TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.33
Theta: -0.57
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 5.65 | 0.6 | 42.97 | 9,312 | 223 | 4,244 | |||
| 9 Apr | 582.90 | 5.15 | -1.15 | 45.16 | 3,972 | -34 | 4,006 | |||
| 8 Apr | 588.85 | 6.35 | -0.7 | 44.00 | 9,349 | 145 | 4,026 | |||
| 7 Apr | 579.75 | 7.4 | -1.45 | 50.57 | 14,243 | -270 | 3,920 | |||
| 4 Apr | 613.85 | 9.15 | -18 | 30.55 | 17,751 | 3,693 | 4,182 | |||
| 3 Apr | 653.95 | 27.8 | -15.75 | 26.59 | 1,190 | 114 | 493 | |||
| 2 Apr | 671.90 | 43.85 | 0.65 | 32.96 | 217 | -35 | 379 | |||
|
|
||||||||||
| 1 Apr | 671.85 | 43.2 | -4.15 | 31.02 | 151 | -36 | 416 | |||
| 28 Mar | 674.45 | 46.9 | 0.1 | 32.60 | 132 | 12 | 452 | |||
| 27 Mar | 668.55 | 48 | -29 | 38.10 | 763 | 229 | 439 | |||
| 26 Mar | 708.25 | 77 | -3.9 | 34.91 | 29 | -7 | 209 | |||
| 25 Mar | 710.30 | 80.9 | -1.85 | 42.16 | 53 | -4 | 216 | |||
| 24 Mar | 713.50 | 82.6 | 10.1 | 32.56 | 125 | 47 | 220 | |||
| 21 Mar | 702.95 | 72.5 | 12.25 | 30.08 | 9 | 2 | 173 | |||
| 20 Mar | 690.05 | 60 | 5.65 | 26.67 | 22 | -12 | 172 | |||
| 19 Mar | 682.25 | 54.35 | 1.35 | 28.52 | 33 | -14 | 184 | |||
| 18 Mar | 680.05 | 53 | 12.5 | 28.63 | 74 | 36 | 199 | |||
| 17 Mar | 661.05 | 40.5 | 3 | 29.91 | 10 | 0 | 163 | |||
| 13 Mar | 655.50 | 37.5 | -6.5 | 28.67 | 65 | 33 | 163 | |||
| 12 Mar | 668.30 | 44 | 10.5 | 24.35 | 57 | -20 | 131 | |||
| 11 Mar | 648.05 | 33.5 | 0.8 | 27.42 | 8 | 3 | 149 | |||
| 10 Mar | 648.15 | 32.7 | -1.95 | 27.96 | 92 | -10 | 146 | |||
| 7 Mar | 648.30 | 34 | 2.4 | 27.34 | 239 | -70 | 156 | |||
| 6 Mar | 639.65 | 31.05 | 0.1 | 29.28 | 294 | 83 | 227 | |||
| 5 Mar | 640.80 | 30.85 | 9.55 | 27.00 | 109 | -8 | 144 | |||
| 4 Mar | 619.20 | 21.15 | -2.15 | 28.49 | 108 | 48 | 151 | |||
| 3 Mar | 621.15 | 23.1 | -1.6 | 29.30 | 99 | 18 | 100 | |||
| 28 Feb | 620.65 | 24.3 | -63.55 | 29.85 | 126 | 82 | 82 | |||
| 27 Feb | 648.55 | 87.85 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 661.60 | 87.85 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 661.60 | 87.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 682.40 | 0 | 0 | - | 0 | 0 | 0 | |||
For Tata Motors Limited - strike price 640 expiring on 24APR2025
Delta for 640 CE is 0.21
Historical price for 640 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 5.65, which was 0.6 higher than the previous day. The implied volatity was 42.97, the open interest changed by 223 which increased total open position to 4244
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 5.15, which was -1.15 lower than the previous day. The implied volatity was 45.16, the open interest changed by -34 which decreased total open position to 4006
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 6.35, which was -0.7 lower than the previous day. The implied volatity was 44.00, the open interest changed by 145 which increased total open position to 4026
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 7.4, which was -1.45 lower than the previous day. The implied volatity was 50.57, the open interest changed by -270 which decreased total open position to 3920
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 9.15, which was -18 lower than the previous day. The implied volatity was 30.55, the open interest changed by 3693 which increased total open position to 4182
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 27.8, which was -15.75 lower than the previous day. The implied volatity was 26.59, the open interest changed by 114 which increased total open position to 493
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 43.85, which was 0.65 higher than the previous day. The implied volatity was 32.96, the open interest changed by -35 which decreased total open position to 379
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 43.2, which was -4.15 lower than the previous day. The implied volatity was 31.02, the open interest changed by -36 which decreased total open position to 416
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 46.9, which was 0.1 higher than the previous day. The implied volatity was 32.60, the open interest changed by 12 which increased total open position to 452
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 48, which was -29 lower than the previous day. The implied volatity was 38.10, the open interest changed by 229 which increased total open position to 439
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 77, which was -3.9 lower than the previous day. The implied volatity was 34.91, the open interest changed by -7 which decreased total open position to 209
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 80.9, which was -1.85 lower than the previous day. The implied volatity was 42.16, the open interest changed by -4 which decreased total open position to 216
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 82.6, which was 10.1 higher than the previous day. The implied volatity was 32.56, the open interest changed by 47 which increased total open position to 220
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 72.5, which was 12.25 higher than the previous day. The implied volatity was 30.08, the open interest changed by 2 which increased total open position to 173
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 60, which was 5.65 higher than the previous day. The implied volatity was 26.67, the open interest changed by -12 which decreased total open position to 172
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 54.35, which was 1.35 higher than the previous day. The implied volatity was 28.52, the open interest changed by -14 which decreased total open position to 184
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 53, which was 12.5 higher than the previous day. The implied volatity was 28.63, the open interest changed by 36 which increased total open position to 199
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 40.5, which was 3 higher than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 163
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 37.5, which was -6.5 lower than the previous day. The implied volatity was 28.67, the open interest changed by 33 which increased total open position to 163
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 44, which was 10.5 higher than the previous day. The implied volatity was 24.35, the open interest changed by -20 which decreased total open position to 131
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 33.5, which was 0.8 higher than the previous day. The implied volatity was 27.42, the open interest changed by 3 which increased total open position to 149
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 32.7, which was -1.95 lower than the previous day. The implied volatity was 27.96, the open interest changed by -10 which decreased total open position to 146
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 34, which was 2.4 higher than the previous day. The implied volatity was 27.34, the open interest changed by -70 which decreased total open position to 156
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 31.05, which was 0.1 higher than the previous day. The implied volatity was 29.28, the open interest changed by 83 which increased total open position to 227
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 30.85, which was 9.55 higher than the previous day. The implied volatity was 27.00, the open interest changed by -8 which decreased total open position to 144
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 21.15, which was -2.15 lower than the previous day. The implied volatity was 28.49, the open interest changed by 48 which increased total open position to 151
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 23.1, which was -1.6 lower than the previous day. The implied volatity was 29.30, the open interest changed by 18 which increased total open position to 100
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 24.3, which was -63.55 lower than the previous day. The implied volatity was 29.85, the open interest changed by 82 which increased total open position to 82
On 27 Feb TATAMOTORS was trading at 648.55. The strike last trading price was 87.85, 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 Feb TATAMOTORS was trading at 661.60. The strike last trading price was 87.85, 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 Feb TATAMOTORS was trading at 661.60. The strike last trading price was 87.85, 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 Feb TATAMOTORS was trading at 682.40. The strike last trading price was 0, 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 640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.33
Theta: -0.40
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 47.35 | -12.1 | 42.89 | 159 | -8 | 1,477 |
| 9 Apr | 582.90 | 57.85 | 2.6 | 44.60 | 99 | -46 | 1,484 |
| 8 Apr | 588.85 | 54.6 | -11.4 | 46.58 | 350 | -53 | 1,532 |
| 7 Apr | 579.75 | 65.75 | 32.5 | 56.91 | 1,245 | -432 | 1,583 |
| 4 Apr | 613.85 | 32.3 | 20.85 | 33.87 | 6,548 | -757 | 2,015 |
| 3 Apr | 653.95 | 11 | 2.9 | 30.90 | 7,132 | 428 | 2,771 |
| 2 Apr | 671.90 | 8.15 | -0.7 | 33.64 | 4,686 | 482 | 2,347 |
| 1 Apr | 671.85 | 9.2 | -0.2 | 34.88 | 4,504 | 105 | 1,865 |
| 28 Mar | 674.45 | 9.65 | -3.15 | 33.84 | 5,148 | 413 | 1,760 |
| 27 Mar | 668.55 | 12.65 | 8.6 | 36.72 | 6,511 | 530 | 1,352 |
| 26 Mar | 708.25 | 4.15 | 0 | 33.95 | 428 | 88 | 818 |
| 25 Mar | 710.30 | 4.2 | 0.2 | 33.60 | 549 | 92 | 736 |
| 24 Mar | 713.50 | 3.95 | -0.6 | 34.32 | 482 | 68 | 642 |
| 21 Mar | 702.95 | 4.55 | -1.65 | 31.17 | 607 | -4 | 570 |
| 20 Mar | 690.05 | 6 | -1.8 | 29.80 | 411 | 4 | 572 |
| 19 Mar | 682.25 | 7.9 | -0.2 | 29.98 | 382 | 161 | 569 |
| 18 Mar | 680.05 | 8.35 | -5.95 | 29.59 | 334 | 80 | 405 |
| 17 Mar | 661.05 | 14.3 | -3 | 30.60 | 98 | 54 | 325 |
| 13 Mar | 655.50 | 17 | 3.2 | 30.52 | 103 | 54 | 261 |
| 12 Mar | 668.30 | 13.55 | -6.75 | 31.26 | 367 | 98 | 208 |
| 11 Mar | 648.05 | 20.3 | 0.25 | 31.35 | 29 | -2 | 110 |
| 10 Mar | 648.15 | 20.05 | -0.15 | 29.61 | 94 | -17 | 102 |
| 7 Mar | 648.30 | 20.35 | -4.15 | 29.80 | 85 | 25 | 119 |
| 6 Mar | 639.65 | 24.4 | -0.05 | 30.13 | 39 | 10 | 90 |
| 5 Mar | 640.80 | 24.3 | -11.3 | 31.05 | 30 | 8 | 81 |
| 4 Mar | 619.20 | 35.5 | 1.8 | 31.47 | 68 | 24 | 73 |
| 3 Mar | 621.15 | 33.7 | -1.7 | 30.43 | 11 | 1 | 51 |
| 28 Feb | 620.65 | 36 | 12 | 31.91 | 83 | 29 | 49 |
| 27 Feb | 648.55 | 24 | 4.85 | 32.06 | 27 | 11 | 20 |
| 26 Feb | 661.60 | 19.15 | -2.85 | 31.33 | 13 | 3 | 9 |
| 25 Feb | 661.60 | 19.15 | -2.85 | 31.33 | 13 | 3 | 9 |
| 18 Feb | 682.40 | 22 | 5 | 39.69 | 5 | 3 | 4 |
For Tata Motors Limited - strike price 640 expiring on 24APR2025
Delta for 640 PE is -0.79
Historical price for 640 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 47.35, which was -12.1 lower than the previous day. The implied volatity was 42.89, the open interest changed by -8 which decreased total open position to 1477
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 57.85, which was 2.6 higher than the previous day. The implied volatity was 44.60, the open interest changed by -46 which decreased total open position to 1484
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 54.6, which was -11.4 lower than the previous day. The implied volatity was 46.58, the open interest changed by -53 which decreased total open position to 1532
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 65.75, which was 32.5 higher than the previous day. The implied volatity was 56.91, the open interest changed by -432 which decreased total open position to 1583
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 32.3, which was 20.85 higher than the previous day. The implied volatity was 33.87, the open interest changed by -757 which decreased total open position to 2015
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 11, which was 2.9 higher than the previous day. The implied volatity was 30.90, the open interest changed by 428 which increased total open position to 2771
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 8.15, which was -0.7 lower than the previous day. The implied volatity was 33.64, the open interest changed by 482 which increased total open position to 2347
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 9.2, which was -0.2 lower than the previous day. The implied volatity was 34.88, the open interest changed by 105 which increased total open position to 1865
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 9.65, which was -3.15 lower than the previous day. The implied volatity was 33.84, the open interest changed by 413 which increased total open position to 1760
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 12.65, which was 8.6 higher than the previous day. The implied volatity was 36.72, the open interest changed by 530 which increased total open position to 1352
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 33.95, the open interest changed by 88 which increased total open position to 818
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 4.2, which was 0.2 higher than the previous day. The implied volatity was 33.60, the open interest changed by 92 which increased total open position to 736
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 3.95, which was -0.6 lower than the previous day. The implied volatity was 34.32, the open interest changed by 68 which increased total open position to 642
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 4.55, which was -1.65 lower than the previous day. The implied volatity was 31.17, the open interest changed by -4 which decreased total open position to 570
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 6, which was -1.8 lower than the previous day. The implied volatity was 29.80, the open interest changed by 4 which increased total open position to 572
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 7.9, which was -0.2 lower than the previous day. The implied volatity was 29.98, the open interest changed by 161 which increased total open position to 569
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 8.35, which was -5.95 lower than the previous day. The implied volatity was 29.59, the open interest changed by 80 which increased total open position to 405
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 14.3, which was -3 lower than the previous day. The implied volatity was 30.60, the open interest changed by 54 which increased total open position to 325
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 17, which was 3.2 higher than the previous day. The implied volatity was 30.52, the open interest changed by 54 which increased total open position to 261
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 13.55, which was -6.75 lower than the previous day. The implied volatity was 31.26, the open interest changed by 98 which increased total open position to 208
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 20.3, which was 0.25 higher than the previous day. The implied volatity was 31.35, the open interest changed by -2 which decreased total open position to 110
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 20.05, which was -0.15 lower than the previous day. The implied volatity was 29.61, the open interest changed by -17 which decreased total open position to 102
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 20.35, which was -4.15 lower than the previous day. The implied volatity was 29.80, the open interest changed by 25 which increased total open position to 119
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 24.4, which was -0.05 lower than the previous day. The implied volatity was 30.13, the open interest changed by 10 which increased total open position to 90
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 24.3, which was -11.3 lower than the previous day. The implied volatity was 31.05, the open interest changed by 8 which increased total open position to 81
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 35.5, which was 1.8 higher than the previous day. The implied volatity was 31.47, the open interest changed by 24 which increased total open position to 73
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 33.7, which was -1.7 lower than the previous day. The implied volatity was 30.43, the open interest changed by 1 which increased total open position to 51
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 36, which was 12 higher than the previous day. The implied volatity was 31.91, the open interest changed by 29 which increased total open position to 49
On 27 Feb TATAMOTORS was trading at 648.55. The strike last trading price was 24, which was 4.85 higher than the previous day. The implied volatity was 32.06, the open interest changed by 11 which increased total open position to 20
On 26 Feb TATAMOTORS was trading at 661.60. The strike last trading price was 19.15, which was -2.85 lower than the previous day. The implied volatity was 31.33, the open interest changed by 3 which increased total open position to 9
On 25 Feb TATAMOTORS was trading at 661.60. The strike last trading price was 19.15, which was -2.85 lower than the previous day. The implied volatity was 31.33, the open interest changed by 3 which increased total open position to 9
On 18 Feb TATAMOTORS was trading at 682.40. The strike last trading price was 22, which was 5 higher than the previous day. The implied volatity was 39.69, the open interest changed by 3 which increased total open position to 4
