TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 750 CE | ||||||||||
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Delta: 0.18
Vega: 0.24
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 2.35 | -8.05 | 27.24 | 40,055 | 2,869 | 6,636 | |||
| 19 Dec | 744.05 | 10.4 | -7.50 | 28.47 | 30,699 | 2,038 | 3,795 | |||
| 18 Dec | 755.70 | 17.9 | -16.95 | 29.54 | 7,125 | 899 | 1,774 | |||
| 17 Dec | 779.75 | 34.85 | -6.40 | 28.00 | 387 | -3 | 877 | |||
| 16 Dec | 784.80 | 41.25 | -4.80 | 31.91 | 137 | 25 | 881 | |||
| 13 Dec | 790.30 | 46.05 | 3.05 | 27.11 | 776 | -62 | 867 | |||
| 12 Dec | 786.35 | 43 | -12.50 | 26.01 | 838 | -197 | 931 | |||
| 11 Dec | 799.10 | 55.5 | -1.55 | 29.58 | 316 | 58 | 1,132 | |||
| 10 Dec | 799.90 | 57.05 | 1.55 | 28.66 | 227 | -3 | 1,074 | |||
| 9 Dec | 798.75 | 55.5 | -17.85 | 26.04 | 628 | -108 | 1,077 | |||
| 6 Dec | 816.80 | 73.35 | 22.55 | 25.60 | 1,185 | -317 | 1,191 | |||
| 5 Dec | 792.55 | 50.8 | 2.10 | 24.63 | 1,113 | 207 | 1,509 | |||
| 4 Dec | 788.10 | 48.7 | -9.15 | 27.58 | 502 | 200 | 1,302 | |||
| 3 Dec | 801.25 | 57.85 | 6.80 | 24.78 | 344 | 8 | 1,101 | |||
| 2 Dec | 790.05 | 51.05 | -1.25 | 27.23 | 404 | -20 | 1,093 | |||
| 29 Nov | 786.45 | 52.3 | 4.05 | 30.44 | 746 | 114 | 1,112 | |||
| 28 Nov | 779.45 | 48.25 | -3.00 | 30.16 | 1,084 | 366 | 998 | |||
| 27 Nov | 783.95 | 51.25 | 0.85 | 29.78 | 572 | 135 | 625 | |||
| 26 Nov | 783.00 | 50.4 | -11.85 | 28.94 | 362 | 162 | 489 | |||
| 25 Nov | 796.60 | 62.25 | 5.00 | 30.60 | 345 | 73 | 331 | |||
| 22 Nov | 791.00 | 57.25 | 12.75 | 25.12 | 372 | -8 | 250 | |||
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| 21 Nov | 773.85 | 44.5 | -6.20 | 27.77 | 462 | 147 | 258 | |||
| 20 Nov | 783.20 | 50.7 | 0.00 | 27.25 | 394 | -117 | 111 | |||
| 19 Nov | 783.20 | 50.7 | 4.80 | 27.25 | 394 | -117 | 111 | |||
| 18 Nov | 771.90 | 45.9 | -3.00 | 28.96 | 417 | 179 | 229 | |||
| 14 Nov | 774.30 | 48.9 | -10.35 | 27.59 | 40 | 23 | 50 | |||
| 13 Nov | 786.25 | 59.25 | 3.30 | 30.21 | 16 | -1 | 28 | |||
| 12 Nov | 784.85 | 55.95 | -16.05 | 27.45 | 32 | 21 | 28 | |||
| 11 Nov | 804.70 | 72 | -6.20 | 27.19 | 2 | 0 | 5 | |||
| 8 Nov | 805.45 | 78.2 | -13.80 | 34.54 | 4 | 1 | 3 | |||
| 7 Nov | 819.75 | 92 | -13.00 | 33.51 | 2 | 0 | 0 | |||
| 6 Nov | 839.70 | 105 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 105 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 824.10 | 105 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 750 expiring on 26DEC2024
Delta for 750 CE is 0.18
Historical price for 750 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 2.35, which was -8.05 lower than the previous day. The implied volatity was 27.24, the open interest changed by 2869 which increased total open position to 6636
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 10.4, which was -7.50 lower than the previous day. The implied volatity was 28.47, the open interest changed by 2038 which increased total open position to 3795
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 17.9, which was -16.95 lower than the previous day. The implied volatity was 29.54, the open interest changed by 899 which increased total open position to 1774
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 34.85, which was -6.40 lower than the previous day. The implied volatity was 28.00, the open interest changed by -3 which decreased total open position to 877
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 41.25, which was -4.80 lower than the previous day. The implied volatity was 31.91, the open interest changed by 25 which increased total open position to 881
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 46.05, which was 3.05 higher than the previous day. The implied volatity was 27.11, the open interest changed by -62 which decreased total open position to 867
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 43, which was -12.50 lower than the previous day. The implied volatity was 26.01, the open interest changed by -197 which decreased total open position to 931
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 55.5, which was -1.55 lower than the previous day. The implied volatity was 29.58, the open interest changed by 58 which increased total open position to 1132
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 57.05, which was 1.55 higher than the previous day. The implied volatity was 28.66, the open interest changed by -3 which decreased total open position to 1074
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 55.5, which was -17.85 lower than the previous day. The implied volatity was 26.04, the open interest changed by -108 which decreased total open position to 1077
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 73.35, which was 22.55 higher than the previous day. The implied volatity was 25.60, the open interest changed by -317 which decreased total open position to 1191
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 50.8, which was 2.10 higher than the previous day. The implied volatity was 24.63, the open interest changed by 207 which increased total open position to 1509
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 48.7, which was -9.15 lower than the previous day. The implied volatity was 27.58, the open interest changed by 200 which increased total open position to 1302
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 57.85, which was 6.80 higher than the previous day. The implied volatity was 24.78, the open interest changed by 8 which increased total open position to 1101
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 51.05, which was -1.25 lower than the previous day. The implied volatity was 27.23, the open interest changed by -20 which decreased total open position to 1093
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 52.3, which was 4.05 higher than the previous day. The implied volatity was 30.44, the open interest changed by 114 which increased total open position to 1112
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 48.25, which was -3.00 lower than the previous day. The implied volatity was 30.16, the open interest changed by 366 which increased total open position to 998
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 51.25, which was 0.85 higher than the previous day. The implied volatity was 29.78, the open interest changed by 135 which increased total open position to 625
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 50.4, which was -11.85 lower than the previous day. The implied volatity was 28.94, the open interest changed by 162 which increased total open position to 489
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 62.25, which was 5.00 higher than the previous day. The implied volatity was 30.60, the open interest changed by 73 which increased total open position to 331
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 57.25, which was 12.75 higher than the previous day. The implied volatity was 25.12, the open interest changed by -8 which decreased total open position to 250
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 44.5, which was -6.20 lower than the previous day. The implied volatity was 27.77, the open interest changed by 147 which increased total open position to 258
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 50.7, which was 0.00 lower than the previous day. The implied volatity was 27.25, the open interest changed by -117 which decreased total open position to 111
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 50.7, which was 4.80 higher than the previous day. The implied volatity was 27.25, the open interest changed by -117 which decreased total open position to 111
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 45.9, which was -3.00 lower than the previous day. The implied volatity was 28.96, the open interest changed by 179 which increased total open position to 229
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 48.9, which was -10.35 lower than the previous day. The implied volatity was 27.59, the open interest changed by 23 which increased total open position to 50
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 59.25, which was 3.30 higher than the previous day. The implied volatity was 30.21, the open interest changed by -1 which decreased total open position to 28
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 55.95, which was -16.05 lower than the previous day. The implied volatity was 27.45, the open interest changed by 21 which increased total open position to 28
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 72, which was -6.20 lower than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 5
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 78.2, which was -13.80 lower than the previous day. The implied volatity was 34.54, the open interest changed by 1 which increased total open position to 3
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 92, which was -13.00 lower than the previous day. The implied volatity was 33.51, 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 105, 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 105, 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 105, 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 750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.75
Vega: 0.30
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 29.55 | 17.10 | 37.32 | 10,730 | -905 | 3,419 |
| 19 Dec | 744.05 | 12.45 | 3.25 | 26.62 | 21,560 | -567 | 4,333 |
| 18 Dec | 755.70 | 9.2 | 5.55 | 29.40 | 28,561 | 447 | 4,891 |
| 17 Dec | 779.75 | 3.65 | 0.95 | 29.74 | 5,565 | 50 | 4,448 |
| 16 Dec | 784.80 | 2.7 | 0.25 | 28.07 | 3,942 | 53 | 4,403 |
| 13 Dec | 790.30 | 2.45 | -1.60 | 26.35 | 10,519 | -72 | 4,349 |
| 12 Dec | 786.35 | 4.05 | 1.35 | 28.49 | 5,562 | 94 | 4,431 |
| 11 Dec | 799.10 | 2.7 | -0.30 | 28.73 | 3,277 | -183 | 4,344 |
| 10 Dec | 799.90 | 3 | -1.35 | 29.35 | 5,061 | 297 | 4,548 |
| 9 Dec | 798.75 | 4.35 | 2.10 | 31.69 | 5,333 | 456 | 4,283 |
| 6 Dec | 816.80 | 2.25 | -2.85 | 29.43 | 6,636 | 217 | 4,052 |
| 5 Dec | 792.55 | 5.1 | -1.50 | 28.13 | 4,596 | -12 | 3,840 |
| 4 Dec | 788.10 | 6.6 | 2.00 | 28.70 | 4,247 | 390 | 3,855 |
| 3 Dec | 801.25 | 4.6 | -2.55 | 28.35 | 3,687 | -280 | 3,469 |
| 2 Dec | 790.05 | 7.15 | -1.30 | 29.29 | 3,192 | 396 | 3,753 |
| 29 Nov | 786.45 | 8.45 | -3.75 | 28.95 | 3,347 | 261 | 3,368 |
| 28 Nov | 779.45 | 12.2 | 1.65 | 31.81 | 3,737 | 820 | 3,108 |
| 27 Nov | 783.95 | 10.55 | -0.70 | 30.40 | 1,560 | 273 | 2,284 |
| 26 Nov | 783.00 | 11.25 | 1.90 | 30.59 | 2,004 | 474 | 2,012 |
| 25 Nov | 796.60 | 9.35 | -0.45 | 31.86 | 1,403 | 366 | 1,538 |
| 22 Nov | 791.00 | 9.8 | -6.25 | 30.23 | 1,442 | 38 | 1,210 |
| 21 Nov | 773.85 | 16.05 | 2.60 | 30.97 | 1,289 | 186 | 1,172 |
| 20 Nov | 783.20 | 13.45 | 0.00 | 30.00 | 1,619 | 189 | 984 |
| 19 Nov | 783.20 | 13.45 | -3.50 | 30.00 | 1,619 | 187 | 984 |
| 18 Nov | 771.90 | 16.95 | 0.85 | 30.44 | 1,197 | 252 | 797 |
| 14 Nov | 774.30 | 16.1 | 2.40 | 29.53 | 322 | 112 | 546 |
| 13 Nov | 786.25 | 13.7 | 1.20 | 30.02 | 436 | 41 | 433 |
| 12 Nov | 784.85 | 12.5 | 3.50 | 27.77 | 430 | 122 | 392 |
| 11 Nov | 804.70 | 9 | -4.75 | 28.82 | 328 | 11 | 270 |
| 8 Nov | 805.45 | 13.75 | 1.20 | 33.30 | 273 | 153 | 257 |
| 7 Nov | 819.75 | 12.55 | 3.85 | 36.11 | 109 | 28 | 104 |
| 6 Nov | 839.70 | 8.7 | -1.30 | 34.94 | 48 | -5 | 76 |
| 5 Nov | 835.65 | 10 | -4.65 | 35.33 | 2 | 0 | 81 |
| 4 Nov | 824.10 | 14.65 | 38.23 | 93 | 81 | 81 | |
For Tata Motors Limited - strike price 750 expiring on 26DEC2024
Delta for 750 PE is -0.75
Historical price for 750 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 29.55, which was 17.10 higher than the previous day. The implied volatity was 37.32, the open interest changed by -905 which decreased total open position to 3419
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 12.45, which was 3.25 higher than the previous day. The implied volatity was 26.62, the open interest changed by -567 which decreased total open position to 4333
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 9.2, which was 5.55 higher than the previous day. The implied volatity was 29.40, the open interest changed by 447 which increased total open position to 4891
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 3.65, which was 0.95 higher than the previous day. The implied volatity was 29.74, the open interest changed by 50 which increased total open position to 4448
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 2.7, which was 0.25 higher than the previous day. The implied volatity was 28.07, the open interest changed by 53 which increased total open position to 4403
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 2.45, which was -1.60 lower than the previous day. The implied volatity was 26.35, the open interest changed by -72 which decreased total open position to 4349
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 4.05, which was 1.35 higher than the previous day. The implied volatity was 28.49, the open interest changed by 94 which increased total open position to 4431
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 2.7, which was -0.30 lower than the previous day. The implied volatity was 28.73, the open interest changed by -183 which decreased total open position to 4344
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 3, which was -1.35 lower than the previous day. The implied volatity was 29.35, the open interest changed by 297 which increased total open position to 4548
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 4.35, which was 2.10 higher than the previous day. The implied volatity was 31.69, the open interest changed by 456 which increased total open position to 4283
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 2.25, which was -2.85 lower than the previous day. The implied volatity was 29.43, the open interest changed by 217 which increased total open position to 4052
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 5.1, which was -1.50 lower than the previous day. The implied volatity was 28.13, the open interest changed by -12 which decreased total open position to 3840
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 6.6, which was 2.00 higher than the previous day. The implied volatity was 28.70, the open interest changed by 390 which increased total open position to 3855
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 4.6, which was -2.55 lower than the previous day. The implied volatity was 28.35, the open interest changed by -280 which decreased total open position to 3469
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 7.15, which was -1.30 lower than the previous day. The implied volatity was 29.29, the open interest changed by 396 which increased total open position to 3753
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 8.45, which was -3.75 lower than the previous day. The implied volatity was 28.95, the open interest changed by 261 which increased total open position to 3368
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 12.2, which was 1.65 higher than the previous day. The implied volatity was 31.81, the open interest changed by 820 which increased total open position to 3108
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 10.55, which was -0.70 lower than the previous day. The implied volatity was 30.40, the open interest changed by 273 which increased total open position to 2284
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 11.25, which was 1.90 higher than the previous day. The implied volatity was 30.59, the open interest changed by 474 which increased total open position to 2012
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 9.35, which was -0.45 lower than the previous day. The implied volatity was 31.86, the open interest changed by 366 which increased total open position to 1538
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 9.8, which was -6.25 lower than the previous day. The implied volatity was 30.23, the open interest changed by 38 which increased total open position to 1210
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 16.05, which was 2.60 higher than the previous day. The implied volatity was 30.97, the open interest changed by 186 which increased total open position to 1172
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 13.45, which was 0.00 lower than the previous day. The implied volatity was 30.00, the open interest changed by 189 which increased total open position to 984
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 13.45, which was -3.50 lower than the previous day. The implied volatity was 30.00, the open interest changed by 187 which increased total open position to 984
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 16.95, which was 0.85 higher than the previous day. The implied volatity was 30.44, the open interest changed by 252 which increased total open position to 797
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 16.1, which was 2.40 higher than the previous day. The implied volatity was 29.53, the open interest changed by 112 which increased total open position to 546
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 13.7, which was 1.20 higher than the previous day. The implied volatity was 30.02, the open interest changed by 41 which increased total open position to 433
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 12.5, which was 3.50 higher than the previous day. The implied volatity was 27.77, the open interest changed by 122 which increased total open position to 392
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 9, which was -4.75 lower than the previous day. The implied volatity was 28.82, the open interest changed by 11 which increased total open position to 270
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 13.75, which was 1.20 higher than the previous day. The implied volatity was 33.30, the open interest changed by 153 which increased total open position to 257
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 12.55, which was 3.85 higher than the previous day. The implied volatity was 36.11, the open interest changed by 28 which increased total open position to 104
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 8.7, which was -1.30 lower than the previous day. The implied volatity was 34.94, the open interest changed by -5 which decreased total open position to 76
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 10, which was -4.65 lower than the previous day. The implied volatity was 35.33, the open interest changed by 0 which decreased total open position to 81
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 14.65, which was lower than the previous day. The implied volatity was 38.23, the open interest changed by 81 which increased total open position to 81
