TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 700 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 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 | |||
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| 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 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 | |||||||
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Delta: -0.17
Vega: 0.24
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.17
Historical price for 700 PE is as follows
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
