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

724.05 -20.00 (-2.69%)

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Historical option data for TATAMOTORS

20 Dec 2024 04:11 PM IST
TATAMOTORS 26DEC2024 800 CE
Delta: 0.04
Vega: 0.07
Theta: -0.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 724.05 0.55 -1.30 41.84 45,853 -2,639 26,073
19 Dec 744.05 1.85 -1.30 37.97 32,850 -57 28,518
18 Dec 755.70 3.15 -4.00 34.80 40,783 2,698 28,562
17 Dec 779.75 7.15 -1.80 29.22 44,139 3,624 25,928
16 Dec 784.80 8.95 -2.60 27.45 19,220 2,454 22,316
13 Dec 790.30 11.55 0.05 24.34 45,882 -1,047 19,882
12 Dec 786.35 11.5 -6.75 25.83 28,252 5,040 20,903
11 Dec 799.10 18.25 -1.90 26.11 17,792 -332 15,892
10 Dec 799.90 20.15 0.35 26.70 34,202 831 16,254
9 Dec 798.75 19.8 -11.60 26.26 22,055 3,087 15,518
6 Dec 816.80 31.4 14.15 23.96 52,545 -3,990 12,635
5 Dec 792.55 17.25 0.15 24.25 29,750 -596 16,644
4 Dec 788.10 17.1 -4.70 26.32 26,112 5,139 17,290
3 Dec 801.25 21.8 3.35 23.95 28,819 -291 12,160
2 Dec 790.05 18.45 -1.65 25.50 20,809 2,524 12,440
29 Nov 786.45 20.1 1.20 27.00 15,113 1,051 9,970
28 Nov 779.45 18.9 -1.80 28.27 14,869 1,773 8,918
27 Nov 783.95 20.7 -0.30 27.84 7,389 1,534 7,136
26 Nov 783.00 21 -7.45 28.12 7,898 1,713 5,576
25 Nov 796.60 28.45 3.05 28.47 6,674 1,463 3,855
22 Nov 791.00 25.4 7.60 25.56 5,539 155 2,547
21 Nov 773.85 17.8 -4.35 26.84 3,036 402 2,395
20 Nov 783.20 22.15 0.00 26.87 4,233 394 1,987
19 Nov 783.20 22.15 3.50 26.87 4,233 388 1,987
18 Nov 771.90 18.65 -2.90 27.01 2,755 362 1,597
14 Nov 774.30 21.55 -6.70 26.76 1,364 341 1,234
13 Nov 786.25 28.25 2.55 27.88 947 278 889
12 Nov 784.85 25.7 -12.25 26.08 859 364 606
11 Nov 804.70 37.95 -6.20 26.83 749 -11 241
8 Nov 805.45 44.15 -12.35 31.89 437 219 251
7 Nov 819.75 56.5 -14.50 32.37 28 9 23
6 Nov 839.70 71 2.00 33.44 7 1 14
5 Nov 835.65 69 7.00 34.33 6 2 13
4 Nov 824.10 62 -152.90 34.51 12 10 10
1 Nov 843.45 214.9 0.00 - 0 0 0
31 Oct 834.05 214.9 214.90 - 0 0 0
30 Oct 840.20 0 0.00 - 0 0 0
29 Oct 842.75 0 - 0 0 0


For Tata Motors Limited - strike price 800 expiring on 26DEC2024

Delta for 800 CE is 0.04

Historical price for 800 CE is as follows

On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.55, which was -1.30 lower than the previous day. The implied volatity was 41.84, the open interest changed by -2639 which decreased total open position to 26073


On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 1.85, which was -1.30 lower than the previous day. The implied volatity was 37.97, the open interest changed by -57 which decreased total open position to 28518


On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 3.15, which was -4.00 lower than the previous day. The implied volatity was 34.80, the open interest changed by 2698 which increased total open position to 28562


On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 7.15, which was -1.80 lower than the previous day. The implied volatity was 29.22, the open interest changed by 3624 which increased total open position to 25928


On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 8.95, which was -2.60 lower than the previous day. The implied volatity was 27.45, the open interest changed by 2454 which increased total open position to 22316


On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 11.55, which was 0.05 higher than the previous day. The implied volatity was 24.34, the open interest changed by -1047 which decreased total open position to 19882


On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 11.5, which was -6.75 lower than the previous day. The implied volatity was 25.83, the open interest changed by 5040 which increased total open position to 20903


On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 18.25, which was -1.90 lower than the previous day. The implied volatity was 26.11, the open interest changed by -332 which decreased total open position to 15892


On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 20.15, which was 0.35 higher than the previous day. The implied volatity was 26.70, the open interest changed by 831 which increased total open position to 16254


On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 19.8, which was -11.60 lower than the previous day. The implied volatity was 26.26, the open interest changed by 3087 which increased total open position to 15518


On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 31.4, which was 14.15 higher than the previous day. The implied volatity was 23.96, the open interest changed by -3990 which decreased total open position to 12635


On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 17.25, which was 0.15 higher than the previous day. The implied volatity was 24.25, the open interest changed by -596 which decreased total open position to 16644


On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 17.1, which was -4.70 lower than the previous day. The implied volatity was 26.32, the open interest changed by 5139 which increased total open position to 17290


On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 21.8, which was 3.35 higher than the previous day. The implied volatity was 23.95, the open interest changed by -291 which decreased total open position to 12160


On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 18.45, which was -1.65 lower than the previous day. The implied volatity was 25.50, the open interest changed by 2524 which increased total open position to 12440


On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 20.1, which was 1.20 higher than the previous day. The implied volatity was 27.00, the open interest changed by 1051 which increased total open position to 9970


On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 18.9, which was -1.80 lower than the previous day. The implied volatity was 28.27, the open interest changed by 1773 which increased total open position to 8918


On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 20.7, which was -0.30 lower than the previous day. The implied volatity was 27.84, the open interest changed by 1534 which increased total open position to 7136


On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 21, which was -7.45 lower than the previous day. The implied volatity was 28.12, the open interest changed by 1713 which increased total open position to 5576


On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 28.45, which was 3.05 higher than the previous day. The implied volatity was 28.47, the open interest changed by 1463 which increased total open position to 3855


On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 25.4, which was 7.60 higher than the previous day. The implied volatity was 25.56, the open interest changed by 155 which increased total open position to 2547


On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 17.8, which was -4.35 lower than the previous day. The implied volatity was 26.84, the open interest changed by 402 which increased total open position to 2395


On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 22.15, which was 0.00 lower than the previous day. The implied volatity was 26.87, the open interest changed by 394 which increased total open position to 1987


On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 22.15, which was 3.50 higher than the previous day. The implied volatity was 26.87, the open interest changed by 388 which increased total open position to 1987


On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 18.65, which was -2.90 lower than the previous day. The implied volatity was 27.01, the open interest changed by 362 which increased total open position to 1597


On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 21.55, which was -6.70 lower than the previous day. The implied volatity was 26.76, the open interest changed by 341 which increased total open position to 1234


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 28.25, which was 2.55 higher than the previous day. The implied volatity was 27.88, the open interest changed by 278 which increased total open position to 889


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 25.7, which was -12.25 lower than the previous day. The implied volatity was 26.08, the open interest changed by 364 which increased total open position to 606


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 37.95, which was -6.20 lower than the previous day. The implied volatity was 26.83, the open interest changed by -11 which decreased total open position to 241


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 44.15, which was -12.35 lower than the previous day. The implied volatity was 31.89, the open interest changed by 219 which increased total open position to 251


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 56.5, which was -14.50 lower than the previous day. The implied volatity was 32.37, the open interest changed by 9 which increased total open position to 23


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 71, which was 2.00 higher than the previous day. The implied volatity was 33.44, the open interest changed by 1 which increased total open position to 14


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 69, which was 7.00 higher than the previous day. The implied volatity was 34.33, the open interest changed by 2 which increased total open position to 13


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 62, which was -152.90 lower than the previous day. The implied volatity was 34.51, the open interest changed by 10 which increased total open position to 10


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 214.9, 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 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 214.9, which was 214.90 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 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 29 Oct TATAMOTORS was trading at 842.75. 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 26DEC2024 800 PE
Delta: -0.88
Vega: 0.19
Theta: -0.78
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 724.05 77.75 24.10 62.95 1,701 -519 5,797
19 Dec 744.05 53.65 9.30 32.17 1,248 -291 6,323
18 Dec 755.70 44.35 19.10 34.62 5,761 -566 6,776
17 Dec 779.75 25.25 4.95 29.15 7,894 185 7,339
16 Dec 784.80 20.3 2.80 25.07 4,061 56 7,154
13 Dec 790.30 17.5 -4.70 23.48 7,467 -648 7,097
12 Dec 786.35 22.2 7.00 27.10 6,991 19 7,789
11 Dec 799.10 15.2 -0.30 25.61 9,580 -35 7,794
10 Dec 799.90 15.5 -2.70 26.47 15,377 95 7,812
9 Dec 798.75 18.2 8.60 28.98 19,024 -60 7,682
6 Dec 816.80 9.6 -11.70 24.82 16,561 615 7,740
5 Dec 792.55 21.3 -3.25 26.42 6,751 144 7,137
4 Dec 788.10 24.55 6.10 26.92 7,721 892 6,997
3 Dec 801.25 18.45 -5.90 26.19 7,345 323 6,106
2 Dec 790.05 24.35 -1.75 27.11 4,622 750 5,786
29 Nov 786.45 26.1 -6.40 26.30 2,555 31 5,032
28 Nov 779.45 32.5 2.95 29.69 4,617 958 4,997
27 Nov 783.95 29.55 -2.00 28.27 2,753 265 4,032
26 Nov 783.00 31.55 6.60 29.57 4,690 996 3,759
25 Nov 796.60 24.95 -2.10 29.19 4,087 1,076 2,708
22 Nov 791.00 27.05 -12.35 28.74 970 95 1,727
21 Nov 773.85 39.4 5.10 30.30 963 174 1,630
20 Nov 783.20 34.3 0.00 29.06 2,292 426 1,462
19 Nov 783.20 34.3 -4.65 29.06 2,292 432 1,462
18 Nov 771.90 38.95 0.85 28.13 541 127 1,031
14 Nov 774.30 38.1 5.65 28.40 376 69 903
13 Nov 786.25 32.45 -0.35 28.27 261 36 834
12 Nov 784.85 32.8 9.00 27.40 1,041 115 800
11 Nov 804.70 23.8 -8.20 27.43 982 145 686
8 Nov 805.45 32 4.00 33.52 480 125 539
7 Nov 819.75 28 8.50 35.92 219 76 414
6 Nov 839.70 19.5 -4.05 33.33 174 31 339
5 Nov 835.65 23.55 -5.95 35.47 126 11 309
4 Nov 824.10 29.5 2.80 37.13 200 127 300
1 Nov 843.45 26.7 -1.40 39.21 14 3 173
31 Oct 834.05 28.1 2.40 - 184 128 168
30 Oct 840.20 25.7 2.20 - 22 11 40
29 Oct 842.75 23.5 - 41 21 21


For Tata Motors Limited - strike price 800 expiring on 26DEC2024

Delta for 800 PE is -0.88

Historical price for 800 PE is as follows

On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 77.75, which was 24.10 higher than the previous day. The implied volatity was 62.95, the open interest changed by -519 which decreased total open position to 5797


On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 53.65, which was 9.30 higher than the previous day. The implied volatity was 32.17, the open interest changed by -291 which decreased total open position to 6323


On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 44.35, which was 19.10 higher than the previous day. The implied volatity was 34.62, the open interest changed by -566 which decreased total open position to 6776


On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 25.25, which was 4.95 higher than the previous day. The implied volatity was 29.15, the open interest changed by 185 which increased total open position to 7339


On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 20.3, which was 2.80 higher than the previous day. The implied volatity was 25.07, the open interest changed by 56 which increased total open position to 7154


On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 17.5, which was -4.70 lower than the previous day. The implied volatity was 23.48, the open interest changed by -648 which decreased total open position to 7097


On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 22.2, which was 7.00 higher than the previous day. The implied volatity was 27.10, the open interest changed by 19 which increased total open position to 7789


On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 15.2, which was -0.30 lower than the previous day. The implied volatity was 25.61, the open interest changed by -35 which decreased total open position to 7794


On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 15.5, which was -2.70 lower than the previous day. The implied volatity was 26.47, the open interest changed by 95 which increased total open position to 7812


On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 18.2, which was 8.60 higher than the previous day. The implied volatity was 28.98, the open interest changed by -60 which decreased total open position to 7682


On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 9.6, which was -11.70 lower than the previous day. The implied volatity was 24.82, the open interest changed by 615 which increased total open position to 7740


On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 21.3, which was -3.25 lower than the previous day. The implied volatity was 26.42, the open interest changed by 144 which increased total open position to 7137


On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 24.55, which was 6.10 higher than the previous day. The implied volatity was 26.92, the open interest changed by 892 which increased total open position to 6997


On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 18.45, which was -5.90 lower than the previous day. The implied volatity was 26.19, the open interest changed by 323 which increased total open position to 6106


On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 24.35, which was -1.75 lower than the previous day. The implied volatity was 27.11, the open interest changed by 750 which increased total open position to 5786


On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 26.1, which was -6.40 lower than the previous day. The implied volatity was 26.30, the open interest changed by 31 which increased total open position to 5032


On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 32.5, which was 2.95 higher than the previous day. The implied volatity was 29.69, the open interest changed by 958 which increased total open position to 4997


On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 29.55, which was -2.00 lower than the previous day. The implied volatity was 28.27, the open interest changed by 265 which increased total open position to 4032


On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 31.55, which was 6.60 higher than the previous day. The implied volatity was 29.57, the open interest changed by 996 which increased total open position to 3759


On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 24.95, which was -2.10 lower than the previous day. The implied volatity was 29.19, the open interest changed by 1076 which increased total open position to 2708


On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 27.05, which was -12.35 lower than the previous day. The implied volatity was 28.74, the open interest changed by 95 which increased total open position to 1727


On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 39.4, which was 5.10 higher than the previous day. The implied volatity was 30.30, the open interest changed by 174 which increased total open position to 1630


On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 34.3, which was 0.00 lower than the previous day. The implied volatity was 29.06, the open interest changed by 426 which increased total open position to 1462


On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 34.3, which was -4.65 lower than the previous day. The implied volatity was 29.06, the open interest changed by 432 which increased total open position to 1462


On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 38.95, which was 0.85 higher than the previous day. The implied volatity was 28.13, the open interest changed by 127 which increased total open position to 1031


On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 38.1, which was 5.65 higher than the previous day. The implied volatity was 28.40, the open interest changed by 69 which increased total open position to 903


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 32.45, which was -0.35 lower than the previous day. The implied volatity was 28.27, the open interest changed by 36 which increased total open position to 834


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 32.8, which was 9.00 higher than the previous day. The implied volatity was 27.40, the open interest changed by 115 which increased total open position to 800


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 23.8, which was -8.20 lower than the previous day. The implied volatity was 27.43, the open interest changed by 145 which increased total open position to 686


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 32, which was 4.00 higher than the previous day. The implied volatity was 33.52, the open interest changed by 125 which increased total open position to 539


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 28, which was 8.50 higher than the previous day. The implied volatity was 35.92, the open interest changed by 76 which increased total open position to 414


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 19.5, which was -4.05 lower than the previous day. The implied volatity was 33.33, the open interest changed by 31 which increased total open position to 339


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 23.55, which was -5.95 lower than the previous day. The implied volatity was 35.47, the open interest changed by 11 which increased total open position to 309


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 29.5, which was 2.80 higher than the previous day. The implied volatity was 37.13, the open interest changed by 127 which increased total open position to 300


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 26.7, which was -1.40 lower than the previous day. The implied volatity was 39.21, the open interest changed by 3 which increased total open position to 173


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 28.1, which was 2.40 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 25.7, which was 2.20 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 23.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to