TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 106.6 | 0.00 | 0.00 | 0 | 9 | 0 | |||
| 19 Dec | 744.05 | 106.6 | -11.90 | - | 23 | 8 | 32 | |||
| 18 Dec | 755.70 | 118.5 | -26.70 | 46.18 | 6 | 0 | 25 | |||
| 17 Dec | 779.75 | 145.2 | -2.25 | - | 5 | -3 | 27 | |||
| 16 Dec | 784.80 | 147.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 790.30 | 147.45 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 12 Dec | 786.35 | 147.45 | -15.05 | - | 20 | 3 | 28 | |||
| 11 Dec | 799.10 | 162.5 | 3.10 | - | 20 | 5 | 25 | |||
| 10 Dec | 799.90 | 159.4 | -2.60 | - | 18 | 8 | 24 | |||
| 9 Dec | 798.75 | 162 | -8.00 | 51.61 | 1 | 0 | 17 | |||
| 6 Dec | 816.80 | 170 | 17.00 | - | 1 | 0 | 16 | |||
| 5 Dec | 792.55 | 153 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 788.10 | 153 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 801.25 | 153 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 2 Dec | 790.05 | 153 | 4.30 | - | 4 | 3 | 15 | |||
| 29 Nov | 786.45 | 148.7 | 0.70 | - | 4 | 2 | 12 | |||
| 28 Nov | 779.45 | 148 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 27 Nov | 783.95 | 148 | -1.75 | - | 3 | 1 | 8 | |||
| 26 Nov | 783.00 | 149.75 | 7.75 | 33.24 | 2 | 1 | 7 | |||
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| 25 Nov | 796.60 | 142 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 22 Nov | 791.00 | 142 | 3.00 | - | 2 | 1 | 5 | |||
| 21 Nov | 773.85 | 139 | -225.95 | - | 4 | 3 | 3 | |||
| 14 Nov | 774.30 | 364.95 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 640 expiring on 26DEC2024
Delta for 640 CE is 0.00
Historical price for 640 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 106.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 106.6, which was -11.90 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 32
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 118.5, which was -26.70 lower than the previous day. The implied volatity was 46.18, the open interest changed by 0 which decreased total open position to 25
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 145.2, which was -2.25 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 27
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 147.45, which was 0.00 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 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 147.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 147.45, which was -15.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 28
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 162.5, which was 3.10 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 25
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 159.4, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 24
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 162, which was -8.00 lower than the previous day. The implied volatity was 51.61, the open interest changed by 0 which decreased total open position to 17
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 170, which was 17.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 153, which was 0.00 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 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 153, which was 0.00 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 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 153, which was 0.00 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 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 153, which was 4.30 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 15
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 148.7, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 12
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 148, which was 0.00 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 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 148, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 8
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 149.75, which was 7.75 higher than the previous day. The implied volatity was 33.24, the open interest changed by 1 which increased total open position to 7
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 142, which was 0.00 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 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 142, which was 3.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 139, which was -225.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 364.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATAMOTORS 26DEC2024 640 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.04
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 0.25 | 0.05 | 46.25 | 245 | -16 | 478 |
| 19 Dec | 744.05 | 0.2 | -0.10 | 49.66 | 361 | 10 | 493 |
| 18 Dec | 755.70 | 0.3 | 0.10 | 53.20 | 160 | -22 | 485 |
| 17 Dec | 779.75 | 0.2 | 0.05 | - | 96 | -74 | 511 |
| 16 Dec | 784.80 | 0.15 | 0.00 | - | 55 | -4 | 586 |
| 13 Dec | 790.30 | 0.15 | -0.10 | 46.69 | 139 | -22 | 590 |
| 12 Dec | 786.35 | 0.25 | 0.10 | 46.98 | 178 | -24 | 614 |
| 11 Dec | 799.10 | 0.15 | -0.05 | 45.47 | 87 | -2 | 638 |
| 10 Dec | 799.90 | 0.2 | -0.15 | 45.97 | 234 | 10 | 641 |
| 9 Dec | 798.75 | 0.35 | 0.05 | 47.71 | 64 | -18 | 631 |
| 6 Dec | 816.80 | 0.3 | -0.10 | 46.75 | 222 | 4 | 647 |
| 5 Dec | 792.55 | 0.4 | 0.00 | 42.55 | 108 | -42 | 643 |
| 4 Dec | 788.10 | 0.4 | 0.05 | 40.65 | 94 | -2 | 680 |
| 3 Dec | 801.25 | 0.35 | -0.25 | 41.37 | 248 | 15 | 667 |
| 2 Dec | 790.05 | 0.6 | -0.10 | 41.82 | 296 | 103 | 652 |
| 29 Nov | 786.45 | 0.7 | -0.60 | 39.98 | 571 | 348 | 553 |
| 28 Nov | 779.45 | 1.3 | 0.15 | 42.50 | 222 | 134 | 206 |
| 27 Nov | 783.95 | 1.15 | 0.00 | 41.62 | 42 | 6 | 71 |
| 26 Nov | 783.00 | 1.15 | -0.45 | 40.77 | 57 | 40 | 64 |
| 25 Nov | 796.60 | 1.6 | -0.20 | 45.33 | 4 | 22 | 22 |
| 22 Nov | 791.00 | 1.8 | -0.65 | 43.77 | 33 | 22 | 22 |
| 21 Nov | 773.85 | 2.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 774.30 | 2.45 | 38.68 | 4 | 1 | 1 | |
For Tata Motors Limited - strike price 640 expiring on 26DEC2024
Delta for 640 PE is -0.02
Historical price for 640 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 46.25, the open interest changed by -16 which decreased total open position to 478
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 0.2, which was -0.10 lower than the previous day. The implied volatity was 49.66, the open interest changed by 10 which increased total open position to 493
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 0.3, which was 0.10 higher than the previous day. The implied volatity was 53.20, the open interest changed by -22 which decreased total open position to 485
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -74 which decreased total open position to 511
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 586
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 46.69, the open interest changed by -22 which decreased total open position to 590
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 46.98, the open interest changed by -24 which decreased total open position to 614
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 45.47, the open interest changed by -2 which decreased total open position to 638
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 45.97, the open interest changed by 10 which increased total open position to 641
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 47.71, the open interest changed by -18 which decreased total open position to 631
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 46.75, the open interest changed by 4 which increased total open position to 647
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 42.55, the open interest changed by -42 which decreased total open position to 643
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 40.65, the open interest changed by -2 which decreased total open position to 680
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 41.37, the open interest changed by 15 which increased total open position to 667
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 41.82, the open interest changed by 103 which increased total open position to 652
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 0.7, which was -0.60 lower than the previous day. The implied volatity was 39.98, the open interest changed by 348 which increased total open position to 553
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 42.50, the open interest changed by 134 which increased total open position to 206
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 41.62, the open interest changed by 6 which increased total open position to 71
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 1.15, which was -0.45 lower than the previous day. The implied volatity was 40.77, the open interest changed by 40 which increased total open position to 64
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 1.6, which was -0.20 lower than the previous day. The implied volatity was 45.33, the open interest changed by 22 which increased total open position to 22
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 43.77, the open interest changed by 22 which increased total open position to 22
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 2.45, which was 0.00 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 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 2.45, which was lower than the previous day. The implied volatity was 38.68, the open interest changed by 1 which increased total open position to 1
