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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 700 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 740.80 37.8 1.60 - 77 -37 424
24 Dec 736.10 36.2 14.70 46.19 428 -127 462
23 Dec 722.20 21.5 -3.35 - 1,289 -8 588
20 Dec 724.05 24.85 -24.10 - 663 185 596
19 Dec 744.05 48.95 -10.35 37.43 496 125 416
18 Dec 755.70 59.3 -22.70 33.26 275 136 291
17 Dec 779.75 82 -4.00 35.68 22 -3 155
16 Dec 784.80 86 -7.55 - 12 -2 158
13 Dec 790.30 93.55 4.85 32.76 84 -6 157
12 Dec 786.35 88.7 -14.85 - 48 9 159
11 Dec 799.10 103.55 -1.10 40.63 1 0 150
10 Dec 799.90 104.65 2.65 34.82 30 -14 149
9 Dec 798.75 102 -20.00 - 150 -29 163
6 Dec 816.80 122 23.50 29.58 67 -30 192
5 Dec 792.55 98.5 3.50 34.39 94 -3 222
4 Dec 788.10 95 -8.20 36.92 28 4 225
3 Dec 801.25 103.2 7.70 - 101 -20 221
2 Dec 790.05 95.5 -0.75 27.75 44 -8 241
29 Nov 786.45 96.25 5.85 36.77 97 46 249
28 Nov 779.45 90.4 -3.60 34.14 145 95 202
27 Nov 783.95 94 1.50 33.76 136 -80 107
26 Nov 783.00 92.5 -14.65 31.02 82 40 186
25 Nov 796.60 107.15 8.75 37.21 98 -52 145
22 Nov 791.00 98.4 13.85 - 46 0 197
21 Nov 773.85 84.55 -9.45 29.86 189 139 197
20 Nov 783.20 94 0.00 33.40 41 -4 58
19 Nov 783.20 94 9.35 33.40 41 -4 58
18 Nov 771.90 84.65 -4.35 30.57 50 37 60
14 Nov 774.30 89 -11.95 30.26 30 17 18
13 Nov 786.25 100.95 -206.00 34.07 1 0 0
12 Nov 784.85 306.95 0.00 - 0 0 0
11 Nov 804.70 306.95 0.00 - 0 0 0
8 Nov 805.45 306.95 0.00 - 0 0 0
7 Nov 819.75 306.95 - 0 0 0


For Tata Motors Limited - strike price 700 expiring on 26DEC2024

Delta for 700 CE is -

Historical price for 700 CE is as follows

On 26 Dec TATAMOTORS was trading at 740.80. The strike last trading price was 37.8, which was 1.60 higher than the previous day. The implied volatity was -, the open interest changed by -37 which decreased total open position to 424


On 24 Dec TATAMOTORS was trading at 736.10. The strike last trading price was 36.2, which was 14.70 higher than the previous day. The implied volatity was 46.19, the open interest changed by -127 which decreased total open position to 462


On 23 Dec TATAMOTORS was trading at 722.20. The strike last trading price was 21.5, which was -3.35 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 588


On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 24.85, which was -24.10 lower than the previous day. The implied volatity was -, the open interest changed by 185 which increased total open position to 596


On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 48.95, which was -10.35 lower than the previous day. The implied volatity was 37.43, the open interest changed by 125 which increased total open position to 416


On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 59.3, which was -22.70 lower than the previous day. The implied volatity was 33.26, the open interest changed by 136 which increased total open position to 291


On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 82, which was -4.00 lower than the previous day. The implied volatity was 35.68, the open interest changed by -3 which decreased total open position to 155


On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 86, which was -7.55 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 158


On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 93.55, which was 4.85 higher than the previous day. The implied volatity was 32.76, the open interest changed by -6 which decreased total open position to 157


On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 88.7, which was -14.85 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 159


On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 103.55, which was -1.10 lower than the previous day. The implied volatity was 40.63, the open interest changed by 0 which decreased total open position to 150


On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 104.65, which was 2.65 higher than the previous day. The implied volatity was 34.82, the open interest changed by -14 which decreased total open position to 149


On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 102, which was -20.00 lower than the previous day. The implied volatity was -, the open interest changed by -29 which decreased total open position to 163


On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 122, which was 23.50 higher than the previous day. The implied volatity was 29.58, the open interest changed by -30 which decreased total open position to 192


On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 98.5, which was 3.50 higher than the previous day. The implied volatity was 34.39, the open interest changed by -3 which decreased total open position to 222


On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 95, which was -8.20 lower than the previous day. The implied volatity was 36.92, the open interest changed by 4 which increased total open position to 225


On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 103.2, which was 7.70 higher than the previous day. The implied volatity was -, the open interest changed by -20 which decreased total open position to 221


On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 95.5, which was -0.75 lower than the previous day. The implied volatity was 27.75, the open interest changed by -8 which decreased total open position to 241


On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 96.25, which was 5.85 higher than the previous day. The implied volatity was 36.77, the open interest changed by 46 which increased total open position to 249


On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 90.4, which was -3.60 lower than the previous day. The implied volatity was 34.14, the open interest changed by 95 which increased total open position to 202


On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 94, which was 1.50 higher than the previous day. The implied volatity was 33.76, the open interest changed by -80 which decreased total open position to 107


On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 92.5, which was -14.65 lower than the previous day. The implied volatity was 31.02, the open interest changed by 40 which increased total open position to 186


On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 107.15, which was 8.75 higher than the previous day. The implied volatity was 37.21, the open interest changed by -52 which decreased total open position to 145


On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 98.4, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 197


On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 84.55, which was -9.45 lower than the previous day. The implied volatity was 29.86, the open interest changed by 139 which increased total open position to 197


On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 94, which was 0.00 lower than the previous day. The implied volatity was 33.40, the open interest changed by -4 which decreased total open position to 58


On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 94, which was 9.35 higher than the previous day. The implied volatity was 33.40, the open interest changed by -4 which decreased total open position to 58


On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 84.65, which was -4.35 lower than the previous day. The implied volatity was 30.57, the open interest changed by 37 which increased total open position to 60


On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 89, which was -11.95 lower than the previous day. The implied volatity was 30.26, the open interest changed by 17 which increased total open position to 18


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 100.95, which was -206.00 lower than the previous day. The implied volatity was 34.07, 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 306.95, 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 306.95, 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 306.95, 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 306.95, 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 700 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 740.80 0.05 -0.15 - 1,227 -869 2,493
24 Dec 736.10 0.2 -1.00 34.91 6,019 -1,220 3,441
23 Dec 722.20 1.2 -1.40 29.87 11,071 -176 4,650
20 Dec 724.05 2.6 1.05 30.00 11,999 -133 4,842
19 Dec 744.05 1.55 0.25 35.65 6,515 1,133 4,968
18 Dec 755.70 1.3 0.65 37.33 5,489 643 3,828
17 Dec 779.75 0.65 0.05 39.15 892 -115 3,189
16 Dec 784.80 0.6 0.05 38.53 427 104 3,304
13 Dec 790.30 0.55 -0.20 35.07 2,127 278 3,198
12 Dec 786.35 0.75 0.00 34.66 1,325 88 2,920
11 Dec 799.10 0.75 -0.05 37.01 674 6 2,832
10 Dec 799.90 0.8 -0.30 36.73 804 59 2,828
9 Dec 798.75 1.1 0.30 37.52 1,842 103 2,771
6 Dec 816.80 0.8 -0.50 37.03 2,114 20 2,673
5 Dec 792.55 1.3 -0.30 33.45 1,349 62 2,657
4 Dec 788.10 1.6 0.35 32.97 1,919 202 2,588
3 Dec 801.25 1.25 -0.75 33.50 1,618 8 2,367
2 Dec 790.05 2 -0.60 33.81 1,841 17 2,365
29 Nov 786.45 2.6 -1.65 33.41 2,191 443 2,314
28 Nov 779.45 4.25 0.55 35.93 1,820 418 1,878
27 Nov 783.95 3.7 0.20 34.94 1,032 204 1,460
26 Nov 783.00 3.5 0.05 33.64 909 291 1,257
25 Nov 796.60 3.45 -0.15 36.19 742 206 965
22 Nov 791.00 3.6 -2.10 34.33 789 100 859
21 Nov 773.85 5.7 1.10 33.65 952 61 757
20 Nov 783.20 4.6 0.00 32.59 1,608 -68 690
19 Nov 783.20 4.6 -1.35 32.59 1,608 -74 690
18 Nov 771.90 5.95 0.40 32.46 1,758 386 764
14 Nov 774.30 5.55 0.55 31.29 495 123 376
13 Nov 786.25 5 0.90 32.38 425 54 253
12 Nov 784.85 4.1 0.95 29.82 214 95 200
11 Nov 804.70 3.15 -2.75 31.40 158 27 105
8 Nov 805.45 5.9 0.45 35.92 105 71 77
7 Nov 819.75 5.45 38.12 318 5 5


For Tata Motors Limited - strike price 700 expiring on 26DEC2024

Delta for 700 PE is -

Historical price for 700 PE is as follows

On 26 Dec TATAMOTORS was trading at 740.80. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -869 which decreased total open position to 2493


On 24 Dec TATAMOTORS was trading at 736.10. The strike last trading price was 0.2, which was -1.00 lower than the previous day. The implied volatity was 34.91, the open interest changed by -1220 which decreased total open position to 3441


On 23 Dec TATAMOTORS was trading at 722.20. The strike last trading price was 1.2, which was -1.40 lower than the previous day. The implied volatity was 29.87, the open interest changed by -176 which decreased total open position to 4650


On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 2.6, which was 1.05 higher than the previous day. The implied volatity was 30.00, the open interest changed by -133 which decreased total open position to 4842


On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 1.55, which was 0.25 higher than the previous day. The implied volatity was 35.65, the open interest changed by 1133 which increased total open position to 4968


On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 1.3, which was 0.65 higher than the previous day. The implied volatity was 37.33, the open interest changed by 643 which increased total open position to 3828


On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 39.15, the open interest changed by -115 which decreased total open position to 3189


On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 38.53, the open interest changed by 104 which increased total open position to 3304


On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 35.07, the open interest changed by 278 which increased total open position to 3198


On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 34.66, the open interest changed by 88 which increased total open position to 2920


On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 37.01, the open interest changed by 6 which increased total open position to 2832


On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 36.73, the open interest changed by 59 which increased total open position to 2828


On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 1.1, which was 0.30 higher than the previous day. The implied volatity was 37.52, the open interest changed by 103 which increased total open position to 2771


On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 37.03, the open interest changed by 20 which increased total open position to 2673


On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 33.45, the open interest changed by 62 which increased total open position to 2657


On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 32.97, the open interest changed by 202 which increased total open position to 2588


On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 33.50, the open interest changed by 8 which increased total open position to 2367


On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 2, which was -0.60 lower than the previous day. The implied volatity was 33.81, the open interest changed by 17 which increased total open position to 2365


On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 2.6, which was -1.65 lower than the previous day. The implied volatity was 33.41, the open interest changed by 443 which increased total open position to 2314


On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 4.25, which was 0.55 higher than the previous day. The implied volatity was 35.93, the open interest changed by 418 which increased total open position to 1878


On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 3.7, which was 0.20 higher than the previous day. The implied volatity was 34.94, the open interest changed by 204 which increased total open position to 1460


On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 3.5, which was 0.05 higher than the previous day. The implied volatity was 33.64, the open interest changed by 291 which increased total open position to 1257


On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 3.45, which was -0.15 lower than the previous day. The implied volatity was 36.19, the open interest changed by 206 which increased total open position to 965


On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 3.6, which was -2.10 lower than the previous day. The implied volatity was 34.33, the open interest changed by 100 which increased total open position to 859


On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 5.7, which was 1.10 higher than the previous day. The implied volatity was 33.65, the open interest changed by 61 which increased total open position to 757


On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 4.6, which was 0.00 lower than the previous day. The implied volatity was 32.59, the open interest changed by -68 which decreased total open position to 690


On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 4.6, which was -1.35 lower than the previous day. The implied volatity was 32.59, the open interest changed by -74 which decreased total open position to 690


On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 5.95, which was 0.40 higher than the previous day. The implied volatity was 32.46, the open interest changed by 386 which increased total open position to 764


On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 5.55, which was 0.55 higher than the previous day. The implied volatity was 31.29, the open interest changed by 123 which increased total open position to 376


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 5, which was 0.90 higher than the previous day. The implied volatity was 32.38, the open interest changed by 54 which increased total open position to 253


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 4.1, which was 0.95 higher than the previous day. The implied volatity was 29.82, the open interest changed by 95 which increased total open position to 200


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 3.15, which was -2.75 lower than the previous day. The implied volatity was 31.40, the open interest changed by 27 which increased total open position to 105


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 5.9, which was 0.45 higher than the previous day. The implied volatity was 35.92, the open interest changed by 71 which increased total open position to 77


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 5.45, which was lower than the previous day. The implied volatity was 38.12, the open interest changed by 5 which increased total open position to 5