TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.35
Theta: -0.71
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 10.5 | -20.45 | 20.16 | 4,633 | 939 | 1,121 | |||
| 19 Dec | 744.05 | 30.95 | -9.75 | 32.57 | 406 | 57 | 188 | |||
| 18 Dec | 755.70 | 40.7 | -21.80 | 30.90 | 140 | 70 | 130 | |||
| 17 Dec | 779.75 | 62.5 | -5.65 | 32.25 | 9 | 0 | 59 | |||
| 16 Dec | 784.80 | 68.15 | -3.85 | 33.10 | 2 | 1 | 59 | |||
| 13 Dec | 790.30 | 72 | -1.00 | - | 32 | 5 | 55 | |||
| 12 Dec | 786.35 | 73 | -10.80 | 39.44 | 11 | 3 | 52 | |||
| 11 Dec | 799.10 | 83.8 | 0.00 | 0.00 | 0 | 14 | 0 | |||
| 10 Dec | 799.90 | 83.8 | -5.10 | - | 21 | 15 | 50 | |||
| 9 Dec | 798.75 | 88.9 | -12.85 | 48.06 | 3 | 1 | 35 | |||
| 6 Dec | 816.80 | 101.75 | 24.05 | - | 17 | -10 | 34 | |||
| 5 Dec | 792.55 | 77.7 | 4.70 | 23.40 | 12 | 1 | 43 | |||
| 4 Dec | 788.10 | 73 | -12.05 | 21.11 | 6 | 2 | 41 | |||
| 3 Dec | 801.25 | 85.05 | 8.05 | 22.90 | 11 | 0 | 36 | |||
| 2 Dec | 790.05 | 77 | -0.90 | 28.31 | 18 | 5 | 35 | |||
| 29 Nov | 786.45 | 77.9 | 1.90 | 33.93 | 46 | 24 | 29 | |||
| 28 Nov | 779.45 | 76 | 0.50 | 38.66 | 1 | 0 | 5 | |||
| 27 Nov | 783.95 | 75.5 | -16.75 | 30.92 | 1 | 0 | 4 | |||
| 26 Nov | 783.00 | 92.25 | 0.00 | 0.00 | 0 | 4 | 0 | |||
|
|
||||||||||
| 25 Nov | 796.60 | 92.25 | -195.65 | 41.23 | 4 | 0 | 0 | |||
| 22 Nov | 791.00 | 287.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 773.85 | 287.9 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 783.20 | 287.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 783.20 | 287.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 771.90 | 287.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 774.30 | 287.9 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 786.25 | 287.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 784.85 | 287.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 804.70 | 287.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 805.45 | 287.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 819.75 | 287.9 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 720 expiring on 26DEC2024
Delta for 720 CE is 0.62
Historical price for 720 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 10.5, which was -20.45 lower than the previous day. The implied volatity was 20.16, the open interest changed by 939 which increased total open position to 1121
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 30.95, which was -9.75 lower than the previous day. The implied volatity was 32.57, the open interest changed by 57 which increased total open position to 188
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 40.7, which was -21.80 lower than the previous day. The implied volatity was 30.90, the open interest changed by 70 which increased total open position to 130
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 62.5, which was -5.65 lower than the previous day. The implied volatity was 32.25, the open interest changed by 0 which decreased total open position to 59
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 68.15, which was -3.85 lower than the previous day. The implied volatity was 33.10, the open interest changed by 1 which increased total open position to 59
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 72, which was -1.00 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 55
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 73, which was -10.80 lower than the previous day. The implied volatity was 39.44, the open interest changed by 3 which increased total open position to 52
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 83.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 14 which increased total open position to 0
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 83.8, which was -5.10 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 50
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 88.9, which was -12.85 lower than the previous day. The implied volatity was 48.06, the open interest changed by 1 which increased total open position to 35
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 101.75, which was 24.05 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 34
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 77.7, which was 4.70 higher than the previous day. The implied volatity was 23.40, the open interest changed by 1 which increased total open position to 43
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 73, which was -12.05 lower than the previous day. The implied volatity was 21.11, the open interest changed by 2 which increased total open position to 41
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 85.05, which was 8.05 higher than the previous day. The implied volatity was 22.90, the open interest changed by 0 which decreased total open position to 36
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 77, which was -0.90 lower than the previous day. The implied volatity was 28.31, the open interest changed by 5 which increased total open position to 35
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 77.9, which was 1.90 higher than the previous day. The implied volatity was 33.93, the open interest changed by 24 which increased total open position to 29
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 76, which was 0.50 higher than the previous day. The implied volatity was 38.66, the open interest changed by 0 which decreased total open position to 5
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 75.5, which was -16.75 lower than the previous day. The implied volatity was 30.92, the open interest changed by 0 which decreased total open position to 4
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 92.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 92.25, which was -195.65 lower than the previous day. The implied volatity was 41.23, 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 287.9, 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 287.9, 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 287.9, 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 287.9, 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 287.9, 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 287.9, 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 287.9, 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 287.9, 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 287.9, 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 287.9, 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 287.9, 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 720 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.36
Theta: -0.78
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 8.1 | 5.20 | 28.77 | 21,723 | 495 | 3,476 |
| 19 Dec | 744.05 | 2.9 | 0.45 | 29.26 | 11,507 | 97 | 2,979 |
| 18 Dec | 755.70 | 2.45 | 1.45 | 32.30 | 7,989 | 1,040 | 2,906 |
| 17 Dec | 779.75 | 1 | 0.15 | 33.57 | 1,869 | 77 | 1,870 |
| 16 Dec | 784.80 | 0.85 | 0.10 | 32.86 | 991 | 139 | 1,796 |
| 13 Dec | 790.30 | 0.75 | -0.65 | 30.02 | 3,679 | -191 | 1,660 |
| 12 Dec | 786.35 | 1.4 | 0.40 | 31.79 | 1,978 | 287 | 1,851 |
| 11 Dec | 799.10 | 1 | -0.15 | 32.33 | 696 | 10 | 1,562 |
| 10 Dec | 799.90 | 1.15 | -0.65 | 32.73 | 1,114 | 120 | 1,553 |
| 9 Dec | 798.75 | 1.8 | 0.70 | 34.69 | 1,938 | -109 | 1,441 |
| 6 Dec | 816.80 | 1.1 | -1.05 | 33.47 | 2,303 | -125 | 1,522 |
| 5 Dec | 792.55 | 2.15 | -0.65 | 30.95 | 1,672 | 266 | 1,663 |
| 4 Dec | 788.10 | 2.8 | 0.80 | 31.06 | 1,159 | 173 | 1,396 |
| 3 Dec | 801.25 | 2 | -1.35 | 31.04 | 1,094 | 43 | 1,225 |
| 2 Dec | 790.05 | 3.35 | -0.75 | 31.96 | 1,454 | 74 | 1,184 |
| 29 Nov | 786.45 | 4.1 | -2.30 | 31.38 | 1,671 | 130 | 1,108 |
| 28 Nov | 779.45 | 6.4 | 0.85 | 33.97 | 1,518 | 193 | 977 |
| 27 Nov | 783.95 | 5.55 | 0.10 | 32.88 | 597 | 97 | 784 |
| 26 Nov | 783.00 | 5.45 | 0.45 | 31.91 | 696 | 163 | 688 |
| 25 Nov | 796.60 | 5 | -0.40 | 34.08 | 379 | 163 | 525 |
| 22 Nov | 791.00 | 5.4 | -3.45 | 32.65 | 559 | 150 | 512 |
| 21 Nov | 773.85 | 8.85 | 1.80 | 32.63 | 260 | 41 | 362 |
| 20 Nov | 783.20 | 7.05 | 0.00 | 31.28 | 446 | 18 | 320 |
| 19 Nov | 783.20 | 7.05 | -2.10 | 31.28 | 446 | 17 | 320 |
| 18 Nov | 771.90 | 9.15 | 0.75 | 31.42 | 641 | -12 | 305 |
| 14 Nov | 774.30 | 8.4 | 1.00 | 30.11 | 388 | 187 | 317 |
| 13 Nov | 786.25 | 7.4 | 0.85 | 31.02 | 117 | 38 | 131 |
| 12 Nov | 784.85 | 6.55 | -1.45 | 28.91 | 99 | 91 | 92 |
| 11 Nov | 804.70 | 8 | 0.00 | 35.60 | 1 | 0 | 0 |
| 8 Nov | 805.45 | 8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 819.75 | 8 | 37.69 | 2 | 0 | 0 | |
For Tata Motors Limited - strike price 720 expiring on 26DEC2024
Delta for 720 PE is -0.41
Historical price for 720 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 8.1, which was 5.20 higher than the previous day. The implied volatity was 28.77, the open interest changed by 495 which increased total open position to 3476
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 2.9, which was 0.45 higher than the previous day. The implied volatity was 29.26, the open interest changed by 97 which increased total open position to 2979
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 2.45, which was 1.45 higher than the previous day. The implied volatity was 32.30, the open interest changed by 1040 which increased total open position to 2906
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 33.57, the open interest changed by 77 which increased total open position to 1870
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 32.86, the open interest changed by 139 which increased total open position to 1796
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 0.75, which was -0.65 lower than the previous day. The implied volatity was 30.02, the open interest changed by -191 which decreased total open position to 1660
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 1.4, which was 0.40 higher than the previous day. The implied volatity was 31.79, the open interest changed by 287 which increased total open position to 1851
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 32.33, the open interest changed by 10 which increased total open position to 1562
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 1.15, which was -0.65 lower than the previous day. The implied volatity was 32.73, the open interest changed by 120 which increased total open position to 1553
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 1.8, which was 0.70 higher than the previous day. The implied volatity was 34.69, the open interest changed by -109 which decreased total open position to 1441
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 1.1, which was -1.05 lower than the previous day. The implied volatity was 33.47, the open interest changed by -125 which decreased total open position to 1522
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 2.15, which was -0.65 lower than the previous day. The implied volatity was 30.95, the open interest changed by 266 which increased total open position to 1663
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 2.8, which was 0.80 higher than the previous day. The implied volatity was 31.06, the open interest changed by 173 which increased total open position to 1396
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 2, which was -1.35 lower than the previous day. The implied volatity was 31.04, the open interest changed by 43 which increased total open position to 1225
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 3.35, which was -0.75 lower than the previous day. The implied volatity was 31.96, the open interest changed by 74 which increased total open position to 1184
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 4.1, which was -2.30 lower than the previous day. The implied volatity was 31.38, the open interest changed by 130 which increased total open position to 1108
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 6.4, which was 0.85 higher than the previous day. The implied volatity was 33.97, the open interest changed by 193 which increased total open position to 977
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 5.55, which was 0.10 higher than the previous day. The implied volatity was 32.88, the open interest changed by 97 which increased total open position to 784
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 5.45, which was 0.45 higher than the previous day. The implied volatity was 31.91, the open interest changed by 163 which increased total open position to 688
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 5, which was -0.40 lower than the previous day. The implied volatity was 34.08, the open interest changed by 163 which increased total open position to 525
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 5.4, which was -3.45 lower than the previous day. The implied volatity was 32.65, the open interest changed by 150 which increased total open position to 512
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 8.85, which was 1.80 higher than the previous day. The implied volatity was 32.63, the open interest changed by 41 which increased total open position to 362
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 7.05, which was 0.00 lower than the previous day. The implied volatity was 31.28, the open interest changed by 18 which increased total open position to 320
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 7.05, which was -2.10 lower than the previous day. The implied volatity was 31.28, the open interest changed by 17 which increased total open position to 320
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 9.15, which was 0.75 higher than the previous day. The implied volatity was 31.42, the open interest changed by -12 which decreased total open position to 305
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 8.4, which was 1.00 higher than the previous day. The implied volatity was 30.11, the open interest changed by 187 which increased total open position to 317
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 7.4, which was 0.85 higher than the previous day. The implied volatity was 31.02, the open interest changed by 38 which increased total open position to 131
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 6.55, which was -1.45 lower than the previous day. The implied volatity was 28.91, the open interest changed by 91 which increased total open position to 92
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 35.60, 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 8, 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 8, which was lower than the previous day. The implied volatity was 37.69, the open interest changed by 0 which decreased total open position to 0
