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[--[65.84.65.76]--]
TATAMOTORS
Tata Motors Limited

595.05 12.15 (2.08%)

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Historical option data for TATAMOTORS

11 Apr 2025 04:11 PM IST
TATAMOTORS 24APR2025 660 CE
Delta: 0.14
Vega: 0.25
Theta: -0.46
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 595.05 3.5 0.25 46.06 6,246 145 6,241
9 Apr 582.90 3.3 -0.65 47.84 4,178 126 6,091
8 Apr 588.85 4 -0.7 46.19 7,297 -245 5,966
7 Apr 579.75 4.9 0.05 52.28 15,807 -528 6,211
4 Apr 613.85 5.1 -11.15 32.07 20,264 3,067 6,741
3 Apr 653.95 16.65 -12.8 27.06 12,635 2,801 3,652
2 Apr 671.90 29.5 0.05 31.38 2,701 -110 855
1 Apr 671.85 29.45 -4.05 30.64 1,899 -8 965
28 Mar 674.45 33.3 -0.1 32.10 2,194 26 973
27 Mar 668.55 34.55 -24.05 36.44 5,354 659 945
26 Mar 708.25 58.5 -4.95 30.49 77 42 285
25 Mar 710.30 63.45 -2.25 38.33 161 61 241
24 Mar 713.50 65.9 11.05 32.77 50 20 180
21 Mar 702.95 54.4 10 26.76 53 3 161
20 Mar 690.05 44.4 4.6 26.56 40 -6 158
19 Mar 682.25 39.65 0.25 27.94 43 -5 164
18 Mar 680.05 38.5 9.7 27.93 248 -98 168
17 Mar 661.05 28.95 3.15 29.98 277 14 267
13 Mar 655.50 25.65 -8.5 27.72 237 53 255
12 Mar 668.30 34 10.25 27.97 385 88 207
11 Mar 648.05 23.85 0.85 28.22 41 -5 118
10 Mar 648.15 23 -1.45 28.31 101 22 123
7 Mar 648.30 24.25 1.95 27.84 102 4 101
6 Mar 639.65 22.2 0.95 29.63 142 15 97
5 Mar 640.80 21.6 7.35 27.30 75 -6 81
4 Mar 619.20 14.25 -1.75 28.61 51 28 86
3 Mar 621.15 16 -1.75 29.56 29 14 57
28 Feb 620.65 17.75 -13.25 30.73 69 33 41
27 Feb 648.55 30.5 -44.45 31.35 16 8 8
26 Feb 661.60 74.95 0 - 0 0 0
25 Feb 661.60 74.95 0 - 0 0 0
18 Feb 682.40 0 0 - 0 0 0


For Tata Motors Limited - strike price 660 expiring on 24APR2025

Delta for 660 CE is 0.14

Historical price for 660 CE is as follows

On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 3.5, which was 0.25 higher than the previous day. The implied volatity was 46.06, the open interest changed by 145 which increased total open position to 6241


On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 3.3, which was -0.65 lower than the previous day. The implied volatity was 47.84, the open interest changed by 126 which increased total open position to 6091


On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 4, which was -0.7 lower than the previous day. The implied volatity was 46.19, the open interest changed by -245 which decreased total open position to 5966


On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 4.9, which was 0.05 higher than the previous day. The implied volatity was 52.28, the open interest changed by -528 which decreased total open position to 6211


On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 5.1, which was -11.15 lower than the previous day. The implied volatity was 32.07, the open interest changed by 3067 which increased total open position to 6741


On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 16.65, which was -12.8 lower than the previous day. The implied volatity was 27.06, the open interest changed by 2801 which increased total open position to 3652


On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 29.5, which was 0.05 higher than the previous day. The implied volatity was 31.38, the open interest changed by -110 which decreased total open position to 855


On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 29.45, which was -4.05 lower than the previous day. The implied volatity was 30.64, the open interest changed by -8 which decreased total open position to 965


On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 33.3, which was -0.1 lower than the previous day. The implied volatity was 32.10, the open interest changed by 26 which increased total open position to 973


On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 34.55, which was -24.05 lower than the previous day. The implied volatity was 36.44, the open interest changed by 659 which increased total open position to 945


On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 58.5, which was -4.95 lower than the previous day. The implied volatity was 30.49, the open interest changed by 42 which increased total open position to 285


On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 63.45, which was -2.25 lower than the previous day. The implied volatity was 38.33, the open interest changed by 61 which increased total open position to 241


On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 65.9, which was 11.05 higher than the previous day. The implied volatity was 32.77, the open interest changed by 20 which increased total open position to 180


On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 54.4, which was 10 higher than the previous day. The implied volatity was 26.76, the open interest changed by 3 which increased total open position to 161


On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 44.4, which was 4.6 higher than the previous day. The implied volatity was 26.56, the open interest changed by -6 which decreased total open position to 158


On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 39.65, which was 0.25 higher than the previous day. The implied volatity was 27.94, the open interest changed by -5 which decreased total open position to 164


On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 38.5, which was 9.7 higher than the previous day. The implied volatity was 27.93, the open interest changed by -98 which decreased total open position to 168


On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 28.95, which was 3.15 higher than the previous day. The implied volatity was 29.98, the open interest changed by 14 which increased total open position to 267


On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 25.65, which was -8.5 lower than the previous day. The implied volatity was 27.72, the open interest changed by 53 which increased total open position to 255


On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 34, which was 10.25 higher than the previous day. The implied volatity was 27.97, the open interest changed by 88 which increased total open position to 207


On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 23.85, which was 0.85 higher than the previous day. The implied volatity was 28.22, the open interest changed by -5 which decreased total open position to 118


On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 23, which was -1.45 lower than the previous day. The implied volatity was 28.31, the open interest changed by 22 which increased total open position to 123


On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 24.25, which was 1.95 higher than the previous day. The implied volatity was 27.84, the open interest changed by 4 which increased total open position to 101


On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 22.2, which was 0.95 higher than the previous day. The implied volatity was 29.63, the open interest changed by 15 which increased total open position to 97


On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 21.6, which was 7.35 higher than the previous day. The implied volatity was 27.30, the open interest changed by -6 which decreased total open position to 81


On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 14.25, which was -1.75 lower than the previous day. The implied volatity was 28.61, the open interest changed by 28 which increased total open position to 86


On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 16, which was -1.75 lower than the previous day. The implied volatity was 29.56, the open interest changed by 14 which increased total open position to 57


On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 17.75, which was -13.25 lower than the previous day. The implied volatity was 30.73, the open interest changed by 33 which increased total open position to 41


On 27 Feb TATAMOTORS was trading at 648.55. The strike last trading price was 30.5, which was -44.45 lower than the previous day. The implied volatity was 31.35, the open interest changed by 8 which increased total open position to 8


On 26 Feb TATAMOTORS was trading at 661.60. The strike last trading price was 74.95, 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 74.95, 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 660 PE
Delta: -0.85
Vega: 0.26
Theta: -0.33
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Apr 595.05 65.7 -11.55 48.21 191 -60 2,063
9 Apr 582.90 75.9 3.5 47.03 78 -31 2,122
8 Apr 588.85 72.4 -11.75 50.23 248 -95 2,155
7 Apr 579.75 83 34.1 59.45 1,117 -608 2,251
4 Apr 613.85 48.2 27.9 36.32 3,547 -993 2,863
3 Apr 653.95 19.8 5.9 31.02 13,819 -164 3,856
2 Apr 671.90 13.75 -1.4 32.05 10,599 1,353 4,046
1 Apr 671.85 15.45 0.15 34.02 5,507 148 2,683
28 Mar 674.45 15.5 -3.8 32.56 6,247 59 2,535
27 Mar 668.55 18.75 12.15 34.67 11,366 1,697 2,469
26 Mar 708.25 6.8 0 32.26 455 116 766
25 Mar 710.30 6.8 0.5 31.82 557 -19 649
24 Mar 713.50 6.2 -1.25 32.35 902 227 669
21 Mar 702.95 7.3 -2.8 29.37 396 67 444
20 Mar 690.05 10 -2.5 28.61 291 -11 376
19 Mar 682.25 12.6 -0.8 28.58 112 11 386
18 Mar 680.05 13.5 -8.6 28.52 505 2 374
17 Mar 661.05 22 -3.7 29.96 140 37 373
13 Mar 655.50 26.15 5.5 30.84 118 25 336
12 Mar 668.30 20.8 -11.3 31.02 404 168 313
11 Mar 648.05 32.1 4.1 33.85 6 2 147
10 Mar 648.15 28 -1.25 27.58 95 80 144
7 Mar 648.30 29.25 -5 29.04 40 12 64
6 Mar 639.65 34.25 -2.95 29.36 27 19 51
5 Mar 640.80 37.2 -9.8 33.84 3 2 32
4 Mar 619.20 47 0 0.00 0 0 0
3 Mar 621.15 47 0 0.00 0 18 0
28 Feb 620.65 47 14.9 30.53 34 17 29
27 Feb 648.55 32.1 2.7 30.58 7 4 12
26 Feb 661.60 29.4 2.3 33.14 8 8 3
25 Feb 661.60 29.4 2.3 33.14 8 3 3
18 Feb 682.40 27.1 0 3.41 0 0 0


For Tata Motors Limited - strike price 660 expiring on 24APR2025

Delta for 660 PE is -0.85

Historical price for 660 PE is as follows

On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 65.7, which was -11.55 lower than the previous day. The implied volatity was 48.21, the open interest changed by -60 which decreased total open position to 2063


On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 75.9, which was 3.5 higher than the previous day. The implied volatity was 47.03, the open interest changed by -31 which decreased total open position to 2122


On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 72.4, which was -11.75 lower than the previous day. The implied volatity was 50.23, the open interest changed by -95 which decreased total open position to 2155


On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 83, which was 34.1 higher than the previous day. The implied volatity was 59.45, the open interest changed by -608 which decreased total open position to 2251


On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 48.2, which was 27.9 higher than the previous day. The implied volatity was 36.32, the open interest changed by -993 which decreased total open position to 2863


On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 19.8, which was 5.9 higher than the previous day. The implied volatity was 31.02, the open interest changed by -164 which decreased total open position to 3856


On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 13.75, which was -1.4 lower than the previous day. The implied volatity was 32.05, the open interest changed by 1353 which increased total open position to 4046


On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 15.45, which was 0.15 higher than the previous day. The implied volatity was 34.02, the open interest changed by 148 which increased total open position to 2683


On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 15.5, which was -3.8 lower than the previous day. The implied volatity was 32.56, the open interest changed by 59 which increased total open position to 2535


On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 18.75, which was 12.15 higher than the previous day. The implied volatity was 34.67, the open interest changed by 1697 which increased total open position to 2469


On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 6.8, which was 0 lower than the previous day. The implied volatity was 32.26, the open interest changed by 116 which increased total open position to 766


On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 6.8, which was 0.5 higher than the previous day. The implied volatity was 31.82, the open interest changed by -19 which decreased total open position to 649


On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 6.2, which was -1.25 lower than the previous day. The implied volatity was 32.35, the open interest changed by 227 which increased total open position to 669


On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 7.3, which was -2.8 lower than the previous day. The implied volatity was 29.37, the open interest changed by 67 which increased total open position to 444


On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 10, which was -2.5 lower than the previous day. The implied volatity was 28.61, the open interest changed by -11 which decreased total open position to 376


On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 12.6, which was -0.8 lower than the previous day. The implied volatity was 28.58, the open interest changed by 11 which increased total open position to 386


On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 13.5, which was -8.6 lower than the previous day. The implied volatity was 28.52, the open interest changed by 2 which increased total open position to 374


On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 22, which was -3.7 lower than the previous day. The implied volatity was 29.96, the open interest changed by 37 which increased total open position to 373


On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 26.15, which was 5.5 higher than the previous day. The implied volatity was 30.84, the open interest changed by 25 which increased total open position to 336


On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 20.8, which was -11.3 lower than the previous day. The implied volatity was 31.02, the open interest changed by 168 which increased total open position to 313


On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 32.1, which was 4.1 higher than the previous day. The implied volatity was 33.85, the open interest changed by 2 which increased total open position to 147


On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 28, which was -1.25 lower than the previous day. The implied volatity was 27.58, the open interest changed by 80 which increased total open position to 144


On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 29.25, which was -5 lower than the previous day. The implied volatity was 29.04, the open interest changed by 12 which increased total open position to 64


On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 34.25, which was -2.95 lower than the previous day. The implied volatity was 29.36, the open interest changed by 19 which increased total open position to 51


On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 37.2, which was -9.8 lower than the previous day. The implied volatity was 33.84, the open interest changed by 2 which increased total open position to 32


On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 47, which was 0 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 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 47, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0


On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 47, which was 14.9 higher than the previous day. The implied volatity was 30.53, the open interest changed by 17 which increased total open position to 29


On 27 Feb TATAMOTORS was trading at 648.55. The strike last trading price was 32.1, which was 2.7 higher than the previous day. The implied volatity was 30.58, the open interest changed by 4 which increased total open position to 12


On 26 Feb TATAMOTORS was trading at 661.60. The strike last trading price was 29.4, which was 2.3 higher than the previous day. The implied volatity was 33.14, the open interest changed by 8 which increased total open position to 3


On 25 Feb TATAMOTORS was trading at 661.60. The strike last trading price was 29.4, which was 2.3 higher than the previous day. The implied volatity was 33.14, the open interest changed by 3 which increased total open position to 3


On 18 Feb TATAMOTORS was trading at 682.40. The strike last trading price was 27.1, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0