TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 620 CE | ||||||||||
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Delta: 0.34
Vega: 0.41
Theta: -0.71
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 9.95 | 1.45 | 41.34 | 19,905 | 1,057 | 6,340 | |||
| 9 Apr | 582.90 | 8.7 | -1.7 | 43.71 | 7,936 | 422 | 5,322 | |||
| 8 Apr | 588.85 | 10.65 | -0.3 | 42.95 | 15,209 | 116 | 4,912 | |||
| 7 Apr | 579.75 | 11.3 | -4.85 | 49.17 | 19,598 | 444 | 4,799 | |||
| 4 Apr | 613.85 | 16.75 | -25.25 | 30.43 | 17,749 | 3,980 | 4,411 | |||
| 3 Apr | 653.95 | 42.85 | -17.35 | 26.93 | 85 | -9 | 432 | |||
| 2 Apr | 671.90 | 60.05 | 0.6 | 33.96 | 49 | 9 | 440 | |||
| 1 Apr | 671.85 | 59 | -4.4 | 30.35 | 80 | 17 | 430 | |||
| 28 Mar | 674.45 | 63.45 | 1.45 | 34.90 | 348 | 114 | 413 | |||
| 27 Mar | 668.55 | 62.75 | -35.75 | 38.85 | 471 | 185 | 298 | |||
| 26 Mar | 708.25 | 98.5 | -2.25 | 46.19 | 3 | 0 | 113 | |||
| 25 Mar | 710.30 | 100.75 | -2.25 | 49.96 | 24 | 19 | 114 | |||
| 24 Mar | 713.50 | 103 | 14 | 40.62 | 9 | -1 | 95 | |||
| 21 Mar | 702.95 | 89 | 11.95 | 24.76 | 5 | 0 | 96 | |||
| 20 Mar | 690.05 | 77 | 5.45 | 25.36 | 5 | 0 | 93 | |||
| 19 Mar | 682.25 | 71.55 | 2.05 | 30.56 | 3 | -1 | 93 | |||
| 18 Mar | 680.05 | 69.5 | 19.5 | 29.63 | 3 | -1 | 93 | |||
| 17 Mar | 661.05 | 50 | 0 | 0.00 | 0 | 2 | 0 | |||
| 13 Mar | 655.50 | 50 | -10.9 | 27.31 | 2 | 1 | 93 | |||
| 12 Mar | 668.30 | 60.9 | 14.9 | 26.37 | 19 | -1 | 92 | |||
| 11 Mar | 648.05 | 46 | -0.2 | 27.58 | 11 | 0 | 93 | |||
| 10 Mar | 648.15 | 45.25 | 1.25 | 28.07 | 39 | 5 | 94 | |||
| 7 Mar | 648.30 | 44 | 1.85 | 23.85 | 22 | -3 | 89 | |||
| 6 Mar | 639.65 | 41.15 | -1.2 | 27.67 | 51 | -6 | 98 | |||
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| 5 Mar | 640.80 | 42.15 | 11.45 | 26.20 | 156 | -53 | 104 | |||
| 4 Mar | 619.20 | 30.65 | -2.55 | 28.78 | 103 | 30 | 155 | |||
| 3 Mar | 621.15 | 33.2 | -1.6 | 29.99 | 214 | 114 | 126 | |||
| 28 Feb | 620.65 | 34.55 | -67.45 | 30.74 | 21 | 11 | 11 | |||
For Tata Motors Limited - strike price 620 expiring on 24APR2025
Delta for 620 CE is 0.34
Historical price for 620 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 9.95, which was 1.45 higher than the previous day. The implied volatity was 41.34, the open interest changed by 1057 which increased total open position to 6340
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 8.7, which was -1.7 lower than the previous day. The implied volatity was 43.71, the open interest changed by 422 which increased total open position to 5322
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 10.65, which was -0.3 lower than the previous day. The implied volatity was 42.95, the open interest changed by 116 which increased total open position to 4912
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 11.3, which was -4.85 lower than the previous day. The implied volatity was 49.17, the open interest changed by 444 which increased total open position to 4799
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 16.75, which was -25.25 lower than the previous day. The implied volatity was 30.43, the open interest changed by 3980 which increased total open position to 4411
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 42.85, which was -17.35 lower than the previous day. The implied volatity was 26.93, the open interest changed by -9 which decreased total open position to 432
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 60.05, which was 0.6 higher than the previous day. The implied volatity was 33.96, the open interest changed by 9 which increased total open position to 440
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 59, which was -4.4 lower than the previous day. The implied volatity was 30.35, the open interest changed by 17 which increased total open position to 430
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 63.45, which was 1.45 higher than the previous day. The implied volatity was 34.90, the open interest changed by 114 which increased total open position to 413
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 62.75, which was -35.75 lower than the previous day. The implied volatity was 38.85, the open interest changed by 185 which increased total open position to 298
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 98.5, which was -2.25 lower than the previous day. The implied volatity was 46.19, the open interest changed by 0 which decreased total open position to 113
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 100.75, which was -2.25 lower than the previous day. The implied volatity was 49.96, the open interest changed by 19 which increased total open position to 114
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 103, which was 14 higher than the previous day. The implied volatity was 40.62, the open interest changed by -1 which decreased total open position to 95
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 89, which was 11.95 higher than the previous day. The implied volatity was 24.76, the open interest changed by 0 which decreased total open position to 96
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 77, which was 5.45 higher than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 93
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 71.55, which was 2.05 higher than the previous day. The implied volatity was 30.56, the open interest changed by -1 which decreased total open position to 93
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 69.5, which was 19.5 higher than the previous day. The implied volatity was 29.63, the open interest changed by -1 which decreased total open position to 93
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 50, 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 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 50, which was -10.9 lower than the previous day. The implied volatity was 27.31, the open interest changed by 1 which increased total open position to 93
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 60.9, which was 14.9 higher than the previous day. The implied volatity was 26.37, the open interest changed by -1 which decreased total open position to 92
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 46, which was -0.2 lower than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 93
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 45.25, which was 1.25 higher than the previous day. The implied volatity was 28.07, the open interest changed by 5 which increased total open position to 94
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 44, which was 1.85 higher than the previous day. The implied volatity was 23.85, the open interest changed by -3 which decreased total open position to 89
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 41.15, which was -1.2 lower than the previous day. The implied volatity was 27.67, the open interest changed by -6 which decreased total open position to 98
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 42.15, which was 11.45 higher than the previous day. The implied volatity was 26.20, the open interest changed by -53 which decreased total open position to 104
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 30.65, which was -2.55 lower than the previous day. The implied volatity was 28.78, the open interest changed by 30 which increased total open position to 155
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 33.2, which was -1.6 lower than the previous day. The implied volatity was 29.99, the open interest changed by 114 which increased total open position to 126
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 34.55, which was -67.45 lower than the previous day. The implied volatity was 30.74, the open interest changed by 11 which increased total open position to 11
| TATAMOTORS 24APR2025 620 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 0.41
Theta: -0.54
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 31.45 | -11.85 | 41.26 | 2,902 | 61 | 1,925 |
| 9 Apr | 582.90 | 41.9 | 2.55 | 44.32 | 402 | 21 | 1,863 |
| 8 Apr | 588.85 | 38.4 | -11.5 | 43.77 | 974 | -101 | 1,842 |
| 7 Apr | 579.75 | 49.75 | 29.2 | 54.62 | 2,308 | -582 | 1,938 |
| 4 Apr | 613.85 | 19.7 | 13.5 | 32.93 | 23,475 | 284 | 2,532 |
| 3 Apr | 653.95 | 6 | 1.25 | 32.34 | 4,801 | 185 | 2,240 |
| 2 Apr | 671.90 | 4.8 | -0.35 | 35.76 | 2,917 | 280 | 2,044 |
| 1 Apr | 671.85 | 5.4 | -0.35 | 36.46 | 2,845 | 326 | 1,766 |
| 28 Mar | 674.45 | 5.85 | -2.6 | 35.39 | 3,497 | 190 | 1,440 |
| 27 Mar | 668.55 | 8.3 | 5.8 | 38.44 | 4,339 | 634 | 1,250 |
| 26 Mar | 708.25 | 2.55 | -0.05 | 35.92 | 298 | 79 | 616 |
| 25 Mar | 710.30 | 2.75 | 0.25 | 36.07 | 423 | 43 | 537 |
| 24 Mar | 713.50 | 2.5 | -0.35 | 36.33 | 387 | 20 | 494 |
| 21 Mar | 702.95 | 2.8 | -0.95 | 32.99 | 216 | 33 | 474 |
| 20 Mar | 690.05 | 3.6 | -1.1 | 31.37 | 157 | 5 | 441 |
| 19 Mar | 682.25 | 4.75 | -0.35 | 31.29 | 191 | 92 | 433 |
| 18 Mar | 680.05 | 5.3 | -3.75 | 31.41 | 407 | 171 | 341 |
| 17 Mar | 661.05 | 9.05 | -1.6 | 31.67 | 46 | -11 | 170 |
| 13 Mar | 655.50 | 11.1 | 2.1 | 31.51 | 59 | 13 | 182 |
| 12 Mar | 668.30 | 8.85 | -4.15 | 32.36 | 235 | -42 | 173 |
| 11 Mar | 648.05 | 13 | 0.05 | 31.41 | 205 | -71 | 205 |
| 10 Mar | 648.15 | 13.05 | -0.3 | 30.22 | 166 | -2 | 276 |
| 7 Mar | 648.30 | 13.45 | -3.3 | 30.41 | 240 | 121 | 278 |
| 6 Mar | 639.65 | 16.75 | 0.2 | 30.96 | 26 | 7 | 157 |
| 5 Mar | 640.80 | 16.5 | -10.15 | 31.46 | 46 | 11 | 152 |
| 4 Mar | 619.20 | 26.65 | 3 | 33.29 | 31 | 20 | 140 |
| 3 Mar | 621.15 | 24 | -2.2 | 31.05 | 126 | 46 | 120 |
| 28 Feb | 620.65 | 26.4 | 11.55 | 32.67 | 109 | 32 | 32 |
For Tata Motors Limited - strike price 620 expiring on 24APR2025
Delta for 620 PE is -0.66
Historical price for 620 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 31.45, which was -11.85 lower than the previous day. The implied volatity was 41.26, the open interest changed by 61 which increased total open position to 1925
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 41.9, which was 2.55 higher than the previous day. The implied volatity was 44.32, the open interest changed by 21 which increased total open position to 1863
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 38.4, which was -11.5 lower than the previous day. The implied volatity was 43.77, the open interest changed by -101 which decreased total open position to 1842
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 49.75, which was 29.2 higher than the previous day. The implied volatity was 54.62, the open interest changed by -582 which decreased total open position to 1938
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 19.7, which was 13.5 higher than the previous day. The implied volatity was 32.93, the open interest changed by 284 which increased total open position to 2532
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 6, which was 1.25 higher than the previous day. The implied volatity was 32.34, the open interest changed by 185 which increased total open position to 2240
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 4.8, which was -0.35 lower than the previous day. The implied volatity was 35.76, the open interest changed by 280 which increased total open position to 2044
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 5.4, which was -0.35 lower than the previous day. The implied volatity was 36.46, the open interest changed by 326 which increased total open position to 1766
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 5.85, which was -2.6 lower than the previous day. The implied volatity was 35.39, the open interest changed by 190 which increased total open position to 1440
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 8.3, which was 5.8 higher than the previous day. The implied volatity was 38.44, the open interest changed by 634 which increased total open position to 1250
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 2.55, which was -0.05 lower than the previous day. The implied volatity was 35.92, the open interest changed by 79 which increased total open position to 616
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 2.75, which was 0.25 higher than the previous day. The implied volatity was 36.07, the open interest changed by 43 which increased total open position to 537
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 2.5, which was -0.35 lower than the previous day. The implied volatity was 36.33, the open interest changed by 20 which increased total open position to 494
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 2.8, which was -0.95 lower than the previous day. The implied volatity was 32.99, the open interest changed by 33 which increased total open position to 474
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 3.6, which was -1.1 lower than the previous day. The implied volatity was 31.37, the open interest changed by 5 which increased total open position to 441
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 4.75, which was -0.35 lower than the previous day. The implied volatity was 31.29, the open interest changed by 92 which increased total open position to 433
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 5.3, which was -3.75 lower than the previous day. The implied volatity was 31.41, the open interest changed by 171 which increased total open position to 341
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 9.05, which was -1.6 lower than the previous day. The implied volatity was 31.67, the open interest changed by -11 which decreased total open position to 170
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 11.1, which was 2.1 higher than the previous day. The implied volatity was 31.51, the open interest changed by 13 which increased total open position to 182
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 8.85, which was -4.15 lower than the previous day. The implied volatity was 32.36, the open interest changed by -42 which decreased total open position to 173
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 13, which was 0.05 higher than the previous day. The implied volatity was 31.41, the open interest changed by -71 which decreased total open position to 205
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 13.05, which was -0.3 lower than the previous day. The implied volatity was 30.22, the open interest changed by -2 which decreased total open position to 276
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 13.45, which was -3.3 lower than the previous day. The implied volatity was 30.41, the open interest changed by 121 which increased total open position to 278
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 16.75, which was 0.2 higher than the previous day. The implied volatity was 30.96, the open interest changed by 7 which increased total open position to 157
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 16.5, which was -10.15 lower than the previous day. The implied volatity was 31.46, the open interest changed by 11 which increased total open position to 152
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 26.65, which was 3 higher than the previous day. The implied volatity was 33.29, the open interest changed by 20 which increased total open position to 140
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 24, which was -2.2 lower than the previous day. The implied volatity was 31.05, the open interest changed by 46 which increased total open position to 120
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 26.4, which was 11.55 higher than the previous day. The implied volatity was 32.67, the open interest changed by 32 which increased total open position to 32
