TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.21
Theta: -0.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 2.7 | 0.05 | 47.19 | 6,666 | -594 | 7,845 | |||
| 9 Apr | 582.90 | 2.65 | -0.55 | 49.10 | 3,883 | -17 | 8,443 | |||
| 8 Apr | 588.85 | 3.25 | -0.6 | 47.52 | 6,179 | 22 | 8,457 | |||
| 7 Apr | 579.75 | 3.95 | 0.3 | 52.97 | 12,876 | -1,019 | 8,418 | |||
| 4 Apr | 613.85 | 3.8 | -8.5 | 32.87 | 19,557 | 3,860 | 9,473 | |||
| 3 Apr | 653.95 | 12.6 | -11 | 27.51 | 12,707 | 2,505 | 5,624 | |||
| 2 Apr | 671.90 | 23.7 | 0 | 31.19 | 7,786 | 42 | 3,108 | |||
| 1 Apr | 671.85 | 23.85 | -3.8 | 30.76 | 5,487 | -104 | 3,075 | |||
| 28 Mar | 674.45 | 27.25 | -0.4 | 31.58 | 9,196 | -25 | 3,179 | |||
| 27 Mar | 668.55 | 28.7 | -22.85 | 35.72 | 15,528 | 2,707 | 3,216 | |||
| 26 Mar | 708.25 | 52 | -0.7 | 32.52 | 77 | 30 | 507 | |||
| 25 Mar | 710.30 | 51.6 | -5.15 | 30.99 | 129 | 30 | 479 | |||
| 24 Mar | 713.50 | 56.95 | 9.95 | 30.76 | 157 | 17 | 448 | |||
| 21 Mar | 702.95 | 47.1 | 9.65 | 27.28 | 284 | 122 | 430 | |||
| 20 Mar | 690.05 | 37.3 | 4.4 | 26.29 | 401 | 44 | 306 | |||
| 19 Mar | 682.25 | 32.45 | -0.2 | 26.78 | 208 | -20 | 269 | |||
| 18 Mar | 680.05 | 32.15 | 8.45 | 27.65 | 940 | -85 | 293 | |||
| 17 Mar | 661.05 | 23.85 | 2.3 | 29.72 | 338 | 132 | 378 | |||
| 13 Mar | 655.50 | 21.45 | -6.85 | 28.16 | 290 | 137 | 245 | |||
| 12 Mar | 668.30 | 28.65 | 9.4 | 28.05 | 398 | 55 | 108 | |||
| 11 Mar | 648.05 | 19 | 0.35 | 27.54 | 53 | 46 | 54 | |||
| 10 Mar | 648.15 | 18.65 | -1.65 | 28.04 | 7 | 2 | 8 | |||
| 7 Mar | 648.30 | 20.3 | 1.7 | 28.12 | 8 | 1 | 6 | |||
| 6 Mar | 639.65 | 18.6 | 0.65 | 29.82 | 24 | 3 | 5 | |||
| 5 Mar | 640.80 | 17.95 | -12.5 | 27.64 | 2 | 1 | 1 | |||
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| 4 Mar | 619.20 | 30.45 | 0 | 4.76 | 0 | 0 | 0 | |||
| 3 Mar | 621.15 | 30.45 | 0 | 4.48 | 0 | 0 | 0 | |||
| 28 Feb | 620.65 | 30.45 | 0 | 4.38 | 0 | 0 | 0 | |||
For Tata Motors Limited - strike price 670 expiring on 24APR2025
Delta for 670 CE is 0.11
Historical price for 670 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 47.19, the open interest changed by -594 which decreased total open position to 7845
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 2.65, which was -0.55 lower than the previous day. The implied volatity was 49.10, the open interest changed by -17 which decreased total open position to 8443
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 3.25, which was -0.6 lower than the previous day. The implied volatity was 47.52, the open interest changed by 22 which increased total open position to 8457
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 3.95, which was 0.3 higher than the previous day. The implied volatity was 52.97, the open interest changed by -1019 which decreased total open position to 8418
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 3.8, which was -8.5 lower than the previous day. The implied volatity was 32.87, the open interest changed by 3860 which increased total open position to 9473
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 12.6, which was -11 lower than the previous day. The implied volatity was 27.51, the open interest changed by 2505 which increased total open position to 5624
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 23.7, which was 0 lower than the previous day. The implied volatity was 31.19, the open interest changed by 42 which increased total open position to 3108
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 23.85, which was -3.8 lower than the previous day. The implied volatity was 30.76, the open interest changed by -104 which decreased total open position to 3075
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 27.25, which was -0.4 lower than the previous day. The implied volatity was 31.58, the open interest changed by -25 which decreased total open position to 3179
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 28.7, which was -22.85 lower than the previous day. The implied volatity was 35.72, the open interest changed by 2707 which increased total open position to 3216
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 52, which was -0.7 lower than the previous day. The implied volatity was 32.52, the open interest changed by 30 which increased total open position to 507
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 51.6, which was -5.15 lower than the previous day. The implied volatity was 30.99, the open interest changed by 30 which increased total open position to 479
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 56.95, which was 9.95 higher than the previous day. The implied volatity was 30.76, the open interest changed by 17 which increased total open position to 448
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 47.1, which was 9.65 higher than the previous day. The implied volatity was 27.28, the open interest changed by 122 which increased total open position to 430
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 37.3, which was 4.4 higher than the previous day. The implied volatity was 26.29, the open interest changed by 44 which increased total open position to 306
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 32.45, which was -0.2 lower than the previous day. The implied volatity was 26.78, the open interest changed by -20 which decreased total open position to 269
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 32.15, which was 8.45 higher than the previous day. The implied volatity was 27.65, the open interest changed by -85 which decreased total open position to 293
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 23.85, which was 2.3 higher than the previous day. The implied volatity was 29.72, the open interest changed by 132 which increased total open position to 378
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 21.45, which was -6.85 lower than the previous day. The implied volatity was 28.16, the open interest changed by 137 which increased total open position to 245
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 28.65, which was 9.4 higher than the previous day. The implied volatity was 28.05, the open interest changed by 55 which increased total open position to 108
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 19, which was 0.35 higher than the previous day. The implied volatity was 27.54, the open interest changed by 46 which increased total open position to 54
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 18.65, which was -1.65 lower than the previous day. The implied volatity was 28.04, the open interest changed by 2 which increased total open position to 8
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 20.3, which was 1.7 higher than the previous day. The implied volatity was 28.12, the open interest changed by 1 which increased total open position to 6
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 18.6, which was 0.65 higher than the previous day. The implied volatity was 29.82, the open interest changed by 3 which increased total open position to 5
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 17.95, which was -12.5 lower than the previous day. The implied volatity was 27.64, the open interest changed by 1 which increased total open position to 1
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 30.45, which was 0 lower than the previous day. The implied volatity was 4.76, 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 30.45, which was 0 lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 30.45, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0
| TATAMOTORS 24APR2025 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.87
Vega: 0.24
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 75.25 | -11.75 | 51.33 | 112 | -30 | 3,057 |
| 9 Apr | 582.90 | 87.4 | 5.15 | 57.51 | 46 | -17 | 3,087 |
| 8 Apr | 588.85 | 82.05 | -10.25 | 53.64 | 209 | -70 | 3,104 |
| 7 Apr | 579.75 | 92 | 33.8 | 60.91 | 734 | -468 | 3,175 |
| 4 Apr | 613.85 | 56.75 | 30.35 | 37.47 | 1,522 | -492 | 3,643 |
| 3 Apr | 653.95 | 25.6 | 7.75 | 31.40 | 7,012 | -704 | 4,134 |
| 2 Apr | 671.90 | 17.8 | -1.65 | 31.70 | 7,173 | 859 | 4,828 |
| 1 Apr | 671.85 | 19.75 | 0.45 | 33.93 | 8,658 | 84 | 3,978 |
| 28 Mar | 674.45 | 19.35 | -4.1 | 31.99 | 10,256 | 244 | 3,894 |
| 27 Mar | 668.55 | 22.85 | 14.45 | 34.05 | 13,499 | 2,565 | 3,647 |
| 26 Mar | 708.25 | 8.65 | 0.2 | 31.46 | 799 | 403 | 1,084 |
| 25 Mar | 710.30 | 8.6 | 0.65 | 30.96 | 927 | 118 | 682 |
| 24 Mar | 713.50 | 7.85 | -1.65 | 31.56 | 741 | 62 | 565 |
| 21 Mar | 702.95 | 9.35 | -3.55 | 28.72 | 658 | 172 | 498 |
| 20 Mar | 690.05 | 12.55 | -3.45 | 27.82 | 459 | 97 | 326 |
| 19 Mar | 682.25 | 16.1 | -0.5 | 28.37 | 293 | -47 | 229 |
| 18 Mar | 680.05 | 16.95 | -7.5 | 28.09 | 345 | 185 | 275 |
| 17 Mar | 661.05 | 24.45 | -6.5 | 27.21 | 5 | 2 | 89 |
| 13 Mar | 655.50 | 31.4 | 6.6 | 30.78 | 68 | 61 | 86 |
| 12 Mar | 668.30 | 24.7 | -18.3 | 30.31 | 42 | 22 | 24 |
| 11 Mar | 648.05 | 43 | 0 | 0.00 | 0 | 0 | 0 |
| 10 Mar | 648.15 | 43 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Mar | 648.30 | 43 | 0 | 0.00 | 0 | 0 | 0 |
| 6 Mar | 639.65 | 43 | 0 | 0.00 | 0 | 2 | 0 |
| 5 Mar | 640.80 | 43 | -1.6 | 33.40 | 4 | 2 | 2 |
| 4 Mar | 619.20 | 44.6 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 621.15 | 44.6 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 620.65 | 44.6 | 0 | - | 0 | 0 | 0 |
For Tata Motors Limited - strike price 670 expiring on 24APR2025
Delta for 670 PE is -0.87
Historical price for 670 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 75.25, which was -11.75 lower than the previous day. The implied volatity was 51.33, the open interest changed by -30 which decreased total open position to 3057
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 87.4, which was 5.15 higher than the previous day. The implied volatity was 57.51, the open interest changed by -17 which decreased total open position to 3087
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 82.05, which was -10.25 lower than the previous day. The implied volatity was 53.64, the open interest changed by -70 which decreased total open position to 3104
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 92, which was 33.8 higher than the previous day. The implied volatity was 60.91, the open interest changed by -468 which decreased total open position to 3175
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 56.75, which was 30.35 higher than the previous day. The implied volatity was 37.47, the open interest changed by -492 which decreased total open position to 3643
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 25.6, which was 7.75 higher than the previous day. The implied volatity was 31.40, the open interest changed by -704 which decreased total open position to 4134
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 17.8, which was -1.65 lower than the previous day. The implied volatity was 31.70, the open interest changed by 859 which increased total open position to 4828
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 19.75, which was 0.45 higher than the previous day. The implied volatity was 33.93, the open interest changed by 84 which increased total open position to 3978
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 19.35, which was -4.1 lower than the previous day. The implied volatity was 31.99, the open interest changed by 244 which increased total open position to 3894
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 22.85, which was 14.45 higher than the previous day. The implied volatity was 34.05, the open interest changed by 2565 which increased total open position to 3647
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 8.65, which was 0.2 higher than the previous day. The implied volatity was 31.46, the open interest changed by 403 which increased total open position to 1084
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 8.6, which was 0.65 higher than the previous day. The implied volatity was 30.96, the open interest changed by 118 which increased total open position to 682
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 7.85, which was -1.65 lower than the previous day. The implied volatity was 31.56, the open interest changed by 62 which increased total open position to 565
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 9.35, which was -3.55 lower than the previous day. The implied volatity was 28.72, the open interest changed by 172 which increased total open position to 498
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 12.55, which was -3.45 lower than the previous day. The implied volatity was 27.82, the open interest changed by 97 which increased total open position to 326
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 16.1, which was -0.5 lower than the previous day. The implied volatity was 28.37, the open interest changed by -47 which decreased total open position to 229
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 16.95, which was -7.5 lower than the previous day. The implied volatity was 28.09, the open interest changed by 185 which increased total open position to 275
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 24.45, which was -6.5 lower than the previous day. The implied volatity was 27.21, the open interest changed by 2 which increased total open position to 89
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 31.4, which was 6.6 higher than the previous day. The implied volatity was 30.78, the open interest changed by 61 which increased total open position to 86
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 24.7, which was -18.3 lower than the previous day. The implied volatity was 30.31, the open interest changed by 22 which increased total open position to 24
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 43, 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 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 43, 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 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 43, 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 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 43, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 43, which was -1.6 lower than the previous day. The implied volatity was 33.40, the open interest changed by 2 which increased total open position to 2
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 44.6, 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 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 44.6, 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 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 44.6, 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
