TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 770 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.58
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 774.30 | 19.55 | -9.40 | 24.29 | 2,071.088 | 249.333 | 411.053 | |||
| 13 Nov | 786.25 | 28.95 | 1.85 | 27.25 | 1,214.246 | 80.667 | 154 | |||
| 12 Nov | 784.85 | 27.1 | -17.60 | 25.44 | 308 | 36.281 | 70.632 | |||
| 11 Nov | 804.70 | 44.7 | -4.40 | 29.11 | 71.018 | 1.93 | 33.965 | |||
| 8 Nov | 805.45 | 49.1 | -16.25 | 35.46 | 47.088 | 18.912 | 31.263 | |||
| 7 Nov | 819.75 | 65.35 | -15.25 | 38.17 | 17.368 | 7.719 | 11.965 | |||
| 6 Nov | 839.70 | 80.6 | 3.95 | 36.46 | 5.018 | 1.158 | 4.246 | |||
| 5 Nov | 835.65 | 76.65 | 3.70 | 35.80 | 1.544 | -0.386 | 2.702 | |||
| 4 Nov | 824.10 | 72.95 | -161.85 | 44.08 | 5.789 | 3.088 | 3.088 | |||
| 1 Nov | 843.45 | 234.8 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 834.05 | 234.8 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 840.20 | 234.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 842.75 | 234.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 878.45 | 234.8 | 234.80 | - | 0 | 0 | 0 | |||
| 25 Oct | 864.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 880.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 877.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 879.50 | 0 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 770 expiring on 28NOV2024
Delta for 770 CE is 0.61
Historical price for 770 CE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 19.55, which was -9.40 lower than the previous day. The implied volatity was 24.29, the open interest changed by 646 which increased total open position to 1065
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 28.95, which was 1.85 higher than the previous day. The implied volatity was 27.25, the open interest changed by 209 which increased total open position to 399
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 27.1, which was -17.60 lower than the previous day. The implied volatity was 25.44, the open interest changed by 94 which increased total open position to 183
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 44.7, which was -4.40 lower than the previous day. The implied volatity was 29.11, the open interest changed by 5 which increased total open position to 88
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 49.1, which was -16.25 lower than the previous day. The implied volatity was 35.46, the open interest changed by 49 which increased total open position to 81
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 65.35, which was -15.25 lower than the previous day. The implied volatity was 38.17, the open interest changed by 20 which increased total open position to 31
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 80.6, which was 3.95 higher than the previous day. The implied volatity was 36.46, the open interest changed by 3 which increased total open position to 11
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 76.65, which was 3.70 higher than the previous day. The implied volatity was 35.80, the open interest changed by -1 which decreased total open position to 7
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 72.95, which was -161.85 lower than the previous day. The implied volatity was 44.08, the open interest changed by 8 which increased total open position to 8
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 234.8, 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 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 234.8, 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 30 Oct TATAMOTORS was trading at 840.20. The strike last trading price was 234.8, 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 234.8, 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 28 Oct TATAMOTORS was trading at 878.45. The strike last trading price was 234.8, which was 234.80 higher 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 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 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 770 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.40
Vega: 0.59
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 774.30 | 11.25 | 1.95 | 25.40 | 4,205.088 | 163.263 | 872.281 |
| 13 Nov | 786.25 | 9.3 | -0.45 | 27.89 | 4,970.842 | 141.649 | 694.737 |
| 12 Nov | 784.85 | 9.75 | 3.80 | 26.74 | 3,794.421 | -117.333 | 568.14 |
| 11 Nov | 804.70 | 5.95 | -7.50 | 28.76 | 3,484.877 | 141.649 | 690.105 |
| 8 Nov | 805.45 | 13.45 | 1.75 | 38.82 | 1,427.298 | 40.14 | 546.14 |
| 7 Nov | 819.75 | 11.7 | 5.50 | 42.60 | 928.632 | 181.789 | 506.772 |
| 6 Nov | 839.70 | 6.2 | -2.55 | 38.03 | 394.07 | 1.158 | 326.14 |
| 5 Nov | 835.65 | 8.75 | -4.85 | 40.63 | 591.684 | 101.895 | 324.596 |
| 4 Nov | 824.10 | 13.6 | 1.80 | 43.92 | 464.316 | 27.789 | 223.86 |
| 1 Nov | 843.45 | 11.8 | -1.60 | 45.16 | 23.544 | 7.719 | 196.456 |
| 31 Oct | 834.05 | 13.4 | 1.40 | - | 222.702 | 20.842 | 188.737 |
| 30 Oct | 840.20 | 12 | 1.40 | - | 165.579 | 26.246 | 167.123 |
| 29 Oct | 842.75 | 10.6 | 6.10 | - | 423.789 | 125.439 | 140.877 |
| 28 Oct | 878.45 | 4.5 | 4.50 | - | 44.386 | 15.825 | 15.825 |
| 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 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 879.50 | 0 | - | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 770 expiring on 28NOV2024
Delta for 770 PE is -0.40
Historical price for 770 PE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 11.25, which was 1.95 higher than the previous day. The implied volatity was 25.40, the open interest changed by 423 which increased total open position to 2260
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 9.3, which was -0.45 lower than the previous day. The implied volatity was 27.89, the open interest changed by 367 which increased total open position to 1800
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 9.75, which was 3.80 higher than the previous day. The implied volatity was 26.74, the open interest changed by -304 which decreased total open position to 1472
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 5.95, which was -7.50 lower than the previous day. The implied volatity was 28.76, the open interest changed by 367 which increased total open position to 1788
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 13.45, which was 1.75 higher than the previous day. The implied volatity was 38.82, the open interest changed by 104 which increased total open position to 1415
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 11.7, which was 5.50 higher than the previous day. The implied volatity was 42.60, the open interest changed by 471 which increased total open position to 1313
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 6.2, which was -2.55 lower than the previous day. The implied volatity was 38.03, the open interest changed by 3 which increased total open position to 845
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 8.75, which was -4.85 lower than the previous day. The implied volatity was 40.63, the open interest changed by 264 which increased total open position to 841
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 13.6, which was 1.80 higher than the previous day. The implied volatity was 43.92, the open interest changed by 72 which increased total open position to 580
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 11.8, which was -1.60 lower than the previous day. The implied volatity was 45.16, the open interest changed by 20 which increased total open position to 509
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 13.4, which was 1.40 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 12, which was 1.40 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 10.6, which was 6.10 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 4.5, which was 4.50 higher 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 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
