TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.08
Theta: -0.26
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 774.30 | 79 | -10.20 | 27.12 | 60.211 | 28.175 | 72.947 | |||
| 13 Nov | 786.25 | 89.2 | 2.20 | - | 32.807 | 11.579 | 44.772 | |||
| 12 Nov | 784.85 | 87 | -21.00 | - | 26.246 | -3.86 | 32.421 | |||
| 11 Nov | 804.70 | 108 | -1.75 | - | 30.877 | 1.544 | 34.737 | |||
| 8 Nov | 805.45 | 109.75 | -14.95 | 42.05 | 38.211 | 11.193 | 33.579 | |||
| 7 Nov | 819.75 | 124.7 | -17.30 | - | 15.825 | 6.561 | 21.228 | |||
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| 6 Nov | 839.70 | 142 | 1.00 | - | 4.246 | -1.158 | 14.667 | |||
| 5 Nov | 835.65 | 141 | 9.50 | 39.87 | 6.175 | 3.088 | 17.368 | |||
| 4 Nov | 824.10 | 131.5 | -13.50 | 44.97 | 19.298 | 13.123 | 13.509 | |||
| 1 Nov | 843.45 | 145 | 0.00 | 0.00 | 0 | 0.386 | 0 | |||
| 31 Oct | 834.05 | 145 | -143.05 | - | 0.386 | 0 | 0 | |||
| 30 Oct | 840.20 | 288.05 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 700 expiring on 28NOV2024
Delta for 700 CE is 0.98
Historical price for 700 CE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 79, which was -10.20 lower than the previous day. The implied volatity was 27.12, the open interest changed by 73 which increased total open position to 189
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 89.2, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by 30 which increased total open position to 116
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 87, which was -21.00 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 84
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 108, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 90
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 109.75, which was -14.95 lower than the previous day. The implied volatity was 42.05, the open interest changed by 29 which increased total open position to 87
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 124.7, which was -17.30 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 55
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 142, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 38
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 141, which was 9.50 higher than the previous day. The implied volatity was 39.87, the open interest changed by 8 which increased total open position to 45
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 131.5, which was -13.50 lower than the previous day. The implied volatity was 44.97, the open interest changed by 34 which increased total open position to 35
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 145, 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 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 145, which was -143.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATAMOTORS was trading at 840.20. The strike last trading price was 288.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAMOTORS 28NOV2024 700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.17
Theta: -0.20
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 774.30 | 1.25 | 0.00 | 34.78 | 693.579 | 37.053 | 1,459.719 |
| 13 Nov | 786.25 | 1.25 | 0.10 | 37.01 | 772.316 | 51.719 | 1,438.491 |
| 12 Nov | 784.85 | 1.15 | 0.30 | 34.68 | 970.702 | -20.07 | 1,384.07 |
| 11 Nov | 804.70 | 0.85 | -1.55 | 37.12 | 1,564.316 | 21.614 | 1,405.298 |
| 8 Nov | 805.45 | 2.4 | 0.20 | 42.15 | 2,825.649 | 435.754 | 1,403.754 |
| 7 Nov | 819.75 | 2.2 | 1.00 | 45.08 | 989.614 | 119.263 | 969.158 |
| 6 Nov | 839.70 | 1.2 | -0.65 | 43.12 | 473.579 | 10.035 | 849.123 |
| 5 Nov | 835.65 | 1.85 | -1.75 | 44.76 | 1,020.105 | 142.807 | 840.632 |
| 4 Nov | 824.10 | 3.6 | -0.15 | 48.13 | 1,142.842 | 272.877 | 696.281 |
| 1 Nov | 843.45 | 3.75 | -0.50 | 50.53 | 186.807 | 89.544 | 419.544 |
| 31 Oct | 834.05 | 4.25 | 1.00 | - | 546.912 | 278.667 | 329.228 |
| 30 Oct | 840.20 | 3.25 | - | 101.509 | 50.561 | 50.561 | |
For Tata Motors Limited - strike price 700 expiring on 28NOV2024
Delta for 700 PE is -0.05
Historical price for 700 PE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 34.78, the open interest changed by 96 which increased total open position to 3782
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 1.25, which was 0.10 higher than the previous day. The implied volatity was 37.01, the open interest changed by 134 which increased total open position to 3727
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 1.15, which was 0.30 higher than the previous day. The implied volatity was 34.68, the open interest changed by -52 which decreased total open position to 3586
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 0.85, which was -1.55 lower than the previous day. The implied volatity was 37.12, the open interest changed by 56 which increased total open position to 3641
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 2.4, which was 0.20 higher than the previous day. The implied volatity was 42.15, the open interest changed by 1129 which increased total open position to 3637
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 2.2, which was 1.00 higher than the previous day. The implied volatity was 45.08, the open interest changed by 309 which increased total open position to 2511
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 1.2, which was -0.65 lower than the previous day. The implied volatity was 43.12, the open interest changed by 26 which increased total open position to 2200
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 1.85, which was -1.75 lower than the previous day. The implied volatity was 44.76, the open interest changed by 370 which increased total open position to 2178
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 3.6, which was -0.15 lower than the previous day. The implied volatity was 48.13, the open interest changed by 707 which increased total open position to 1804
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 3.75, which was -0.50 lower than the previous day. The implied volatity was 50.53, the open interest changed by 232 which increased total open position to 1087
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 4.25, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATAMOTORS was trading at 840.20. The strike last trading price was 3.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
