TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 770 CE | ||||||||||
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Delta: 0.08
Vega: 0.14
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 1.05 | -3.55 | 32.36 | 19,801 | -210 | 5,616 | |||
| 19 Dec | 744.05 | 4.6 | -3.85 | 30.89 | 20,394 | 441 | 5,825 | |||
| 18 Dec | 755.70 | 8.45 | -12.00 | 29.64 | 30,885 | 4,254 | 5,404 | |||
| 17 Dec | 779.75 | 20.45 | -4.35 | 28.37 | 2,757 | 200 | 1,146 | |||
| 16 Dec | 784.80 | 24.8 | -4.60 | 28.20 | 1,584 | 43 | 954 | |||
| 13 Dec | 790.30 | 29.4 | 1.85 | 25.29 | 5,617 | 77 | 911 | |||
| 12 Dec | 786.35 | 27.55 | -10.20 | 25.68 | 1,084 | 78 | 836 | |||
| 11 Dec | 799.10 | 37.75 | -2.60 | 26.20 | 229 | -12 | 764 | |||
| 10 Dec | 799.90 | 40.35 | 1.35 | 27.87 | 329 | -3 | 778 | |||
| 9 Dec | 798.75 | 39 | -15.25 | 26.07 | 447 | 17 | 782 | |||
| 6 Dec | 816.80 | 54.25 | 19.25 | 22.33 | 1,480 | -118 | 766 | |||
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| 5 Dec | 792.55 | 35 | 1.05 | 24.25 | 1,680 | 64 | 884 | |||
| 4 Dec | 788.10 | 33.95 | -7.45 | 27.02 | 864 | 140 | 820 | |||
| 3 Dec | 801.25 | 41.4 | 5.55 | 24.31 | 714 | 14 | 681 | |||
| 2 Dec | 790.05 | 35.85 | -1.75 | 26.25 | 1,075 | -36 | 668 | |||
| 29 Nov | 786.45 | 37.6 | 2.95 | 28.97 | 1,423 | 58 | 704 | |||
| 28 Nov | 779.45 | 34.65 | -2.60 | 29.29 | 1,185 | 145 | 647 | |||
| 27 Nov | 783.95 | 37.25 | 0.45 | 28.92 | 482 | 98 | 501 | |||
| 26 Nov | 783.00 | 36.8 | -10.20 | 28.52 | 720 | -121 | 403 | |||
| 25 Nov | 796.60 | 47 | 5.00 | 29.42 | 723 | 251 | 525 | |||
| 22 Nov | 791.00 | 42 | 10.25 | 24.46 | 572 | 21 | 295 | |||
| 21 Nov | 773.85 | 31.75 | -6.25 | 27.06 | 568 | 88 | 274 | |||
| 20 Nov | 783.20 | 38 | 0.00 | 27.55 | 279 | -9 | 184 | |||
| 19 Nov | 783.20 | 38 | 4.85 | 27.55 | 279 | -11 | 184 | |||
| 18 Nov | 771.90 | 33.15 | -3.45 | 27.95 | 491 | 156 | 196 | |||
| 14 Nov | 774.30 | 36.6 | -9.50 | 27.50 | 45 | 24 | 38 | |||
| 13 Nov | 786.25 | 46.1 | 3.60 | 29.73 | 22 | 9 | 13 | |||
| 12 Nov | 784.85 | 42.5 | -47.70 | 27.05 | 7 | 3 | 3 | |||
| 11 Nov | 804.70 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 805.45 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 819.75 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 839.70 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 90.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 824.10 | 90.2 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 770 expiring on 26DEC2024
Delta for 770 CE is 0.08
Historical price for 770 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 1.05, which was -3.55 lower than the previous day. The implied volatity was 32.36, the open interest changed by -210 which decreased total open position to 5616
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 4.6, which was -3.85 lower than the previous day. The implied volatity was 30.89, the open interest changed by 441 which increased total open position to 5825
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 8.45, which was -12.00 lower than the previous day. The implied volatity was 29.64, the open interest changed by 4254 which increased total open position to 5404
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 20.45, which was -4.35 lower than the previous day. The implied volatity was 28.37, the open interest changed by 200 which increased total open position to 1146
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 24.8, which was -4.60 lower than the previous day. The implied volatity was 28.20, the open interest changed by 43 which increased total open position to 954
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 29.4, which was 1.85 higher than the previous day. The implied volatity was 25.29, the open interest changed by 77 which increased total open position to 911
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 27.55, which was -10.20 lower than the previous day. The implied volatity was 25.68, the open interest changed by 78 which increased total open position to 836
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 37.75, which was -2.60 lower than the previous day. The implied volatity was 26.20, the open interest changed by -12 which decreased total open position to 764
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 40.35, which was 1.35 higher than the previous day. The implied volatity was 27.87, the open interest changed by -3 which decreased total open position to 778
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 39, which was -15.25 lower than the previous day. The implied volatity was 26.07, the open interest changed by 17 which increased total open position to 782
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 54.25, which was 19.25 higher than the previous day. The implied volatity was 22.33, the open interest changed by -118 which decreased total open position to 766
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 35, which was 1.05 higher than the previous day. The implied volatity was 24.25, the open interest changed by 64 which increased total open position to 884
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 33.95, which was -7.45 lower than the previous day. The implied volatity was 27.02, the open interest changed by 140 which increased total open position to 820
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 41.4, which was 5.55 higher than the previous day. The implied volatity was 24.31, the open interest changed by 14 which increased total open position to 681
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 35.85, which was -1.75 lower than the previous day. The implied volatity was 26.25, the open interest changed by -36 which decreased total open position to 668
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 37.6, which was 2.95 higher than the previous day. The implied volatity was 28.97, the open interest changed by 58 which increased total open position to 704
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 34.65, which was -2.60 lower than the previous day. The implied volatity was 29.29, the open interest changed by 145 which increased total open position to 647
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 37.25, which was 0.45 higher than the previous day. The implied volatity was 28.92, the open interest changed by 98 which increased total open position to 501
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 36.8, which was -10.20 lower than the previous day. The implied volatity was 28.52, the open interest changed by -121 which decreased total open position to 403
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 47, which was 5.00 higher than the previous day. The implied volatity was 29.42, the open interest changed by 251 which increased total open position to 525
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 42, which was 10.25 higher than the previous day. The implied volatity was 24.46, the open interest changed by 21 which increased total open position to 295
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 31.75, which was -6.25 lower than the previous day. The implied volatity was 27.06, the open interest changed by 88 which increased total open position to 274
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 38, which was 0.00 lower than the previous day. The implied volatity was 27.55, the open interest changed by -9 which decreased total open position to 184
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 38, which was 4.85 higher than the previous day. The implied volatity was 27.55, the open interest changed by -11 which decreased total open position to 184
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 33.15, which was -3.45 lower than the previous day. The implied volatity was 27.95, the open interest changed by 156 which increased total open position to 196
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 36.6, which was -9.50 lower than the previous day. The implied volatity was 27.50, the open interest changed by 24 which increased total open position to 38
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 46.1, which was 3.60 higher than the previous day. The implied volatity was 29.73, the open interest changed by 9 which increased total open position to 13
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 42.5, which was -47.70 lower than the previous day. The implied volatity was 27.05, the open interest changed by 3 which increased total open position to 3
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 90.2, 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 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 90.2, 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 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 90.2, 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 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 90.2, 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 90.2, 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 90.2, 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 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.24
Theta: -0.78
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 48.5 | 22.10 | 47.99 | 1,397 | -460 | 1,670 |
| 19 Dec | 744.05 | 26.4 | 6.95 | 27.82 | 3,191 | -188 | 2,143 |
| 18 Dec | 755.70 | 19.45 | 10.90 | 28.91 | 19,848 | -539 | 2,347 |
| 17 Dec | 779.75 | 8.55 | 2.10 | 28.14 | 10,820 | 78 | 2,890 |
| 16 Dec | 784.80 | 6.45 | 0.95 | 26.12 | 6,111 | 221 | 2,688 |
| 13 Dec | 790.30 | 5.5 | -2.90 | 24.32 | 13,985 | 65 | 2,475 |
| 12 Dec | 786.35 | 8.4 | 3.00 | 27.17 | 6,811 | 345 | 2,420 |
| 11 Dec | 799.10 | 5.4 | -0.45 | 26.76 | 3,402 | -250 | 2,088 |
| 10 Dec | 799.90 | 5.85 | -1.85 | 27.61 | 4,113 | -33 | 2,349 |
| 9 Dec | 798.75 | 7.7 | 3.90 | 29.84 | 4,800 | 300 | 2,389 |
| 6 Dec | 816.80 | 3.8 | -5.60 | 26.92 | 6,427 | 335 | 2,076 |
| 5 Dec | 792.55 | 9.4 | -2.10 | 27.12 | 4,689 | -94 | 1,748 |
| 4 Dec | 788.10 | 11.5 | 3.30 | 27.57 | 4,041 | -31 | 1,848 |
| 3 Dec | 801.25 | 8.2 | -3.80 | 27.13 | 3,287 | 8 | 1,871 |
| 2 Dec | 790.05 | 12 | -1.70 | 28.14 | 2,744 | 3 | 1,868 |
| 29 Nov | 786.45 | 13.7 | -4.65 | 27.85 | 3,604 | 379 | 1,919 |
| 28 Nov | 779.45 | 18.35 | 2.10 | 30.61 | 3,348 | 306 | 1,531 |
| 27 Nov | 783.95 | 16.25 | -1.15 | 29.28 | 1,106 | 189 | 1,221 |
| 26 Nov | 783.00 | 17.4 | 3.40 | 29.83 | 1,251 | 354 | 1,033 |
| 25 Nov | 796.60 | 14 | -0.95 | 30.56 | 847 | 146 | 680 |
| 22 Nov | 791.00 | 14.95 | -8.40 | 29.33 | 730 | 65 | 599 |
| 21 Nov | 773.85 | 23.35 | 3.35 | 30.21 | 803 | 150 | 534 |
| 20 Nov | 783.20 | 20 | 0.00 | 29.37 | 930 | -172 | 384 |
| 19 Nov | 783.20 | 20 | -4.15 | 29.37 | 930 | -172 | 384 |
| 18 Nov | 771.90 | 24.15 | 0.85 | 29.46 | 511 | 96 | 559 |
| 14 Nov | 774.30 | 23.3 | 3.30 | 28.98 | 187 | 49 | 463 |
| 13 Nov | 786.25 | 20 | 1.45 | 29.50 | 461 | 314 | 413 |
| 12 Nov | 784.85 | 18.55 | 5.30 | 27.08 | 117 | 96 | 98 |
| 11 Nov | 804.70 | 13.25 | -4.35 | 27.79 | 2 | 0 | 0 |
| 8 Nov | 805.45 | 17.6 | 0.00 | 4.27 | 0 | 0 | 0 |
| 7 Nov | 819.75 | 17.6 | 0.00 | 5.81 | 0 | 0 | 0 |
| 6 Nov | 839.70 | 17.6 | 0.00 | 7.31 | 0 | 0 | 0 |
| 5 Nov | 835.65 | 17.6 | 0.00 | 6.87 | 0 | 0 | 0 |
| 4 Nov | 824.10 | 17.6 | 5.93 | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 770 expiring on 26DEC2024
Delta for 770 PE is -0.83
Historical price for 770 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 48.5, which was 22.10 higher than the previous day. The implied volatity was 47.99, the open interest changed by -460 which decreased total open position to 1670
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 26.4, which was 6.95 higher than the previous day. The implied volatity was 27.82, the open interest changed by -188 which decreased total open position to 2143
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 19.45, which was 10.90 higher than the previous day. The implied volatity was 28.91, the open interest changed by -539 which decreased total open position to 2347
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 8.55, which was 2.10 higher than the previous day. The implied volatity was 28.14, the open interest changed by 78 which increased total open position to 2890
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 6.45, which was 0.95 higher than the previous day. The implied volatity was 26.12, the open interest changed by 221 which increased total open position to 2688
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 5.5, which was -2.90 lower than the previous day. The implied volatity was 24.32, the open interest changed by 65 which increased total open position to 2475
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 8.4, which was 3.00 higher than the previous day. The implied volatity was 27.17, the open interest changed by 345 which increased total open position to 2420
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 5.4, which was -0.45 lower than the previous day. The implied volatity was 26.76, the open interest changed by -250 which decreased total open position to 2088
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 5.85, which was -1.85 lower than the previous day. The implied volatity was 27.61, the open interest changed by -33 which decreased total open position to 2349
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 7.7, which was 3.90 higher than the previous day. The implied volatity was 29.84, the open interest changed by 300 which increased total open position to 2389
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 3.8, which was -5.60 lower than the previous day. The implied volatity was 26.92, the open interest changed by 335 which increased total open position to 2076
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 9.4, which was -2.10 lower than the previous day. The implied volatity was 27.12, the open interest changed by -94 which decreased total open position to 1748
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 11.5, which was 3.30 higher than the previous day. The implied volatity was 27.57, the open interest changed by -31 which decreased total open position to 1848
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 8.2, which was -3.80 lower than the previous day. The implied volatity was 27.13, the open interest changed by 8 which increased total open position to 1871
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 12, which was -1.70 lower than the previous day. The implied volatity was 28.14, the open interest changed by 3 which increased total open position to 1868
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 13.7, which was -4.65 lower than the previous day. The implied volatity was 27.85, the open interest changed by 379 which increased total open position to 1919
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 18.35, which was 2.10 higher than the previous day. The implied volatity was 30.61, the open interest changed by 306 which increased total open position to 1531
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 16.25, which was -1.15 lower than the previous day. The implied volatity was 29.28, the open interest changed by 189 which increased total open position to 1221
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 17.4, which was 3.40 higher than the previous day. The implied volatity was 29.83, the open interest changed by 354 which increased total open position to 1033
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 14, which was -0.95 lower than the previous day. The implied volatity was 30.56, the open interest changed by 146 which increased total open position to 680
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 14.95, which was -8.40 lower than the previous day. The implied volatity was 29.33, the open interest changed by 65 which increased total open position to 599
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 23.35, which was 3.35 higher than the previous day. The implied volatity was 30.21, the open interest changed by 150 which increased total open position to 534
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 20, which was 0.00 lower than the previous day. The implied volatity was 29.37, the open interest changed by -172 which decreased total open position to 384
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 20, which was -4.15 lower than the previous day. The implied volatity was 29.37, the open interest changed by -172 which decreased total open position to 384
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 24.15, which was 0.85 higher than the previous day. The implied volatity was 29.46, the open interest changed by 96 which increased total open position to 559
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 23.3, which was 3.30 higher than the previous day. The implied volatity was 28.98, the open interest changed by 49 which increased total open position to 463
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 20, which was 1.45 higher than the previous day. The implied volatity was 29.50, the open interest changed by 314 which increased total open position to 413
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 18.55, which was 5.30 higher than the previous day. The implied volatity was 27.08, the open interest changed by 96 which increased total open position to 98
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 13.25, which was -4.35 lower than the previous day. The implied volatity was 27.79, 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 17.6, which was 0.00 lower than the previous day. The implied volatity was 4.27, 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 17.6, which was 0.00 lower than the previous day. The implied volatity was 5.81, 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 17.6, which was 0.00 lower than the previous day. The implied volatity was 7.31, 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 17.6, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 17.6, which was lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0
