TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 680 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 | 43.3 | -282.85 | - | 402 | 325 | 325 | |||
| 19 Dec | 744.05 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Dec | 755.70 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 779.75 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 784.80 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 790.30 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 786.35 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 799.10 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 799.90 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 798.75 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 816.80 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 792.55 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 788.10 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 801.25 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 790.05 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 786.45 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 779.45 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 783.95 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 783.00 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 796.60 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 791.00 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 773.85 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 783.20 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 783.20 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 771.90 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 774.30 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 786.25 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 784.85 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 804.70 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 805.45 | 326.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 819.75 | 326.15 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 680 expiring on 26DEC2024
Delta for 680 CE is -
Historical price for 680 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 43.3, which was -282.85 lower than the previous day. The implied volatity was -, the open interest changed by 325 which increased total open position to 325
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 326.15, 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 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 326.15, 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 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 326.15, 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 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 326.15, 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 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 326.15, 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 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 326.15, 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 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 326.15, 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 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 326.15, 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 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 326.15, 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 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 326.15, 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 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 326.15, 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 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 326.15, 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 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 326.15, 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 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 326.15, 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 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 326.15, 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 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 326.15, 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 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 326.15, 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 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 326.15, 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 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 326.15, 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 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 326.15, 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 326.15, 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 326.15, 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 326.15, 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 326.15, 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 326.15, 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 326.15, 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 326.15, 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 326.15, 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 326.15, 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 326.15, 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 680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.11
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 0.85 | 0.10 | 33.35 | 3,215 | 642 | 1,552 |
| 19 Dec | 744.05 | 0.75 | 0.25 | 40.33 | 451 | 28 | 909 |
| 18 Dec | 755.70 | 0.5 | 0.15 | 39.53 | 568 | 92 | 896 |
| 17 Dec | 779.75 | 0.35 | -0.10 | 43.04 | 78 | 10 | 808 |
| 16 Dec | 784.80 | 0.45 | 0.00 | 44.25 | 28 | -2 | 799 |
| 13 Dec | 790.30 | 0.45 | -0.05 | 40.50 | 322 | 109 | 801 |
| 12 Dec | 786.35 | 0.5 | 0.10 | 38.74 | 256 | 17 | 692 |
| 11 Dec | 799.10 | 0.4 | -0.10 | 39.34 | 59 | 5 | 675 |
| 10 Dec | 799.90 | 0.5 | -0.15 | 39.85 | 119 | 17 | 676 |
| 9 Dec | 798.75 | 0.65 | 0.15 | 40.05 | 286 | -54 | 660 |
| 6 Dec | 816.80 | 0.5 | -0.20 | 39.51 | 477 | -55 | 714 |
| 5 Dec | 792.55 | 0.7 | -0.20 | 35.18 | 390 | 16 | 719 |
| 4 Dec | 788.10 | 0.9 | 0.20 | 34.86 | 458 | 100 | 705 |
| 3 Dec | 801.25 | 0.7 | -0.50 | 35.25 | 436 | 68 | 610 |
| 2 Dec | 790.05 | 1.2 | -0.40 | 35.77 | 447 | 63 | 544 |
| 29 Nov | 786.45 | 1.6 | -1.10 | 35.25 | 632 | 205 | 480 |
| 28 Nov | 779.45 | 2.7 | 0.25 | 37.56 | 222 | 45 | 275 |
| 27 Nov | 783.95 | 2.45 | 0.20 | 36.97 | 135 | 24 | 226 |
| 26 Nov | 783.00 | 2.25 | -0.05 | 35.47 | 224 | -10 | 202 |
| 25 Nov | 796.60 | 2.3 | -0.10 | 38.01 | 177 | 2 | 212 |
| 22 Nov | 791.00 | 2.4 | -1.35 | 36.08 | 285 | -7 | 203 |
| 21 Nov | 773.85 | 3.75 | 0.80 | 35.16 | 406 | -44 | 233 |
| 20 Nov | 783.20 | 2.95 | 0.00 | 33.92 | 367 | -25 | 276 |
| 19 Nov | 783.20 | 2.95 | -0.85 | 33.92 | 367 | -26 | 276 |
| 18 Nov | 771.90 | 3.8 | 0.10 | 33.60 | 915 | 234 | 302 |
| 14 Nov | 774.30 | 3.7 | 0.45 | 32.73 | 288 | 22 | 67 |
| 13 Nov | 786.25 | 3.25 | 0.65 | 33.48 | 63 | 14 | 46 |
| 12 Nov | 784.85 | 2.6 | 0.65 | 31.00 | 16 | 9 | 31 |
| 11 Nov | 804.70 | 1.95 | -1.85 | 32.30 | 21 | 11 | 21 |
| 8 Nov | 805.45 | 3.8 | 0.30 | 36.30 | 11 | 8 | 10 |
| 7 Nov | 819.75 | 3.5 | 38.38 | 12 | 0 | 1 | |
For Tata Motors Limited - strike price 680 expiring on 26DEC2024
Delta for 680 PE is -0.06
Historical price for 680 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 33.35, the open interest changed by 642 which increased total open position to 1552
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 0.75, which was 0.25 higher than the previous day. The implied volatity was 40.33, the open interest changed by 28 which increased total open position to 909
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 39.53, the open interest changed by 92 which increased total open position to 896
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 43.04, the open interest changed by 10 which increased total open position to 808
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 44.25, the open interest changed by -2 which decreased total open position to 799
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 40.50, the open interest changed by 109 which increased total open position to 801
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 38.74, the open interest changed by 17 which increased total open position to 692
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 39.34, the open interest changed by 5 which increased total open position to 675
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 39.85, the open interest changed by 17 which increased total open position to 676
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 40.05, the open interest changed by -54 which decreased total open position to 660
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 39.51, the open interest changed by -55 which decreased total open position to 714
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 35.18, the open interest changed by 16 which increased total open position to 719
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 0.9, which was 0.20 higher than the previous day. The implied volatity was 34.86, the open interest changed by 100 which increased total open position to 705
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 0.7, which was -0.50 lower than the previous day. The implied volatity was 35.25, the open interest changed by 68 which increased total open position to 610
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 35.77, the open interest changed by 63 which increased total open position to 544
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 1.6, which was -1.10 lower than the previous day. The implied volatity was 35.25, the open interest changed by 205 which increased total open position to 480
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 2.7, which was 0.25 higher than the previous day. The implied volatity was 37.56, the open interest changed by 45 which increased total open position to 275
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 2.45, which was 0.20 higher than the previous day. The implied volatity was 36.97, the open interest changed by 24 which increased total open position to 226
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 35.47, the open interest changed by -10 which decreased total open position to 202
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 2.3, which was -0.10 lower than the previous day. The implied volatity was 38.01, the open interest changed by 2 which increased total open position to 212
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 2.4, which was -1.35 lower than the previous day. The implied volatity was 36.08, the open interest changed by -7 which decreased total open position to 203
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 3.75, which was 0.80 higher than the previous day. The implied volatity was 35.16, the open interest changed by -44 which decreased total open position to 233
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 2.95, which was 0.00 lower than the previous day. The implied volatity was 33.92, the open interest changed by -25 which decreased total open position to 276
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 2.95, which was -0.85 lower than the previous day. The implied volatity was 33.92, the open interest changed by -26 which decreased total open position to 276
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 3.8, which was 0.10 higher than the previous day. The implied volatity was 33.60, the open interest changed by 234 which increased total open position to 302
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 3.7, which was 0.45 higher than the previous day. The implied volatity was 32.73, the open interest changed by 22 which increased total open position to 67
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 3.25, which was 0.65 higher than the previous day. The implied volatity was 33.48, the open interest changed by 14 which increased total open position to 46
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 2.6, which was 0.65 higher than the previous day. The implied volatity was 31.00, the open interest changed by 9 which increased total open position to 31
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 1.95, which was -1.85 lower than the previous day. The implied volatity was 32.30, the open interest changed by 11 which increased total open position to 21
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 3.8, which was 0.30 higher than the previous day. The implied volatity was 36.30, the open interest changed by 8 which increased total open position to 10
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 3.5, which was lower than the previous day. The implied volatity was 38.38, the open interest changed by 0 which decreased total open position to 1
