TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 0.31
Theta: -0.69
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 3.75 | -11.90 | 24.70 | 23,242 | 2,010 | 3,392 | |||
| 19 Dec | 744.05 | 15.65 | -9.00 | 28.59 | 11,552 | 861 | 1,401 | |||
| 18 Dec | 755.70 | 24.65 | -18.85 | 30.17 | 2,074 | 355 | 537 | |||
| 17 Dec | 779.75 | 43.5 | -6.45 | 28.42 | 52 | 2 | 181 | |||
|
|
||||||||||
| 16 Dec | 784.80 | 49.95 | -5.65 | 32.93 | 52 | -6 | 178 | |||
| 13 Dec | 790.30 | 55.6 | 3.65 | 30.02 | 72 | -1 | 184 | |||
| 12 Dec | 786.35 | 51.95 | -12.65 | 27.09 | 59 | 11 | 183 | |||
| 11 Dec | 799.10 | 64.6 | -1.70 | 30.61 | 6 | -3 | 171 | |||
| 10 Dec | 799.90 | 66.3 | 2.35 | 30.03 | 62 | -3 | 175 | |||
| 9 Dec | 798.75 | 63.95 | -18.45 | 23.23 | 14 | -1 | 178 | |||
| 6 Dec | 816.80 | 82.4 | 24.50 | 22.67 | 57 | -10 | 179 | |||
| 5 Dec | 792.55 | 57.9 | 1.55 | 18.60 | 56 | 36 | 188 | |||
| 4 Dec | 788.10 | 56.35 | -11.60 | 26.61 | 40 | 7 | 151 | |||
| 3 Dec | 801.25 | 67.95 | 8.25 | 28.48 | 46 | -12 | 144 | |||
| 2 Dec | 790.05 | 59.7 | -0.90 | 28.39 | 18 | 2 | 157 | |||
| 29 Nov | 786.45 | 60.6 | 4.30 | 31.68 | 230 | 64 | 155 | |||
| 28 Nov | 779.45 | 56.3 | -2.35 | 31.37 | 55 | 16 | 91 | |||
| 27 Nov | 783.95 | 58.65 | -0.80 | 29.70 | 38 | 26 | 75 | |||
| 26 Nov | 783.00 | 59.45 | -9.95 | 31.43 | 39 | 10 | 49 | |||
| 25 Nov | 796.60 | 69.4 | 2.40 | 29.36 | 10 | 6 | 39 | |||
| 22 Nov | 791.00 | 67 | 16.05 | 27.97 | 25 | 4 | 37 | |||
| 21 Nov | 773.85 | 50.95 | -218.20 | 27.19 | 43 | 33 | 33 | |||
| 20 Nov | 783.20 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 783.20 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 771.90 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 774.30 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 786.25 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 784.85 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 804.70 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 805.45 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 819.75 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 839.70 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 269.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 824.10 | 269.15 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 740 expiring on 26DEC2024
Delta for 740 CE is 0.27
Historical price for 740 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 3.75, which was -11.90 lower than the previous day. The implied volatity was 24.70, the open interest changed by 2010 which increased total open position to 3392
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 15.65, which was -9.00 lower than the previous day. The implied volatity was 28.59, the open interest changed by 861 which increased total open position to 1401
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 24.65, which was -18.85 lower than the previous day. The implied volatity was 30.17, the open interest changed by 355 which increased total open position to 537
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 43.5, which was -6.45 lower than the previous day. The implied volatity was 28.42, the open interest changed by 2 which increased total open position to 181
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 49.95, which was -5.65 lower than the previous day. The implied volatity was 32.93, the open interest changed by -6 which decreased total open position to 178
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 55.6, which was 3.65 higher than the previous day. The implied volatity was 30.02, the open interest changed by -1 which decreased total open position to 184
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 51.95, which was -12.65 lower than the previous day. The implied volatity was 27.09, the open interest changed by 11 which increased total open position to 183
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 64.6, which was -1.70 lower than the previous day. The implied volatity was 30.61, the open interest changed by -3 which decreased total open position to 171
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 66.3, which was 2.35 higher than the previous day. The implied volatity was 30.03, the open interest changed by -3 which decreased total open position to 175
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 63.95, which was -18.45 lower than the previous day. The implied volatity was 23.23, the open interest changed by -1 which decreased total open position to 178
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 82.4, which was 24.50 higher than the previous day. The implied volatity was 22.67, the open interest changed by -10 which decreased total open position to 179
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 57.9, which was 1.55 higher than the previous day. The implied volatity was 18.60, the open interest changed by 36 which increased total open position to 188
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 56.35, which was -11.60 lower than the previous day. The implied volatity was 26.61, the open interest changed by 7 which increased total open position to 151
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 67.95, which was 8.25 higher than the previous day. The implied volatity was 28.48, the open interest changed by -12 which decreased total open position to 144
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 59.7, which was -0.90 lower than the previous day. The implied volatity was 28.39, the open interest changed by 2 which increased total open position to 157
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 60.6, which was 4.30 higher than the previous day. The implied volatity was 31.68, the open interest changed by 64 which increased total open position to 155
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 56.3, which was -2.35 lower than the previous day. The implied volatity was 31.37, the open interest changed by 16 which increased total open position to 91
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 58.65, which was -0.80 lower than the previous day. The implied volatity was 29.70, the open interest changed by 26 which increased total open position to 75
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 59.45, which was -9.95 lower than the previous day. The implied volatity was 31.43, the open interest changed by 10 which increased total open position to 49
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 69.4, which was 2.40 higher than the previous day. The implied volatity was 29.36, the open interest changed by 6 which increased total open position to 39
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 67, which was 16.05 higher than the previous day. The implied volatity was 27.97, the open interest changed by 4 which increased total open position to 37
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 50.95, which was -218.20 lower than the previous day. The implied volatity was 27.19, the open interest changed by 33 which increased total open position to 33
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 269.15, 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 269.15, 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 269.15, 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 269.15, 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 269.15, 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 269.15, 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 269.15, 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 269.15, 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 269.15, 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 269.15, 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 269.15, 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 269.15, 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 740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.67
Vega: 0.34
Theta: -0.80
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 21.1 | 13.45 | 33.55 | 20,948 | -696 | 2,762 |
| 19 Dec | 744.05 | 7.65 | 1.75 | 26.49 | 30,506 | 505 | 3,472 |
| 18 Dec | 755.70 | 5.9 | 3.55 | 29.82 | 17,617 | 431 | 2,972 |
| 17 Dec | 779.75 | 2.35 | 0.55 | 30.84 | 3,138 | -37 | 2,542 |
| 16 Dec | 784.80 | 1.8 | 0.10 | 29.54 | 1,897 | 107 | 2,564 |
| 13 Dec | 790.30 | 1.7 | -1.10 | 27.77 | 5,975 | -340 | 2,463 |
| 12 Dec | 786.35 | 2.8 | 0.85 | 29.40 | 3,464 | 502 | 2,805 |
| 11 Dec | 799.10 | 1.95 | -0.20 | 29.97 | 1,783 | -130 | 2,314 |
| 10 Dec | 799.90 | 2.15 | -1.00 | 30.36 | 2,289 | 259 | 2,445 |
| 9 Dec | 798.75 | 3.15 | 1.40 | 32.37 | 2,897 | 64 | 2,177 |
| 6 Dec | 816.80 | 1.75 | -2.05 | 30.72 | 3,962 | -312 | 2,120 |
| 5 Dec | 792.55 | 3.8 | -1.10 | 28.97 | 3,123 | 206 | 2,446 |
| 4 Dec | 788.10 | 4.9 | 1.45 | 29.28 | 1,998 | 195 | 2,248 |
| 3 Dec | 801.25 | 3.45 | -2.10 | 29.12 | 2,078 | 306 | 2,051 |
| 2 Dec | 790.05 | 5.55 | -1.15 | 30.12 | 1,570 | 73 | 1,746 |
| 29 Nov | 786.45 | 6.7 | -3.05 | 29.81 | 1,470 | 142 | 1,679 |
| 28 Nov | 779.45 | 9.75 | 1.25 | 32.30 | 1,624 | 551 | 1,539 |
| 27 Nov | 783.95 | 8.5 | -0.40 | 31.14 | 618 | -44 | 987 |
| 26 Nov | 783.00 | 8.9 | 1.35 | 30.98 | 1,067 | 341 | 1,031 |
| 25 Nov | 796.60 | 7.55 | -0.45 | 32.48 | 776 | 222 | 692 |
| 22 Nov | 791.00 | 8 | -5.25 | 30.95 | 363 | 58 | 528 |
| 21 Nov | 773.85 | 13.25 | 2.30 | 31.52 | 233 | 13 | 470 |
| 20 Nov | 783.20 | 10.95 | 0.00 | 30.44 | 465 | 35 | 460 |
| 19 Nov | 783.20 | 10.95 | -2.70 | 30.44 | 465 | 38 | 460 |
| 18 Nov | 771.90 | 13.65 | 0.40 | 30.46 | 258 | 37 | 422 |
| 14 Nov | 774.30 | 13.25 | 1.65 | 29.88 | 79 | 16 | 385 |
| 13 Nov | 786.25 | 11.6 | 1.90 | 30.80 | 163 | 17 | 369 |
| 12 Nov | 784.85 | 9.7 | 2.60 | 27.59 | 355 | 128 | 352 |
| 11 Nov | 804.70 | 7.1 | -4.05 | 28.89 | 113 | 16 | 224 |
| 8 Nov | 805.45 | 11.15 | 0.05 | 33.20 | 205 | 74 | 208 |
| 7 Nov | 819.75 | 11.1 | 3.90 | 36.85 | 265 | 70 | 133 |
| 6 Nov | 839.70 | 7.2 | -1.45 | 35.14 | 31 | 7 | 62 |
| 5 Nov | 835.65 | 8.65 | -3.05 | 35.99 | 16 | 10 | 55 |
| 4 Nov | 824.10 | 11.7 | 37.38 | 61 | 21 | 21 | |
For Tata Motors Limited - strike price 740 expiring on 26DEC2024
Delta for 740 PE is -0.67
Historical price for 740 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 21.1, which was 13.45 higher than the previous day. The implied volatity was 33.55, the open interest changed by -696 which decreased total open position to 2762
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 7.65, which was 1.75 higher than the previous day. The implied volatity was 26.49, the open interest changed by 505 which increased total open position to 3472
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 5.9, which was 3.55 higher than the previous day. The implied volatity was 29.82, the open interest changed by 431 which increased total open position to 2972
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 2.35, which was 0.55 higher than the previous day. The implied volatity was 30.84, the open interest changed by -37 which decreased total open position to 2542
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 1.8, which was 0.10 higher than the previous day. The implied volatity was 29.54, the open interest changed by 107 which increased total open position to 2564
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 1.7, which was -1.10 lower than the previous day. The implied volatity was 27.77, the open interest changed by -340 which decreased total open position to 2463
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 2.8, which was 0.85 higher than the previous day. The implied volatity was 29.40, the open interest changed by 502 which increased total open position to 2805
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 1.95, which was -0.20 lower than the previous day. The implied volatity was 29.97, the open interest changed by -130 which decreased total open position to 2314
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 2.15, which was -1.00 lower than the previous day. The implied volatity was 30.36, the open interest changed by 259 which increased total open position to 2445
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 3.15, which was 1.40 higher than the previous day. The implied volatity was 32.37, the open interest changed by 64 which increased total open position to 2177
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 1.75, which was -2.05 lower than the previous day. The implied volatity was 30.72, the open interest changed by -312 which decreased total open position to 2120
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 3.8, which was -1.10 lower than the previous day. The implied volatity was 28.97, the open interest changed by 206 which increased total open position to 2446
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 4.9, which was 1.45 higher than the previous day. The implied volatity was 29.28, the open interest changed by 195 which increased total open position to 2248
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 3.45, which was -2.10 lower than the previous day. The implied volatity was 29.12, the open interest changed by 306 which increased total open position to 2051
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 5.55, which was -1.15 lower than the previous day. The implied volatity was 30.12, the open interest changed by 73 which increased total open position to 1746
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 6.7, which was -3.05 lower than the previous day. The implied volatity was 29.81, the open interest changed by 142 which increased total open position to 1679
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 9.75, which was 1.25 higher than the previous day. The implied volatity was 32.30, the open interest changed by 551 which increased total open position to 1539
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 8.5, which was -0.40 lower than the previous day. The implied volatity was 31.14, the open interest changed by -44 which decreased total open position to 987
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 8.9, which was 1.35 higher than the previous day. The implied volatity was 30.98, the open interest changed by 341 which increased total open position to 1031
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 7.55, which was -0.45 lower than the previous day. The implied volatity was 32.48, the open interest changed by 222 which increased total open position to 692
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 8, which was -5.25 lower than the previous day. The implied volatity was 30.95, the open interest changed by 58 which increased total open position to 528
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 13.25, which was 2.30 higher than the previous day. The implied volatity was 31.52, the open interest changed by 13 which increased total open position to 470
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 10.95, which was 0.00 lower than the previous day. The implied volatity was 30.44, the open interest changed by 35 which increased total open position to 460
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 10.95, which was -2.70 lower than the previous day. The implied volatity was 30.44, the open interest changed by 38 which increased total open position to 460
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 13.65, which was 0.40 higher than the previous day. The implied volatity was 30.46, the open interest changed by 37 which increased total open position to 422
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 13.25, which was 1.65 higher than the previous day. The implied volatity was 29.88, the open interest changed by 16 which increased total open position to 385
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 11.6, which was 1.90 higher than the previous day. The implied volatity was 30.80, the open interest changed by 17 which increased total open position to 369
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 9.7, which was 2.60 higher than the previous day. The implied volatity was 27.59, the open interest changed by 128 which increased total open position to 352
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 7.1, which was -4.05 lower than the previous day. The implied volatity was 28.89, the open interest changed by 16 which increased total open position to 224
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 11.15, which was 0.05 higher than the previous day. The implied volatity was 33.20, the open interest changed by 74 which increased total open position to 208
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 11.1, which was 3.90 higher than the previous day. The implied volatity was 36.85, the open interest changed by 70 which increased total open position to 133
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 7.2, which was -1.45 lower than the previous day. The implied volatity was 35.14, the open interest changed by 7 which increased total open position to 62
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 8.65, which was -3.05 lower than the previous day. The implied volatity was 35.99, the open interest changed by 10 which increased total open position to 55
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 11.7, which was lower than the previous day. The implied volatity was 37.38, the open interest changed by 21 which increased total open position to 21
