TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 630 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.27
Vega: 0.37
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 7.25 | 0.7 | 41.41 | 12,340 | 603 | 5,442 | |||
| 9 Apr | 582.90 | 6.6 | -1.45 | 44.13 | 5,766 | 126 | 4,833 | |||
| 8 Apr | 588.85 | 8.15 | -0.7 | 43.21 | 10,776 | 487 | 4,697 | |||
| 7 Apr | 579.75 | 9.1 | -3 | 49.73 | 17,459 | -116 | 4,196 | |||
| 4 Apr | 613.85 | 12.45 | -21.95 | 30.34 | 21,171 | 3,981 | 4,310 | |||
| 3 Apr | 653.95 | 34.95 | -16.8 | 26.76 | 484 | 34 | 328 | |||
| 2 Apr | 671.90 | 51.9 | 1 | 33.89 | 100 | 29 | 294 | |||
| 1 Apr | 671.85 | 51.1 | -5.65 | 31.40 | 68 | 14 | 264 | |||
| 28 Mar | 674.45 | 56.75 | 2.85 | 37.09 | 126 | 16 | 250 | |||
| 27 Mar | 668.55 | 54.4 | -34.5 | 37.18 | 237 | -2 | 233 | |||
| 26 Mar | 708.25 | 88.9 | 0 | 0.00 | 0 | 3 | 0 | |||
| 25 Mar | 710.30 | 88.9 | -3.6 | 41.94 | 114 | 4 | 236 | |||
| 24 Mar | 713.50 | 92.5 | 10.2 | 35.69 | 106 | 73 | 232 | |||
| 21 Mar | 702.95 | 82.3 | 19.4 | 33.04 | 10 | 3 | 159 | |||
| 20 Mar | 690.05 | 62.9 | 0 | 0.00 | 0 | -1 | 0 | |||
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| 19 Mar | 682.25 | 62.9 | 1.3 | 29.72 | 9 | -1 | 156 | |||
| 18 Mar | 680.05 | 61.6 | 17.6 | 30.11 | 20 | -9 | 160 | |||
| 17 Mar | 661.05 | 44 | 0 | 0.00 | 0 | 2 | 0 | |||
| 13 Mar | 655.50 | 44 | -7.9 | 28.77 | 12 | 1 | 168 | |||
| 12 Mar | 668.30 | 51.9 | 12.4 | 24.97 | 30 | -10 | 170 | |||
| 11 Mar | 648.05 | 39.5 | 0.7 | 27.26 | 21 | -1 | 176 | |||
| 10 Mar | 648.15 | 38.8 | -1.2 | 28.16 | 26 | -7 | 178 | |||
| 7 Mar | 648.30 | 40 | 3.15 | 27.31 | 56 | -38 | 185 | |||
| 6 Mar | 639.65 | 36.55 | 0.15 | 29.35 | 88 | -6 | 223 | |||
| 5 Mar | 640.80 | 36.5 | 11.05 | 26.97 | 175 | 62 | 229 | |||
| 4 Mar | 619.20 | 25.45 | -2.15 | 28.46 | 21 | 12 | 168 | |||
| 3 Mar | 621.15 | 27.2 | -1.75 | 28.92 | 31 | 5 | 157 | |||
| 28 Feb | 620.65 | 25.8 | -24.35 | 26.79 | 202 | 151 | 151 | |||
For Tata Motors Limited - strike price 630 expiring on 24APR2025
Delta for 630 CE is 0.27
Historical price for 630 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 7.25, which was 0.7 higher than the previous day. The implied volatity was 41.41, the open interest changed by 603 which increased total open position to 5442
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 6.6, which was -1.45 lower than the previous day. The implied volatity was 44.13, the open interest changed by 126 which increased total open position to 4833
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 8.15, which was -0.7 lower than the previous day. The implied volatity was 43.21, the open interest changed by 487 which increased total open position to 4697
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 9.1, which was -3 lower than the previous day. The implied volatity was 49.73, the open interest changed by -116 which decreased total open position to 4196
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 12.45, which was -21.95 lower than the previous day. The implied volatity was 30.34, the open interest changed by 3981 which increased total open position to 4310
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 34.95, which was -16.8 lower than the previous day. The implied volatity was 26.76, the open interest changed by 34 which increased total open position to 328
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 51.9, which was 1 higher than the previous day. The implied volatity was 33.89, the open interest changed by 29 which increased total open position to 294
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 51.1, which was -5.65 lower than the previous day. The implied volatity was 31.40, the open interest changed by 14 which increased total open position to 264
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 56.75, which was 2.85 higher than the previous day. The implied volatity was 37.09, the open interest changed by 16 which increased total open position to 250
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 54.4, which was -34.5 lower than the previous day. The implied volatity was 37.18, the open interest changed by -2 which decreased total open position to 233
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 88.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 88.9, which was -3.6 lower than the previous day. The implied volatity was 41.94, the open interest changed by 4 which increased total open position to 236
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 92.5, which was 10.2 higher than the previous day. The implied volatity was 35.69, the open interest changed by 73 which increased total open position to 232
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 82.3, which was 19.4 higher than the previous day. The implied volatity was 33.04, the open interest changed by 3 which increased total open position to 159
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 62.9, which was 1.3 higher than the previous day. The implied volatity was 29.72, the open interest changed by -1 which decreased total open position to 156
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 61.6, which was 17.6 higher than the previous day. The implied volatity was 30.11, the open interest changed by -9 which decreased total open position to 160
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 44, 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 44, which was -7.9 lower than the previous day. The implied volatity was 28.77, the open interest changed by 1 which increased total open position to 168
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 51.9, which was 12.4 higher than the previous day. The implied volatity was 24.97, the open interest changed by -10 which decreased total open position to 170
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 39.5, which was 0.7 higher than the previous day. The implied volatity was 27.26, the open interest changed by -1 which decreased total open position to 176
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 38.8, which was -1.2 lower than the previous day. The implied volatity was 28.16, the open interest changed by -7 which decreased total open position to 178
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 40, which was 3.15 higher than the previous day. The implied volatity was 27.31, the open interest changed by -38 which decreased total open position to 185
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 36.55, which was 0.15 higher than the previous day. The implied volatity was 29.35, the open interest changed by -6 which decreased total open position to 223
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 36.5, which was 11.05 higher than the previous day. The implied volatity was 26.97, the open interest changed by 62 which increased total open position to 229
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 25.45, which was -2.15 lower than the previous day. The implied volatity was 28.46, the open interest changed by 12 which increased total open position to 168
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 27.2, which was -1.75 lower than the previous day. The implied volatity was 28.92, the open interest changed by 5 which increased total open position to 157
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 25.8, which was -24.35 lower than the previous day. The implied volatity was 26.79, the open interest changed by 151 which increased total open position to 151
| TATAMOTORS 24APR2025 630 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.37
Theta: -0.47
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 38.85 | -11.5 | 41.77 | 1,005 | -52 | 1,251 |
| 9 Apr | 582.90 | 49 | 2.1 | 42.67 | 398 | -61 | 1,312 |
| 8 Apr | 588.85 | 46 | -12.05 | 44.46 | 525 | -137 | 1,375 |
| 7 Apr | 579.75 | 57.45 | 31.05 | 55.47 | 1,989 | -469 | 1,505 |
| 4 Apr | 613.85 | 25.5 | 17.1 | 33.18 | 13,746 | -154 | 1,991 |
| 3 Apr | 653.95 | 8.2 | 2.05 | 31.63 | 6,877 | 481 | 2,146 |
| 2 Apr | 671.90 | 6.3 | -0.45 | 34.75 | 3,158 | 252 | 1,655 |
| 1 Apr | 671.85 | 7 | -0.35 | 35.49 | 3,293 | 311 | 1,404 |
| 28 Mar | 674.45 | 7.4 | -2.95 | 34.33 | 3,340 | 19 | 1,093 |
| 27 Mar | 668.55 | 10.2 | 7.1 | 37.38 | 3,634 | 484 | 1,083 |
| 26 Mar | 708.25 | 3.25 | -0.05 | 34.91 | 261 | 114 | 597 |
| 25 Mar | 710.30 | 3.3 | 0.1 | 34.55 | 266 | 44 | 478 |
| 24 Mar | 713.50 | 3.15 | -0.55 | 35.33 | 348 | 31 | 433 |
| 21 Mar | 702.95 | 3.6 | -1.1 | 32.14 | 236 | 4 | 402 |
| 20 Mar | 690.05 | 4.65 | -1.4 | 30.56 | 441 | -24 | 393 |
| 19 Mar | 682.25 | 6.15 | -0.35 | 30.63 | 210 | 28 | 417 |
| 18 Mar | 680.05 | 6.7 | -4.6 | 30.56 | 240 | 88 | 390 |
| 17 Mar | 661.05 | 11.2 | -2.45 | 30.80 | 123 | 24 | 300 |
| 13 Mar | 655.50 | 13.6 | 2.65 | 30.75 | 136 | -8 | 276 |
| 12 Mar | 668.30 | 11 | -4.75 | 31.81 | 431 | 244 | 285 |
| 11 Mar | 648.05 | 15.75 | 1.4 | 30.61 | 2 | 0 | 42 |
| 10 Mar | 648.15 | 14.35 | -2.15 | 27.58 | 11 | -7 | 41 |
| 7 Mar | 648.30 | 16.5 | -3.5 | 29.94 | 131 | -19 | 48 |
| 6 Mar | 639.65 | 20 | -0.05 | 30.19 | 30 | 15 | 67 |
| 5 Mar | 640.80 | 20 | -8.1 | 31.09 | 40 | 18 | 50 |
| 4 Mar | 619.20 | 28.1 | -2.85 | 29.43 | 6 | 1 | 30 |
| 3 Mar | 621.15 | 30.95 | 2.45 | 33.27 | 10 | 4 | 29 |
| 28 Feb | 620.65 | 28.5 | 3.8 | 29.73 | 32 | 25 | 25 |
For Tata Motors Limited - strike price 630 expiring on 24APR2025
Delta for 630 PE is -0.73
Historical price for 630 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 38.85, which was -11.5 lower than the previous day. The implied volatity was 41.77, the open interest changed by -52 which decreased total open position to 1251
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 49, which was 2.1 higher than the previous day. The implied volatity was 42.67, the open interest changed by -61 which decreased total open position to 1312
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 46, which was -12.05 lower than the previous day. The implied volatity was 44.46, the open interest changed by -137 which decreased total open position to 1375
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 57.45, which was 31.05 higher than the previous day. The implied volatity was 55.47, the open interest changed by -469 which decreased total open position to 1505
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 25.5, which was 17.1 higher than the previous day. The implied volatity was 33.18, the open interest changed by -154 which decreased total open position to 1991
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 8.2, which was 2.05 higher than the previous day. The implied volatity was 31.63, the open interest changed by 481 which increased total open position to 2146
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 6.3, which was -0.45 lower than the previous day. The implied volatity was 34.75, the open interest changed by 252 which increased total open position to 1655
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 7, which was -0.35 lower than the previous day. The implied volatity was 35.49, the open interest changed by 311 which increased total open position to 1404
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 7.4, which was -2.95 lower than the previous day. The implied volatity was 34.33, the open interest changed by 19 which increased total open position to 1093
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 10.2, which was 7.1 higher than the previous day. The implied volatity was 37.38, the open interest changed by 484 which increased total open position to 1083
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 3.25, which was -0.05 lower than the previous day. The implied volatity was 34.91, the open interest changed by 114 which increased total open position to 597
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 3.3, which was 0.1 higher than the previous day. The implied volatity was 34.55, the open interest changed by 44 which increased total open position to 478
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 3.15, which was -0.55 lower than the previous day. The implied volatity was 35.33, the open interest changed by 31 which increased total open position to 433
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 3.6, which was -1.1 lower than the previous day. The implied volatity was 32.14, the open interest changed by 4 which increased total open position to 402
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 4.65, which was -1.4 lower than the previous day. The implied volatity was 30.56, the open interest changed by -24 which decreased total open position to 393
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 6.15, which was -0.35 lower than the previous day. The implied volatity was 30.63, the open interest changed by 28 which increased total open position to 417
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 6.7, which was -4.6 lower than the previous day. The implied volatity was 30.56, the open interest changed by 88 which increased total open position to 390
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 11.2, which was -2.45 lower than the previous day. The implied volatity was 30.80, the open interest changed by 24 which increased total open position to 300
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 13.6, which was 2.65 higher than the previous day. The implied volatity was 30.75, the open interest changed by -8 which decreased total open position to 276
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 11, which was -4.75 lower than the previous day. The implied volatity was 31.81, the open interest changed by 244 which increased total open position to 285
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 15.75, which was 1.4 higher than the previous day. The implied volatity was 30.61, the open interest changed by 0 which decreased total open position to 42
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 14.35, which was -2.15 lower than the previous day. The implied volatity was 27.58, the open interest changed by -7 which decreased total open position to 41
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 16.5, which was -3.5 lower than the previous day. The implied volatity was 29.94, the open interest changed by -19 which decreased total open position to 48
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 20, which was -0.05 lower than the previous day. The implied volatity was 30.19, the open interest changed by 15 which increased total open position to 67
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 20, which was -8.1 lower than the previous day. The implied volatity was 31.09, the open interest changed by 18 which increased total open position to 50
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 28.1, which was -2.85 lower than the previous day. The implied volatity was 29.43, the open interest changed by 1 which increased total open position to 30
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 30.95, which was 2.45 higher than the previous day. The implied volatity was 33.27, the open interest changed by 4 which increased total open position to 29
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 28.5, which was 3.8 higher than the previous day. The implied volatity was 29.73, the open interest changed by 25 which increased total open position to 25
