 27 | 5 | 157 | |||
| 24 Mar | 713.50 | 121.3 | 12.45 | 41.73 | 64 | 20 | 152 | |||
| 21 Mar | 702.95 | 109.15 | 9.95 | 31.79 | 36 | 0 | 134 | |||
| 20 Mar | 690.05 | 99.2 | 9.2 | 38.75 | 50 | -23 | 133 | |||
| 19 Mar | 682.25 | 90 | 1.85 | 33.51 | 29 | 2 | 156 | |||
| 18 Mar | 680.05 | 88.15 | 16.7 | 33.20 | 45 | 11 | 154 | |||
| 17 Mar | 661.05 | 71.45 | 4.4 | 32.02 | 18 | 11 | 142 | |||
| 13 Mar | 655.50 | 67.05 | -9.95 | 29.81 | 10 | 5 | 130 | |||
| 12 Mar | 668.30 | 77 | 15 | 24.39 | 67 | 22 | 125 | |||
| 11 Mar | 648.05 | 62 | 2.35 | 28.33 | 6 | 1 | 103 | |||
| 10 Mar | 648.15 | 61 | -1.6 | 29.79 | 13 | -1 | 102 | |||
| 7 Mar | 648.30 | 61.1 | 5.1 | 26.68 | 52 | 40 | 103 | |||
| 6 Mar | 639.65 | 56 | 3.5 | 29.12 | 8 | 0 | 62 | |||
| 5 Mar | 640.80 | 52.5 | 10.4 | 19.08 | 26 | 4 | 63 | |||
| 4 Mar | 619.20 | 42.1 | -5.55 | 28.63 | 36 | 6 | 59 | |||
| 3 Mar | 621.15 | 47.65 | 2.3 | 33.32 | 73 | 44 | 52 | |||
| 28 Feb | 620.65 | 45 | -72.3 | 29.51 | 12 | 7 | 7 | |||
For Tata Motors Limited - strike price 600 expiring on 24APR2025
Delta for 600 CE is 0.50
Historical price for 600 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 17.85, which was 3.25 higher than the previous day. The implied volatity was 41.77, the open interest changed by 3510 which increased total open position to 11157
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 14.95, which was -2.45 lower than the previous day. The implied volatity was 43.26, the open interest changed by 1181 which increased total open position to 7662
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 17.75, which was 0.7 higher than the previous day. The implied volatity was 42.93, the open interest changed by 1582 which increased total open position to 6493
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 17.5, which was -9.8 lower than the previous day. The implied volatity was 48.77, the open interest changed by 3654 which increased total open position to 4854
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 27.8, which was -31.55 lower than the previous day. The implied volatity was 30.16, the open interest changed by 824 which increased total open position to 1229
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 60.05, which was -18.5 lower than the previous day. The implied volatity was 25.72, the open interest changed by 60 which increased total open position to 404
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 78, which was 0.65 higher than the previous day. The implied volatity was 35.70, the open interest changed by -2 which decreased total open position to 345
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 77, which was -4.45 lower than the previous day. The implied volatity was 30.51, the open interest changed by -17 which decreased total open position to 347
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 80.6, which was 1.65 higher than the previous day. The implied volatity was 35.38, the open interest changed by 2 which increased total open position to 364
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 80, which was -33.5 lower than the previous day. The implied volatity was 41.75, the open interest changed by 189 which increased total open position to 361
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 113.5, which was -1.65 lower than the previous day. The implied volatity was 36.86, the open interest changed by 15 which increased total open position to 171
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 114.3, which was -7 lower than the previous day. The implied volatity was 38.93, the open interest changed by 5 which increased total open position to 157
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 121.3, which was 12.45 higher than the previous day. The implied volatity was 41.73, the open interest changed by 20 which increased total open position to 152
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 109.15, which was 9.95 higher than the previous day. The implied volatity was 31.79, the open interest changed by 0 which decreased total open position to 134
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 99.2, which was 9.2 higher than the previous day. The implied volatity was 38.75, the open interest changed by -23 which decreased total open position to 133
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 90, which was 1.85 higher than the previous day. The implied volatity was 33.51, the open interest changed by 2 which increased total open position to 156
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 88.15, which was 16.7 higher than the previous day. The implied volatity was 33.20, the open interest changed by 11 which increased total open position to 154
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 71.45, which was 4.4 higher than the previous day. The implied volatity was 32.02, the open interest changed by 11 which increased total open position to 142
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 67.05, which was -9.95 lower than the previous day. The implied volatity was 29.81, the open interest changed by 5 which increased total open position to 130
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 77, which was 15 higher than the previous day. The implied volatity was 24.39, the open interest changed by 22 which increased total open position to 125
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 62, which was 2.35 higher than the previous day. The implied volatity was 28.33, the open interest changed by 1 which increased total open position to 103
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 61, which was -1.6 lower than the previous day. The implied volatity was 29.79, the open interest changed by -1 which decreased total open position to 102
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 61.1, which was 5.1 higher than the previous day. The implied volatity was 26.68, the open interest changed by 40 which increased total open position to 103
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 56, which was 3.5 higher than the previous day. The implied volatity was 29.12, the open interest changed by 0 which decreased total open position to 62
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 52.5, which was 10.4 higher than the previous day. The implied volatity was 19.08, the open interest changed by 4 which increased total open position to 63
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 42.1, which was -5.55 lower than the previous day. The implied volatity was 28.63, the open interest changed by 6 which increased total open position to 59
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 47.65, which was 2.3 higher than the previous day. The implied volatity was 33.32, the open interest changed by 44 which increased total open position to 52
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 45, which was -72.3 lower than the previous day. The implied volatity was 29.51, the open interest changed by 7 which increased total open position to 7
| TATAMOTORS 24APR2025 600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.50
Vega: 0.45
Theta: -0.62
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 19.4 | -9.85 | 41.07 | 24,925 | 2,003 | 5,670 |
| 9 Apr | 582.90 | 27.85 | 1.8 | 43.28 | 4,604 | -156 | 3,665 |
| 8 Apr | 588.85 | 25.25 | -10.8 | 42.98 | 9,800 | 265 | 3,838 |
| 7 Apr | 579.75 | 35.8 | 24.1 | 53.23 | 11,701 | -2,236 | 3,588 |
| 4 Apr | 613.85 | 11.25 | 7.9 | 33.67 | 31,335 | 457 | 5,823 |
| 3 Apr | 653.95 | 3.3 | 0.4 | 34.56 | 6,120 | 548 | 5,359 |
| 2 Apr | 671.90 | 3 | -0.1 | 38.77 | 3,609 | 613 | 4,765 |
| 1 Apr | 671.85 | 3.15 | -0.35 | 38.43 | 3,703 | 396 | 4,131 |
| 28 Mar | 674.45 | 3.55 | -2.05 | 37.33 | 6,089 | 328 | 3,735 |
| 27 Mar | 668.55 | 5.6 | 3.95 | 40.99 | 9,776 | 2,160 | 3,401 |
| 26 Mar | 708.25 | 1.6 | -0.1 | 38.15 | 368 | 114 | 1,225 |
| 25 Mar | 710.30 | 1.7 | 0 | 38.06 | 347 | 71 | 1,111 |
| 24 Mar | 713.50 | 1.7 | -0.1 | 38.98 | 413 | 19 | 1,040 |
| 21 Mar | 702.95 | 1.8 | -0.45 | 35.23 | 452 | 60 | 1,021 |
| 20 Mar | 690.05 | 2.25 | -0.7 | 33.46 | 484 | 81 | 963 |
| 19 Mar | 682.25 | 2.95 | -0.2 | 33.19 | 464 | 118 | 881 |
| 18 Mar | 680.05 | 3.25 | -2.5 | 33.07 | 527 | -34 | 763 |
| 17 Mar | 661.05 | 5.75 | -1.3 | 33.29 | 431 | 147 | 798 |
| 13 Mar | 655.50 | 7.05 | 1 | 32.68 | 394 | 79 | 652 |
| 12 Mar | 668.30 | 6.05 | -2.4 | 34.39 | 789 | 7 | 562 |
| 11 Mar | 648.05 | 8.55 | 0.15 | 32.76 | 394 | 96 | 556 |
| 10 Mar | 648.15 | 8.35 | -0.3 | 31.31 | 339 | 18 | 459 |
| 7 Mar | 648.30 | 8.55 | -2.6 | 31.17 | 352 | -86 | 441 |
| 6 Mar | 639.65 | 11.25 | 0.4 | 32.09 | 370 | 157 | 535 |
| 5 Mar | 640.80 | 10.95 | -6.45 | 32.28 | 390 | 157 | 378 |
| 4 Mar | 619.20 | 17.35 | 0.65 | 32.33 | 246 | 54 | 219 |
| 3 Mar | 621.15 | 16.5 | -1.65 | 31.81 | 335 | 103 | 166 |
| 28 Feb | 620.65 | 18.45 | 8 | 33.13 | 160 | 62 | 62 |
For Tata Motors Limited - strike price 600 expiring on 24APR2025
Delta for 600 PE is -0.50
Historical price for 600 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 19.4, which was -9.85 lower than the previous day. The implied volatity was 41.07, the open interest changed by 2003 which increased total open position to 5670
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 27.85, which was 1.8 higher than the previous day. The implied volatity was 43.28, the open interest changed by -156 which decreased total open position to 3665
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 25.25, which was -10.8 lower than the previous day. The implied volatity was 42.98, the open interest changed by 265 which increased total open position to 3838
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 35.8, which was 24.1 higher than the previous day. The implied volatity was 53.23, the open interest changed by -2236 which decreased total open position to 3588
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 11.25, which was 7.9 higher than the previous day. The implied volatity was 33.67, the open interest changed by 457 which increased total open position to 5823
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 3.3, which was 0.4 higher than the previous day. The implied volatity was 34.56, the open interest changed by 548 which increased total open position to 5359
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 3, which was -0.1 lower than the previous day. The implied volatity was 38.77, the open interest changed by 613 which increased total open position to 4765
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 38.43, the open interest changed by 396 which increased total open position to 4131
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 3.55, which was -2.05 lower than the previous day. The implied volatity was 37.33, the open interest changed by 328 which increased total open position to 3735
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 5.6, which was 3.95 higher than the previous day. The implied volatity was 40.99, the open interest changed by 2160 which increased total open position to 3401
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 38.15, the open interest changed by 114 which increased total open position to 1225
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 38.06, the open interest changed by 71 which increased total open position to 1111
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 1.7, which was -0.1 lower than the previous day. The implied volatity was 38.98, the open interest changed by 19 which increased total open position to 1040
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 1.8, which was -0.45 lower than the previous day. The implied volatity was 35.23, the open interest changed by 60 which increased total open position to 1021
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 2.25, which was -0.7 lower than the previous day. The implied volatity was 33.46, the open interest changed by 81 which increased total open position to 963
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 2.95, which was -0.2 lower than the previous day. The implied volatity was 33.19, the open interest changed by 118 which increased total open position to 881
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 3.25, which was -2.5 lower than the previous day. The implied volatity was 33.07, the open interest changed by -34 which decreased total open position to 763
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 5.75, which was -1.3 lower than the previous day. The implied volatity was 33.29, the open interest changed by 147 which increased total open position to 798
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 7.05, which was 1 higher than the previous day. The implied volatity was 32.68, the open interest changed by 79 which increased total open position to 652
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 6.05, which was -2.4 lower than the previous day. The implied volatity was 34.39, the open interest changed by 7 which increased total open position to 562
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 8.55, which was 0.15 higher than the previous day. The implied volatity was 32.76, the open interest changed by 96 which increased total open position to 556
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 8.35, which was -0.3 lower than the previous day. The implied volatity was 31.31, the open interest changed by 18 which increased total open position to 459
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 8.55, which was -2.6 lower than the previous day. The implied volatity was 31.17, the open interest changed by -86 which decreased total open position to 441
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 11.25, which was 0.4 higher than the previous day. The implied volatity was 32.09, the open interest changed by 157 which increased total open position to 535
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 10.95, which was -6.45 lower than the previous day. The implied volatity was 32.28, the open interest changed by 157 which increased total open position to 378
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 17.35, which was 0.65 higher than the previous day. The implied volatity was 32.33, the open interest changed by 54 which increased total open position to 219
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 16.5, which was -1.65 lower than the previous day. The implied volatity was 31.81, the open interest changed by 103 which increased total open position to 166
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 18.45, which was 8 higher than the previous day. The implied volatity was 33.13, the open interest changed by 62 which increased total open position to 62
