TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.28
Theta: -0.51
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 4.35 | 0.3 | 44.24 | 15,160 | 493 | 7,950 | |||
| 9 Apr | 582.90 | 4.1 | -0.85 | 46.46 | 6,468 | 326 | 7,423 | |||
| 8 Apr | 588.85 | 4.9 | -0.8 | 44.67 | 14,774 | 413 | 7,204 | |||
| 7 Apr | 579.75 | 6 | -0.55 | 51.36 | 25,620 | -345 | 6,733 | |||
| 4 Apr | 613.85 | 6.8 | -14.45 | 31.21 | 24,621 | 5,190 | 7,083 | |||
| 3 Apr | 653.95 | 21.85 | -14.3 | 26.98 | 5,056 | 1,118 | 1,913 | |||
| 2 Apr | 671.90 | 36.35 | 0.4 | 32.13 | 1,005 | -67 | 796 | |||
| 1 Apr | 671.85 | 35.95 | -4.2 | 30.77 | 979 | -15 | 864 | |||
| 28 Mar | 674.45 | 40 | 0.15 | 32.66 | 1,293 | 20 | 879 | |||
| 27 Mar | 668.55 | 41 | -25.9 | 37.23 | 2,394 | 485 | 859 | |||
| 26 Mar | 708.25 | 66.05 | -3.65 | 28.89 | 76 | 19 | 375 | |||
| 25 Mar | 710.30 | 67.95 | -5.95 | 32.22 | 195 | 89 | 357 | |||
| 24 Mar | 713.50 | 73.9 | 10.85 | 32.31 | 119 | -5 | 269 | |||
| 21 Mar | 702.95 | 62.5 | 10.2 | 26.63 | 219 | -18 | 265 | |||
| 20 Mar | 690.05 | 52.05 | 4.65 | 26.81 | 100 | -4 | 282 | |||
| 19 Mar | 682.25 | 46.8 | 0.2 | 28.33 | 77 | 8 | 287 | |||
| 18 Mar | 680.05 | 45.15 | 10.7 | 27.80 | 241 | -40 | 280 | |||
| 17 Mar | 661.05 | 34.5 | 3.35 | 30.05 | 118 | -5 | 320 | |||
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| 13 Mar | 655.50 | 31 | -9.65 | 27.87 | 134 | -1 | 325 | |||
| 12 Mar | 668.30 | 40.65 | 12.4 | 28.71 | 620 | -41 | 324 | |||
| 11 Mar | 648.05 | 28.25 | 0.5 | 27.70 | 135 | 35 | 363 | |||
| 10 Mar | 648.15 | 27.1 | -2.05 | 27.65 | 232 | -9 | 324 | |||
| 7 Mar | 648.30 | 28.65 | 1.9 | 27.41 | 327 | 2 | 333 | |||
| 6 Mar | 639.65 | 26.4 | 0.6 | 29.51 | 439 | 78 | 331 | |||
| 5 Mar | 640.80 | 25.75 | 8 | 26.97 | 226 | 14 | 253 | |||
| 4 Mar | 619.20 | 17.6 | -1.65 | 28.74 | 148 | 80 | 239 | |||
| 3 Mar | 621.15 | 18.7 | -2 | 28.76 | 199 | 80 | 160 | |||
| 28 Feb | 620.65 | 20.85 | -18.6 | 30.35 | 142 | 77 | 77 | |||
For Tata Motors Limited - strike price 650 expiring on 24APR2025
Delta for 650 CE is 0.17
Historical price for 650 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 4.35, which was 0.3 higher than the previous day. The implied volatity was 44.24, the open interest changed by 493 which increased total open position to 7950
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 4.1, which was -0.85 lower than the previous day. The implied volatity was 46.46, the open interest changed by 326 which increased total open position to 7423
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 4.9, which was -0.8 lower than the previous day. The implied volatity was 44.67, the open interest changed by 413 which increased total open position to 7204
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 6, which was -0.55 lower than the previous day. The implied volatity was 51.36, the open interest changed by -345 which decreased total open position to 6733
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 6.8, which was -14.45 lower than the previous day. The implied volatity was 31.21, the open interest changed by 5190 which increased total open position to 7083
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 21.85, which was -14.3 lower than the previous day. The implied volatity was 26.98, the open interest changed by 1118 which increased total open position to 1913
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 36.35, which was 0.4 higher than the previous day. The implied volatity was 32.13, the open interest changed by -67 which decreased total open position to 796
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 35.95, which was -4.2 lower than the previous day. The implied volatity was 30.77, the open interest changed by -15 which decreased total open position to 864
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 40, which was 0.15 higher than the previous day. The implied volatity was 32.66, the open interest changed by 20 which increased total open position to 879
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 41, which was -25.9 lower than the previous day. The implied volatity was 37.23, the open interest changed by 485 which increased total open position to 859
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 66.05, which was -3.65 lower than the previous day. The implied volatity was 28.89, the open interest changed by 19 which increased total open position to 375
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 67.95, which was -5.95 lower than the previous day. The implied volatity was 32.22, the open interest changed by 89 which increased total open position to 357
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 73.9, which was 10.85 higher than the previous day. The implied volatity was 32.31, the open interest changed by -5 which decreased total open position to 269
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 62.5, which was 10.2 higher than the previous day. The implied volatity was 26.63, the open interest changed by -18 which decreased total open position to 265
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 52.05, which was 4.65 higher than the previous day. The implied volatity was 26.81, the open interest changed by -4 which decreased total open position to 282
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 46.8, which was 0.2 higher than the previous day. The implied volatity was 28.33, the open interest changed by 8 which increased total open position to 287
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 45.15, which was 10.7 higher than the previous day. The implied volatity was 27.80, the open interest changed by -40 which decreased total open position to 280
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 34.5, which was 3.35 higher than the previous day. The implied volatity was 30.05, the open interest changed by -5 which decreased total open position to 320
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 31, which was -9.65 lower than the previous day. The implied volatity was 27.87, the open interest changed by -1 which decreased total open position to 325
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 40.65, which was 12.4 higher than the previous day. The implied volatity was 28.71, the open interest changed by -41 which decreased total open position to 324
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 28.25, which was 0.5 higher than the previous day. The implied volatity was 27.70, the open interest changed by 35 which increased total open position to 363
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 27.1, which was -2.05 lower than the previous day. The implied volatity was 27.65, the open interest changed by -9 which decreased total open position to 324
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 28.65, which was 1.9 higher than the previous day. The implied volatity was 27.41, the open interest changed by 2 which increased total open position to 333
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 26.4, which was 0.6 higher than the previous day. The implied volatity was 29.51, the open interest changed by 78 which increased total open position to 331
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 25.75, which was 8 higher than the previous day. The implied volatity was 26.97, the open interest changed by 14 which increased total open position to 253
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 17.6, which was -1.65 lower than the previous day. The implied volatity was 28.74, the open interest changed by 80 which increased total open position to 239
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 18.7, which was -2 lower than the previous day. The implied volatity was 28.76, the open interest changed by 80 which increased total open position to 160
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 20.85, which was -18.6 lower than the previous day. The implied volatity was 30.35, the open interest changed by 77 which increased total open position to 77
| TATAMOTORS 24APR2025 650 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.28
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 55.9 | -12.4 | 43.75 | 220 | -17 | 2,236 |
| 9 Apr | 582.90 | 67 | 3.55 | 46.70 | 147 | -46 | 2,252 |
| 8 Apr | 588.85 | 63 | -11.7 | 47.28 | 416 | -56 | 2,299 |
| 7 Apr | 579.75 | 74.4 | 33.35 | 58.57 | 923 | -278 | 2,357 |
| 4 Apr | 613.85 | 39.7 | 24.35 | 34.46 | 6,583 | -1,287 | 2,637 |
| 3 Apr | 653.95 | 14.8 | 4.15 | 30.64 | 13,161 | -144 | 3,907 |
| 2 Apr | 671.90 | 10.6 | -1.1 | 32.76 | 7,601 | 631 | 4,012 |
| 1 Apr | 671.85 | 11.95 | -0.15 | 34.33 | 8,040 | 725 | 3,377 |
| 28 Mar | 674.45 | 12.3 | -3.45 | 33.19 | 9,615 | 66 | 2,652 |
| 27 Mar | 668.55 | 15.5 | 10.35 | 35.70 | 11,259 | 1,215 | 2,593 |
| 26 Mar | 708.25 | 5.3 | -0.05 | 33.05 | 757 | 59 | 1,373 |
| 25 Mar | 710.30 | 5.4 | 0.35 | 32.80 | 1,174 | 100 | 1,314 |
| 24 Mar | 713.50 | 5 | -0.85 | 33.43 | 1,818 | 256 | 1,209 |
| 21 Mar | 702.95 | 5.85 | -1.9 | 30.41 | 968 | -9 | 951 |
| 20 Mar | 690.05 | 7.7 | -2.1 | 29.07 | 821 | 302 | 959 |
| 19 Mar | 682.25 | 9.9 | -0.55 | 29.11 | 423 | 119 | 657 |
| 18 Mar | 680.05 | 10.6 | -7.1 | 28.95 | 688 | 250 | 535 |
| 17 Mar | 661.05 | 17.6 | -3.4 | 29.96 | 255 | -20 | 285 |
| 13 Mar | 655.50 | 21.2 | 3.95 | 30.58 | 359 | -31 | 305 |
| 12 Mar | 668.30 | 16.8 | -7.8 | 31.01 | 507 | 170 | 335 |
| 11 Mar | 648.05 | 24.65 | -0.1 | 31.18 | 40 | -6 | 164 |
| 10 Mar | 648.15 | 25 | 0.55 | 30.00 | 56 | 24 | 169 |
| 7 Mar | 648.30 | 25.1 | -4.9 | 30.04 | 157 | 67 | 145 |
| 6 Mar | 639.65 | 30.15 | 0.75 | 30.92 | 76 | 22 | 78 |
| 5 Mar | 640.80 | 29.25 | -12.35 | 31.14 | 51 | 25 | 55 |
| 4 Mar | 619.20 | 41.6 | 2.05 | 31.55 | 24 | 4 | 30 |
| 3 Mar | 621.15 | 40.15 | 0.15 | 30.99 | 20 | 9 | 25 |
| 28 Feb | 620.65 | 40 | 6.2 | 29.90 | 16 | 15 | 15 |
For Tata Motors Limited - strike price 650 expiring on 24APR2025
Delta for 650 PE is -0.83
Historical price for 650 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 55.9, which was -12.4 lower than the previous day. The implied volatity was 43.75, the open interest changed by -17 which decreased total open position to 2236
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 67, which was 3.55 higher than the previous day. The implied volatity was 46.70, the open interest changed by -46 which decreased total open position to 2252
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 63, which was -11.7 lower than the previous day. The implied volatity was 47.28, the open interest changed by -56 which decreased total open position to 2299
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 74.4, which was 33.35 higher than the previous day. The implied volatity was 58.57, the open interest changed by -278 which decreased total open position to 2357
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 39.7, which was 24.35 higher than the previous day. The implied volatity was 34.46, the open interest changed by -1287 which decreased total open position to 2637
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 14.8, which was 4.15 higher than the previous day. The implied volatity was 30.64, the open interest changed by -144 which decreased total open position to 3907
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 10.6, which was -1.1 lower than the previous day. The implied volatity was 32.76, the open interest changed by 631 which increased total open position to 4012
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 11.95, which was -0.15 lower than the previous day. The implied volatity was 34.33, the open interest changed by 725 which increased total open position to 3377
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 12.3, which was -3.45 lower than the previous day. The implied volatity was 33.19, the open interest changed by 66 which increased total open position to 2652
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 15.5, which was 10.35 higher than the previous day. The implied volatity was 35.70, the open interest changed by 1215 which increased total open position to 2593
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 5.3, which was -0.05 lower than the previous day. The implied volatity was 33.05, the open interest changed by 59 which increased total open position to 1373
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 5.4, which was 0.35 higher than the previous day. The implied volatity was 32.80, the open interest changed by 100 which increased total open position to 1314
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 5, which was -0.85 lower than the previous day. The implied volatity was 33.43, the open interest changed by 256 which increased total open position to 1209
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 5.85, which was -1.9 lower than the previous day. The implied volatity was 30.41, the open interest changed by -9 which decreased total open position to 951
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 7.7, which was -2.1 lower than the previous day. The implied volatity was 29.07, the open interest changed by 302 which increased total open position to 959
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 9.9, which was -0.55 lower than the previous day. The implied volatity was 29.11, the open interest changed by 119 which increased total open position to 657
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 10.6, which was -7.1 lower than the previous day. The implied volatity was 28.95, the open interest changed by 250 which increased total open position to 535
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 17.6, which was -3.4 lower than the previous day. The implied volatity was 29.96, the open interest changed by -20 which decreased total open position to 285
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 21.2, which was 3.95 higher than the previous day. The implied volatity was 30.58, the open interest changed by -31 which decreased total open position to 305
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 16.8, which was -7.8 lower than the previous day. The implied volatity was 31.01, the open interest changed by 170 which increased total open position to 335
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 24.65, which was -0.1 lower than the previous day. The implied volatity was 31.18, the open interest changed by -6 which decreased total open position to 164
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 25, which was 0.55 higher than the previous day. The implied volatity was 30.00, the open interest changed by 24 which increased total open position to 169
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 25.1, which was -4.9 lower than the previous day. The implied volatity was 30.04, the open interest changed by 67 which increased total open position to 145
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 30.15, which was 0.75 higher than the previous day. The implied volatity was 30.92, the open interest changed by 22 which increased total open position to 78
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 29.25, which was -12.35 lower than the previous day. The implied volatity was 31.14, the open interest changed by 25 which increased total open position to 55
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 41.6, which was 2.05 higher than the previous day. The implied volatity was 31.55, the open interest changed by 4 which increased total open position to 30
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 40.15, which was 0.15 higher than the previous day. The implied volatity was 30.99, the open interest changed by 9 which increased total open position to 25
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 40, which was 6.2 higher than the previous day. The implied volatity was 29.90, the open interest changed by 15 which increased total open position to 15
