TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 660 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 63.5 | -22.15 | - | 2 | 1 | 56 | |||
| 19 Dec | 744.05 | 85.65 | -12.20 | - | 50 | -5 | 55 | |||
| 18 Dec | 755.70 | 97.85 | -27.25 | - | 6 | 0 | 61 | |||
| 17 Dec | 779.75 | 125.1 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 16 Dec | 784.80 | 125.1 | -3.75 | - | 2 | -1 | 62 | |||
| 13 Dec | 790.30 | 128.85 | -1.15 | - | 7 | 3 | 62 | |||
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| 12 Dec | 786.35 | 130 | 0.55 | 44.87 | 5 | 2 | 60 | |||
| 11 Dec | 799.10 | 129.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 799.90 | 129.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 798.75 | 129.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 816.80 | 129.45 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 5 Dec | 792.55 | 129.45 | 5.35 | - | 4 | -1 | 56 | |||
| 4 Dec | 788.10 | 124.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 801.25 | 124.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 790.05 | 124.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 786.45 | 124.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 779.45 | 124.1 | -9.90 | - | 2 | 0 | 57 | |||
| 27 Nov | 783.95 | 134 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 783.00 | 134 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 796.60 | 134 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 22 Nov | 791.00 | 134 | 13.00 | - | 4 | -1 | 58 | |||
| 21 Nov | 773.85 | 121 | -4.05 | 28.73 | 11 | 7 | 60 | |||
| 20 Nov | 783.20 | 125.05 | 0.00 | - | 50 | 47 | 52 | |||
| 19 Nov | 783.20 | 125.05 | 7.30 | - | 50 | 46 | 52 | |||
| 18 Nov | 771.90 | 117.75 | -199.15 | - | 6 | 3 | 3 | |||
| 14 Nov | 774.30 | 316.9 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 660 expiring on 26DEC2024
Delta for 660 CE is -
Historical price for 660 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 63.5, which was -22.15 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 56
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 85.65, which was -12.20 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 55
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 97.85, which was -27.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 61
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 125.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 125.1, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 62
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 128.85, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 62
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 130, which was 0.55 higher than the previous day. The implied volatity was 44.87, the open interest changed by 2 which increased total open position to 60
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 129.45, which was 0.00 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 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 129.45, which was 0.00 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 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 129.45, which was 0.00 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 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 129.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 129.45, which was 5.35 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 56
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 124.1, which was 0.00 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 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 124.1, which was 0.00 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 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 124.1, which was 0.00 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 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 124.1, which was 0.00 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 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 124.1, which was -9.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 134, which was 0.00 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 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 134, which was 0.00 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 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 134, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 134, which was 13.00 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 58
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 121, which was -4.05 lower than the previous day. The implied volatity was 28.73, the open interest changed by 7 which increased total open position to 60
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 125.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 47 which increased total open position to 52
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 125.05, which was 7.30 higher than the previous day. The implied volatity was -, the open interest changed by 46 which increased total open position to 52
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 117.75, which was -199.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 316.9, 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 26DEC2024 660 PE | |||||||
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Delta: -0.03
Vega: 0.07
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 0.5 | 0.20 | 40.74 | 395 | -25 | 764 |
| 19 Dec | 744.05 | 0.3 | -0.10 | 43.39 | 268 | 49 | 778 |
| 18 Dec | 755.70 | 0.4 | 0.15 | 46.74 | 138 | -5 | 732 |
| 17 Dec | 779.75 | 0.25 | -0.10 | 48.53 | 25 | 1 | 738 |
| 16 Dec | 784.80 | 0.35 | 0.10 | 49.99 | 56 | -13 | 737 |
| 13 Dec | 790.30 | 0.25 | -0.05 | 43.41 | 245 | -103 | 739 |
| 12 Dec | 786.35 | 0.3 | -0.05 | 41.99 | 194 | -40 | 845 |
| 11 Dec | 799.10 | 0.35 | 0.00 | 44.56 | 56 | -25 | 893 |
| 10 Dec | 799.90 | 0.35 | -0.10 | 43.55 | 50 | -9 | 922 |
| 9 Dec | 798.75 | 0.45 | 0.10 | 43.56 | 117 | 6 | 932 |
| 6 Dec | 816.80 | 0.35 | -0.15 | 42.61 | 372 | -17 | 926 |
| 5 Dec | 792.55 | 0.5 | -0.15 | 38.59 | 51 | 8 | 944 |
| 4 Dec | 788.10 | 0.65 | 0.10 | 38.28 | 266 | 57 | 936 |
| 3 Dec | 801.25 | 0.55 | -0.35 | 38.96 | 466 | 53 | 879 |
| 2 Dec | 790.05 | 0.9 | -0.20 | 39.24 | 482 | 3 | 831 |
| 29 Nov | 786.45 | 1.1 | -0.75 | 37.90 | 688 | 208 | 823 |
| 28 Nov | 779.45 | 1.85 | 0.10 | 39.94 | 544 | 223 | 616 |
| 27 Nov | 783.95 | 1.75 | 0.55 | 39.64 | 175 | 82 | 391 |
| 26 Nov | 783.00 | 1.2 | -0.65 | 36.04 | 285 | 44 | 310 |
| 25 Nov | 796.60 | 1.85 | 0.65 | 41.37 | 244 | 58 | 256 |
| 22 Nov | 791.00 | 1.2 | -1.35 | 35.79 | 65 | 36 | 234 |
| 21 Nov | 773.85 | 2.55 | 0.85 | 37.07 | 267 | 142 | 199 |
| 20 Nov | 783.20 | 1.7 | 0.00 | 34.52 | 35 | 22 | 57 |
| 19 Nov | 783.20 | 1.7 | -0.60 | 34.52 | 35 | 22 | 57 |
| 18 Nov | 771.90 | 2.3 | 1.75 | 34.44 | 37 | 35 | 35 |
| 14 Nov | 774.30 | 0.55 | 13.12 | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 660 expiring on 26DEC2024
Delta for 660 PE is -0.03
Historical price for 660 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.5, which was 0.20 higher than the previous day. The implied volatity was 40.74, the open interest changed by -25 which decreased total open position to 764
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 43.39, the open interest changed by 49 which increased total open position to 778
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 0.4, which was 0.15 higher than the previous day. The implied volatity was 46.74, the open interest changed by -5 which decreased total open position to 732
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 48.53, the open interest changed by 1 which increased total open position to 738
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 0.35, which was 0.10 higher than the previous day. The implied volatity was 49.99, the open interest changed by -13 which decreased total open position to 737
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 43.41, the open interest changed by -103 which decreased total open position to 739
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 41.99, the open interest changed by -40 which decreased total open position to 845
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 44.56, the open interest changed by -25 which decreased total open position to 893
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 43.55, the open interest changed by -9 which decreased total open position to 922
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 43.56, the open interest changed by 6 which increased total open position to 932
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 42.61, the open interest changed by -17 which decreased total open position to 926
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 38.59, the open interest changed by 8 which increased total open position to 944
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 38.28, the open interest changed by 57 which increased total open position to 936
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 38.96, the open interest changed by 53 which increased total open position to 879
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 39.24, the open interest changed by 3 which increased total open position to 831
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 1.1, which was -0.75 lower than the previous day. The implied volatity was 37.90, the open interest changed by 208 which increased total open position to 823
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 1.85, which was 0.10 higher than the previous day. The implied volatity was 39.94, the open interest changed by 223 which increased total open position to 616
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 1.75, which was 0.55 higher than the previous day. The implied volatity was 39.64, the open interest changed by 82 which increased total open position to 391
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 36.04, the open interest changed by 44 which increased total open position to 310
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 1.85, which was 0.65 higher than the previous day. The implied volatity was 41.37, the open interest changed by 58 which increased total open position to 256
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 1.2, which was -1.35 lower than the previous day. The implied volatity was 35.79, the open interest changed by 36 which increased total open position to 234
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 2.55, which was 0.85 higher than the previous day. The implied volatity was 37.07, the open interest changed by 142 which increased total open position to 199
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 34.52, the open interest changed by 22 which increased total open position to 57
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 1.7, which was -0.60 lower than the previous day. The implied volatity was 34.52, the open interest changed by 22 which increased total open position to 57
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 2.3, which was 1.75 higher than the previous day. The implied volatity was 34.44, the open interest changed by 35 which increased total open position to 35
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was 13.12, the open interest changed by 0 which decreased total open position to 0
