TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
03 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 | |||
| 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 | |||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.12
Theta: -0.09
Gamma: 0.00
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| 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
