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[--[65.84.65.76]--]
TATAMOTORS
Tata Motors Limited

774.3 -11.95 (-1.52%)

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Historical option data for TATAMOTORS

14 Nov 2024 04:11 PM IST
TATAMOTORS 28NOV2024 750 CE
Delta: 0.78
Vega: 0.45
Theta: -0.56
Gamma: 0.01
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
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
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