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[--[65.84.65.76]--]
TATAMOTORS
Tata Motors Limited

774.3 -11.95 (-1.52%)

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Historical option data for TATAMOTORS

14 Nov 2024 04:11 PM IST
TATAMOTORS 28NOV2024 710 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.00

Historical price for 710 CE is as follows

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: -0.07
Vega: 0.20
Theta: -0.22
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 -0.07

Historical price for 710 PE is as follows

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