TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
TATAMOTORS 24APR2025 660 CE | ||||||||||
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Delta: 0.14
Vega: 0.25
Theta: -0.46
Gamma: 0.00
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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 | |||
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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 | |||||||
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Delta: -0.85
Vega: 0.26
Theta: -0.33
Gamma: 0.00
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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