TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 670 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.85 | 312.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 783.20 | 312.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 783.20 | 312.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 771.90 | 312.65 | 312.65 | - | 0 | 0 | 0 | |||
| 14 Nov | 774.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 786.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Nov | 784.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 804.70 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 670 expiring on 28NOV2024
Delta for 670 CE is -
Historical price for 670 CE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 312.65, 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 312.65, 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 312.65, 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 312.65, which was 312.65 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 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 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 0, 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 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 0, 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 11 Nov TATAMOTORS was trading at 804.70. 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 28NOV2024 670 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.06
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.85 | 0.55 | 0.05 | 54.59 | 25.088 | -1.158 | 7.719 |
| 20 Nov | 783.20 | 0.5 | 0.00 | 50.14 | 15.053 | 2.702 | 8.877 |
| 19 Nov | 783.20 | 0.5 | 0.00 | 50.14 | 15.053 | 2.702 | 8.877 |
| 18 Nov | 771.90 | 0.5 | 0.50 | 44.69 | 128.14 | 8.105 | 8.105 |
| 14 Nov | 774.30 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 786.25 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 784.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 804.70 | 0 | 0.00 | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 670 expiring on 28NOV2024
Delta for 670 PE is -0.02
Historical price for 670 PE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 54.59, the open interest changed by -3 which decreased total open position to 20
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 50.14, the open interest changed by 7 which increased total open position to 23
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 50.14, the open interest changed by 7 which increased total open position to 23
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 0.5, which was 0.50 higher than the previous day. The implied volatity was 44.69, the open interest changed by 21 which increased total open position to 21
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 0, 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 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 0, 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 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 0, 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 11 Nov TATAMOTORS was trading at 804.70. 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
