TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 790 CE | ||||||||||
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Delta: 0.05
Vega: 0.10
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 0.75 | -1.60 | 39.70 | 15,220 | -866 | 9,639 | |||
| 19 Dec | 744.05 | 2.35 | -1.85 | 35.19 | 15,623 | -181 | 10,514 | |||
| 18 Dec | 755.70 | 4.2 | -6.15 | 32.65 | 25,037 | 2,649 | 10,722 | |||
| 17 Dec | 779.75 | 10.35 | -2.55 | 28.62 | 30,609 | 1,500 | 8,067 | |||
| 16 Dec | 784.80 | 12.9 | -3.35 | 27.21 | 15,441 | 1,639 | 6,580 | |||
| 13 Dec | 790.30 | 16.25 | 0.50 | 24.29 | 26,817 | 35 | 4,982 | |||
| 12 Dec | 786.35 | 15.75 | -8.00 | 25.60 | 14,317 | 1,689 | 4,971 | |||
| 11 Dec | 799.10 | 23.75 | -1.95 | 25.95 | 2,903 | -122 | 3,308 | |||
| 10 Dec | 799.90 | 25.7 | 0.30 | 26.45 | 4,415 | 104 | 3,452 | |||
| 9 Dec | 798.75 | 25.4 | -13.15 | 26.26 | 3,594 | 148 | 3,368 | |||
| 6 Dec | 816.80 | 38.55 | 16.35 | 23.98 | 15,861 | -1,469 | 3,267 | |||
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| 5 Dec | 792.55 | 22.2 | 0.45 | 24.08 | 13,260 | -116 | 4,760 | |||
| 4 Dec | 788.10 | 21.75 | -5.75 | 26.27 | 9,870 | 1,568 | 4,888 | |||
| 3 Dec | 801.25 | 27.5 | 4.10 | 23.98 | 7,499 | -649 | 3,324 | |||
| 2 Dec | 790.05 | 23.4 | -1.60 | 25.61 | 10,939 | 1,040 | 3,989 | |||
| 29 Nov | 786.45 | 25 | 1.55 | 27.43 | 8,111 | 206 | 2,970 | |||
| 28 Nov | 779.45 | 23.45 | -2.05 | 28.52 | 7,991 | 1,125 | 2,776 | |||
| 27 Nov | 783.95 | 25.5 | -0.15 | 28.08 | 3,544 | 683 | 1,650 | |||
| 26 Nov | 783.00 | 25.65 | -8.30 | 28.24 | 2,130 | 496 | 971 | |||
| 25 Nov | 796.60 | 33.95 | 3.20 | 28.64 | 971 | 19 | 474 | |||
| 22 Nov | 791.00 | 30.75 | 8.95 | 25.71 | 1,126 | 70 | 525 | |||
| 21 Nov | 773.85 | 21.8 | -4.55 | 26.85 | 709 | 38 | 459 | |||
| 20 Nov | 783.20 | 26.35 | 0.00 | 26.58 | 857 | 88 | 437 | |||
| 19 Nov | 783.20 | 26.35 | 3.60 | 26.58 | 857 | 104 | 437 | |||
| 18 Nov | 771.90 | 22.75 | -2.95 | 27.15 | 575 | 51 | 333 | |||
| 14 Nov | 774.30 | 25.7 | -7.90 | 26.69 | 302 | 90 | 282 | |||
| 13 Nov | 786.25 | 33.6 | 3.30 | 28.38 | 235 | 59 | 192 | |||
| 12 Nov | 784.85 | 30.3 | -16.10 | 26.09 | 332 | 132 | 134 | |||
| 11 Nov | 804.70 | 46.4 | -30.20 | 29.36 | 2 | 0 | 0 | |||
| 8 Nov | 805.45 | 76.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 819.75 | 76.6 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 839.70 | 76.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 76.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 824.10 | 76.6 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 790 expiring on 26DEC2024
Delta for 790 CE is 0.05
Historical price for 790 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.75, which was -1.60 lower than the previous day. The implied volatity was 39.70, the open interest changed by -866 which decreased total open position to 9639
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 2.35, which was -1.85 lower than the previous day. The implied volatity was 35.19, the open interest changed by -181 which decreased total open position to 10514
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 4.2, which was -6.15 lower than the previous day. The implied volatity was 32.65, the open interest changed by 2649 which increased total open position to 10722
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 10.35, which was -2.55 lower than the previous day. The implied volatity was 28.62, the open interest changed by 1500 which increased total open position to 8067
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 12.9, which was -3.35 lower than the previous day. The implied volatity was 27.21, the open interest changed by 1639 which increased total open position to 6580
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 16.25, which was 0.50 higher than the previous day. The implied volatity was 24.29, the open interest changed by 35 which increased total open position to 4982
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 15.75, which was -8.00 lower than the previous day. The implied volatity was 25.60, the open interest changed by 1689 which increased total open position to 4971
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 23.75, which was -1.95 lower than the previous day. The implied volatity was 25.95, the open interest changed by -122 which decreased total open position to 3308
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 25.7, which was 0.30 higher than the previous day. The implied volatity was 26.45, the open interest changed by 104 which increased total open position to 3452
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 25.4, which was -13.15 lower than the previous day. The implied volatity was 26.26, the open interest changed by 148 which increased total open position to 3368
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 38.55, which was 16.35 higher than the previous day. The implied volatity was 23.98, the open interest changed by -1469 which decreased total open position to 3267
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 22.2, which was 0.45 higher than the previous day. The implied volatity was 24.08, the open interest changed by -116 which decreased total open position to 4760
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 21.75, which was -5.75 lower than the previous day. The implied volatity was 26.27, the open interest changed by 1568 which increased total open position to 4888
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 27.5, which was 4.10 higher than the previous day. The implied volatity was 23.98, the open interest changed by -649 which decreased total open position to 3324
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 23.4, which was -1.60 lower than the previous day. The implied volatity was 25.61, the open interest changed by 1040 which increased total open position to 3989
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 25, which was 1.55 higher than the previous day. The implied volatity was 27.43, the open interest changed by 206 which increased total open position to 2970
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 23.45, which was -2.05 lower than the previous day. The implied volatity was 28.52, the open interest changed by 1125 which increased total open position to 2776
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 25.5, which was -0.15 lower than the previous day. The implied volatity was 28.08, the open interest changed by 683 which increased total open position to 1650
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 25.65, which was -8.30 lower than the previous day. The implied volatity was 28.24, the open interest changed by 496 which increased total open position to 971
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 33.95, which was 3.20 higher than the previous day. The implied volatity was 28.64, the open interest changed by 19 which increased total open position to 474
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 30.75, which was 8.95 higher than the previous day. The implied volatity was 25.71, the open interest changed by 70 which increased total open position to 525
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 21.8, which was -4.55 lower than the previous day. The implied volatity was 26.85, the open interest changed by 38 which increased total open position to 459
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 26.35, which was 0.00 lower than the previous day. The implied volatity was 26.58, the open interest changed by 88 which increased total open position to 437
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 26.35, which was 3.60 higher than the previous day. The implied volatity was 26.58, the open interest changed by 104 which increased total open position to 437
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 22.75, which was -2.95 lower than the previous day. The implied volatity was 27.15, the open interest changed by 51 which increased total open position to 333
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 25.7, which was -7.90 lower than the previous day. The implied volatity was 26.69, the open interest changed by 90 which increased total open position to 282
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 33.6, which was 3.30 higher than the previous day. The implied volatity was 28.38, the open interest changed by 59 which increased total open position to 192
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 30.3, which was -16.10 lower than the previous day. The implied volatity was 26.09, the open interest changed by 132 which increased total open position to 134
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 46.4, which was -30.20 lower than the previous day. The implied volatity was 29.36, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 76.6, 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 790 PE | |||||||
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Delta: -0.86
Vega: 0.21
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 68.15 | 24.15 | 59.12 | 824 | -178 | 2,675 |
| 19 Dec | 744.05 | 44 | 8.65 | 29.63 | 810 | -358 | 2,863 |
| 18 Dec | 755.70 | 35.35 | 16.90 | 32.28 | 3,667 | -614 | 3,219 |
| 17 Dec | 779.75 | 18.45 | 4.20 | 28.50 | 13,083 | 631 | 3,841 |
| 16 Dec | 784.80 | 14.25 | 2.00 | 24.92 | 7,200 | 252 | 3,212 |
| 13 Dec | 790.30 | 12.25 | -4.25 | 23.46 | 11,208 | -373 | 3,004 |
| 12 Dec | 786.35 | 16.5 | 5.65 | 26.86 | 8,959 | 121 | 3,394 |
| 11 Dec | 799.10 | 10.85 | -0.40 | 25.60 | 5,103 | -413 | 3,267 |
| 10 Dec | 799.90 | 11.25 | -2.55 | 26.46 | 7,549 | 1 | 3,702 |
| 9 Dec | 798.75 | 13.8 | 6.95 | 28.96 | 8,458 | -252 | 3,705 |
| 6 Dec | 816.80 | 6.85 | -9.55 | 25.03 | 11,736 | 384 | 3,987 |
| 5 Dec | 792.55 | 16.4 | -3.00 | 26.41 | 7,578 | 129 | 3,606 |
| 4 Dec | 788.10 | 19.4 | 5.20 | 27.05 | 8,803 | 495 | 3,478 |
| 3 Dec | 801.25 | 14.2 | -5.20 | 26.30 | 6,048 | 208 | 2,991 |
| 2 Dec | 790.05 | 19.4 | -1.80 | 27.27 | 5,429 | -18 | 2,790 |
| 29 Nov | 786.45 | 21.2 | -5.80 | 26.88 | 2,878 | 63 | 2,798 |
| 28 Nov | 779.45 | 27 | 2.50 | 29.78 | 4,150 | 1,054 | 2,733 |
| 27 Nov | 783.95 | 24.5 | -1.70 | 28.60 | 1,940 | 413 | 1,675 |
| 26 Nov | 783.00 | 26.2 | 5.40 | 29.60 | 3,051 | 712 | 1,264 |
| 25 Nov | 796.60 | 20.8 | -1.45 | 29.68 | 1,261 | 141 | 549 |
| 22 Nov | 791.00 | 22.25 | -10.85 | 28.70 | 498 | 73 | 481 |
| 21 Nov | 773.85 | 33.1 | 4.20 | 29.83 | 626 | -50 | 407 |
| 20 Nov | 783.20 | 28.9 | 0.00 | 29.06 | 847 | 212 | 457 |
| 19 Nov | 783.20 | 28.9 | -4.60 | 29.06 | 847 | 212 | 457 |
| 18 Nov | 771.90 | 33.5 | 1.35 | 28.60 | 207 | 63 | 245 |
| 14 Nov | 774.30 | 32.15 | 4.45 | 28.11 | 146 | 51 | 183 |
| 13 Nov | 786.25 | 27.7 | 0.30 | 28.57 | 147 | 42 | 132 |
| 12 Nov | 784.85 | 27.4 | 7.45 | 27.19 | 150 | 84 | 90 |
| 11 Nov | 804.70 | 19.95 | -3.85 | 27.69 | 17 | 6 | 6 |
| 8 Nov | 805.45 | 23.8 | 0.00 | 2.36 | 0 | 0 | 0 |
| 7 Nov | 819.75 | 23.8 | 0.00 | 3.99 | 0 | 0 | 0 |
| 6 Nov | 839.70 | 23.8 | 0.00 | 5.59 | 0 | 0 | 0 |
| 5 Nov | 835.65 | 23.8 | 0.00 | 5.14 | 0 | 0 | 0 |
| 4 Nov | 824.10 | 23.8 | 4.17 | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 790 expiring on 26DEC2024
Delta for 790 PE is -0.86
Historical price for 790 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 68.15, which was 24.15 higher than the previous day. The implied volatity was 59.12, the open interest changed by -178 which decreased total open position to 2675
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 44, which was 8.65 higher than the previous day. The implied volatity was 29.63, the open interest changed by -358 which decreased total open position to 2863
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 35.35, which was 16.90 higher than the previous day. The implied volatity was 32.28, the open interest changed by -614 which decreased total open position to 3219
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 18.45, which was 4.20 higher than the previous day. The implied volatity was 28.50, the open interest changed by 631 which increased total open position to 3841
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 14.25, which was 2.00 higher than the previous day. The implied volatity was 24.92, the open interest changed by 252 which increased total open position to 3212
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 12.25, which was -4.25 lower than the previous day. The implied volatity was 23.46, the open interest changed by -373 which decreased total open position to 3004
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 16.5, which was 5.65 higher than the previous day. The implied volatity was 26.86, the open interest changed by 121 which increased total open position to 3394
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 10.85, which was -0.40 lower than the previous day. The implied volatity was 25.60, the open interest changed by -413 which decreased total open position to 3267
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 11.25, which was -2.55 lower than the previous day. The implied volatity was 26.46, the open interest changed by 1 which increased total open position to 3702
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 13.8, which was 6.95 higher than the previous day. The implied volatity was 28.96, the open interest changed by -252 which decreased total open position to 3705
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 6.85, which was -9.55 lower than the previous day. The implied volatity was 25.03, the open interest changed by 384 which increased total open position to 3987
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 16.4, which was -3.00 lower than the previous day. The implied volatity was 26.41, the open interest changed by 129 which increased total open position to 3606
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 19.4, which was 5.20 higher than the previous day. The implied volatity was 27.05, the open interest changed by 495 which increased total open position to 3478
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 14.2, which was -5.20 lower than the previous day. The implied volatity was 26.30, the open interest changed by 208 which increased total open position to 2991
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 19.4, which was -1.80 lower than the previous day. The implied volatity was 27.27, the open interest changed by -18 which decreased total open position to 2790
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 21.2, which was -5.80 lower than the previous day. The implied volatity was 26.88, the open interest changed by 63 which increased total open position to 2798
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 27, which was 2.50 higher than the previous day. The implied volatity was 29.78, the open interest changed by 1054 which increased total open position to 2733
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 24.5, which was -1.70 lower than the previous day. The implied volatity was 28.60, the open interest changed by 413 which increased total open position to 1675
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 26.2, which was 5.40 higher than the previous day. The implied volatity was 29.60, the open interest changed by 712 which increased total open position to 1264
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 20.8, which was -1.45 lower than the previous day. The implied volatity was 29.68, the open interest changed by 141 which increased total open position to 549
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 22.25, which was -10.85 lower than the previous day. The implied volatity was 28.70, the open interest changed by 73 which increased total open position to 481
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 33.1, which was 4.20 higher than the previous day. The implied volatity was 29.83, the open interest changed by -50 which decreased total open position to 407
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 28.9, which was 0.00 lower than the previous day. The implied volatity was 29.06, the open interest changed by 212 which increased total open position to 457
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 28.9, which was -4.60 lower than the previous day. The implied volatity was 29.06, the open interest changed by 212 which increased total open position to 457
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 33.5, which was 1.35 higher than the previous day. The implied volatity was 28.60, the open interest changed by 63 which increased total open position to 245
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 32.15, which was 4.45 higher than the previous day. The implied volatity was 28.11, the open interest changed by 51 which increased total open position to 183
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 27.7, which was 0.30 higher than the previous day. The implied volatity was 28.57, the open interest changed by 42 which increased total open position to 132
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 27.4, which was 7.45 higher than the previous day. The implied volatity was 27.19, the open interest changed by 84 which increased total open position to 90
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 19.95, which was -3.85 lower than the previous day. The implied volatity was 27.69, the open interest changed by 6 which increased total open position to 6
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 23.8, which was 0.00 lower than the previous day. The implied volatity was 2.36, 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 23.8, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 23.8, which was 0.00 lower than the previous day. The implied volatity was 5.59, 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 23.8, which was 0.00 lower than the previous day. The implied volatity was 5.14, 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 23.8, which was lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0
