TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
11 Apr 2025 04:11 PM IST
| TATAMOTORS 24APR2025 690 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.15
Theta: -0.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 595.05 | 1.75 | 0 | 50.25 | 3,740 | -196 | 4,969 | |||
| 9 Apr | 582.90 | 1.7 | -0.45 | 51.33 | 1,935 | -40 | 5,167 | |||
| 8 Apr | 588.85 | 2.2 | -0.4 | 50.22 | 3,853 | 1,271 | 5,206 | |||
| 7 Apr | 579.75 | 2.65 | 0.5 | 54.76 | 5,208 | -309 | 3,935 | |||
| 4 Apr | 613.85 | 2.3 | -4.5 | 35.22 | 9,103 | 1,082 | 4,225 | |||
| 3 Apr | 653.95 | 6.95 | -7.6 | 28.51 | 6,036 | 1,034 | 3,143 | |||
| 2 Apr | 671.90 | 14.5 | -0.35 | 31.00 | 4,482 | 131 | 2,124 | |||
| 1 Apr | 671.85 | 14.85 | -3.05 | 30.87 | 5,713 | 120 | 1,990 | |||
| 28 Mar | 674.45 | 17.7 | -0.7 | 31.31 | 8,079 | 225 | 1,870 | |||
| 27 Mar | 668.55 | 19.05 | -16.95 | 34.71 | 7,308 | 1,161 | 1,625 | |||
| 26 Mar | 708.25 | 35.35 | -2.55 | 28.20 | 329 | 29 | 466 | |||
| 25 Mar | 710.30 | 37.3 | -4 | 30.13 | 340 | -13 | 438 | |||
| 24 Mar | 713.50 | 42.05 | 8.8 | 29.97 | 655 | 18 | 451 | |||
| 21 Mar | 702.95 | 33.4 | 7.85 | 26.92 | 679 | -46 | 434 | |||
| 20 Mar | 690.05 | 25.35 | 3.05 | 26.16 | 866 | 126 | 475 | |||
| 19 Mar | 682.25 | 22 | -0.3 | 27.00 | 395 | 130 | 349 | |||
| 18 Mar | 680.05 | 21.65 | 6.2 | 27.42 | 335 | 117 | 219 | |||
| 17 Mar | 661.05 | 15.45 | 1.35 | 29.18 | 85 | 14 | 102 | |||
| 13 Mar | 655.50 | 14.05 | -5.4 | 28.14 | 61 | 24 | 89 | |||
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| 12 Mar | 668.30 | 18.35 | 7.35 | 26.65 | 76 | 6 | 65 | |||
| 11 Mar | 648.05 | 11 | -3.05 | 25.97 | 3 | 1 | 59 | |||
| 10 Mar | 648.15 | 14.05 | -0.2 | 30.41 | 12 | 6 | 58 | |||
| 7 Mar | 648.30 | 14.25 | 1.85 | 29.00 | 45 | -19 | 52 | |||
| 6 Mar | 639.65 | 12.4 | 1.45 | 29.68 | 93 | 17 | 72 | |||
| 5 Mar | 640.80 | 10.95 | 3.25 | 26.57 | 15 | 9 | 55 | |||
| 4 Mar | 619.20 | 7.7 | -1.85 | 29.27 | 46 | -19 | 46 | |||
| 3 Mar | 621.15 | 9.55 | -1 | 30.97 | 8 | 4 | 64 | |||
| 28 Feb | 620.65 | 10.55 | -12.55 | 31.51 | 81 | 61 | 61 | |||
For Tata Motors Limited - strike price 690 expiring on 24APR2025
Delta for 690 CE is 0.07
Historical price for 690 CE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 1.75, which was 0 lower than the previous day. The implied volatity was 50.25, the open interest changed by -196 which decreased total open position to 4969
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 51.33, the open interest changed by -40 which decreased total open position to 5167
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 2.2, which was -0.4 lower than the previous day. The implied volatity was 50.22, the open interest changed by 1271 which increased total open position to 5206
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 2.65, which was 0.5 higher than the previous day. The implied volatity was 54.76, the open interest changed by -309 which decreased total open position to 3935
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 2.3, which was -4.5 lower than the previous day. The implied volatity was 35.22, the open interest changed by 1082 which increased total open position to 4225
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 6.95, which was -7.6 lower than the previous day. The implied volatity was 28.51, the open interest changed by 1034 which increased total open position to 3143
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 14.5, which was -0.35 lower than the previous day. The implied volatity was 31.00, the open interest changed by 131 which increased total open position to 2124
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 14.85, which was -3.05 lower than the previous day. The implied volatity was 30.87, the open interest changed by 120 which increased total open position to 1990
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 17.7, which was -0.7 lower than the previous day. The implied volatity was 31.31, the open interest changed by 225 which increased total open position to 1870
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 19.05, which was -16.95 lower than the previous day. The implied volatity was 34.71, the open interest changed by 1161 which increased total open position to 1625
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 35.35, which was -2.55 lower than the previous day. The implied volatity was 28.20, the open interest changed by 29 which increased total open position to 466
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 37.3, which was -4 lower than the previous day. The implied volatity was 30.13, the open interest changed by -13 which decreased total open position to 438
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 42.05, which was 8.8 higher than the previous day. The implied volatity was 29.97, the open interest changed by 18 which increased total open position to 451
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 33.4, which was 7.85 higher than the previous day. The implied volatity was 26.92, the open interest changed by -46 which decreased total open position to 434
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 25.35, which was 3.05 higher than the previous day. The implied volatity was 26.16, the open interest changed by 126 which increased total open position to 475
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 22, which was -0.3 lower than the previous day. The implied volatity was 27.00, the open interest changed by 130 which increased total open position to 349
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 21.65, which was 6.2 higher than the previous day. The implied volatity was 27.42, the open interest changed by 117 which increased total open position to 219
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 15.45, which was 1.35 higher than the previous day. The implied volatity was 29.18, the open interest changed by 14 which increased total open position to 102
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 14.05, which was -5.4 lower than the previous day. The implied volatity was 28.14, the open interest changed by 24 which increased total open position to 89
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 18.35, which was 7.35 higher than the previous day. The implied volatity was 26.65, the open interest changed by 6 which increased total open position to 65
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 11, which was -3.05 lower than the previous day. The implied volatity was 25.97, the open interest changed by 1 which increased total open position to 59
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 14.05, which was -0.2 lower than the previous day. The implied volatity was 30.41, the open interest changed by 6 which increased total open position to 58
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 14.25, which was 1.85 higher than the previous day. The implied volatity was 29.00, the open interest changed by -19 which decreased total open position to 52
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 12.4, which was 1.45 higher than the previous day. The implied volatity was 29.68, the open interest changed by 17 which increased total open position to 72
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 10.95, which was 3.25 higher than the previous day. The implied volatity was 26.57, the open interest changed by 9 which increased total open position to 55
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 7.7, which was -1.85 lower than the previous day. The implied volatity was 29.27, the open interest changed by -19 which decreased total open position to 46
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 9.55, which was -1 lower than the previous day. The implied volatity was 30.97, the open interest changed by 4 which increased total open position to 64
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 10.55, which was -12.55 lower than the previous day. The implied volatity was 31.51, the open interest changed by 61 which increased total open position to 61
| TATAMOTORS 24APR2025 690 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.17
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 595.05 | 93.75 | -11.4 | 53.01 | 44 | 2 | 1,260 |
| 9 Apr | 582.90 | 104.65 | 3.65 | 53.09 | 21 | -4 | 1,258 |
| 8 Apr | 588.85 | 101 | -12.7 | 58.21 | 19 | -5 | 1,270 |
| 7 Apr | 579.75 | 110 | 34.2 | 62.11 | 188 | -83 | 1,274 |
| 4 Apr | 613.85 | 74.9 | 34.45 | 40.44 | 165 | -55 | 1,356 |
| 3 Apr | 653.95 | 40 | 11.4 | 33.33 | 491 | 7 | 1,410 |
| 2 Apr | 671.90 | 28.95 | -1.3 | 32.24 | 678 | -35 | 1,400 |
| 1 Apr | 671.85 | 30.6 | 1.5 | 34.03 | 1,804 | 137 | 1,434 |
| 28 Mar | 674.45 | 29.6 | -4.5 | 31.64 | 2,128 | 305 | 1,297 |
| 27 Mar | 668.55 | 33.15 | 19.35 | 33.16 | 2,593 | -1 | 995 |
| 26 Mar | 708.25 | 14.1 | 0.15 | 30.43 | 727 | 101 | 1,004 |
| 25 Mar | 710.30 | 13.85 | 1.2 | 29.72 | 1,058 | 90 | 909 |
| 24 Mar | 713.50 | 12.5 | -3 | 30.23 | 968 | 259 | 823 |
| 21 Mar | 702.95 | 15.4 | -5.1 | 28.05 | 915 | 213 | 562 |
| 20 Mar | 690.05 | 20.45 | -4.4 | 27.56 | 428 | 281 | 349 |
| 19 Mar | 682.25 | 25.2 | -0.5 | 28.20 | 73 | 31 | 68 |
| 18 Mar | 680.05 | 26.15 | -8.85 | 27.72 | 51 | 34 | 35 |
| 17 Mar | 661.05 | 35 | -22 | 25.55 | 1 | 0 | 0 |
| 13 Mar | 655.50 | 57 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 668.30 | 57 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 648.05 | 57 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 648.15 | 57 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 648.30 | 57 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 639.65 | 57 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 640.80 | 57 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 619.20 | 57 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 621.15 | 57 | 0 | - | 0 | 0 | 0 |
| 28 Feb | 620.65 | 57 | 0 | - | 0 | 0 | 0 |
For Tata Motors Limited - strike price 690 expiring on 24APR2025
Delta for 690 PE is -0.92
Historical price for 690 PE is as follows
On 11 Apr TATAMOTORS was trading at 595.05. The strike last trading price was 93.75, which was -11.4 lower than the previous day. The implied volatity was 53.01, the open interest changed by 2 which increased total open position to 1260
On 9 Apr TATAMOTORS was trading at 582.90. The strike last trading price was 104.65, which was 3.65 higher than the previous day. The implied volatity was 53.09, the open interest changed by -4 which decreased total open position to 1258
On 8 Apr TATAMOTORS was trading at 588.85. The strike last trading price was 101, which was -12.7 lower than the previous day. The implied volatity was 58.21, the open interest changed by -5 which decreased total open position to 1270
On 7 Apr TATAMOTORS was trading at 579.75. The strike last trading price was 110, which was 34.2 higher than the previous day. The implied volatity was 62.11, the open interest changed by -83 which decreased total open position to 1274
On 4 Apr TATAMOTORS was trading at 613.85. The strike last trading price was 74.9, which was 34.45 higher than the previous day. The implied volatity was 40.44, the open interest changed by -55 which decreased total open position to 1356
On 3 Apr TATAMOTORS was trading at 653.95. The strike last trading price was 40, which was 11.4 higher than the previous day. The implied volatity was 33.33, the open interest changed by 7 which increased total open position to 1410
On 2 Apr TATAMOTORS was trading at 671.90. The strike last trading price was 28.95, which was -1.3 lower than the previous day. The implied volatity was 32.24, the open interest changed by -35 which decreased total open position to 1400
On 1 Apr TATAMOTORS was trading at 671.85. The strike last trading price was 30.6, which was 1.5 higher than the previous day. The implied volatity was 34.03, the open interest changed by 137 which increased total open position to 1434
On 28 Mar TATAMOTORS was trading at 674.45. The strike last trading price was 29.6, which was -4.5 lower than the previous day. The implied volatity was 31.64, the open interest changed by 305 which increased total open position to 1297
On 27 Mar TATAMOTORS was trading at 668.55. The strike last trading price was 33.15, which was 19.35 higher than the previous day. The implied volatity was 33.16, the open interest changed by -1 which decreased total open position to 995
On 26 Mar TATAMOTORS was trading at 708.25. The strike last trading price was 14.1, which was 0.15 higher than the previous day. The implied volatity was 30.43, the open interest changed by 101 which increased total open position to 1004
On 25 Mar TATAMOTORS was trading at 710.30. The strike last trading price was 13.85, which was 1.2 higher than the previous day. The implied volatity was 29.72, the open interest changed by 90 which increased total open position to 909
On 24 Mar TATAMOTORS was trading at 713.50. The strike last trading price was 12.5, which was -3 lower than the previous day. The implied volatity was 30.23, the open interest changed by 259 which increased total open position to 823
On 21 Mar TATAMOTORS was trading at 702.95. The strike last trading price was 15.4, which was -5.1 lower than the previous day. The implied volatity was 28.05, the open interest changed by 213 which increased total open position to 562
On 20 Mar TATAMOTORS was trading at 690.05. The strike last trading price was 20.45, which was -4.4 lower than the previous day. The implied volatity was 27.56, the open interest changed by 281 which increased total open position to 349
On 19 Mar TATAMOTORS was trading at 682.25. The strike last trading price was 25.2, which was -0.5 lower than the previous day. The implied volatity was 28.20, the open interest changed by 31 which increased total open position to 68
On 18 Mar TATAMOTORS was trading at 680.05. The strike last trading price was 26.15, which was -8.85 lower than the previous day. The implied volatity was 27.72, the open interest changed by 34 which increased total open position to 35
On 17 Mar TATAMOTORS was trading at 661.05. The strike last trading price was 35, which was -22 lower than the previous day. The implied volatity was 25.55, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TATAMOTORS was trading at 655.50. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar TATAMOTORS was trading at 668.30. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar TATAMOTORS was trading at 648.05. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar TATAMOTORS was trading at 648.15. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Mar TATAMOTORS was trading at 648.30. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar TATAMOTORS was trading at 639.65. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar TATAMOTORS was trading at 640.80. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar TATAMOTORS was trading at 619.20. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Mar TATAMOTORS was trading at 621.15. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Feb TATAMOTORS was trading at 620.65. The strike last trading price was 57, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
