TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 720 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.21
Theta: -0.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 774.30 | 60.2 | -3.45 | 28.28 | 3.86 | 0 | 3.088 | |||
| 13 Nov | 786.25 | 63.65 | -8.00 | - | 0.386 | 0 | 2.702 | |||
| 12 Nov | 784.85 | 71.65 | -26.35 | 37.85 | 5.404 | 2.316 | 3.088 | |||
| 11 Nov | 804.70 | 98 | 0.00 | 0.00 | 0 | 0.772 | 0 | |||
| 8 Nov | 805.45 | 98 | -316.90 | 56.33 | 0.772 | 0 | 0 | |||
| 7 Nov | 819.75 | 414.9 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 839.70 | 414.9 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 414.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 824.10 | 414.9 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 843.45 | 414.9 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 834.05 | 414.9 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 840.20 | 414.9 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 842.75 | 414.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 28 Oct | 878.45 | 414.9 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 720 expiring on 28NOV2024
Delta for 720 CE is 0.93
Historical price for 720 CE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 60.2, which was -3.45 lower than the previous day. The implied volatity was 28.28, the open interest changed by 0 which decreased total open position to 8
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 63.65, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 71.65, which was -26.35 lower than the previous day. The implied volatity was 37.85, the open interest changed by 6 which increased total open position to 8
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 98, 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 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 98, which was -316.90 lower than the previous day. The implied volatity was 56.33, 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 414.9, 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 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 414.9, 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 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 414.9, 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 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 414.9, 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 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 414.9, 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 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 414.9, 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 414.9, 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 29 Oct TATAMOTORS was trading at 842.75. The strike last trading price was 414.9, 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 28 Oct TATAMOTORS was trading at 878.45. The strike last trading price was 414.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAMOTORS 28NOV2024 720 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.25
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 774.30 | 2.1 | 0.00 | 31.10 | 845.263 | 8.877 | 619.474 |
| 13 Nov | 786.25 | 2.1 | 0.15 | 33.89 | 792.772 | 76.807 | 611.368 |
| 12 Nov | 784.85 | 1.95 | 0.60 | 31.59 | 688.175 | 76.035 | 544.596 |
| 11 Nov | 804.70 | 1.35 | -2.85 | 34.04 | 1,065.649 | -193.368 | 472.807 |
| 8 Nov | 805.45 | 4.2 | 0.45 | 41.37 | 1,387.93 | 326.526 | 666.561 |
| 7 Nov | 819.75 | 3.75 | 1.85 | 44.40 | 451.579 | 14.281 | 325.754 |
| 6 Nov | 839.70 | 1.9 | -1.00 | 41.35 | 250.491 | -40.526 | 309.93 |
| 5 Nov | 835.65 | 2.9 | -2.45 | 43.32 | 504.456 | 46.702 | 353.544 |
| 4 Nov | 824.10 | 5.35 | 0.35 | 46.76 | 606.351 | 10.035 | 307.228 |
| 1 Nov | 843.45 | 5 | -0.75 | 48.24 | 37.825 | 4.632 | 296.807 |
| 31 Oct | 834.05 | 5.75 | 0.75 | - | 405.649 | 22.386 | 292.947 |
| 30 Oct | 840.20 | 5 | 0.90 | - | 298.737 | 76.807 | 270.561 |
| 29 Oct | 842.75 | 4.1 | 1.90 | - | 663.86 | 191.439 | 194.526 |
| 28 Oct | 878.45 | 2.2 | - | 3.088 | 2.702 | 2.702 | |
For Tata Motors Limited - strike price 720 expiring on 28NOV2024
Delta for 720 PE is -0.09
Historical price for 720 PE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 31.10, the open interest changed by 23 which increased total open position to 1605
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 2.1, which was 0.15 higher than the previous day. The implied volatity was 33.89, the open interest changed by 199 which increased total open position to 1584
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 1.95, which was 0.60 higher than the previous day. The implied volatity was 31.59, the open interest changed by 197 which increased total open position to 1411
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 1.35, which was -2.85 lower than the previous day. The implied volatity was 34.04, the open interest changed by -501 which decreased total open position to 1225
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 4.2, which was 0.45 higher than the previous day. The implied volatity was 41.37, the open interest changed by 846 which increased total open position to 1727
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 3.75, which was 1.85 higher than the previous day. The implied volatity was 44.40, the open interest changed by 37 which increased total open position to 844
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 1.9, which was -1.00 lower than the previous day. The implied volatity was 41.35, the open interest changed by -105 which decreased total open position to 803
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 2.9, which was -2.45 lower than the previous day. The implied volatity was 43.32, the open interest changed by 121 which increased total open position to 916
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 5.35, which was 0.35 higher than the previous day. The implied volatity was 46.76, the open interest changed by 26 which increased total open position to 796
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 5, which was -0.75 lower than the previous day. The implied volatity was 48.24, the open interest changed by 12 which increased total open position to 769
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 5.75, which was 0.75 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 5, which was 0.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATAMOTORS was trading at 842.75. The strike last trading price was 4.1, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATAMOTORS was trading at 878.45. The strike last trading price was 2.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
