TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 790 CE | ||||||||||
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Delta: 0.31
Vega: 0.38
Theta: -0.76
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.85 | 5.4 | -4.30 | 25.91 | 7,093.649 | 315.333 | 1,416.491 | |||
| 20 Nov | 783.20 | 9.7 | 0.00 | 25.45 | 10,739.088 | -445.789 | 1,086.877 | |||
| 19 Nov | 783.20 | 9.7 | 2.45 | 25.45 | 10,739.088 | -460.07 | 1,086.877 | |||
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| 18 Nov | 771.90 | 7.25 | -2.60 | 26.33 | 5,589.158 | 65.614 | 1,547.719 | |||
| 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 0.31
Historical price for 790 CE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 5.4, which was -4.30 lower than the previous day. The implied volatity was 25.91, the open interest changed by 817 which increased total open position to 3670
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 9.7, which was 0.00 lower than the previous day. The implied volatity was 25.45, the open interest changed by -1155 which decreased total open position to 2816
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 9.7, which was 2.45 higher than the previous day. The implied volatity was 25.45, the open interest changed by -1192 which decreased total open position to 2816
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 7.25, which was -2.60 lower than the previous day. The implied volatity was 26.33, the open interest changed by 170 which increased total open position to 4010
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: -0.66
Vega: 0.39
Theta: -0.70
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.85 | 21.6 | 4.60 | 30.36 | 2,502.211 | -182.175 | 805.895 |
| 20 Nov | 783.20 | 17 | 0.00 | 27.93 | 7,653.684 | 234.281 | 995.789 |
| 19 Nov | 783.20 | 17 | -5.75 | 27.93 | 7,653.684 | 242 | 995.789 |
| 18 Nov | 771.90 | 22.75 | 1.20 | 26.67 | 1,251.298 | -49.404 | 754.561 |
| 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 -0.66
Historical price for 790 PE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 21.6, which was 4.60 higher than the previous day. The implied volatity was 30.36, the open interest changed by -472 which decreased total open position to 2088
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 17, which was 0.00 lower than the previous day. The implied volatity was 27.93, the open interest changed by 607 which increased total open position to 2580
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 17, which was -5.75 lower than the previous day. The implied volatity was 27.93, the open interest changed by 627 which increased total open position to 2580
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 22.75, which was 1.20 higher than the previous day. The implied volatity was 26.67, the open interest changed by -128 which decreased total open position to 1955
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
