TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 730 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 0.36
Theta: -0.76
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 6.25 | -16.40 | 22.35 | 13,020 | 1,485 | 1,915 | |||
| 19 Dec | 744.05 | 22.65 | -9.85 | 29.98 | 2,844 | 227 | 430 | |||
| 18 Dec | 755.70 | 32.5 | -20.55 | 31.26 | 393 | 51 | 200 | |||
| 17 Dec | 779.75 | 53.05 | -6.80 | 31.19 | 12 | -6 | 149 | |||
| 16 Dec | 784.80 | 59.85 | -5.15 | 37.63 | 5 | -2 | 155 | |||
| 13 Dec | 790.30 | 65 | 4.00 | 31.80 | 45 | -8 | 158 | |||
| 12 Dec | 786.35 | 61 | -13.90 | 27.10 | 20 | 4 | 166 | |||
| 11 Dec | 799.10 | 74.9 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 10 Dec | 799.90 | 74.9 | -2.60 | 26.69 | 14 | 4 | 163 | |||
| 9 Dec | 798.75 | 77.5 | -13.75 | 39.96 | 6 | 0 | 159 | |||
| 6 Dec | 816.80 | 91.25 | 25.40 | - | 17 | -3 | 159 | |||
| 5 Dec | 792.55 | 65.85 | 1.00 | - | 16 | 0 | 163 | |||
| 4 Dec | 788.10 | 64.85 | -11.95 | 26.15 | 8 | -3 | 164 | |||
| 3 Dec | 801.25 | 76.8 | 3.20 | 28.43 | 8 | -4 | 167 | |||
| 2 Dec | 790.05 | 73.6 | 5.35 | 39.85 | 5 | -1 | 171 | |||
| 29 Nov | 786.45 | 68.25 | 3.65 | 31.12 | 84 | 54 | 169 | |||
| 28 Nov | 779.45 | 64.6 | -1.50 | 32.46 | 24 | 11 | 115 | |||
| 27 Nov | 783.95 | 66.1 | 0.35 | 28.77 | 32 | 8 | 102 | |||
| 26 Nov | 783.00 | 65.75 | -12.00 | 28.91 | 72 | 59 | 93 | |||
| 25 Nov | 796.60 | 77.75 | 5.45 | 29.33 | 10 | 29 | 33 | |||
| 22 Nov | 791.00 | 72.3 | 8.00 | 20.88 | 40 | 23 | 27 | |||
| 21 Nov | 773.85 | 64.3 | -56.60 | 35.38 | 4 | 3 | 3 | |||
| 20 Nov | 783.20 | 120.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 783.20 | 120.9 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 771.90 | 120.9 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 774.30 | 120.9 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 13 Nov | 786.25 | 120.9 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 784.85 | 120.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 804.70 | 120.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 805.45 | 120.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 819.75 | 120.9 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 730 expiring on 26DEC2024
Delta for 730 CE is 0.42
Historical price for 730 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 6.25, which was -16.40 lower than the previous day. The implied volatity was 22.35, the open interest changed by 1485 which increased total open position to 1915
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 22.65, which was -9.85 lower than the previous day. The implied volatity was 29.98, the open interest changed by 227 which increased total open position to 430
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 32.5, which was -20.55 lower than the previous day. The implied volatity was 31.26, the open interest changed by 51 which increased total open position to 200
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 53.05, which was -6.80 lower than the previous day. The implied volatity was 31.19, the open interest changed by -6 which decreased total open position to 149
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 59.85, which was -5.15 lower than the previous day. The implied volatity was 37.63, the open interest changed by -2 which decreased total open position to 155
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 65, which was 4.00 higher than the previous day. The implied volatity was 31.80, the open interest changed by -8 which decreased total open position to 158
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 61, which was -13.90 lower than the previous day. The implied volatity was 27.10, the open interest changed by 4 which increased total open position to 166
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 74.9, 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 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 74.9, which was -2.60 lower than the previous day. The implied volatity was 26.69, the open interest changed by 4 which increased total open position to 163
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 77.5, which was -13.75 lower than the previous day. The implied volatity was 39.96, the open interest changed by 0 which decreased total open position to 159
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 91.25, which was 25.40 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 159
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 65.85, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 163
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 64.85, which was -11.95 lower than the previous day. The implied volatity was 26.15, the open interest changed by -3 which decreased total open position to 164
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 76.8, which was 3.20 higher than the previous day. The implied volatity was 28.43, the open interest changed by -4 which decreased total open position to 167
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 73.6, which was 5.35 higher than the previous day. The implied volatity was 39.85, the open interest changed by -1 which decreased total open position to 171
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 68.25, which was 3.65 higher than the previous day. The implied volatity was 31.12, the open interest changed by 54 which increased total open position to 169
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 64.6, which was -1.50 lower than the previous day. The implied volatity was 32.46, the open interest changed by 11 which increased total open position to 115
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 66.1, which was 0.35 higher than the previous day. The implied volatity was 28.77, the open interest changed by 8 which increased total open position to 102
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 65.75, which was -12.00 lower than the previous day. The implied volatity was 28.91, the open interest changed by 59 which increased total open position to 93
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 77.75, which was 5.45 higher than the previous day. The implied volatity was 29.33, the open interest changed by 29 which increased total open position to 33
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 72.3, which was 8.00 higher than the previous day. The implied volatity was 20.88, the open interest changed by 23 which increased total open position to 27
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 64.3, which was -56.60 lower than the previous day. The implied volatity was 35.38, the open interest changed by 3 which increased total open position to 3
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 120.9, 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 120.9, 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 120.9, 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 120.9, 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 120.9, 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 120.9, 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 120.9, 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 120.9, 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 120.9, 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 730 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.37
Theta: -0.81
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 13.65 | 9.00 | 30.29 | 24,798 | 52 | 2,612 |
| 19 Dec | 744.05 | 4.65 | 0.85 | 27.50 | 17,103 | 409 | 2,571 |
| 18 Dec | 755.70 | 3.8 | 2.30 | 30.93 | 10,826 | 589 | 2,175 |
| 17 Dec | 779.75 | 1.5 | 0.30 | 32.01 | 2,454 | -105 | 1,595 |
| 16 Dec | 784.80 | 1.2 | 0.05 | 31.01 | 1,495 | 85 | 1,697 |
| 13 Dec | 790.30 | 1.15 | -0.80 | 29.00 | 4,134 | -59 | 1,634 |
| 12 Dec | 786.35 | 1.95 | 0.55 | 30.46 | 1,929 | 398 | 1,710 |
| 11 Dec | 799.10 | 1.4 | -0.15 | 31.17 | 842 | 4 | 1,317 |
| 10 Dec | 799.90 | 1.55 | -0.85 | 31.43 | 1,353 | 68 | 1,313 |
| 9 Dec | 798.75 | 2.4 | 1.05 | 33.60 | 1,635 | 125 | 1,233 |
| 6 Dec | 816.80 | 1.35 | -1.45 | 31.93 | 1,898 | -140 | 1,116 |
| 5 Dec | 792.55 | 2.8 | -0.90 | 29.78 | 1,884 | 75 | 1,260 |
| 4 Dec | 788.10 | 3.7 | 1.10 | 30.13 | 1,258 | 82 | 1,194 |
| 3 Dec | 801.25 | 2.6 | -1.65 | 29.99 | 1,340 | 24 | 1,116 |
| 2 Dec | 790.05 | 4.25 | -0.85 | 30.88 | 1,812 | -117 | 1,093 |
| 29 Nov | 786.45 | 5.1 | -2.85 | 30.28 | 1,733 | 341 | 1,211 |
| 28 Nov | 779.45 | 7.95 | 0.95 | 33.19 | 1,018 | 96 | 871 |
| 27 Nov | 783.95 | 7 | -0.10 | 32.22 | 491 | 145 | 769 |
| 26 Nov | 783.00 | 7.1 | 0.95 | 31.65 | 683 | 46 | 624 |
| 25 Nov | 796.60 | 6.15 | -0.50 | 33.27 | 909 | 99 | 556 |
| 22 Nov | 791.00 | 6.65 | -4.00 | 31.92 | 594 | 118 | 575 |
| 21 Nov | 773.85 | 10.65 | 1.75 | 31.78 | 490 | -83 | 458 |
| 20 Nov | 783.20 | 8.9 | 0.00 | 30.96 | 825 | 173 | 540 |
| 19 Nov | 783.20 | 8.9 | -2.50 | 30.96 | 825 | 172 | 540 |
| 18 Nov | 771.90 | 11.4 | 0.95 | 31.23 | 289 | 68 | 367 |
| 14 Nov | 774.30 | 10.45 | 1.15 | 29.78 | 223 | -8 | 297 |
| 13 Nov | 786.25 | 9.3 | 1.25 | 30.82 | 291 | 215 | 305 |
| 12 Nov | 784.85 | 8.05 | 2.35 | 28.37 | 98 | 86 | 90 |
| 11 Nov | 804.70 | 5.7 | -3.05 | 29.35 | 9 | 3 | 3 |
| 8 Nov | 805.45 | 8.75 | 0.00 | 7.98 | 0 | 0 | 0 |
| 7 Nov | 819.75 | 8.75 | 9.26 | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 730 expiring on 26DEC2024
Delta for 730 PE is -0.56
Historical price for 730 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 13.65, which was 9.00 higher than the previous day. The implied volatity was 30.29, the open interest changed by 52 which increased total open position to 2612
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 4.65, which was 0.85 higher than the previous day. The implied volatity was 27.50, the open interest changed by 409 which increased total open position to 2571
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 3.8, which was 2.30 higher than the previous day. The implied volatity was 30.93, the open interest changed by 589 which increased total open position to 2175
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 1.5, which was 0.30 higher than the previous day. The implied volatity was 32.01, the open interest changed by -105 which decreased total open position to 1595
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 31.01, the open interest changed by 85 which increased total open position to 1697
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 1.15, which was -0.80 lower than the previous day. The implied volatity was 29.00, the open interest changed by -59 which decreased total open position to 1634
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 1.95, which was 0.55 higher than the previous day. The implied volatity was 30.46, the open interest changed by 398 which increased total open position to 1710
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 31.17, the open interest changed by 4 which increased total open position to 1317
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 1.55, which was -0.85 lower than the previous day. The implied volatity was 31.43, the open interest changed by 68 which increased total open position to 1313
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 2.4, which was 1.05 higher than the previous day. The implied volatity was 33.60, the open interest changed by 125 which increased total open position to 1233
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 1.35, which was -1.45 lower than the previous day. The implied volatity was 31.93, the open interest changed by -140 which decreased total open position to 1116
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 2.8, which was -0.90 lower than the previous day. The implied volatity was 29.78, the open interest changed by 75 which increased total open position to 1260
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 3.7, which was 1.10 higher than the previous day. The implied volatity was 30.13, the open interest changed by 82 which increased total open position to 1194
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 2.6, which was -1.65 lower than the previous day. The implied volatity was 29.99, the open interest changed by 24 which increased total open position to 1116
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 4.25, which was -0.85 lower than the previous day. The implied volatity was 30.88, the open interest changed by -117 which decreased total open position to 1093
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 5.1, which was -2.85 lower than the previous day. The implied volatity was 30.28, the open interest changed by 341 which increased total open position to 1211
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 7.95, which was 0.95 higher than the previous day. The implied volatity was 33.19, the open interest changed by 96 which increased total open position to 871
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 7, which was -0.10 lower than the previous day. The implied volatity was 32.22, the open interest changed by 145 which increased total open position to 769
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 7.1, which was 0.95 higher than the previous day. The implied volatity was 31.65, the open interest changed by 46 which increased total open position to 624
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 6.15, which was -0.50 lower than the previous day. The implied volatity was 33.27, the open interest changed by 99 which increased total open position to 556
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 6.65, which was -4.00 lower than the previous day. The implied volatity was 31.92, the open interest changed by 118 which increased total open position to 575
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 10.65, which was 1.75 higher than the previous day. The implied volatity was 31.78, the open interest changed by -83 which decreased total open position to 458
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 8.9, which was 0.00 lower than the previous day. The implied volatity was 30.96, the open interest changed by 173 which increased total open position to 540
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 8.9, which was -2.50 lower than the previous day. The implied volatity was 30.96, the open interest changed by 172 which increased total open position to 540
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 11.4, which was 0.95 higher than the previous day. The implied volatity was 31.23, the open interest changed by 68 which increased total open position to 367
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 10.45, which was 1.15 higher than the previous day. The implied volatity was 29.78, the open interest changed by -8 which decreased total open position to 297
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 9.3, which was 1.25 higher than the previous day. The implied volatity was 30.82, the open interest changed by 215 which increased total open position to 305
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 8.05, which was 2.35 higher than the previous day. The implied volatity was 28.37, the open interest changed by 86 which increased total open position to 90
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 5.7, which was -3.05 lower than the previous day. The implied volatity was 29.35, the open interest changed by 3 which increased total open position to 3
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 8.75, which was 0.00 lower than the previous day. The implied volatity was 7.98, 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 8.75, which was lower than the previous day. The implied volatity was 9.26, the open interest changed by 0 which decreased total open position to 0
