TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 710 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 773.85 | 64.55 | 0.55 | - | 16.211 | 14.667 | 17.368 | |||
| 20 Nov | 783.20 | 64 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 783.20 | 64 | 0.00 | 0.00 | 0 | 0.386 | 0 | |||
| 18 Nov | 771.90 | 64 | -17.20 | - | 1.158 | 0.772 | 3.088 | |||
| 14 Nov | 774.30 | 81.2 | 0.00 | 0.00 | 0 | 0.772 | 0 | |||
| 13 Nov | 786.25 | 81.2 | 1.55 | 34.53 | 6.175 | 0.386 | 1.93 | |||
| 12 Nov | 784.85 | 79.65 | -212.85 | 34.57 | 3.088 | 1.158 | 1.158 | |||
| 11 Nov | 804.70 | 292.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 805.45 | 292.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 819.75 | 292.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 839.70 | 292.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 292.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 824.10 | 292.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 843.45 | 292.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 834.05 | 292.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 840.20 | 292.5 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 710 expiring on 28NOV2024
Delta for 710 CE is -
Historical price for 710 CE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 64.55, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 38 which increased total open position to 45
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 64, 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 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 64, 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 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 64, which was -17.20 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 8
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 81.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 81.2, which was 1.55 higher than the previous day. The implied volatity was 34.53, the open interest changed by 1 which increased total open position to 5
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 79.65, which was -212.85 lower than the previous day. The implied volatity was 34.57, the open interest changed by 3 which increased total open position to 3
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 292.5, 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 292.5, 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 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 292.5, 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 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 292.5, 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 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 292.5, 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 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 292.5, 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 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 292.5, 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 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 292.5, which was 0.00 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 292.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAMOTORS 28NOV2024 710 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 0.13
Theta: -0.39
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.85 | 1.3 | 0.00 | 42.65 | 999.263 | 91.474 | 279.825 |
| 20 Nov | 783.20 | 1.3 | 0.00 | 41.09 | 539.965 | -17.754 | 188.737 |
| 19 Nov | 783.20 | 1.3 | -0.20 | 41.09 | 539.965 | -17.368 | 188.737 |
| 18 Nov | 771.90 | 1.5 | -0.05 | 36.54 | 846.421 | 63.684 | 209.579 |
| 14 Nov | 774.30 | 1.55 | -0.10 | 32.63 | 285.228 | 8.491 | 146.667 |
| 13 Nov | 786.25 | 1.65 | 0.20 | 35.62 | 292.175 | 13.123 | 138.175 |
| 12 Nov | 784.85 | 1.45 | 0.35 | 32.92 | 265.93 | -14.667 | 125.053 |
| 11 Nov | 804.70 | 1.1 | -2.00 | 35.78 | 554.246 | -72.947 | 139.719 |
| 8 Nov | 805.45 | 3.1 | 0.25 | 41.44 | 576.632 | 115.018 | 212.281 |
| 7 Nov | 819.75 | 2.85 | 1.40 | 44.60 | 233.895 | 10.035 | 96.877 |
| 6 Nov | 839.70 | 1.45 | -0.85 | 41.89 | 210.737 | -25.088 | 87.614 |
| 5 Nov | 835.65 | 2.3 | -2.15 | 43.97 | 275.579 | 37.053 | 112.316 |
| 4 Nov | 824.10 | 4.45 | 0.25 | 47.59 | 397.544 | 49.789 | 75.263 |
| 1 Nov | 843.45 | 4.2 | -0.85 | 49.00 | 4.246 | 0.772 | 25.474 |
| 31 Oct | 834.05 | 5.05 | 4.60 | - | 41.298 | 24.702 | 24.702 |
| 30 Oct | 840.20 | 0.45 | - | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 710 expiring on 28NOV2024
Delta for 710 PE is -0.06
Historical price for 710 PE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 42.65, the open interest changed by 237 which increased total open position to 725
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 1.3, which was 0.00 lower than the previous day. The implied volatity was 41.09, the open interest changed by -46 which decreased total open position to 489
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 1.3, which was -0.20 lower than the previous day. The implied volatity was 41.09, the open interest changed by -45 which decreased total open position to 489
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 1.5, which was -0.05 lower than the previous day. The implied volatity was 36.54, the open interest changed by 165 which increased total open position to 543
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was 32.63, the open interest changed by 22 which increased total open position to 380
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 1.65, which was 0.20 higher than the previous day. The implied volatity was 35.62, the open interest changed by 34 which increased total open position to 358
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 32.92, the open interest changed by -38 which decreased total open position to 324
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 1.1, which was -2.00 lower than the previous day. The implied volatity was 35.78, the open interest changed by -189 which decreased total open position to 362
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 3.1, which was 0.25 higher than the previous day. The implied volatity was 41.44, the open interest changed by 298 which increased total open position to 550
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 2.85, which was 1.40 higher than the previous day. The implied volatity was 44.60, the open interest changed by 26 which increased total open position to 251
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 1.45, which was -0.85 lower than the previous day. The implied volatity was 41.89, the open interest changed by -65 which decreased total open position to 227
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 2.3, which was -2.15 lower than the previous day. The implied volatity was 43.97, the open interest changed by 96 which increased total open position to 291
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 4.45, which was 0.25 higher than the previous day. The implied volatity was 47.59, the open interest changed by 129 which increased total open position to 195
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 4.2, which was -0.85 lower than the previous day. The implied volatity was 49.00, the open interest changed by 2 which increased total open position to 66
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 5.05, which was 4.60 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 0.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
