TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 640 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.85 | 131.5 | -361.70 | - | 0.386 | 0 | 0 | |||
|
|
||||||||||
| 20 Nov | 783.20 | 493.2 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 783.20 | 493.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 771.90 | 493.2 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 640 expiring on 28NOV2024
Delta for 640 CE is -
Historical price for 640 CE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 131.5, which was -361.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 493.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 493.2, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 493.2, 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 28NOV2024 640 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.85 | 0.35 | 0.10 | - | 56.737 | 1.158 | 34.351 |
| 20 Nov | 783.20 | 0.25 | 0.00 | - | 15.825 | 7.333 | 33.579 |
| 19 Nov | 783.20 | 0.25 | -0.20 | - | 15.825 | 7.719 | 33.579 |
| 18 Nov | 771.90 | 0.45 | 55.65 | 26.632 | 25.86 | 25.86 | |
For Tata Motors Limited - strike price 640 expiring on 28NOV2024
Delta for 640 PE is -
Historical price for 640 PE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 89
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 87
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 0.25, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 87
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 0.45, which was lower than the previous day. The implied volatity was 55.65, the open interest changed by 67 which increased total open position to 67
