TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
30 Dec 2024 04:11 PM IST
| TATAMOTORS 30JAN2025 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 0.77
Theta: -0.38
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 30 Dec | 733.65 | 11 | -5.30 | 25.65 | 6,325 | 864 | 4,000 | |||
| 27 Dec | 750.50 | 16.3 | 3.45 | 22.12 | 17,283 | 1,091 | 3,158 | |||
| 26 Dec | 740.80 | 12.85 | -0.05 | 23.49 | 3,541 | 120 | 2,063 | |||
| 24 Dec | 736.10 | 12.9 | 3.10 | 25.33 | 2,252 | 154 | 1,943 | |||
| 23 Dec | 722.20 | 9.8 | -2.85 | 26.21 | 2,106 | 497 | 1,783 | |||
|
|
||||||||||
| 20 Dec | 724.05 | 12.65 | -8.55 | 27.48 | 1,516 | 318 | 1,289 | |||
| 19 Dec | 744.05 | 21.2 | -6.00 | 27.72 | 1,027 | 151 | 970 | |||
| 18 Dec | 755.70 | 27.2 | -14.40 | 28.06 | 1,853 | 756 | 831 | |||
| 17 Dec | 779.75 | 41.6 | -1.50 | 29.17 | 69 | 23 | 72 | |||
| 16 Dec | 784.80 | 43.1 | -5.25 | 26.87 | 60 | 46 | 48 | |||
| 13 Dec | 790.30 | 48.35 | -7.20 | 27.30 | 1 | 0 | 1 | |||
| 12 Dec | 786.35 | 55.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 799.10 | 55.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 799.90 | 55.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 798.75 | 55.55 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Dec | 816.80 | 55.55 | 0.35 | - | 1 | 0 | 0 | |||
| 5 Dec | 792.55 | 55.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 788.10 | 55.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 801.25 | 55.2 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 790.05 | 55.2 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 786.45 | 55.2 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 770 expiring on 30JAN2025
Delta for 770 CE is 0.32
Historical price for 770 CE is as follows
On 30 Dec TATAMOTORS was trading at 733.65. The strike last trading price was 11, which was -5.30 lower than the previous day. The implied volatity was 25.65, the open interest changed by 864 which increased total open position to 4000
On 27 Dec TATAMOTORS was trading at 750.50. The strike last trading price was 16.3, which was 3.45 higher than the previous day. The implied volatity was 22.12, the open interest changed by 1091 which increased total open position to 3158
On 26 Dec TATAMOTORS was trading at 740.80. The strike last trading price was 12.85, which was -0.05 lower than the previous day. The implied volatity was 23.49, the open interest changed by 120 which increased total open position to 2063
On 24 Dec TATAMOTORS was trading at 736.10. The strike last trading price was 12.9, which was 3.10 higher than the previous day. The implied volatity was 25.33, the open interest changed by 154 which increased total open position to 1943
On 23 Dec TATAMOTORS was trading at 722.20. The strike last trading price was 9.8, which was -2.85 lower than the previous day. The implied volatity was 26.21, the open interest changed by 497 which increased total open position to 1783
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 12.65, which was -8.55 lower than the previous day. The implied volatity was 27.48, the open interest changed by 318 which increased total open position to 1289
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 21.2, which was -6.00 lower than the previous day. The implied volatity was 27.72, the open interest changed by 151 which increased total open position to 970
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 27.2, which was -14.40 lower than the previous day. The implied volatity was 28.06, the open interest changed by 756 which increased total open position to 831
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 41.6, which was -1.50 lower than the previous day. The implied volatity was 29.17, the open interest changed by 23 which increased total open position to 72
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 43.1, which was -5.25 lower than the previous day. The implied volatity was 26.87, the open interest changed by 46 which increased total open position to 48
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 48.35, which was -7.20 lower than the previous day. The implied volatity was 27.30, the open interest changed by 0 which decreased total open position to 1
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 55.55, 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 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 55.55, 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 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 55.55, 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 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 55.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 55.55, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 55.2, 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 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 55.2, 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 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 55.2, 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 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 55.2, 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 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 55.2, 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 30JAN2025 770 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.76
Theta: -0.17
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 30 Dec | 733.65 | 39.05 | 10.50 | 25.40 | 1,458 | -98 | 1,500 |
| 27 Dec | 750.50 | 28.55 | -7.50 | 26.32 | 4,099 | 553 | 1,601 |
| 26 Dec | 740.80 | 36.05 | -4.75 | 25.85 | 1,313 | 476 | 1,030 |
| 24 Dec | 736.10 | 40.8 | -11.30 | 26.21 | 344 | 39 | 554 |
| 23 Dec | 722.20 | 52.1 | 0.10 | 28.47 | 162 | 4 | 515 |
| 20 Dec | 724.05 | 52 | 14.45 | 30.08 | 302 | -40 | 513 |
| 19 Dec | 744.05 | 37.55 | 5.05 | 28.63 | 357 | 42 | 555 |
| 18 Dec | 755.70 | 32.5 | 10.60 | 29.33 | 959 | 309 | 511 |
| 17 Dec | 779.75 | 21.9 | 1.85 | 28.61 | 114 | 59 | 203 |
| 16 Dec | 784.80 | 20.05 | 2.05 | 28.51 | 79 | 24 | 144 |
| 13 Dec | 790.30 | 18 | -3.65 | 27.64 | 76 | 6 | 119 |
| 12 Dec | 786.35 | 21.65 | 4.65 | 29.68 | 82 | 66 | 113 |
| 11 Dec | 799.10 | 17 | -0.50 | 28.88 | 29 | 20 | 46 |
| 10 Dec | 799.90 | 17.5 | -0.55 | 29.59 | 2 | 0 | 26 |
| 9 Dec | 798.75 | 18.05 | 7.10 | 29.53 | 15 | 10 | 25 |
| 6 Dec | 816.80 | 10.95 | -10.05 | 26.48 | 21 | 14 | 15 |
| 5 Dec | 792.55 | 21 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 788.10 | 21 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 801.25 | 21 | 0.00 | 0.00 | 0 | 1 | 0 |
| 2 Dec | 790.05 | 21 | -15.10 | 28.11 | 1 | 0 | 0 |
| 29 Nov | 786.45 | 36.1 | 2.69 | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 770 expiring on 30JAN2025
Delta for 770 PE is -0.68
Historical price for 770 PE is as follows
On 30 Dec TATAMOTORS was trading at 733.65. The strike last trading price was 39.05, which was 10.50 higher than the previous day. The implied volatity was 25.40, the open interest changed by -98 which decreased total open position to 1500
On 27 Dec TATAMOTORS was trading at 750.50. The strike last trading price was 28.55, which was -7.50 lower than the previous day. The implied volatity was 26.32, the open interest changed by 553 which increased total open position to 1601
On 26 Dec TATAMOTORS was trading at 740.80. The strike last trading price was 36.05, which was -4.75 lower than the previous day. The implied volatity was 25.85, the open interest changed by 476 which increased total open position to 1030
On 24 Dec TATAMOTORS was trading at 736.10. The strike last trading price was 40.8, which was -11.30 lower than the previous day. The implied volatity was 26.21, the open interest changed by 39 which increased total open position to 554
On 23 Dec TATAMOTORS was trading at 722.20. The strike last trading price was 52.1, which was 0.10 higher than the previous day. The implied volatity was 28.47, the open interest changed by 4 which increased total open position to 515
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 52, which was 14.45 higher than the previous day. The implied volatity was 30.08, the open interest changed by -40 which decreased total open position to 513
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 37.55, which was 5.05 higher than the previous day. The implied volatity was 28.63, the open interest changed by 42 which increased total open position to 555
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 32.5, which was 10.60 higher than the previous day. The implied volatity was 29.33, the open interest changed by 309 which increased total open position to 511
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 21.9, which was 1.85 higher than the previous day. The implied volatity was 28.61, the open interest changed by 59 which increased total open position to 203
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 20.05, which was 2.05 higher than the previous day. The implied volatity was 28.51, the open interest changed by 24 which increased total open position to 144
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 18, which was -3.65 lower than the previous day. The implied volatity was 27.64, the open interest changed by 6 which increased total open position to 119
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 21.65, which was 4.65 higher than the previous day. The implied volatity was 29.68, the open interest changed by 66 which increased total open position to 113
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 17, which was -0.50 lower than the previous day. The implied volatity was 28.88, the open interest changed by 20 which increased total open position to 46
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 17.5, which was -0.55 lower than the previous day. The implied volatity was 29.59, the open interest changed by 0 which decreased total open position to 26
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 18.05, which was 7.10 higher than the previous day. The implied volatity was 29.53, the open interest changed by 10 which increased total open position to 25
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 10.95, which was -10.05 lower than the previous day. The implied volatity was 26.48, the open interest changed by 14 which increased total open position to 15
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 21, 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 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 21, 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 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 21, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 21, which was -15.10 lower than the previous day. The implied volatity was 28.11, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 36.1, which was lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
