`
[--[65.84.65.76]--]
TATAMOTORS
Tata Motors Limited

774.3 -11.95 (-1.52%)

Back to Option Chain


Historical option data for TATAMOTORS

14 Nov 2024 04:11 PM IST
TATAMOTORS 28NOV2024 780 CE
Delta: 0.50
Vega: 0.61
Theta: -0.62
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 0.50

Historical price for 780 CE is as follows

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: -0.50
Vega: 0.61
Theta: -0.43
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.50

Historical price for 780 PE is as follows

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