TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 670 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 76.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 19 Dec | 744.05 | 76.1 | -18.90 | - | 2 | 0 | 4 | |||
| 18 Dec | 755.70 | 95 | -24.00 | - | 1 | 0 | 4 | |||
| 17 Dec | 779.75 | 119 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 784.80 | 119 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 790.30 | 119 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 12 Dec | 786.35 | 119 | -14.00 | - | 3 | 0 | 1 | |||
| 11 Dec | 799.10 | 133 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 799.90 | 133 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 798.75 | 133 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 816.80 | 133 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 792.55 | 133 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 788.10 | 133 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 801.25 | 133 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 790.05 | 133 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 786.45 | 133 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 779.45 | 133 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 783.95 | 133 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 783.00 | 133 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 25 Nov | 796.60 | 133 | -40.75 | - | 1 | 0 | 0 | |||
| 22 Nov | 791.00 | 173.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 773.85 | 173.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 783.20 | 173.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 783.20 | 173.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 771.90 | 173.75 | 173.75 | - | 0 | 0 | 0 | |||
| 14 Nov | 774.30 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 670 expiring on 26DEC2024
Delta for 670 CE is 0.00
Historical price for 670 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 76.1, 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 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 76.1, which was -18.90 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 95, which was -24.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 119, 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 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 119, 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 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 119, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 119, which was -14.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 133, 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 133, 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 133, 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 133, 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 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 133, 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 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 133, 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 133, 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 133, 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 133, 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 133, 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 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 133, 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 133, 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 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 133, which was -40.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 173.75, 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 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 173.75, 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 173.75, 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 173.75, 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 173.75, which was 173.75 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TATAMOTORS 26DEC2024 670 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.08
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 0.5 | 0.00 | 35.31 | 840 | 368 | 630 |
| 19 Dec | 744.05 | 0.5 | 0.00 | 42.22 | 160 | 15 | 259 |
| 18 Dec | 755.70 | 0.5 | 0.20 | 43.98 | 132 | -12 | 245 |
| 17 Dec | 779.75 | 0.3 | 0.00 | 45.91 | 48 | -14 | 259 |
| 16 Dec | 784.80 | 0.3 | 0.00 | 45.28 | 78 | -47 | 276 |
| 13 Dec | 790.30 | 0.3 | -0.05 | 41.29 | 119 | -2 | 348 |
| 12 Dec | 786.35 | 0.35 | 0.00 | 39.78 | 65 | 2 | 351 |
| 11 Dec | 799.10 | 0.35 | -0.05 | 41.55 | 40 | -2 | 349 |
| 10 Dec | 799.90 | 0.4 | -0.15 | 41.45 | 150 | -68 | 353 |
| 9 Dec | 798.75 | 0.55 | 0.10 | 41.93 | 42 | 1 | 424 |
| 6 Dec | 816.80 | 0.45 | -0.25 | 41.50 | 274 | 23 | 441 |
| 5 Dec | 792.55 | 0.7 | -0.05 | 37.92 | 88 | 14 | 419 |
| 4 Dec | 788.10 | 0.75 | 0.15 | 36.46 | 165 | -18 | 411 |
| 3 Dec | 801.25 | 0.6 | -0.40 | 36.91 | 261 | 15 | 438 |
| 2 Dec | 790.05 | 1 | -0.25 | 37.26 | 289 | 75 | 426 |
| 29 Nov | 786.45 | 1.25 | -0.85 | 36.17 | 473 | 106 | 351 |
| 28 Nov | 779.45 | 2.1 | 0.20 | 38.21 | 345 | 180 | 249 |
| 27 Nov | 783.95 | 1.9 | 0.15 | 37.61 | 35 | 12 | 70 |
| 26 Nov | 783.00 | 1.75 | -0.20 | 36.19 | 28 | 2 | 59 |
| 25 Nov | 796.60 | 1.95 | -0.10 | 39.25 | 75 | -12 | 58 |
| 22 Nov | 791.00 | 2.05 | -1.00 | 37.33 | 81 | -2 | 68 |
| 21 Nov | 773.85 | 3.05 | 1.20 | 35.99 | 146 | 62 | 65 |
| 20 Nov | 783.20 | 1.85 | 0.00 | 32.82 | 16 | 3 | 4 |
| 19 Nov | 783.20 | 1.85 | -0.45 | 32.82 | 16 | 4 | 4 |
| 18 Nov | 771.90 | 2.3 | 2.30 | 12.43 | 0 | 0 | 0 |
| 14 Nov | 774.30 | 0 | 0.00 | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 670 expiring on 26DEC2024
Delta for 670 PE is -0.04
Historical price for 670 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 35.31, the open interest changed by 368 which increased total open position to 630
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 42.22, the open interest changed by 15 which increased total open position to 259
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 0.5, which was 0.20 higher than the previous day. The implied volatity was 43.98, the open interest changed by -12 which decreased total open position to 245
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 45.91, the open interest changed by -14 which decreased total open position to 259
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 45.28, the open interest changed by -47 which decreased total open position to 276
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 41.29, the open interest changed by -2 which decreased total open position to 348
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 39.78, the open interest changed by 2 which increased total open position to 351
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 41.55, the open interest changed by -2 which decreased total open position to 349
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 41.45, the open interest changed by -68 which decreased total open position to 353
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 41.93, the open interest changed by 1 which increased total open position to 424
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 41.50, the open interest changed by 23 which increased total open position to 441
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 37.92, the open interest changed by 14 which increased total open position to 419
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 36.46, the open interest changed by -18 which decreased total open position to 411
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 0.6, which was -0.40 lower than the previous day. The implied volatity was 36.91, the open interest changed by 15 which increased total open position to 438
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 37.26, the open interest changed by 75 which increased total open position to 426
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 1.25, which was -0.85 lower than the previous day. The implied volatity was 36.17, the open interest changed by 106 which increased total open position to 351
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 2.1, which was 0.20 higher than the previous day. The implied volatity was 38.21, the open interest changed by 180 which increased total open position to 249
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 1.9, which was 0.15 higher than the previous day. The implied volatity was 37.61, the open interest changed by 12 which increased total open position to 70
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 1.75, which was -0.20 lower than the previous day. The implied volatity was 36.19, the open interest changed by 2 which increased total open position to 59
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 1.95, which was -0.10 lower than the previous day. The implied volatity was 39.25, the open interest changed by -12 which decreased total open position to 58
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 2.05, which was -1.00 lower than the previous day. The implied volatity was 37.33, the open interest changed by -2 which decreased total open position to 68
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 3.05, which was 1.20 higher than the previous day. The implied volatity was 35.99, the open interest changed by 62 which increased total open position to 65
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 1.85, which was 0.00 lower than the previous day. The implied volatity was 32.82, the open interest changed by 3 which increased total open position to 4
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 1.85, which was -0.45 lower than the previous day. The implied volatity was 32.82, the open interest changed by 4 which increased total open position to 4
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 2.3, which was 2.30 higher than the previous day. The implied volatity was 12.43, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
