TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 780 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.11
Theta: -0.36
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 0.9 | -2.25 | 36.31 | 19,685 | -707 | 8,189 | |||
| 19 Dec | 744.05 | 3.15 | -2.60 | 32.65 | 18,916 | -227 | 8,890 | |||
| 18 Dec | 755.70 | 5.75 | -8.80 | 30.61 | 26,911 | 4,254 | 9,154 | |||
| 17 Dec | 779.75 | 14.55 | -3.45 | 27.91 | 14,598 | 803 | 4,907 | |||
| 16 Dec | 784.80 | 18 | -4.20 | 27.07 | 8,015 | 732 | 4,112 | |||
| 13 Dec | 790.30 | 22.2 | 1.15 | 24.53 | 19,300 | 459 | 3,391 | |||
| 12 Dec | 786.35 | 21.05 | -9.45 | 25.45 | 6,436 | 486 | 2,932 | |||
| 11 Dec | 799.10 | 30.5 | -2.20 | 26.37 | 1,166 | -63 | 2,450 | |||
| 10 Dec | 799.90 | 32.7 | 0.90 | 27.19 | 3,293 | 224 | 2,522 | |||
| 9 Dec | 798.75 | 31.8 | -14.65 | 26.17 | 3,909 | 252 | 2,376 | |||
| 6 Dec | 816.80 | 46.45 | 18.15 | 24.10 | 9,540 | -922 | 2,124 | |||
| 5 Dec | 792.55 | 28.3 | 0.80 | 24.32 | 8,343 | 80 | 3,044 | |||
| 4 Dec | 788.10 | 27.5 | -6.70 | 26.66 | 4,576 | 554 | 2,967 | |||
| 3 Dec | 801.25 | 34.2 | 5.00 | 24.30 | 4,157 | -294 | 2,414 | |||
| 2 Dec | 790.05 | 29.2 | -1.70 | 25.84 | 6,065 | 128 | 2,709 | |||
| 29 Nov | 786.45 | 30.9 | 2.00 | 28.08 | 7,202 | -77 | 2,605 | |||
| 28 Nov | 779.45 | 28.9 | -2.40 | 29.09 | 6,483 | 1,101 | 2,674 | |||
| 27 Nov | 783.95 | 31.3 | 0.20 | 28.77 | 3,255 | 525 | 1,575 | |||
| 26 Nov | 783.00 | 31.1 | -9.35 | 28.59 | 2,097 | 127 | 1,043 | |||
| 25 Nov | 796.60 | 40.45 | 4.15 | 29.31 | 1,743 | 218 | 924 | |||
| 22 Nov | 791.00 | 36.3 | 9.70 | 25.40 | 2,028 | 41 | 747 | |||
| 21 Nov | 773.85 | 26.6 | -5.40 | 27.09 | 1,329 | 181 | 703 | |||
| 20 Nov | 783.20 | 32 | 0.00 | 27.17 | 775 | 17 | 522 | |||
| 19 Nov | 783.20 | 32 | 4.20 | 27.17 | 775 | 17 | 522 | |||
| 18 Nov | 771.90 | 27.8 | -3.45 | 27.87 | 1,156 | 309 | 503 | |||
| 14 Nov | 774.30 | 31.25 | -7.30 | 27.45 | 352 | 123 | 193 | |||
| 13 Nov | 786.25 | 38.55 | -194.00 | 28.03 | 190 | 67 | 67 | |||
| 12 Nov | 784.85 | 232.55 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 11 Nov | 804.70 | 232.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 805.45 | 232.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 819.75 | 232.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 839.70 | 232.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 232.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 824.10 | 232.55 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 780 expiring on 26DEC2024
Delta for 780 CE is 0.06
Historical price for 780 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.9, which was -2.25 lower than the previous day. The implied volatity was 36.31, the open interest changed by -707 which decreased total open position to 8189
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 3.15, which was -2.60 lower than the previous day. The implied volatity was 32.65, the open interest changed by -227 which decreased total open position to 8890
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 5.75, which was -8.80 lower than the previous day. The implied volatity was 30.61, the open interest changed by 4254 which increased total open position to 9154
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 14.55, which was -3.45 lower than the previous day. The implied volatity was 27.91, the open interest changed by 803 which increased total open position to 4907
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 18, which was -4.20 lower than the previous day. The implied volatity was 27.07, the open interest changed by 732 which increased total open position to 4112
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 22.2, which was 1.15 higher than the previous day. The implied volatity was 24.53, the open interest changed by 459 which increased total open position to 3391
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 21.05, which was -9.45 lower than the previous day. The implied volatity was 25.45, the open interest changed by 486 which increased total open position to 2932
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 30.5, which was -2.20 lower than the previous day. The implied volatity was 26.37, the open interest changed by -63 which decreased total open position to 2450
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 32.7, which was 0.90 higher than the previous day. The implied volatity was 27.19, the open interest changed by 224 which increased total open position to 2522
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 31.8, which was -14.65 lower than the previous day. The implied volatity was 26.17, the open interest changed by 252 which increased total open position to 2376
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 46.45, which was 18.15 higher than the previous day. The implied volatity was 24.10, the open interest changed by -922 which decreased total open position to 2124
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 28.3, which was 0.80 higher than the previous day. The implied volatity was 24.32, the open interest changed by 80 which increased total open position to 3044
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 27.5, which was -6.70 lower than the previous day. The implied volatity was 26.66, the open interest changed by 554 which increased total open position to 2967
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 34.2, which was 5.00 higher than the previous day. The implied volatity was 24.30, the open interest changed by -294 which decreased total open position to 2414
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 29.2, which was -1.70 lower than the previous day. The implied volatity was 25.84, the open interest changed by 128 which increased total open position to 2709
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 30.9, which was 2.00 higher than the previous day. The implied volatity was 28.08, the open interest changed by -77 which decreased total open position to 2605
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 28.9, which was -2.40 lower than the previous day. The implied volatity was 29.09, the open interest changed by 1101 which increased total open position to 2674
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 31.3, which was 0.20 higher than the previous day. The implied volatity was 28.77, the open interest changed by 525 which increased total open position to 1575
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 31.1, which was -9.35 lower than the previous day. The implied volatity was 28.59, the open interest changed by 127 which increased total open position to 1043
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 40.45, which was 4.15 higher than the previous day. The implied volatity was 29.31, the open interest changed by 218 which increased total open position to 924
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 36.3, which was 9.70 higher than the previous day. The implied volatity was 25.40, the open interest changed by 41 which increased total open position to 747
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 26.6, which was -5.40 lower than the previous day. The implied volatity was 27.09, the open interest changed by 181 which increased total open position to 703
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 32, which was 0.00 lower than the previous day. The implied volatity was 27.17, the open interest changed by 17 which increased total open position to 522
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 32, which was 4.20 higher than the previous day. The implied volatity was 27.17, the open interest changed by 17 which increased total open position to 522
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 27.8, which was -3.45 lower than the previous day. The implied volatity was 27.87, the open interest changed by 309 which increased total open position to 503
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 31.25, which was -7.30 lower than the previous day. The implied volatity was 27.45, the open interest changed by 123 which increased total open position to 193
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 38.55, which was -194.00 lower than the previous day. The implied volatity was 28.03, the open interest changed by 67 which increased total open position to 67
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 232.55, 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 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 232.55, 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 780 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.21
Theta: -0.75
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 58 | 23.10 | 52.26 | 1,355 | -299 | 2,566 |
| 19 Dec | 744.05 | 34.9 | 8.20 | 28.66 | 3,175 | -482 | 2,867 |
| 18 Dec | 755.70 | 26.7 | 13.95 | 29.69 | 10,610 | -987 | 3,356 |
| 17 Dec | 779.75 | 12.75 | 3.10 | 27.96 | 17,116 | 409 | 4,332 |
| 16 Dec | 784.80 | 9.65 | 1.40 | 25.25 | 10,078 | 228 | 3,929 |
| 13 Dec | 790.30 | 8.25 | -3.60 | 23.66 | 24,103 | -490 | 3,690 |
| 12 Dec | 786.35 | 11.85 | 4.25 | 26.78 | 13,469 | 566 | 4,196 |
| 11 Dec | 799.10 | 7.6 | -0.40 | 25.91 | 3,852 | -210 | 3,633 |
| 10 Dec | 799.90 | 8 | -2.25 | 26.68 | 7,168 | -190 | 3,844 |
| 9 Dec | 798.75 | 10.25 | 5.15 | 29.13 | 9,247 | 8 | 4,023 |
| 6 Dec | 816.80 | 5.1 | -7.20 | 25.95 | 11,619 | 56 | 3,991 |
| 5 Dec | 792.55 | 12.3 | -2.80 | 26.42 | 12,041 | -86 | 3,934 |
| 4 Dec | 788.10 | 15.1 | 4.30 | 27.32 | 8,799 | 334 | 4,025 |
| 3 Dec | 801.25 | 10.8 | -4.50 | 26.60 | 5,542 | -41 | 3,725 |
| 2 Dec | 790.05 | 15.3 | -1.85 | 27.61 | 7,422 | -241 | 3,782 |
| 29 Nov | 786.45 | 17.15 | -5.40 | 27.45 | 6,741 | 424 | 4,045 |
| 28 Nov | 779.45 | 22.55 | 2.50 | 30.39 | 7,933 | 934 | 3,619 |
| 27 Nov | 783.95 | 20.05 | -1.50 | 28.91 | 4,510 | 787 | 2,685 |
| 26 Nov | 783.00 | 21.55 | 4.40 | 29.76 | 2,757 | 699 | 1,923 |
| 25 Nov | 796.60 | 17.15 | -0.75 | 30.13 | 1,771 | 475 | 1,225 |
| 22 Nov | 791.00 | 17.9 | -10.15 | 28.54 | 1,076 | 167 | 917 |
| 21 Nov | 773.85 | 28.05 | 3.95 | 30.12 | 735 | 134 | 750 |
| 20 Nov | 783.20 | 24.1 | 0.00 | 29.13 | 957 | 195 | 617 |
| 19 Nov | 783.20 | 24.1 | -4.55 | 29.13 | 957 | 196 | 617 |
| 18 Nov | 771.90 | 28.65 | 0.85 | 29.12 | 656 | 75 | 421 |
| 14 Nov | 774.30 | 27.8 | 3.60 | 28.86 | 510 | 26 | 345 |
| 13 Nov | 786.25 | 24.2 | 1.40 | 29.60 | 252 | 68 | 317 |
| 12 Nov | 784.85 | 22.8 | 6.60 | 27.22 | 709 | 203 | 250 |
| 11 Nov | 804.70 | 16.2 | 10.85 | 27.57 | 61 | 46 | 46 |
| 8 Nov | 805.45 | 5.35 | 0.00 | 3.32 | 0 | 0 | 0 |
| 7 Nov | 819.75 | 5.35 | 0.00 | 4.94 | 0 | 0 | 0 |
| 6 Nov | 839.70 | 5.35 | 0.00 | 6.45 | 0 | 0 | 0 |
| 5 Nov | 835.65 | 5.35 | 0.00 | 6.02 | 0 | 0 | 0 |
| 4 Nov | 824.10 | 5.35 | 5.06 | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 780 expiring on 26DEC2024
Delta for 780 PE is -0.85
Historical price for 780 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 58, which was 23.10 higher than the previous day. The implied volatity was 52.26, the open interest changed by -299 which decreased total open position to 2566
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 34.9, which was 8.20 higher than the previous day. The implied volatity was 28.66, the open interest changed by -482 which decreased total open position to 2867
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 26.7, which was 13.95 higher than the previous day. The implied volatity was 29.69, the open interest changed by -987 which decreased total open position to 3356
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 12.75, which was 3.10 higher than the previous day. The implied volatity was 27.96, the open interest changed by 409 which increased total open position to 4332
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 9.65, which was 1.40 higher than the previous day. The implied volatity was 25.25, the open interest changed by 228 which increased total open position to 3929
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 8.25, which was -3.60 lower than the previous day. The implied volatity was 23.66, the open interest changed by -490 which decreased total open position to 3690
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 11.85, which was 4.25 higher than the previous day. The implied volatity was 26.78, the open interest changed by 566 which increased total open position to 4196
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 7.6, which was -0.40 lower than the previous day. The implied volatity was 25.91, the open interest changed by -210 which decreased total open position to 3633
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 8, which was -2.25 lower than the previous day. The implied volatity was 26.68, the open interest changed by -190 which decreased total open position to 3844
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 10.25, which was 5.15 higher than the previous day. The implied volatity was 29.13, the open interest changed by 8 which increased total open position to 4023
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 5.1, which was -7.20 lower than the previous day. The implied volatity was 25.95, the open interest changed by 56 which increased total open position to 3991
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 12.3, which was -2.80 lower than the previous day. The implied volatity was 26.42, the open interest changed by -86 which decreased total open position to 3934
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 15.1, which was 4.30 higher than the previous day. The implied volatity was 27.32, the open interest changed by 334 which increased total open position to 4025
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 10.8, which was -4.50 lower than the previous day. The implied volatity was 26.60, the open interest changed by -41 which decreased total open position to 3725
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 15.3, which was -1.85 lower than the previous day. The implied volatity was 27.61, the open interest changed by -241 which decreased total open position to 3782
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 17.15, which was -5.40 lower than the previous day. The implied volatity was 27.45, the open interest changed by 424 which increased total open position to 4045
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 22.55, which was 2.50 higher than the previous day. The implied volatity was 30.39, the open interest changed by 934 which increased total open position to 3619
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 20.05, which was -1.50 lower than the previous day. The implied volatity was 28.91, the open interest changed by 787 which increased total open position to 2685
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 21.55, which was 4.40 higher than the previous day. The implied volatity was 29.76, the open interest changed by 699 which increased total open position to 1923
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 17.15, which was -0.75 lower than the previous day. The implied volatity was 30.13, the open interest changed by 475 which increased total open position to 1225
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 17.9, which was -10.15 lower than the previous day. The implied volatity was 28.54, the open interest changed by 167 which increased total open position to 917
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 28.05, which was 3.95 higher than the previous day. The implied volatity was 30.12, the open interest changed by 134 which increased total open position to 750
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 24.1, which was 0.00 lower than the previous day. The implied volatity was 29.13, the open interest changed by 195 which increased total open position to 617
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 24.1, which was -4.55 lower than the previous day. The implied volatity was 29.13, the open interest changed by 196 which increased total open position to 617
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 28.65, which was 0.85 higher than the previous day. The implied volatity was 29.12, the open interest changed by 75 which increased total open position to 421
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 27.8, which was 3.60 higher than the previous day. The implied volatity was 28.86, the open interest changed by 26 which increased total open position to 345
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 24.2, which was 1.40 higher than the previous day. The implied volatity was 29.60, the open interest changed by 68 which increased total open position to 317
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 22.8, which was 6.60 higher than the previous day. The implied volatity was 27.22, the open interest changed by 203 which increased total open position to 250
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 16.2, which was 10.85 higher than the previous day. The implied volatity was 27.57, the open interest changed by 46 which increased total open position to 46
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 5.35, which was 0.00 lower than the previous day. The implied volatity was 3.32, 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 5.35, which was 0.00 lower than the previous day. The implied volatity was 4.94, 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 5.35, which was 0.00 lower than the previous day. The implied volatity was 6.45, 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 5.35, which was 0.00 lower than the previous day. The implied volatity was 6.02, 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 5.35, which was lower than the previous day. The implied volatity was 5.06, the open interest changed by 0 which decreased total open position to 0
