TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 750 CE | ||||||||||
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Delta: 0.78
Vega: 0.45
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 774.30 | 33.8 | -10.35 | 25.55 | 282.526 | 50.175 | 149.368 | |||
| 13 Nov | 786.25 | 44.15 | 1.75 | 27.98 | 174.456 | 34.351 | 99.193 | |||
| 12 Nov | 784.85 | 42.4 | -19.60 | 26.66 | 98.421 | 6.947 | 64.456 | |||
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| 11 Nov | 804.70 | 62 | -2.10 | 31.41 | 79.895 | -13.123 | 57.509 | |||
| 8 Nov | 805.45 | 64.1 | -17.50 | 35.39 | 88.772 | 16.982 | 70.246 | |||
| 7 Nov | 819.75 | 81.6 | -15.30 | 38.63 | 27.018 | -3.86 | 53.649 | |||
| 6 Nov | 839.70 | 96.9 | 2.40 | 32.73 | 6.175 | -0.772 | 57.509 | |||
| 5 Nov | 835.65 | 94.5 | 6.20 | 37.90 | 13.123 | 2.702 | 58.281 | |||
| 4 Nov | 824.10 | 88.3 | -14.70 | 44.41 | 25.86 | 10.421 | 55.579 | |||
| 1 Nov | 843.45 | 103 | 3.65 | 37.73 | 1.544 | 0 | 45.158 | |||
| 31 Oct | 834.05 | 99.35 | -2.65 | - | 47.86 | 40.912 | 44.772 | |||
| 30 Oct | 840.20 | 102 | 0.00 | - | 0 | 3.86 | 0 | |||
| 29 Oct | 842.75 | 102 | 102.00 | - | 3.86 | 1.93 | 1.93 | |||
| 28 Oct | 878.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 864.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 880.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 877.65 | 0 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 750 expiring on 28NOV2024
Delta for 750 CE is 0.78
Historical price for 750 CE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 33.8, which was -10.35 lower than the previous day. The implied volatity was 25.55, the open interest changed by 130 which increased total open position to 387
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 44.15, which was 1.75 higher than the previous day. The implied volatity was 27.98, the open interest changed by 89 which increased total open position to 257
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 42.4, which was -19.60 lower than the previous day. The implied volatity was 26.66, the open interest changed by 18 which increased total open position to 167
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 62, which was -2.10 lower than the previous day. The implied volatity was 31.41, the open interest changed by -34 which decreased total open position to 149
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 64.1, which was -17.50 lower than the previous day. The implied volatity was 35.39, the open interest changed by 44 which increased total open position to 182
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 81.6, which was -15.30 lower than the previous day. The implied volatity was 38.63, the open interest changed by -10 which decreased total open position to 139
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 96.9, which was 2.40 higher than the previous day. The implied volatity was 32.73, the open interest changed by -2 which decreased total open position to 149
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 94.5, which was 6.20 higher than the previous day. The implied volatity was 37.90, the open interest changed by 7 which increased total open position to 151
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 88.3, which was -14.70 lower than the previous day. The implied volatity was 44.41, the open interest changed by 27 which increased total open position to 144
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 103, which was 3.65 higher than the previous day. The implied volatity was 37.73, the open interest changed by 0 which decreased total open position to 117
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 99.35, which was -2.65 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 102, 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 102, which was 102.00 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 0.00 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 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 24 Oct TATAMOTORS was trading at 880.00. 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 23 Oct TATAMOTORS was trading at 877.65. 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 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.46
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 774.30 | 5.75 | 0.80 | 27.35 | 2,873.123 | -20.842 | 1,347.789 |
| 13 Nov | 786.25 | 4.95 | -0.05 | 29.72 | 3,414.632 | 146.667 | 1,372.877 |
| 12 Nov | 784.85 | 5 | 1.75 | 28.10 | 2,707.544 | 46.316 | 1,248.596 |
| 11 Nov | 804.70 | 3.25 | -5.45 | 30.66 | 3,486.035 | 114.632 | 1,179.509 |
| 8 Nov | 805.45 | 8.7 | 1.05 | 39.84 | 2,463.228 | 460.842 | 1,054.842 |
| 7 Nov | 819.75 | 7.65 | 3.75 | 43.32 | 1,075.298 | 118.877 | 592.456 |
| 6 Nov | 839.70 | 3.9 | -1.90 | 39.26 | 587.053 | -24.316 | 473.579 |
| 5 Nov | 835.65 | 5.8 | -3.70 | 41.83 | 677.754 | 84.526 | 499.053 |
| 4 Nov | 824.10 | 9.5 | 1.25 | 44.99 | 757.649 | 122.737 | 412.982 |
| 1 Nov | 843.45 | 8.25 | -1.30 | 45.95 | 60.982 | 13.509 | 290.246 |
| 31 Oct | 834.05 | 9.55 | 1.05 | - | 373.228 | 146.667 | 276.737 |
| 30 Oct | 840.20 | 8.5 | 1.25 | - | 455.053 | 58.281 | 130.07 |
| 29 Oct | 842.75 | 7.25 | 7.25 | - | 125.053 | 71.789 | 71.789 |
| 28 Oct | 878.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 864.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 880.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 877.65 | 0 | - | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 750 expiring on 28NOV2024
Delta for 750 PE is -0.23
Historical price for 750 PE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 5.75, which was 0.80 higher than the previous day. The implied volatity was 27.35, the open interest changed by -54 which decreased total open position to 3492
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 4.95, which was -0.05 lower than the previous day. The implied volatity was 29.72, the open interest changed by 380 which increased total open position to 3557
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 5, which was 1.75 higher than the previous day. The implied volatity was 28.10, the open interest changed by 120 which increased total open position to 3235
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 3.25, which was -5.45 lower than the previous day. The implied volatity was 30.66, the open interest changed by 297 which increased total open position to 3056
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 8.7, which was 1.05 higher than the previous day. The implied volatity was 39.84, the open interest changed by 1194 which increased total open position to 2733
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 7.65, which was 3.75 higher than the previous day. The implied volatity was 43.32, the open interest changed by 308 which increased total open position to 1535
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 3.9, which was -1.90 lower than the previous day. The implied volatity was 39.26, the open interest changed by -63 which decreased total open position to 1227
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 5.8, which was -3.70 lower than the previous day. The implied volatity was 41.83, the open interest changed by 219 which increased total open position to 1293
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 9.5, which was 1.25 higher than the previous day. The implied volatity was 44.99, the open interest changed by 318 which increased total open position to 1070
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 8.25, which was -1.30 lower than the previous day. The implied volatity was 45.95, the open interest changed by 35 which increased total open position to 752
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 9.55, 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 8.5, which was 1.25 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 7.25, which was 7.25 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 0.00 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 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 24 Oct TATAMOTORS was trading at 880.00. 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 23 Oct TATAMOTORS was trading at 877.65. 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
