TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 730 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.90
Vega: 0.26
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 774.30 | 50.65 | -9.00 | 26.08 | 8.877 | 3.86 | 5.789 | |||
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| 13 Nov | 786.25 | 59.65 | -0.95 | - | 2.316 | 0 | 1.544 | |||
| 12 Nov | 784.85 | 60.6 | -21.80 | 30.37 | 3.474 | 0.772 | 1.544 | |||
| 11 Nov | 804.70 | 82.4 | 0.00 | 0.00 | 0 | 0.772 | 0 | |||
| 8 Nov | 805.45 | 82.4 | -190.65 | 39.48 | 0.772 | 0 | 0 | |||
| 7 Nov | 819.75 | 273.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 839.70 | 273.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 273.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 824.10 | 273.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 843.45 | 273.05 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 834.05 | 273.05 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 840.20 | 273.05 | 273.05 | - | 0 | 0 | 0 | |||
| 29 Oct | 842.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 878.45 | 0 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 730 expiring on 28NOV2024
Delta for 730 CE is 0.90
Historical price for 730 CE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 50.65, which was -9.00 lower than the previous day. The implied volatity was 26.08, the open interest changed by 10 which increased total open position to 15
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 59.65, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 60.6, which was -21.80 lower than the previous day. The implied volatity was 30.37, the open interest changed by 2 which increased total open position to 4
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 82.4, 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 82.4, which was -190.65 lower than the previous day. The implied volatity was 39.48, 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 273.05, 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 273.05, 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 273.05, 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 273.05, 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 273.05, 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 273.05, 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 273.05, which was 273.05 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAMOTORS 28NOV2024 730 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.31
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 774.30 | 2.85 | 0.10 | 29.54 | 1,389.86 | 22.386 | 568.14 |
| 13 Nov | 786.25 | 2.75 | 0.20 | 32.36 | 1,429.614 | 138.561 | 546.526 |
| 12 Nov | 784.85 | 2.55 | 0.80 | 30.01 | 1,059.088 | 100.737 | 426.877 |
| 11 Nov | 804.70 | 1.75 | -3.55 | 32.65 | 1,344.316 | -63.298 | 326.912 |
| 8 Nov | 805.45 | 5.3 | 0.50 | 40.59 | 697.825 | 192.211 | 384.807 |
| 7 Nov | 819.75 | 4.8 | 2.30 | 44.03 | 622.175 | 86.842 | 189.509 |
| 6 Nov | 839.70 | 2.5 | -1.10 | 40.93 | 131.228 | 4.246 | 102.281 |
| 5 Nov | 835.65 | 3.6 | -2.85 | 42.57 | 216.912 | 22 | 99.579 |
| 4 Nov | 824.10 | 6.45 | 0.15 | 46.02 | 248.175 | 40.526 | 78.351 |
| 1 Nov | 843.45 | 6.3 | -0.65 | 48.35 | 13.123 | 4.246 | 36.667 |
| 31 Oct | 834.05 | 6.95 | 6.15 | - | 73.333 | 32.421 | 32.421 |
| 30 Oct | 840.20 | 0.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 842.75 | 0.8 | 0.80 | - | 0 | 0 | 0 |
| 28 Oct | 878.45 | 0 | - | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 730 expiring on 28NOV2024
Delta for 730 PE is -0.12
Historical price for 730 PE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 2.85, which was 0.10 higher than the previous day. The implied volatity was 29.54, the open interest changed by 58 which increased total open position to 1472
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 2.75, which was 0.20 higher than the previous day. The implied volatity was 32.36, the open interest changed by 359 which increased total open position to 1416
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 2.55, which was 0.80 higher than the previous day. The implied volatity was 30.01, the open interest changed by 261 which increased total open position to 1106
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 1.75, which was -3.55 lower than the previous day. The implied volatity was 32.65, the open interest changed by -164 which decreased total open position to 847
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 5.3, which was 0.50 higher than the previous day. The implied volatity was 40.59, the open interest changed by 498 which increased total open position to 997
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 4.8, which was 2.30 higher than the previous day. The implied volatity was 44.03, the open interest changed by 225 which increased total open position to 491
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 2.5, which was -1.10 lower than the previous day. The implied volatity was 40.93, the open interest changed by 11 which increased total open position to 265
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 3.6, which was -2.85 lower than the previous day. The implied volatity was 42.57, the open interest changed by 57 which increased total open position to 258
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 6.45, which was 0.15 higher than the previous day. The implied volatity was 46.02, the open interest changed by 105 which increased total open position to 203
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 6.3, which was -0.65 lower than the previous day. The implied volatity was 48.35, the open interest changed by 11 which increased total open position to 95
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 6.95, which was 6.15 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 0.8, 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 0.8, which was 0.80 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
