TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 610 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.44
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 13.35 | 2.25 | 41.21 | 25,754 | 1,754 | 4,074 | |||
| 9 Apr | 582.90 | 11.45 | -2 | 43.53 | 6,626 | 25 | 2,333 | |||
| 8 Apr | 588.85 | 13.7 | -0.05 | 42.60 | 11,448 | 551 | 2,305 | |||
| 7 Apr | 579.75 | 14.05 | -7.15 | 48.80 | 15,457 | 146 | 1,751 | |||
| 4 Apr | 613.85 | 21.8 | -28.15 | 30.26 | 6,068 | 1,386 | 1,621 | |||
| 3 Apr | 653.95 | 50.2 | -17.75 | 22.55 | 72 | 4 | 235 | |||
| 2 Apr | 671.90 | 67.95 | 0.35 | 31.47 | 13 | -3 | 235 | |||
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| 1 Apr | 671.85 | 67.6 | -4.9 | 29.53 | 68 | 14 | 239 | |||
| 28 Mar | 674.45 | 71.6 | 1.15 | 34.46 | 159 | 80 | 225 | |||
| 27 Mar | 668.55 | 71.15 | -36.85 | 40.07 | 197 | 112 | 143 | |||
| 26 Mar | 708.25 | 108 | 2.3 | 48.85 | 1 | 0 | 32 | |||
| 25 Mar | 710.30 | 105.5 | -4.9 | 40.13 | 17 | 0 | 35 | |||
| 24 Mar | 713.50 | 111.8 | 23.3 | 40.25 | 5 | 1 | 36 | |||
| 21 Mar | 702.95 | 88.5 | 0 | 0.00 | 0 | 2 | 0 | |||
| 20 Mar | 690.05 | 88.5 | 11.5 | 33.38 | 2 | 0 | 33 | |||
| 19 Mar | 682.25 | 77 | 0 | 0.00 | 0 | 0 | 0 | |||
| 18 Mar | 680.05 | 77 | 16.8 | 26.53 | 1 | 0 | 33 | |||
| 17 Mar | 661.05 | 60.2 | 0.7 | 24.88 | 2 | 1 | 32 | |||
| 13 Mar | 655.50 | 59.5 | -9.25 | 30.40 | 3 | 0 | 31 | |||
| 12 Mar | 668.30 | 68.75 | 15.75 | 25.50 | 2 | 0 | 31 | |||
| 11 Mar | 648.05 | 53 | 4.3 | 26.93 | 1 | 0 | 31 | |||
| 10 Mar | 648.15 | 48.7 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Mar | 648.30 | 48.7 | 0 | 0.00 | 0 | 4 | 0 | |||
| 6 Mar | 639.65 | 48.7 | 3.7 | 28.82 | 15 | 4 | 31 | |||
| 5 Mar | 640.80 | 45 | 8.25 | 20.32 | 2 | -1 | 28 | |||
| 4 Mar | 619.20 | 36.75 | 0.75 | 29.47 | 17 | 2 | 29 | |||
| 3 Mar | 621.15 | 36 | -26.55 | 26.85 | 31 | 27 | 27 | |||
| 28 Feb | 620.65 | 62.55 | 0 | - | 0 | 0 | 0 | |||
For Tata Motors Limited - strike price 610 expiring on 24APR2025
Delta for 610 CE is 0.42
Historical price for 610 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 13.35, which was 2.25 higher than the previous day. The implied volatity was 41.21, the open interest changed by 1754 which increased total open position to 4074
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 11.45, which was -2 lower than the previous day. The implied volatity was 43.53, the open interest changed by 25 which increased total open position to 2333
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 13.7, which was -0.05 lower than the previous day. The implied volatity was 42.60, the open interest changed by 551 which increased total open position to 2305
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 14.05, which was -7.15 lower than the previous day. The implied volatity was 48.80, the open interest changed by 146 which increased total open position to 1751
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 21.8, which was -28.15 lower than the previous day. The implied volatity was 30.26, the open interest changed by 1386 which increased total open position to 1621
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 50.2, which was -17.75 lower than the previous day. The implied volatity was 22.55, the open interest changed by 4 which increased total open position to 235
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 67.95, which was 0.35 higher than the previous day. The implied volatity was 31.47, the open interest changed by -3 which decreased total open position to 235
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 67.6, which was -4.9 lower than the previous day. The implied volatity was 29.53, the open interest changed by 14 which increased total open position to 239
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 71.6, which was 1.15 higher than the previous day. The implied volatity was 34.46, the open interest changed by 80 which increased total open position to 225
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 71.15, which was -36.85 lower than the previous day. The implied volatity was 40.07, the open interest changed by 112 which increased total open position to 143
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 108, which was 2.3 higher than the previous day. The implied volatity was 48.85, the open interest changed by 0 which decreased total open position to 32
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 105.5, which was -4.9 lower than the previous day. The implied volatity was 40.13, the open interest changed by 0 which decreased total open position to 35
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 111.8, which was 23.3 higher than the previous day. The implied volatity was 40.25, the open interest changed by 1 which increased total open position to 36
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 88.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 88.5, which was 11.5 higher than the previous day. The implied volatity was 33.38, the open interest changed by 0 which decreased total open position to 33
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 77, 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 77, which was 16.8 higher than the previous day. The implied volatity was 26.53, the open interest changed by 0 which decreased total open position to 33
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 60.2, which was 0.7 higher than the previous day. The implied volatity was 24.88, the open interest changed by 1 which increased total open position to 32
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 59.5, which was -9.25 lower than the previous day. The implied volatity was 30.40, the open interest changed by 0 which decreased total open position to 31
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 68.75, which was 15.75 higher than the previous day. The implied volatity was 25.50, the open interest changed by 0 which decreased total open position to 31
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 53, which was 4.3 higher than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 31
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 48.7, 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 48.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 48.7, which was 3.7 higher than the previous day. The implied volatity was 28.82, the open interest changed by 4 which increased total open position to 31
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 45, which was 8.25 higher than the previous day. The implied volatity was 20.32, the open interest changed by -1 which decreased total open position to 28
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 36.75, which was 0.75 higher than the previous day. The implied volatity was 29.47, the open interest changed by 2 which increased total open position to 29
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 36, which was -26.55 lower than the previous day. The implied volatity was 26.85, the open interest changed by 27 which increased total open position to 27
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 62.55, 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 610 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.44
Theta: -0.58
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 24.9 | -10.95 | 40.57 | 8,692 | 423 | 2,138 |
| 9 Apr | 582.90 | 34.35 | 2.1 | 43.31 | 898 | -45 | 1,718 |
| 8 Apr | 588.85 | 31.5 | -11.3 | 43.37 | 1,676 | 74 | 1,761 |
| 7 Apr | 579.75 | 42.6 | 26.9 | 54.06 | 3,961 | -669 | 2,015 |
| 4 Apr | 613.85 | 15 | 10.5 | 33.17 | 21,586 | 1,231 | 2,711 |
| 3 Apr | 653.95 | 4.4 | 0.7 | 33.28 | 2,518 | 422 | 1,484 |
| 2 Apr | 671.90 | 3.75 | -0.25 | 37.13 | 1,567 | 26 | 1,063 |
| 1 Apr | 671.85 | 4.15 | -0.3 | 37.48 | 1,192 | 250 | 1,036 |
| 28 Mar | 674.45 | 4.6 | -2.25 | 36.44 | 2,057 | 191 | 786 |
| 27 Mar | 668.55 | 6.85 | 4.85 | 39.77 | 1,728 | 423 | 585 |
| 26 Mar | 708.25 | 2 | -0.25 | 36.94 | 61 | 14 | 160 |
| 25 Mar | 710.30 | 2.25 | 0.25 | 37.40 | 95 | 12 | 141 |
| 24 Mar | 713.50 | 2 | -0.45 | 37.41 | 185 | -41 | 129 |
| 21 Mar | 702.95 | 2.35 | -0.5 | 34.48 | 190 | 37 | 172 |
| 20 Mar | 690.05 | 2.8 | -0.95 | 32.27 | 41 | 15 | 135 |
| 19 Mar | 682.25 | 3.75 | -0.35 | 32.24 | 19 | 2 | 120 |
| 18 Mar | 680.05 | 4.1 | -3.2 | 32.09 | 65 | 36 | 114 |
| 17 Mar | 661.05 | 7.35 | -1.95 | 32.68 | 29 | 16 | 79 |
| 13 Mar | 655.50 | 9.3 | 1.9 | 32.74 | 22 | 14 | 61 |
| 12 Mar | 668.30 | 7.4 | -2.8 | 33.49 | 63 | 44 | 47 |
| 11 Mar | 648.05 | 10.2 | -3.2 | 31.53 | 15 | 1 | 3 |
| 10 Mar | 648.15 | 13.4 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 648.30 | 13.4 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 639.65 | 13.4 | -1.5 | 31.04 | 2 | 0 | 2 |
| 5 Mar | 640.80 | 14.9 | -3.8 | 33.62 | 2 | 0 | 3 |
| 4 Mar | 619.20 | 18.7 | 1.4 | 29.37 | 5 | 2 | 2 |
| 3 Mar | 621.15 | 17.3 | 0 | 2.66 | 0 | 0 | 0 |
| 28 Feb | 620.65 | 17.3 | 0 | 2.56 | 0 | 0 | 0 |
For Tata Motors Limited - strike price 610 expiring on 24APR2025
Delta for 610 PE is -0.59
Historical price for 610 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 24.9, which was -10.95 lower than the previous day. The implied volatity was 40.57, the open interest changed by 423 which increased total open position to 2138
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 34.35, which was 2.1 higher than the previous day. The implied volatity was 43.31, the open interest changed by -45 which decreased total open position to 1718
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 31.5, which was -11.3 lower than the previous day. The implied volatity was 43.37, the open interest changed by 74 which increased total open position to 1761
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 42.6, which was 26.9 higher than the previous day. The implied volatity was 54.06, the open interest changed by -669 which decreased total open position to 2015
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 15, which was 10.5 higher than the previous day. The implied volatity was 33.17, the open interest changed by 1231 which increased total open position to 2711
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 4.4, which was 0.7 higher than the previous day. The implied volatity was 33.28, the open interest changed by 422 which increased total open position to 1484
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 3.75, which was -0.25 lower than the previous day. The implied volatity was 37.13, the open interest changed by 26 which increased total open position to 1063
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 4.15, which was -0.3 lower than the previous day. The implied volatity was 37.48, the open interest changed by 250 which increased total open position to 1036
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 4.6, which was -2.25 lower than the previous day. The implied volatity was 36.44, the open interest changed by 191 which increased total open position to 786
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 6.85, which was 4.85 higher than the previous day. The implied volatity was 39.77, the open interest changed by 423 which increased total open position to 585
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 36.94, the open interest changed by 14 which increased total open position to 160
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 37.40, the open interest changed by 12 which increased total open position to 141
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 37.41, the open interest changed by -41 which decreased total open position to 129
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 2.35, which was -0.5 lower than the previous day. The implied volatity was 34.48, the open interest changed by 37 which increased total open position to 172
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 2.8, which was -0.95 lower than the previous day. The implied volatity was 32.27, the open interest changed by 15 which increased total open position to 135
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 3.75, which was -0.35 lower than the previous day. The implied volatity was 32.24, the open interest changed by 2 which increased total open position to 120
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 4.1, which was -3.2 lower than the previous day. The implied volatity was 32.09, the open interest changed by 36 which increased total open position to 114
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 7.35, which was -1.95 lower than the previous day. The implied volatity was 32.68, the open interest changed by 16 which increased total open position to 79
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 9.3, which was 1.9 higher than the previous day. The implied volatity was 32.74, the open interest changed by 14 which increased total open position to 61
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 7.4, which was -2.8 lower than the previous day. The implied volatity was 33.49, the open interest changed by 44 which increased total open position to 47
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 10.2, which was -3.2 lower than the previous day. The implied volatity was 31.53, the open interest changed by 1 which increased total open position to 3
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 13.4, 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 13.4, 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 13.4, which was -1.5 lower than the previous day. The implied volatity was 31.04, the open interest changed by 0 which decreased total open position to 2
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 14.9, which was -3.8 lower than the previous day. The implied volatity was 33.62, the open interest changed by 0 which decreased total open position to 3
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 18.7, which was 1.4 higher than the previous day. The implied volatity was 29.37, the open interest changed by 2 which increased total open position to 2
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 17.3, which was 0 lower than the previous day. The implied volatity was 2.66, 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 17.3, which was 0 lower than the previous day. The implied volatity was 2.56, the open interest changed by 0 which decreased total open position to 0
