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

774.3 -11.95 (-1.52%)

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Historical option data for TATAMOTORS

14 Nov 2024 04:11 PM IST
TATAMOTORS 28NOV2024 790 CE
Delta: 0.39
Vega: 0.58
Theta: -0.58
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 774.30 9.85 -7.25 24.06 6,058.105 380.175 1,489.439
13 Nov 786.25 17.1 1.35 26.81 7,515.509 113.86 1,111.965
12 Nov 784.85 15.75 -14.20 25.39 4,314.316 818.246 1,008.526
11 Nov 804.70 29.95 -6.45 28.01 641.088 31.649 189.123
8 Nov 805.45 36.4 -15.20 35.74 595.544 99.193 158.632
7 Nov 819.75 51.6 -12.80 39.03 47.86 18.912 59.439
6 Nov 839.70 64.4 2.35 36.09 21.228 5.789 40.14
5 Nov 835.65 62.05 3.80 37.35 15.053 5.404 34.351
4 Nov 824.10 58.25 -8.05 42.68 31.263 13.509 28.947
1 Nov 843.45 66.3 0.00 0.00 0 4.632 0
31 Oct 834.05 66.3 -9.30 - 5.404 4.246 15.053
30 Oct 840.20 75.6 0.55 - 3.86 0.386 10.421
29 Oct 842.75 75.05 -141.05 - 13.895 11.193 11.193
28 Oct 878.45 216.1 0.00 - 0 0 0
25 Oct 864.30 216.1 0.00 - 0 0 0
24 Oct 880.00 216.1 0.00 - 0 0 0
23 Oct 877.65 216.1 0.00 - 0 0 0
22 Oct 879.50 216.1 0.00 - 0 0 0
21 Oct 903.30 216.1 0.00 - 0 0 0
18 Oct 910.15 216.1 216.10 - 0 0 0
17 Oct 891.60 0 0.00 - 0 0 0
10 Oct 928.50 0 0.00 - 0 0 0
9 Oct 939.15 0 0.00 - 0 0 0
8 Oct 919.80 0 - 0 0 0


For Tata Motors Limited - strike price 790 expiring on 28NOV2024

Delta for 790 CE is 0.39

Historical price for 790 CE is as follows

On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 9.85, which was -7.25 lower than the previous day. The implied volatity was 24.06, the open interest changed by 985 which increased total open position to 3859


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 17.1, which was 1.35 higher than the previous day. The implied volatity was 26.81, the open interest changed by 295 which increased total open position to 2881


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 15.75, which was -14.20 lower than the previous day. The implied volatity was 25.39, the open interest changed by 2120 which increased total open position to 2613


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 29.95, which was -6.45 lower than the previous day. The implied volatity was 28.01, the open interest changed by 82 which increased total open position to 490


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 36.4, which was -15.20 lower than the previous day. The implied volatity was 35.74, the open interest changed by 257 which increased total open position to 411


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 51.6, which was -12.80 lower than the previous day. The implied volatity was 39.03, the open interest changed by 49 which increased total open position to 154


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 64.4, which was 2.35 higher than the previous day. The implied volatity was 36.09, the open interest changed by 15 which increased total open position to 104


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 62.05, which was 3.80 higher than the previous day. The implied volatity was 37.35, the open interest changed by 14 which increased total open position to 89


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 58.25, which was -8.05 lower than the previous day. The implied volatity was 42.68, the open interest changed by 35 which increased total open position to 75


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 66.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 66.3, which was -9.30 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 75.6, which was 0.55 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 75.05, which was -141.05 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 216.1, 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 216.1, 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 216.1, 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 216.1, 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 216.1, 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 216.1, 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 216.1, which was 216.10 higher 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 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 10 Oct TATAMOTORS was trading at 928.50. 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 9 Oct TATAMOTORS was trading at 939.15. 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 8 Oct TATAMOTORS was trading at 919.80. 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 790 PE
Delta: -0.60
Vega: 0.59
Theta: -0.40
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 774.30 21.55 4.55 25.30 2,942.211 -68.316 802.421
13 Nov 786.25 17 -1.40 26.79 4,315.86 138.561 878.07
12 Nov 784.85 18.4 7.25 26.61 5,733.509 136.632 741.825
11 Nov 804.70 11.15 -9.40 27.81 4,841.158 200.702 610.211
8 Nov 805.45 20.55 3.15 38.56 1,822.912 219.614 407.579
7 Nov 819.75 17.4 7.75 42.13 631.825 82.982 187.579
6 Nov 839.70 9.65 -3.55 36.92 464.316 6.561 108.07
5 Nov 835.65 13.2 -5.95 39.95 471.263 -39.754 104.596
4 Nov 824.10 19.15 2.80 43.06 481.298 54.421 143.965
1 Nov 843.45 16.35 -1.75 44.24 40.526 6.561 89.158
31 Oct 834.05 18.1 1.45 - 251.649 32.421 82.211
30 Oct 840.20 16.65 1.55 - 92.246 18.14 50.175
29 Oct 842.75 15.1 8.40 - 89.544 22 31.263
28 Oct 878.45 6.7 3.65 - 33.965 8.491 8.491
25 Oct 864.30 3.05 0.00 - 0 0 0
24 Oct 880.00 3.05 0.00 - 0 0 0
23 Oct 877.65 3.05 0.00 - 0 0 0
22 Oct 879.50 3.05 0.00 - 0 0 0
21 Oct 903.30 3.05 0.00 - 0 0 0
18 Oct 910.15 3.05 3.05 - 0 0 0
17 Oct 891.60 0 0.00 - 0 0 0
10 Oct 928.50 0 0.00 - 0 0 0
9 Oct 939.15 0 0.00 - 0 0 0
8 Oct 919.80 0 - 0 0 0


For Tata Motors Limited - strike price 790 expiring on 28NOV2024

Delta for 790 PE is -0.60

Historical price for 790 PE is as follows

On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 21.55, which was 4.55 higher than the previous day. The implied volatity was 25.30, the open interest changed by -177 which decreased total open position to 2079


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 17, which was -1.40 lower than the previous day. The implied volatity was 26.79, the open interest changed by 359 which increased total open position to 2275


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 18.4, which was 7.25 higher than the previous day. The implied volatity was 26.61, the open interest changed by 354 which increased total open position to 1922


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 11.15, which was -9.40 lower than the previous day. The implied volatity was 27.81, the open interest changed by 520 which increased total open position to 1581


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 20.55, which was 3.15 higher than the previous day. The implied volatity was 38.56, the open interest changed by 569 which increased total open position to 1056


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 17.4, which was 7.75 higher than the previous day. The implied volatity was 42.13, the open interest changed by 215 which increased total open position to 486


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 9.65, which was -3.55 lower than the previous day. The implied volatity was 36.92, the open interest changed by 17 which increased total open position to 280


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 13.2, which was -5.95 lower than the previous day. The implied volatity was 39.95, the open interest changed by -103 which decreased total open position to 271


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 19.15, which was 2.80 higher than the previous day. The implied volatity was 43.06, the open interest changed by 141 which increased total open position to 373


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 16.35, which was -1.75 lower than the previous day. The implied volatity was 44.24, the open interest changed by 17 which increased total open position to 231


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 18.1, which was 1.45 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 16.65, 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 15.1, which was 8.40 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 6.7, which was 3.65 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 3.05, 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 3.05, 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 3.05, 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 3.05, 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 3.05, 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 3.05, which was 3.05 higher 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 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 10 Oct TATAMOTORS was trading at 928.50. 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 9 Oct TATAMOTORS was trading at 939.15. 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 8 Oct TATAMOTORS was trading at 919.80. 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