TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Nov 2024 04:01 PM IST
| TATAMOTORS 28NOV2024 680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.85 | 454 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 783.20 | 454 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 783.20 | 454 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 771.90 | 454 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 774.30 | 454 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 786.25 | 454 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 784.85 | 454 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 804.70 | 454 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 805.45 | 454 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 7 Nov | 819.75 | 454 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 839.70 | 454 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 454 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 680 expiring on 28NOV2024
Delta for 680 CE is -
Historical price for 680 CE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 454, 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 454, 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 454, 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 454, 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 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 454, 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 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 454, 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 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 454, 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 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 454, 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 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 454, 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 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 454, 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 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 454, 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 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 454, 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 28NOV2024 680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 0.06
Theta: -0.21
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.85 | 0.5 | -0.10 | 49.10 | 518.351 | -38.596 | 590.14 |
| 20 Nov | 783.20 | 0.6 | 0.00 | 47.62 | 350.842 | -50.947 | 628.737 |
| 19 Nov | 783.20 | 0.6 | 0.05 | 47.62 | 350.842 | -50.947 | 628.737 |
| 18 Nov | 771.90 | 0.55 | -0.10 | 41.45 | 611.368 | 22.386 | 679.684 |
| 14 Nov | 774.30 | 0.65 | 0.00 | 37.32 | 282.14 | 48.632 | 659.228 |
| 13 Nov | 786.25 | 0.65 | 0.10 | 39.09 | 189.123 | 0 | 610.596 |
| 12 Nov | 784.85 | 0.55 | 0.15 | 36.33 | 205.333 | 14.281 | 610.211 |
| 11 Nov | 804.70 | 0.4 | -0.90 | 38.36 | 615.228 | -84.912 | 595.93 |
| 8 Nov | 805.45 | 1.3 | 0.20 | 42.92 | 1,336.211 | 204.947 | 665.404 |
| 7 Nov | 819.75 | 1.1 | 0.60 | 44.83 | 487.86 | 155.158 | 460.456 |
| 6 Nov | 839.70 | 0.5 | -0.40 | 42.20 | 359.333 | 59.439 | 305.298 |
| 5 Nov | 835.65 | 0.9 | 44.30 | 430.737 | 250.491 | 250.491 | |
For Tata Motors Limited - strike price 680 expiring on 28NOV2024
Delta for 680 PE is -0.02
Historical price for 680 PE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 49.10, the open interest changed by -100 which decreased total open position to 1529
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 47.62, the open interest changed by -132 which decreased total open position to 1629
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 47.62, the open interest changed by -132 which decreased total open position to 1629
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 41.45, the open interest changed by 58 which increased total open position to 1761
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 37.32, the open interest changed by 126 which increased total open position to 1708
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 39.09, the open interest changed by 0 which decreased total open position to 1582
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 0.55, which was 0.15 higher than the previous day. The implied volatity was 36.33, the open interest changed by 37 which increased total open position to 1581
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 0.4, which was -0.90 lower than the previous day. The implied volatity was 38.36, the open interest changed by -220 which decreased total open position to 1544
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 1.3, which was 0.20 higher than the previous day. The implied volatity was 42.92, the open interest changed by 531 which increased total open position to 1724
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 1.1, which was 0.60 higher than the previous day. The implied volatity was 44.83, the open interest changed by 402 which increased total open position to 1193
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 0.5, which was -0.40 lower than the previous day. The implied volatity was 42.20, the open interest changed by 154 which increased total open position to 791
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was 44.30, the open interest changed by 649 which increased total open position to 649
