TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 760 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.70
Vega: 0.53
Theta: -0.61
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 774.30 | 26.2 | -10.55 | 24.84 | 539.579 | 116.947 | 208.035 | |||
| 13 Nov | 786.25 | 36.75 | 2.60 | 28.72 | 419.93 | 20.07 | 91.474 | |||
| 12 Nov | 784.85 | 34.15 | -18.95 | 25.54 | 236.982 | 13.895 | 84.14 | |||
| 11 Nov | 804.70 | 53.1 | -3.15 | 30.08 | 40.912 | 1.93 | 70.246 | |||
| 8 Nov | 805.45 | 56.25 | -17.55 | 35.24 | 53.649 | 1.158 | 67.544 | |||
| 7 Nov | 819.75 | 73.8 | -16.30 | 39.40 | 30.877 | -6.175 | 66.386 | |||
|
|
||||||||||
| 6 Nov | 839.70 | 90.1 | 4.05 | 38.88 | 24.316 | -0.386 | 72.947 | |||
| 5 Nov | 835.65 | 86.05 | 5.35 | 38.13 | 3.474 | 0.772 | 73.719 | |||
| 4 Nov | 824.10 | 80.7 | -8.30 | 44.65 | 42.456 | 18.912 | 73.333 | |||
| 1 Nov | 843.45 | 89 | 0.00 | 0.00 | 0 | 3.474 | 0 | |||
| 31 Oct | 834.05 | 89 | -7.85 | - | 13.895 | 6.175 | 57.123 | |||
| 30 Oct | 840.20 | 96.85 | -1.55 | - | 54.421 | 28.175 | 50.947 | |||
| 29 Oct | 842.75 | 98.4 | -17.15 | - | 34.351 | 20.456 | 22.386 | |||
| 28 Oct | 878.45 | 115.55 | 0.00 | - | 0 | 1.93 | 0 | |||
| 25 Oct | 864.30 | 115.55 | -260.50 | - | 1.93 | 1.158 | 1.158 | |||
| 24 Oct | 880.00 | 376.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 877.65 | 376.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 879.50 | 376.05 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 760 expiring on 28NOV2024
Delta for 760 CE is 0.70
Historical price for 760 CE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 26.2, which was -10.55 lower than the previous day. The implied volatity was 24.84, the open interest changed by 303 which increased total open position to 539
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 36.75, which was 2.60 higher than the previous day. The implied volatity was 28.72, the open interest changed by 52 which increased total open position to 237
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 34.15, which was -18.95 lower than the previous day. The implied volatity was 25.54, the open interest changed by 36 which increased total open position to 218
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 53.1, which was -3.15 lower than the previous day. The implied volatity was 30.08, the open interest changed by 5 which increased total open position to 182
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 56.25, which was -17.55 lower than the previous day. The implied volatity was 35.24, the open interest changed by 3 which increased total open position to 175
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 73.8, which was -16.30 lower than the previous day. The implied volatity was 39.40, the open interest changed by -16 which decreased total open position to 172
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 90.1, which was 4.05 higher than the previous day. The implied volatity was 38.88, the open interest changed by -1 which decreased total open position to 189
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 86.05, which was 5.35 higher than the previous day. The implied volatity was 38.13, the open interest changed by 2 which increased total open position to 191
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 80.7, which was -8.30 lower than the previous day. The implied volatity was 44.65, the open interest changed by 49 which increased total open position to 190
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 89, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 9 which increased total open position to 0
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 89, which was -7.85 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 96.85, which was -1.55 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 98.4, which was -17.15 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 115.55, 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 115.55, which was -260.50 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 376.05, 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 376.05, 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 22 Oct TATAMOTORS was trading at 879.50. The strike last trading price was 376.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAMOTORS 28NOV2024 760 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.31
Vega: 0.53
Theta: -0.43
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 774.30 | 8.05 | 1.40 | 26.27 | 2,397.614 | 58.281 | 823.649 |
| 13 Nov | 786.25 | 6.65 | -0.25 | 28.45 | 3,440.877 | 44 | 768.07 |
| 12 Nov | 784.85 | 6.9 | 2.55 | 27.14 | 2,498.351 | 108.07 | 755.333 |
| 11 Nov | 804.70 | 4.35 | -6.45 | 29.56 | 2,760.421 | -113.474 | 651.123 |
| 8 Nov | 805.45 | 10.8 | 1.25 | 39.21 | 1,795.123 | 253.579 | 760.737 |
| 7 Nov | 819.75 | 9.55 | 4.65 | 43.04 | 746.07 | 106.526 | 507.93 |
| 6 Nov | 839.70 | 4.9 | -2.20 | 38.56 | 533.018 | -49.404 | 402.561 |
| 5 Nov | 835.65 | 7.1 | -4.40 | 41.13 | 511.789 | -46.702 | 452.351 |
| 4 Nov | 824.10 | 11.5 | 1.60 | 44.62 | 831.368 | 33.965 | 499.825 |
| 1 Nov | 843.45 | 9.9 | -1.45 | 45.56 | 56.351 | 3.474 | 465.088 |
| 31 Oct | 834.05 | 11.35 | 1.35 | - | 457.368 | 110.772 | 461.614 |
| 30 Oct | 840.20 | 10 | 1.20 | - | 274.421 | 75.649 | 350.07 |
| 29 Oct | 842.75 | 8.8 | 5.00 | - | 953.719 | 145.123 | 272.877 |
| 28 Oct | 878.45 | 3.8 | -1.15 | - | 193.368 | 41.684 | 127.754 |
| 25 Oct | 864.30 | 4.95 | 1.20 | - | 194.526 | 37.439 | 86.07 |
| 24 Oct | 880.00 | 3.75 | -0.65 | - | 94.947 | 8.491 | 48.632 |
| 23 Oct | 877.65 | 4.4 | 0.45 | - | 102.667 | 28.561 | 40.912 |
| 22 Oct | 879.50 | 3.95 | - | 29.333 | 11.193 | 11.193 | |
For Tata Motors Limited - strike price 760 expiring on 28NOV2024
Delta for 760 PE is -0.31
Historical price for 760 PE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 8.05, which was 1.40 higher than the previous day. The implied volatity was 26.27, the open interest changed by 151 which increased total open position to 2134
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 6.65, which was -0.25 lower than the previous day. The implied volatity was 28.45, the open interest changed by 114 which increased total open position to 1990
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 6.9, which was 2.55 higher than the previous day. The implied volatity was 27.14, the open interest changed by 280 which increased total open position to 1957
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 4.35, which was -6.45 lower than the previous day. The implied volatity was 29.56, the open interest changed by -294 which decreased total open position to 1687
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 10.8, which was 1.25 higher than the previous day. The implied volatity was 39.21, the open interest changed by 657 which increased total open position to 1971
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 9.55, which was 4.65 higher than the previous day. The implied volatity was 43.04, the open interest changed by 276 which increased total open position to 1316
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 4.9, which was -2.20 lower than the previous day. The implied volatity was 38.56, the open interest changed by -128 which decreased total open position to 1043
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 7.1, which was -4.40 lower than the previous day. The implied volatity was 41.13, the open interest changed by -121 which decreased total open position to 1172
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 11.5, which was 1.60 higher than the previous day. The implied volatity was 44.62, the open interest changed by 88 which increased total open position to 1295
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 9.9, which was -1.45 lower than the previous day. The implied volatity was 45.56, the open interest changed by 9 which increased total open position to 1205
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 11.35, which was 1.35 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 10, which was 1.20 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 8.8, which was 5.00 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 3.8, which was -1.15 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 4.95, which was 1.20 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 3.75, 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 23 Oct TATAMOTORS was trading at 877.65. The strike last trading price was 4.4, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATAMOTORS was trading at 879.50. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
