TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 690 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 33.7 | -24.80 | - | 333 | 258 | 281 | |||
| 19 Dec | 744.05 | 58.5 | -10.75 | 40.62 | 28 | 11 | 23 | |||
|
|
||||||||||
| 18 Dec | 755.70 | 69.25 | -29.30 | 39.90 | 10 | 7 | 11 | |||
| 17 Dec | 779.75 | 98.55 | -1.20 | 77.13 | 4 | 1 | 5 | |||
| 16 Dec | 784.80 | 99.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 790.30 | 99.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 786.35 | 99.75 | -8.75 | 28.67 | 3 | 0 | 4 | |||
| 11 Dec | 799.10 | 108.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 799.90 | 108.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 798.75 | 108.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 816.80 | 108.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 792.55 | 108.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 788.10 | 108.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 801.25 | 108.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 790.05 | 108.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 786.45 | 108.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 779.45 | 108.5 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 27 Nov | 783.95 | 108.5 | 0.00 | 47.60 | 1 | 0 | 3 | |||
| 26 Nov | 783.00 | 108.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 796.60 | 108.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 791.00 | 108.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 773.85 | 108.5 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 20 Nov | 783.20 | 108.5 | 0.00 | 44.85 | 3 | 3 | 0 | |||
| 19 Nov | 783.20 | 108.5 | -46.95 | 44.85 | 3 | 0 | 0 | |||
| 18 Nov | 771.90 | 155.45 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 774.30 | 155.45 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 786.25 | 155.45 | 155.45 | - | 0 | 0 | 0 | |||
| 12 Nov | 784.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 804.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 805.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 819.75 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 690 expiring on 26DEC2024
Delta for 690 CE is -
Historical price for 690 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 33.7, which was -24.80 lower than the previous day. The implied volatity was -, the open interest changed by 258 which increased total open position to 281
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 58.5, which was -10.75 lower than the previous day. The implied volatity was 40.62, the open interest changed by 11 which increased total open position to 23
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 69.25, which was -29.30 lower than the previous day. The implied volatity was 39.90, the open interest changed by 7 which increased total open position to 11
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 98.55, which was -1.20 lower than the previous day. The implied volatity was 77.13, the open interest changed by 1 which increased total open position to 5
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 99.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 99.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 99.75, which was -8.75 lower than the previous day. The implied volatity was 28.67, the open interest changed by 0 which decreased total open position to 4
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 108.5, which was 0.00 lower than the previous day. The implied volatity was 47.60, the open interest changed by 0 which decreased total open position to 3
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 108.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 108.5, which was 0.00 lower than the previous day. The implied volatity was 44.85, the open interest changed by 3 which increased total open position to 0
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 108.5, which was -46.95 lower than the previous day. The implied volatity was 44.85, 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 155.45, 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 155.45, 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 155.45, which was 155.45 higher 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TATAMOTORS 26DEC2024 690 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.16
Theta: -0.39
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 1.35 | 0.35 | 30.78 | 4,057 | 552 | 1,700 |
| 19 Dec | 744.05 | 1 | 0.15 | 37.41 | 2,210 | 221 | 1,147 |
| 18 Dec | 755.70 | 0.85 | 0.45 | 38.78 | 1,316 | 325 | 929 |
| 17 Dec | 779.75 | 0.4 | 0.00 | 39.97 | 128 | -3 | 605 |
| 16 Dec | 784.80 | 0.4 | 0.00 | 39.72 | 62 | 1 | 610 |
| 13 Dec | 790.30 | 0.4 | -0.20 | 36.52 | 316 | -33 | 609 |
| 12 Dec | 786.35 | 0.6 | 0.10 | 36.60 | 167 | -43 | 640 |
| 11 Dec | 799.10 | 0.5 | -0.05 | 37.62 | 48 | -2 | 683 |
| 10 Dec | 799.90 | 0.55 | -0.30 | 37.43 | 101 | 25 | 685 |
| 9 Dec | 798.75 | 0.85 | 0.20 | 38.83 | 505 | 101 | 659 |
| 6 Dec | 816.80 | 0.65 | -0.25 | 38.44 | 671 | 117 | 558 |
| 5 Dec | 792.55 | 0.9 | -0.30 | 33.93 | 530 | 53 | 443 |
| 4 Dec | 788.10 | 1.2 | 0.30 | 33.90 | 314 | 38 | 393 |
| 3 Dec | 801.25 | 0.9 | -0.70 | 34.12 | 293 | -14 | 361 |
| 2 Dec | 790.05 | 1.6 | -0.40 | 35.02 | 406 | 127 | 373 |
| 29 Nov | 786.45 | 2 | -1.30 | 34.17 | 353 | 50 | 250 |
| 28 Nov | 779.45 | 3.3 | 0.35 | 36.47 | 300 | 54 | 200 |
| 27 Nov | 783.95 | 2.95 | 0.15 | 35.77 | 170 | 33 | 145 |
| 26 Nov | 783.00 | 2.8 | 0.05 | 34.55 | 134 | 59 | 111 |
| 25 Nov | 796.60 | 2.75 | -0.25 | 36.88 | 89 | 3 | 53 |
| 22 Nov | 791.00 | 3 | -1.65 | 35.37 | 190 | -1 | 49 |
| 21 Nov | 773.85 | 4.65 | 1.00 | 34.44 | 207 | -20 | 41 |
| 20 Nov | 783.20 | 3.65 | 0.00 | 33.15 | 52 | 13 | 61 |
| 19 Nov | 783.20 | 3.65 | -1.20 | 33.15 | 52 | 13 | 61 |
| 18 Nov | 771.90 | 4.85 | 0.70 | 33.28 | 46 | 35 | 43 |
| 14 Nov | 774.30 | 4.15 | 0.00 | 0.00 | 0 | 8 | 0 |
| 13 Nov | 786.25 | 4.15 | 4.15 | 32.78 | 8 | 3 | 3 |
| 12 Nov | 784.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 804.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 805.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 819.75 | 0 | 0.00 | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 690 expiring on 26DEC2024
Delta for 690 PE is -0.10
Historical price for 690 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 30.78, the open interest changed by 552 which increased total open position to 1700
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 37.41, the open interest changed by 221 which increased total open position to 1147
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 0.85, which was 0.45 higher than the previous day. The implied volatity was 38.78, the open interest changed by 325 which increased total open position to 929
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 39.97, the open interest changed by -3 which decreased total open position to 605
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 39.72, the open interest changed by 1 which increased total open position to 610
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 36.52, the open interest changed by -33 which decreased total open position to 609
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 36.60, the open interest changed by -43 which decreased total open position to 640
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 37.62, the open interest changed by -2 which decreased total open position to 683
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 37.43, the open interest changed by 25 which increased total open position to 685
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 0.85, which was 0.20 higher than the previous day. The implied volatity was 38.83, the open interest changed by 101 which increased total open position to 659
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 38.44, the open interest changed by 117 which increased total open position to 558
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 33.93, the open interest changed by 53 which increased total open position to 443
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 1.2, which was 0.30 higher than the previous day. The implied volatity was 33.90, the open interest changed by 38 which increased total open position to 393
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 0.9, which was -0.70 lower than the previous day. The implied volatity was 34.12, the open interest changed by -14 which decreased total open position to 361
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 1.6, which was -0.40 lower than the previous day. The implied volatity was 35.02, the open interest changed by 127 which increased total open position to 373
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 2, which was -1.30 lower than the previous day. The implied volatity was 34.17, the open interest changed by 50 which increased total open position to 250
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 3.3, which was 0.35 higher than the previous day. The implied volatity was 36.47, the open interest changed by 54 which increased total open position to 200
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 2.95, which was 0.15 higher than the previous day. The implied volatity was 35.77, the open interest changed by 33 which increased total open position to 145
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 2.8, which was 0.05 higher than the previous day. The implied volatity was 34.55, the open interest changed by 59 which increased total open position to 111
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 2.75, which was -0.25 lower than the previous day. The implied volatity was 36.88, the open interest changed by 3 which increased total open position to 53
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 3, which was -1.65 lower than the previous day. The implied volatity was 35.37, the open interest changed by -1 which decreased total open position to 49
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 4.65, which was 1.00 higher than the previous day. The implied volatity was 34.44, the open interest changed by -20 which decreased total open position to 41
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 3.65, which was 0.00 lower than the previous day. The implied volatity was 33.15, the open interest changed by 13 which increased total open position to 61
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 3.65, which was -1.20 lower than the previous day. The implied volatity was 33.15, the open interest changed by 13 which increased total open position to 61
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 4.85, which was 0.70 higher than the previous day. The implied volatity was 33.28, the open interest changed by 35 which increased total open position to 43
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 4.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 4.15, which was 4.15 higher than the previous day. The implied volatity was 32.78, the open interest changed by 3 which increased total open position to 3
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
