TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 660 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.85 | 311.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 783.20 | 311.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 783.20 | 311.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 771.90 | 311.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 774.30 | 311.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 786.25 | 311.7 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 784.85 | 311.7 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 804.70 | 311.7 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 660 expiring on 28NOV2024
Delta for 660 CE is -
Historical price for 660 CE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 311.7, 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 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 311.7, 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 311.7, 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 311.7, 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 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 311.7, 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 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 311.7, 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 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 311.7, 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 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 311.7, 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 660 PE | |||||||
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Delta: -0.02
Vega: 0.05
Theta: -0.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.85 | 0.4 | -0.10 | 56.46 | 69.474 | -4.632 | 105.754 |
| 20 Nov | 783.20 | 0.5 | 0.00 | - | 100.351 | 3.088 | 110.386 |
| 19 Nov | 783.20 | 0.5 | 0.00 | - | 100.351 | 3.088 | 110.386 |
| 18 Nov | 771.90 | 0.5 | -0.10 | 48.62 | 96.491 | 33.193 | 107.684 |
| 14 Nov | 774.30 | 0.6 | 0.25 | 43.55 | 37.439 | 10.421 | 73.333 |
| 13 Nov | 786.25 | 0.35 | -0.05 | 41.48 | 88.386 | -10.807 | 63.684 |
| 12 Nov | 784.85 | 0.4 | 0.05 | 40.48 | 149.368 | 53.263 | 73.719 |
| 11 Nov | 804.70 | 0.35 | 43.20 | 68.702 | 19.684 | 19.684 | |
For Tata Motors Limited - strike price 660 expiring on 28NOV2024
Delta for 660 PE is -0.02
Historical price for 660 PE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 56.46, the open interest changed by -12 which decreased total open position to 274
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 286
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 286
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 48.62, the open interest changed by 86 which increased total open position to 279
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 43.55, the open interest changed by 27 which increased total open position to 190
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 41.48, the open interest changed by -28 which decreased total open position to 165
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 40.48, the open interest changed by 138 which increased total open position to 191
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 0.35, which was lower than the previous day. The implied volatity was 43.20, the open interest changed by 51 which increased total open position to 51
