TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0.42
Theta: -0.86
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.85 | 8.8 | -5.90 | 25.43 | 9,867.965 | 627.965 | 1,507.965 | |||
| 20 Nov | 783.20 | 14.7 | 0.00 | 26.33 | 6,311.684 | -690.105 | 876.14 | |||
| 19 Nov | 783.20 | 14.7 | 3.70 | 26.33 | 6,311.684 | -693.965 | 876.14 | |||
| 18 Nov | 771.90 | 11 | -3.05 | 26.40 | 9,212.982 | 314.175 | 1,583.228 | |||
| 14 Nov | 774.30 | 14.05 | -8.60 | 23.99 | 6,522.807 | 542.281 | 1,280.246 | |||
| 13 Nov | 786.25 | 22.65 | 1.75 | 27.14 | 5,907.193 | 313.018 | 728.702 | |||
| 12 Nov | 784.85 | 20.9 | -16.20 | 25.31 | 1,832.561 | 301.439 | 407.193 | |||
| 11 Nov | 804.70 | 37.1 | -5.00 | 28.72 | 301.825 | 7.719 | 105.754 | |||
| 8 Nov | 805.45 | 42.1 | -16.20 | 35.07 | 220.772 | 54.035 | 96.105 | |||
| 7 Nov | 819.75 | 58.3 | -14.75 | 38.73 | 44 | 15.439 | 42.07 | |||
| 6 Nov | 839.70 | 73.05 | 3.70 | 37.65 | 15.053 | 3.86 | 26.632 | |||
| 5 Nov | 835.65 | 69.35 | 4.15 | 37.03 | 13.509 | 3.088 | 22.386 | |||
| 4 Nov | 824.10 | 65.2 | -14.10 | 43.05 | 24.316 | 13.895 | 19.298 | |||
|
|
||||||||||
| 1 Nov | 843.45 | 79.3 | 4.30 | 39.48 | 1.93 | 1.158 | 5.404 | |||
| 31 Oct | 834.05 | 75 | -244.95 | - | 4.632 | 3.86 | 3.86 | |||
| 30 Oct | 840.20 | 319.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 842.75 | 319.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 878.45 | 319.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 864.30 | 319.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 880.00 | 319.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 877.65 | 319.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 879.50 | 319.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 903.30 | 319.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 910.15 | 319.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 891.60 | 319.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 928.50 | 319.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 939.15 | 319.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 919.80 | 319.95 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 780 expiring on 28NOV2024
Delta for 780 CE is 0.44
Historical price for 780 CE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 8.8, which was -5.90 lower than the previous day. The implied volatity was 25.43, the open interest changed by 1627 which increased total open position to 3907
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 26.33, the open interest changed by -1788 which decreased total open position to 2270
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 14.7, which was 3.70 higher than the previous day. The implied volatity was 26.33, the open interest changed by -1798 which decreased total open position to 2270
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 11, which was -3.05 lower than the previous day. The implied volatity was 26.40, the open interest changed by 814 which increased total open position to 4102
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 14.05, which was -8.60 lower than the previous day. The implied volatity was 23.99, the open interest changed by 1405 which increased total open position to 3317
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 22.65, which was 1.75 higher than the previous day. The implied volatity was 27.14, the open interest changed by 811 which increased total open position to 1888
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 20.9, which was -16.20 lower than the previous day. The implied volatity was 25.31, the open interest changed by 781 which increased total open position to 1055
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 37.1, which was -5.00 lower than the previous day. The implied volatity was 28.72, the open interest changed by 20 which increased total open position to 274
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 42.1, which was -16.20 lower than the previous day. The implied volatity was 35.07, the open interest changed by 140 which increased total open position to 249
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 58.3, which was -14.75 lower than the previous day. The implied volatity was 38.73, the open interest changed by 40 which increased total open position to 109
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 73.05, which was 3.70 higher than the previous day. The implied volatity was 37.65, the open interest changed by 10 which increased total open position to 69
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 69.35, which was 4.15 higher than the previous day. The implied volatity was 37.03, the open interest changed by 8 which increased total open position to 58
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 65.2, which was -14.10 lower than the previous day. The implied volatity was 43.05, the open interest changed by 36 which increased total open position to 50
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 79.3, which was 4.30 higher than the previous day. The implied volatity was 39.48, the open interest changed by 3 which increased total open position to 14
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 75, which was -244.95 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 319.95, 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 319.95, 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 319.95, 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 319.95, 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 319.95, 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 319.95, 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 319.95, 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 21 Oct TATAMOTORS was trading at 903.30. The strike last trading price was 319.95, 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 18 Oct TATAMOTORS was trading at 910.15. The strike last trading price was 319.95, 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 17 Oct TATAMOTORS was trading at 891.60. The strike last trading price was 319.95, 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 10 Oct TATAMOTORS was trading at 928.50. The strike last trading price was 319.95, 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 9 Oct TATAMOTORS was trading at 939.15. The strike last trading price was 319.95, 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 8 Oct TATAMOTORS was trading at 919.80. The strike last trading price was 319.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAMOTORS 28NOV2024 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.55
Vega: 0.42
Theta: -0.78
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.85 | 15.05 | 2.95 | 29.55 | 6,011.018 | 137.789 | 1,406.842 |
| 20 Nov | 783.20 | 12.1 | 0.00 | 28.23 | 9,962.14 | 210.737 | 1,296.842 |
| 19 Nov | 783.20 | 12.1 | -4.50 | 28.23 | 9,962.14 | 238.526 | 1,296.842 |
| 18 Nov | 771.90 | 16.6 | 0.80 | 26.87 | 4,545.509 | -168.281 | 1,062.561 |
| 14 Nov | 774.30 | 15.8 | 3.15 | 25.20 | 6,131.825 | -49.789 | 1,234.316 |
| 13 Nov | 786.25 | 12.65 | -0.90 | 27.22 | 8,901.895 | 451.965 | 1,286.421 |
| 12 Nov | 784.85 | 13.55 | 5.30 | 26.54 | 5,791.789 | 95.333 | 897.754 |
| 11 Nov | 804.70 | 8.25 | -8.45 | 28.32 | 5,736.596 | -44.772 | 828.667 |
| 8 Nov | 805.45 | 16.7 | 2.25 | 38.63 | 2,426.175 | 276.737 | 869.193 |
| 7 Nov | 819.75 | 14.45 | 6.75 | 42.53 | 1,213.088 | 46.702 | 588.982 |
| 6 Nov | 839.70 | 7.7 | -3.10 | 37.35 | 780.807 | 25.088 | 543.053 |
| 5 Nov | 835.65 | 10.8 | -5.40 | 40.24 | 865.719 | 57.123 | 517.965 |
| 4 Nov | 824.10 | 16.2 | 2.45 | 43.50 | 744.14 | -23.158 | 463.158 |
| 1 Nov | 843.45 | 13.75 | -1.95 | 44.44 | 63.298 | 21.614 | 485.93 |
| 31 Oct | 834.05 | 15.7 | 1.55 | - | 579.719 | 139.333 | 464.702 |
| 30 Oct | 840.20 | 14.15 | 1.55 | - | 358.561 | 9.263 | 327.298 |
| 29 Oct | 842.75 | 12.6 | 7.30 | - | 558.491 | 200.316 | 317.649 |
| 28 Oct | 878.45 | 5.3 | -1.85 | - | 183.333 | 23.544 | 116.175 |
| 25 Oct | 864.30 | 7.15 | 1.75 | - | 194.912 | 32.807 | 92.632 |
| 24 Oct | 880.00 | 5.4 | -1.00 | - | 82.982 | 13.509 | 60.211 |
| 23 Oct | 877.65 | 6.4 | 0.70 | - | 36.281 | 3.86 | 46.702 |
| 22 Oct | 879.50 | 5.7 | 1.65 | - | 108.456 | 20.842 | 42.456 |
| 21 Oct | 903.30 | 4.05 | 1.55 | - | 23.158 | 18.14 | 21.228 |
| 18 Oct | 910.15 | 2.5 | -1.90 | - | 1.158 | 0 | 3.088 |
| 17 Oct | 891.60 | 4.4 | 1.05 | - | 3.474 | 1.544 | 2.702 |
| 10 Oct | 928.50 | 3.35 | 0.00 | - | 1.158 | 0 | 1.93 |
| 9 Oct | 939.15 | 3.35 | -2.40 | - | 0.772 | 0 | 2.316 |
| 8 Oct | 919.80 | 5.75 | - | 7.719 | 3.474 | 3.474 | |
For Tata Motors Limited - strike price 780 expiring on 28NOV2024
Delta for 780 PE is -0.55
Historical price for 780 PE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 15.05, which was 2.95 higher than the previous day. The implied volatity was 29.55, the open interest changed by 357 which increased total open position to 3645
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 12.1, which was 0.00 lower than the previous day. The implied volatity was 28.23, the open interest changed by 546 which increased total open position to 3360
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 12.1, which was -4.50 lower than the previous day. The implied volatity was 28.23, the open interest changed by 618 which increased total open position to 3360
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 16.6, which was 0.80 higher than the previous day. The implied volatity was 26.87, the open interest changed by -436 which decreased total open position to 2753
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 15.8, which was 3.15 higher than the previous day. The implied volatity was 25.20, the open interest changed by -129 which decreased total open position to 3198
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 12.65, which was -0.90 lower than the previous day. The implied volatity was 27.22, the open interest changed by 1171 which increased total open position to 3333
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 13.55, which was 5.30 higher than the previous day. The implied volatity was 26.54, the open interest changed by 247 which increased total open position to 2326
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 8.25, which was -8.45 lower than the previous day. The implied volatity was 28.32, the open interest changed by -116 which decreased total open position to 2147
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 16.7, which was 2.25 higher than the previous day. The implied volatity was 38.63, the open interest changed by 717 which increased total open position to 2252
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 14.45, which was 6.75 higher than the previous day. The implied volatity was 42.53, the open interest changed by 121 which increased total open position to 1526
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 7.7, which was -3.10 lower than the previous day. The implied volatity was 37.35, the open interest changed by 65 which increased total open position to 1407
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 10.8, which was -5.40 lower than the previous day. The implied volatity was 40.24, the open interest changed by 148 which increased total open position to 1342
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 16.2, which was 2.45 higher than the previous day. The implied volatity was 43.50, the open interest changed by -60 which decreased total open position to 1200
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 13.75, which was -1.95 lower than the previous day. The implied volatity was 44.44, the open interest changed by 56 which increased total open position to 1259
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 15.7, which was 1.55 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 14.15, which was 1.55 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 12.6, which was 7.30 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 5.3, which was -1.85 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 7.15, which was 1.75 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 5.4, which was -1.00 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 6.4, which was 0.70 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 5.7, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TATAMOTORS was trading at 903.30. The strike last trading price was 4.05, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TATAMOTORS was trading at 910.15. The strike last trading price was 2.5, which was -1.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct TATAMOTORS was trading at 891.60. The strike last trading price was 4.4, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct TATAMOTORS was trading at 928.50. The strike last trading price was 3.35, 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 9 Oct TATAMOTORS was trading at 939.15. The strike last trading price was 3.35, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct TATAMOTORS was trading at 919.80. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
