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

801.25 11.20 (1.42%)

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Historical option data for TATAMOTORS

03 Dec 2024 04:11 PM IST
TATAMOTORS 26DEC2024 680 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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 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
Delta: -0.03
Vega: 0.12
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.03

Historical price for 680 PE is as follows

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