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[--[65.84.65.76]--]
TATAMOTORS
Tata Motors Limited

774.3 -11.95 (-1.52%)

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Historical option data for TATAMOTORS

14 Nov 2024 04:11 PM IST
TATAMOTORS 28NOV2024 680 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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 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: -0.03
Vega: 0.10
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.03

Historical price for 680 PE is as follows

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