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

740.8 4.70 (0.64%)

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Historical option data for TATAMOTORS

26 Dec 2024 04:11 PM IST
TATAMOTORS 26DEC2024 680 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 740.80 60.65 5.65 - 2 -1 326
24 Dec 736.10 55 11.50 - 13 -1 328
23 Dec 722.20 43.5 0.20 50.68 17 5 330
20 Dec 724.05 43.3 -282.85 - 402 325 325
19 Dec 744.05 326.15 0.00 - 0 0 0
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 26 Dec TATAMOTORS was trading at 740.80. The strike last trading price was 60.65, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 326


On 24 Dec TATAMOTORS was trading at 736.10. The strike last trading price was 55, which was 11.50 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 328


On 23 Dec TATAMOTORS was trading at 722.20. The strike last trading price was 43.5, which was 0.20 higher than the previous day. The implied volatity was 50.68, the open interest changed by 5 which increased total open position to 330


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
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 740.80 0.05 -0.05 - 265 -217 1,040
24 Dec 736.10 0.1 -0.20 46.78 1,199 -210 1,256
23 Dec 722.20 0.3 -0.55 36.12 1,016 -86 1,465
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 -

Historical price for 680 PE is as follows

On 26 Dec TATAMOTORS was trading at 740.80. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by -217 which decreased total open position to 1040


On 24 Dec TATAMOTORS was trading at 736.10. The strike last trading price was 0.1, which was -0.20 lower than the previous day. The implied volatity was 46.78, the open interest changed by -210 which decreased total open position to 1256


On 23 Dec TATAMOTORS was trading at 722.20. The strike last trading price was 0.3, which was -0.55 lower than the previous day. The implied volatity was 36.12, the open interest changed by -86 which decreased total open position to 1465


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