TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 740 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.84
Vega: 0.36
Theta: -0.51
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 774.30 | 42.2 | -11.15 | 26.58 | 38.596 | 6.947 | 26.632 | |||
| 13 Nov | 786.25 | 53.35 | 2.20 | 30.41 | 25.474 | 8.877 | 18.526 | |||
| 12 Nov | 784.85 | 51.15 | -39.35 | 27.89 | 10.807 | -0.772 | 9.263 | |||
| 11 Nov | 804.70 | 90.5 | 16.25 | 73.73 | 4.246 | -1.158 | 10.421 | |||
| 8 Nov | 805.45 | 74.25 | -26.20 | 39.84 | 7.719 | 0.772 | 11.193 | |||
| 7 Nov | 819.75 | 100.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 6 Nov | 839.70 | 100.45 | 0.00 | 0.00 | 0 | -0.386 | 0 | |||
| 5 Nov | 835.65 | 100.45 | 3.70 | 22.83 | 0.386 | 0 | 10.807 | |||
| 4 Nov | 824.10 | 96.75 | -9.30 | 45.19 | 8.491 | 8.105 | 11.193 | |||
| 1 Nov | 843.45 | 106.05 | 0.00 | 0.00 | 0 | 2.702 | 0 | |||
| 31 Oct | 834.05 | 106.05 | -54.80 | - | 2.702 | 2.316 | 2.702 | |||
| 30 Oct | 840.20 | 160.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 842.75 | 160.85 | 0.00 | - | 0 | 0.386 | 0 | |||
| 28 Oct | 878.45 | 160.85 | -161.25 | - | 0.386 | 0 | 0 | |||
| 25 Oct | 864.30 | 322.1 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 880.00 | 322.1 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 877.65 | 322.1 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 740 expiring on 28NOV2024
Delta for 740 CE is 0.84
Historical price for 740 CE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 42.2, which was -11.15 lower than the previous day. The implied volatity was 26.58, the open interest changed by 18 which increased total open position to 69
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 53.35, which was 2.20 higher than the previous day. The implied volatity was 30.41, the open interest changed by 23 which increased total open position to 48
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 51.15, which was -39.35 lower than the previous day. The implied volatity was 27.89, the open interest changed by -2 which decreased total open position to 24
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 90.5, which was 16.25 higher than the previous day. The implied volatity was 73.73, the open interest changed by -3 which decreased total open position to 27
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 74.25, which was -26.20 lower than the previous day. The implied volatity was 39.84, the open interest changed by 2 which increased total open position to 29
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 100.45, 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 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 100.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 100.45, which was 3.70 higher than the previous day. The implied volatity was 22.83, the open interest changed by 0 which decreased total open position to 28
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 96.75, which was -9.30 lower than the previous day. The implied volatity was 45.19, the open interest changed by 21 which increased total open position to 29
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 106.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 106.05, which was -54.80 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 160.85, 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 160.85, 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 160.85, which was -161.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATAMOTORS was trading at 864.30. The strike last trading price was 322.1, 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 24 Oct TATAMOTORS was trading at 880.00. The strike last trading price was 322.1, 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 23 Oct TATAMOTORS was trading at 877.65. The strike last trading price was 322.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAMOTORS 28NOV2024 740 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.39
Theta: -0.35
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 774.30 | 4.05 | 0.35 | 28.40 | 1,518.386 | 32.807 | 856.07 |
| 13 Nov | 786.25 | 3.7 | 0.15 | 31.07 | 1,839.895 | 100.737 | 826.737 |
| 12 Nov | 784.85 | 3.55 | 1.20 | 28.96 | 1,709.053 | 83.754 | 727.544 |
| 11 Nov | 804.70 | 2.35 | -4.55 | 31.51 | 1,516.07 | -37.439 | 645.333 |
| 8 Nov | 805.45 | 6.9 | 0.95 | 40.36 | 1,606.772 | 250.105 | 680.456 |
| 7 Nov | 819.75 | 5.95 | 2.85 | 43.34 | 567.368 | 130.456 | 428.421 |
| 6 Nov | 839.70 | 3.1 | -1.50 | 40.00 | 377.088 | -24.702 | 298.351 |
| 5 Nov | 835.65 | 4.6 | -3.35 | 42.18 | 306.07 | 36.281 | 323.825 |
| 4 Nov | 824.10 | 7.95 | 0.95 | 45.70 | 357.018 | 62.14 | 287.544 |
| 1 Nov | 843.45 | 7 | -1.05 | 46.70 | 14.281 | 1.158 | 225.018 |
| 31 Oct | 834.05 | 8.05 | 1.05 | - | 247.018 | 73.719 | 224.246 |
| 30 Oct | 840.20 | 7 | 0.90 | - | 281.754 | -37.439 | 130.456 |
| 29 Oct | 842.75 | 6.1 | 3.45 | - | 507.544 | 121.965 | 168.667 |
| 28 Oct | 878.45 | 2.65 | -0.65 | - | 74.877 | 5.018 | 46.702 |
| 25 Oct | 864.30 | 3.3 | 0.80 | - | 89.158 | 23.93 | 41.684 |
| 24 Oct | 880.00 | 2.5 | -0.30 | - | 40.14 | 16.982 | 17.754 |
| 23 Oct | 877.65 | 2.8 | - | 3.088 | 0.772 | 0.772 | |
For Tata Motors Limited - strike price 740 expiring on 28NOV2024
Delta for 740 PE is -0.17
Historical price for 740 PE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 4.05, which was 0.35 higher than the previous day. The implied volatity was 28.40, the open interest changed by 85 which increased total open position to 2218
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 3.7, which was 0.15 higher than the previous day. The implied volatity was 31.07, the open interest changed by 261 which increased total open position to 2142
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 3.55, which was 1.20 higher than the previous day. The implied volatity was 28.96, the open interest changed by 217 which increased total open position to 1885
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 2.35, which was -4.55 lower than the previous day. The implied volatity was 31.51, the open interest changed by -97 which decreased total open position to 1672
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 6.9, which was 0.95 higher than the previous day. The implied volatity was 40.36, the open interest changed by 648 which increased total open position to 1763
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 5.95, which was 2.85 higher than the previous day. The implied volatity was 43.34, the open interest changed by 338 which increased total open position to 1110
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 3.1, which was -1.50 lower than the previous day. The implied volatity was 40.00, the open interest changed by -64 which decreased total open position to 773
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 4.6, which was -3.35 lower than the previous day. The implied volatity was 42.18, the open interest changed by 94 which increased total open position to 839
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 7.95, which was 0.95 higher than the previous day. The implied volatity was 45.70, the open interest changed by 161 which increased total open position to 745
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 7, which was -1.05 lower than the previous day. The implied volatity was 46.70, the open interest changed by 3 which increased total open position to 583
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 8.05, which was 1.05 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 7, 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 6.1, which was 3.45 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 2.65, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATAMOTORS was trading at 864.30. The strike last trading price was 3.3, 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 24 Oct TATAMOTORS was trading at 880.00. The strike last trading price was 2.5, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATAMOTORS was trading at 877.65. The strike last trading price was 2.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
