TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 760 CE | ||||||||||
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Delta: 0.11
Vega: 0.18
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 1.5 | -5.35 | 29.60 | 25,648 | 508 | 6,804 | |||
| 19 Dec | 744.05 | 6.85 | -5.65 | 29.35 | 33,390 | 2,037 | 6,323 | |||
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| 18 Dec | 755.70 | 12.5 | -14.75 | 29.40 | 24,333 | 3,798 | 4,347 | |||
| 17 Dec | 779.75 | 27.25 | -5.35 | 28.44 | 2,500 | 94 | 551 | |||
| 16 Dec | 784.80 | 32.6 | -4.90 | 29.70 | 682 | -18 | 457 | |||
| 13 Dec | 790.30 | 37.5 | 2.45 | 26.35 | 1,921 | 40 | 475 | |||
| 12 Dec | 786.35 | 35.05 | -11.30 | 26.18 | 482 | -4 | 436 | |||
| 11 Dec | 799.10 | 46.35 | -2.35 | 27.61 | 135 | -11 | 441 | |||
| 10 Dec | 799.90 | 48.7 | 1.75 | 28.88 | 208 | 19 | 456 | |||
| 9 Dec | 798.75 | 46.95 | -16.90 | 26.04 | 433 | 5 | 439 | |||
| 6 Dec | 816.80 | 63.85 | 21.25 | 24.37 | 1,184 | -125 | 441 | |||
| 5 Dec | 792.55 | 42.6 | 1.45 | 24.45 | 762 | 122 | 565 | |||
| 4 Dec | 788.10 | 41.15 | -8.15 | 27.51 | 325 | 29 | 441 | |||
| 3 Dec | 801.25 | 49.3 | 6.25 | 24.41 | 210 | -43 | 413 | |||
| 2 Dec | 790.05 | 43.05 | -1.70 | 26.54 | 276 | 12 | 457 | |||
| 29 Nov | 786.45 | 44.75 | 3.55 | 29.76 | 492 | 67 | 447 | |||
| 28 Nov | 779.45 | 41.2 | -2.85 | 29.75 | 415 | 55 | 379 | |||
| 27 Nov | 783.95 | 44.05 | 1.05 | 29.43 | 613 | 89 | 344 | |||
| 26 Nov | 783.00 | 43 | -11.60 | 28.31 | 170 | 80 | 262 | |||
| 25 Nov | 796.60 | 54.6 | 6.10 | 30.26 | 124 | 23 | 183 | |||
| 22 Nov | 791.00 | 48.5 | 10.70 | 23.58 | 631 | -6 | 154 | |||
| 21 Nov | 773.85 | 37.8 | -6.30 | 27.36 | 291 | 85 | 160 | |||
| 20 Nov | 783.20 | 44.1 | 0.00 | 27.44 | 150 | -35 | 75 | |||
| 19 Nov | 783.20 | 44.1 | 4.80 | 27.44 | 150 | -35 | 75 | |||
| 18 Nov | 771.90 | 39.3 | -4.10 | 28.49 | 410 | 97 | 109 | |||
| 14 Nov | 774.30 | 43.4 | -47.10 | 28.48 | 17 | 6 | 11 | |||
| 13 Nov | 786.25 | 90.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 784.85 | 90.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 804.70 | 90.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 805.45 | 90.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 819.75 | 90.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 839.70 | 90.5 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 90.5 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 4 Nov | 824.10 | 90.5 | 36.13 | 6 | 4 | 4 | ||||
For Tata Motors Limited - strike price 760 expiring on 26DEC2024
Delta for 760 CE is 0.11
Historical price for 760 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 1.5, which was -5.35 lower than the previous day. The implied volatity was 29.60, the open interest changed by 508 which increased total open position to 6804
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 6.85, which was -5.65 lower than the previous day. The implied volatity was 29.35, the open interest changed by 2037 which increased total open position to 6323
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 12.5, which was -14.75 lower than the previous day. The implied volatity was 29.40, the open interest changed by 3798 which increased total open position to 4347
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 27.25, which was -5.35 lower than the previous day. The implied volatity was 28.44, the open interest changed by 94 which increased total open position to 551
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 32.6, which was -4.90 lower than the previous day. The implied volatity was 29.70, the open interest changed by -18 which decreased total open position to 457
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 37.5, which was 2.45 higher than the previous day. The implied volatity was 26.35, the open interest changed by 40 which increased total open position to 475
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 35.05, which was -11.30 lower than the previous day. The implied volatity was 26.18, the open interest changed by -4 which decreased total open position to 436
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 46.35, which was -2.35 lower than the previous day. The implied volatity was 27.61, the open interest changed by -11 which decreased total open position to 441
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 48.7, which was 1.75 higher than the previous day. The implied volatity was 28.88, the open interest changed by 19 which increased total open position to 456
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 46.95, which was -16.90 lower than the previous day. The implied volatity was 26.04, the open interest changed by 5 which increased total open position to 439
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 63.85, which was 21.25 higher than the previous day. The implied volatity was 24.37, the open interest changed by -125 which decreased total open position to 441
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 42.6, which was 1.45 higher than the previous day. The implied volatity was 24.45, the open interest changed by 122 which increased total open position to 565
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 41.15, which was -8.15 lower than the previous day. The implied volatity was 27.51, the open interest changed by 29 which increased total open position to 441
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 49.3, which was 6.25 higher than the previous day. The implied volatity was 24.41, the open interest changed by -43 which decreased total open position to 413
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 43.05, which was -1.70 lower than the previous day. The implied volatity was 26.54, the open interest changed by 12 which increased total open position to 457
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 44.75, which was 3.55 higher than the previous day. The implied volatity was 29.76, the open interest changed by 67 which increased total open position to 447
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 41.2, which was -2.85 lower than the previous day. The implied volatity was 29.75, the open interest changed by 55 which increased total open position to 379
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 44.05, which was 1.05 higher than the previous day. The implied volatity was 29.43, the open interest changed by 89 which increased total open position to 344
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 43, which was -11.60 lower than the previous day. The implied volatity was 28.31, the open interest changed by 80 which increased total open position to 262
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 54.6, which was 6.10 higher than the previous day. The implied volatity was 30.26, the open interest changed by 23 which increased total open position to 183
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 48.5, which was 10.70 higher than the previous day. The implied volatity was 23.58, the open interest changed by -6 which decreased total open position to 154
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 37.8, which was -6.30 lower than the previous day. The implied volatity was 27.36, the open interest changed by 85 which increased total open position to 160
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 44.1, which was 0.00 lower than the previous day. The implied volatity was 27.44, the open interest changed by -35 which decreased total open position to 75
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 44.1, which was 4.80 higher than the previous day. The implied volatity was 27.44, the open interest changed by -35 which decreased total open position to 75
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 39.3, which was -4.10 lower than the previous day. The implied volatity was 28.49, the open interest changed by 97 which increased total open position to 109
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 43.4, which was -47.10 lower than the previous day. The implied volatity was 28.48, the open interest changed by 6 which increased total open position to 11
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 90.5, 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 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 90.5, 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 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 90.5, 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 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 90.5, 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 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 90.5, 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 90.5, 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 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 90.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 90.5, which was lower than the previous day. The implied volatity was 36.13, the open interest changed by 4 which increased total open position to 4
| TATAMOTORS 26DEC2024 760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.82
Vega: 0.25
Theta: -0.64
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 38.05 | 19.30 | 39.29 | 3,032 | -711 | 1,751 |
| 19 Dec | 744.05 | 18.75 | 5.10 | 26.98 | 8,344 | -724 | 2,468 |
| 18 Dec | 755.70 | 13.65 | 8.00 | 28.99 | 36,354 | 786 | 3,239 |
| 17 Dec | 779.75 | 5.65 | 1.55 | 28.88 | 5,689 | -137 | 2,453 |
| 16 Dec | 784.80 | 4.1 | 0.45 | 26.76 | 3,960 | 104 | 2,593 |
| 13 Dec | 790.30 | 3.65 | -2.10 | 25.22 | 10,377 | 156 | 2,492 |
| 12 Dec | 786.35 | 5.75 | 1.90 | 27.51 | 4,536 | 78 | 2,334 |
| 11 Dec | 799.10 | 3.85 | -0.30 | 27.78 | 3,097 | 32 | 2,265 |
| 10 Dec | 799.90 | 4.15 | -1.55 | 28.33 | 3,647 | 73 | 2,231 |
| 9 Dec | 798.75 | 5.7 | 2.80 | 30.53 | 4,472 | 241 | 2,155 |
| 6 Dec | 816.80 | 2.9 | -4.05 | 28.12 | 4,948 | 281 | 1,888 |
| 5 Dec | 792.55 | 6.95 | -1.80 | 27.57 | 3,692 | -145 | 1,608 |
| 4 Dec | 788.10 | 8.75 | 2.55 | 28.10 | 2,916 | 191 | 1,757 |
| 3 Dec | 801.25 | 6.2 | -3.15 | 27.78 | 2,426 | 120 | 1,572 |
| 2 Dec | 790.05 | 9.35 | -1.50 | 28.77 | 2,473 | -55 | 1,461 |
| 29 Nov | 786.45 | 10.85 | -4.20 | 28.44 | 2,098 | -13 | 1,519 |
| 28 Nov | 779.45 | 15.05 | 1.85 | 31.24 | 2,170 | 448 | 1,529 |
| 27 Nov | 783.95 | 13.2 | -0.90 | 29.90 | 1,432 | 354 | 1,090 |
| 26 Nov | 783.00 | 14.1 | 2.60 | 30.24 | 1,025 | 310 | 731 |
| 25 Nov | 796.60 | 11.5 | -0.65 | 31.24 | 828 | 63 | 423 |
| 22 Nov | 791.00 | 12.15 | -7.50 | 29.77 | 497 | 4 | 364 |
| 21 Nov | 773.85 | 19.65 | 3.05 | 30.82 | 489 | 100 | 360 |
| 20 Nov | 783.20 | 16.6 | 0.00 | 29.81 | 566 | 20 | 260 |
| 19 Nov | 783.20 | 16.6 | -3.85 | 29.81 | 566 | 20 | 260 |
| 18 Nov | 771.90 | 20.45 | 0.85 | 30.10 | 712 | -94 | 240 |
| 14 Nov | 774.30 | 19.6 | 2.80 | 29.40 | 216 | 136 | 335 |
| 13 Nov | 786.25 | 16.8 | 1.25 | 29.94 | 212 | 110 | 199 |
| 12 Nov | 784.85 | 15.55 | 4.55 | 27.69 | 90 | 21 | 80 |
| 11 Nov | 804.70 | 11 | -6.00 | 28.33 | 98 | -10 | 58 |
| 8 Nov | 805.45 | 17 | 1.45 | 33.82 | 92 | 36 | 67 |
| 7 Nov | 819.75 | 15.55 | 2.20 | 36.70 | 43 | 12 | 22 |
| 6 Nov | 839.70 | 13.35 | 0.00 | 0.00 | 0 | 10 | 0 |
| 5 Nov | 835.65 | 13.35 | 9.55 | 36.89 | 14 | 9 | 9 |
| 4 Nov | 824.10 | 3.8 | 6.79 | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 760 expiring on 26DEC2024
Delta for 760 PE is -0.82
Historical price for 760 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 38.05, which was 19.30 higher than the previous day. The implied volatity was 39.29, the open interest changed by -711 which decreased total open position to 1751
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 18.75, which was 5.10 higher than the previous day. The implied volatity was 26.98, the open interest changed by -724 which decreased total open position to 2468
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 13.65, which was 8.00 higher than the previous day. The implied volatity was 28.99, the open interest changed by 786 which increased total open position to 3239
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 5.65, which was 1.55 higher than the previous day. The implied volatity was 28.88, the open interest changed by -137 which decreased total open position to 2453
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 4.1, which was 0.45 higher than the previous day. The implied volatity was 26.76, the open interest changed by 104 which increased total open position to 2593
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 3.65, which was -2.10 lower than the previous day. The implied volatity was 25.22, the open interest changed by 156 which increased total open position to 2492
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 5.75, which was 1.90 higher than the previous day. The implied volatity was 27.51, the open interest changed by 78 which increased total open position to 2334
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 3.85, which was -0.30 lower than the previous day. The implied volatity was 27.78, the open interest changed by 32 which increased total open position to 2265
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 4.15, which was -1.55 lower than the previous day. The implied volatity was 28.33, the open interest changed by 73 which increased total open position to 2231
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 5.7, which was 2.80 higher than the previous day. The implied volatity was 30.53, the open interest changed by 241 which increased total open position to 2155
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 2.9, which was -4.05 lower than the previous day. The implied volatity was 28.12, the open interest changed by 281 which increased total open position to 1888
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 6.95, which was -1.80 lower than the previous day. The implied volatity was 27.57, the open interest changed by -145 which decreased total open position to 1608
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 8.75, which was 2.55 higher than the previous day. The implied volatity was 28.10, the open interest changed by 191 which increased total open position to 1757
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 6.2, which was -3.15 lower than the previous day. The implied volatity was 27.78, the open interest changed by 120 which increased total open position to 1572
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 9.35, which was -1.50 lower than the previous day. The implied volatity was 28.77, the open interest changed by -55 which decreased total open position to 1461
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 10.85, which was -4.20 lower than the previous day. The implied volatity was 28.44, the open interest changed by -13 which decreased total open position to 1519
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 15.05, which was 1.85 higher than the previous day. The implied volatity was 31.24, the open interest changed by 448 which increased total open position to 1529
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 13.2, which was -0.90 lower than the previous day. The implied volatity was 29.90, the open interest changed by 354 which increased total open position to 1090
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 14.1, which was 2.60 higher than the previous day. The implied volatity was 30.24, the open interest changed by 310 which increased total open position to 731
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 11.5, which was -0.65 lower than the previous day. The implied volatity was 31.24, the open interest changed by 63 which increased total open position to 423
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 12.15, which was -7.50 lower than the previous day. The implied volatity was 29.77, the open interest changed by 4 which increased total open position to 364
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 19.65, which was 3.05 higher than the previous day. The implied volatity was 30.82, the open interest changed by 100 which increased total open position to 360
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 16.6, which was 0.00 lower than the previous day. The implied volatity was 29.81, the open interest changed by 20 which increased total open position to 260
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 16.6, which was -3.85 lower than the previous day. The implied volatity was 29.81, the open interest changed by 20 which increased total open position to 260
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 20.45, which was 0.85 higher than the previous day. The implied volatity was 30.10, the open interest changed by -94 which decreased total open position to 240
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 19.6, which was 2.80 higher than the previous day. The implied volatity was 29.40, the open interest changed by 136 which increased total open position to 335
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 16.8, which was 1.25 higher than the previous day. The implied volatity was 29.94, the open interest changed by 110 which increased total open position to 199
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 15.55, which was 4.55 higher than the previous day. The implied volatity was 27.69, the open interest changed by 21 which increased total open position to 80
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 11, which was -6.00 lower than the previous day. The implied volatity was 28.33, the open interest changed by -10 which decreased total open position to 58
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 17, which was 1.45 higher than the previous day. The implied volatity was 33.82, the open interest changed by 36 which increased total open position to 67
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 15.55, which was 2.20 higher than the previous day. The implied volatity was 36.70, the open interest changed by 12 which increased total open position to 22
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 13.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 13.35, which was 9.55 higher than the previous day. The implied volatity was 36.89, the open interest changed by 9 which increased total open position to 9
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was 6.79, the open interest changed by 0 which decreased total open position to 0
