TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 710 CE | ||||||||||
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Delta: 0.84
Vega: 0.22
Theta: -0.48
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 16.8 | -23.15 | 17.04 | 1,576 | 289 | 465 | |||
| 19 Dec | 744.05 | 39.95 | -9.90 | 35.81 | 231 | 71 | 173 | |||
| 18 Dec | 755.70 | 49.85 | -29.90 | 32.13 | 95 | 80 | 101 | |||
| 17 Dec | 779.75 | 79.75 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 16 Dec | 784.80 | 79.75 | 8.05 | 47.18 | 2 | 1 | 21 | |||
| 13 Dec | 790.30 | 71.7 | -11.30 | - | 19 | 17 | 19 | |||
| 12 Dec | 786.35 | 83 | -7.00 | 43.85 | 1 | 0 | 3 | |||
| 11 Dec | 799.10 | 90 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 799.90 | 90 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 9 Dec | 798.75 | 90 | 8.60 | - | 3 | 0 | 2 | |||
| 6 Dec | 816.80 | 81.4 | -7.60 | - | 1 | 0 | 2 | |||
| 5 Dec | 792.55 | 89 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 788.10 | 89 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 3 Dec | 801.25 | 89 | 2.50 | - | 1 | 0 | 3 | |||
| 2 Dec | 790.05 | 86.5 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 29 Nov | 786.45 | 86.5 | -51.25 | 34.11 | 6 | 3 | 3 | |||
| 28 Nov | 779.45 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 783.95 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 783.00 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 796.60 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 791.00 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 773.85 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 783.20 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 783.20 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 771.90 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 774.30 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 786.25 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 784.85 | 137.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Nov | 804.70 | 137.75 | 137.75 | - | 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 710 expiring on 26DEC2024
Delta for 710 CE is 0.84
Historical price for 710 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 16.8, which was -23.15 lower than the previous day. The implied volatity was 17.04, the open interest changed by 289 which increased total open position to 465
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 39.95, which was -9.90 lower than the previous day. The implied volatity was 35.81, the open interest changed by 71 which increased total open position to 173
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 49.85, which was -29.90 lower than the previous day. The implied volatity was 32.13, the open interest changed by 80 which increased total open position to 101
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 79.75, 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 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 79.75, which was 8.05 higher than the previous day. The implied volatity was 47.18, the open interest changed by 1 which increased total open position to 21
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 71.7, which was -11.30 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 19
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 83, which was -7.00 lower than the previous day. The implied volatity was 43.85, the open interest changed by 0 which decreased total open position to 3
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 90, 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 90, 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 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 90, which was 8.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 81.4, which was -7.60 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 89, 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 89, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 89, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 86.5, 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 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 86.5, which was -51.25 lower than the previous day. The implied volatity was 34.11, the open interest changed by 3 which increased total open position to 3
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 137.75, 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 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 137.75, 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 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 137.75, 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 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 137.75, 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 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 137.75, 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 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 137.75, 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 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 137.75, 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 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 137.75, 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 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 137.75, 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 137.75, 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 137.75, 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 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 137.75, 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 137.75, which was 137.75 higher 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 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 710 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.27
Vega: 0.31
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 4.5 | 2.55 | 28.56 | 12,608 | -50 | 2,020 |
| 19 Dec | 744.05 | 1.95 | 0.25 | 31.79 | 5,793 | 782 | 2,072 |
| 18 Dec | 755.70 | 1.7 | 1.00 | 34.45 | 3,781 | 378 | 1,291 |
| 17 Dec | 779.75 | 0.7 | 0.00 | 35.44 | 428 | 5 | 922 |
| 16 Dec | 784.80 | 0.7 | 0.05 | 35.62 | 248 | -33 | 919 |
| 13 Dec | 790.30 | 0.65 | -0.30 | 32.65 | 1,890 | -66 | 956 |
| 12 Dec | 786.35 | 0.95 | 0.10 | 32.74 | 1,026 | 52 | 1,026 |
| 11 Dec | 799.10 | 0.85 | 0.00 | 34.59 | 217 | -45 | 975 |
| 10 Dec | 799.90 | 0.85 | -0.50 | 33.97 | 671 | 121 | 1,021 |
| 9 Dec | 798.75 | 1.35 | 0.45 | 35.81 | 1,108 | 91 | 907 |
| 6 Dec | 816.80 | 0.9 | -0.80 | 35.01 | 1,561 | 130 | 821 |
| 5 Dec | 792.55 | 1.7 | -0.35 | 32.33 | 797 | 5 | 694 |
| 4 Dec | 788.10 | 2.05 | 0.55 | 31.76 | 781 | 115 | 699 |
| 3 Dec | 801.25 | 1.5 | -1.00 | 31.91 | 794 | 57 | 610 |
| 2 Dec | 790.05 | 2.5 | -0.70 | 32.58 | 572 | 32 | 553 |
| 29 Nov | 786.45 | 3.2 | -1.95 | 32.22 | 1,293 | 36 | 520 |
| 28 Nov | 779.45 | 5.15 | 0.65 | 34.80 | 1,239 | 151 | 482 |
| 27 Nov | 783.95 | 4.5 | 0.15 | 33.83 | 329 | 85 | 330 |
| 26 Nov | 783.00 | 4.35 | 0.30 | 32.75 | 302 | -4 | 244 |
| 25 Nov | 796.60 | 4.05 | -0.35 | 34.88 | 305 | -3 | 248 |
| 22 Nov | 791.00 | 4.4 | -2.80 | 33.46 | 277 | -76 | 175 |
| 21 Nov | 773.85 | 7.2 | 1.45 | 33.26 | 512 | 131 | 247 |
| 20 Nov | 783.20 | 5.75 | 0.00 | 32.01 | 430 | -6 | 114 |
| 19 Nov | 783.20 | 5.75 | -1.75 | 32.01 | 430 | -8 | 114 |
| 18 Nov | 771.90 | 7.5 | 0.75 | 32.18 | 263 | 114 | 121 |
| 14 Nov | 774.30 | 6.75 | 0.90 | 30.54 | 9 | 7 | 7 |
| 13 Nov | 786.25 | 5.85 | 0.00 | 9.28 | 0 | 0 | 0 |
| 12 Nov | 784.85 | 5.85 | 0.00 | 8.47 | 0 | 0 | 0 |
| 11 Nov | 804.70 | 5.85 | 5.85 | 10.92 | 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 710 expiring on 26DEC2024
Delta for 710 PE is -0.27
Historical price for 710 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 4.5, which was 2.55 higher than the previous day. The implied volatity was 28.56, the open interest changed by -50 which decreased total open position to 2020
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 1.95, which was 0.25 higher than the previous day. The implied volatity was 31.79, the open interest changed by 782 which increased total open position to 2072
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 1.7, which was 1.00 higher than the previous day. The implied volatity was 34.45, the open interest changed by 378 which increased total open position to 1291
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 35.44, the open interest changed by 5 which increased total open position to 922
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 35.62, the open interest changed by -33 which decreased total open position to 919
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 0.65, which was -0.30 lower than the previous day. The implied volatity was 32.65, the open interest changed by -66 which decreased total open position to 956
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 32.74, the open interest changed by 52 which increased total open position to 1026
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 34.59, the open interest changed by -45 which decreased total open position to 975
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 0.85, which was -0.50 lower than the previous day. The implied volatity was 33.97, the open interest changed by 121 which increased total open position to 1021
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 1.35, which was 0.45 higher than the previous day. The implied volatity was 35.81, the open interest changed by 91 which increased total open position to 907
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 0.9, which was -0.80 lower than the previous day. The implied volatity was 35.01, the open interest changed by 130 which increased total open position to 821
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 1.7, which was -0.35 lower than the previous day. The implied volatity was 32.33, the open interest changed by 5 which increased total open position to 694
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 2.05, which was 0.55 higher than the previous day. The implied volatity was 31.76, the open interest changed by 115 which increased total open position to 699
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 1.5, which was -1.00 lower than the previous day. The implied volatity was 31.91, the open interest changed by 57 which increased total open position to 610
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 2.5, which was -0.70 lower than the previous day. The implied volatity was 32.58, the open interest changed by 32 which increased total open position to 553
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 3.2, which was -1.95 lower than the previous day. The implied volatity was 32.22, the open interest changed by 36 which increased total open position to 520
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 5.15, which was 0.65 higher than the previous day. The implied volatity was 34.80, the open interest changed by 151 which increased total open position to 482
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 4.5, which was 0.15 higher than the previous day. The implied volatity was 33.83, the open interest changed by 85 which increased total open position to 330
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 4.35, which was 0.30 higher than the previous day. The implied volatity was 32.75, the open interest changed by -4 which decreased total open position to 244
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 4.05, which was -0.35 lower than the previous day. The implied volatity was 34.88, the open interest changed by -3 which decreased total open position to 248
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 4.4, which was -2.80 lower than the previous day. The implied volatity was 33.46, the open interest changed by -76 which decreased total open position to 175
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 7.2, which was 1.45 higher than the previous day. The implied volatity was 33.26, the open interest changed by 131 which increased total open position to 247
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 32.01, the open interest changed by -6 which decreased total open position to 114
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 5.75, which was -1.75 lower than the previous day. The implied volatity was 32.01, the open interest changed by -8 which decreased total open position to 114
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 7.5, which was 0.75 higher than the previous day. The implied volatity was 32.18, the open interest changed by 114 which increased total open position to 121
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 6.75, which was 0.90 higher than the previous day. The implied volatity was 30.54, the open interest changed by 7 which increased total open position to 7
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 5.85, which was 0.00 lower than the previous day. The implied volatity was 9.28, 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 5.85, which was 0.00 lower than the previous day. The implied volatity was 8.47, 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 5.85, which was 5.85 higher than the previous day. The implied volatity was 10.92, 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
