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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 800 CE
Delta: 0.30
Vega: 0.53
Theta: -0.53
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 774.30 6.9 -5.85 24.61 8,147.719 937.509 3,965.018
13 Nov 786.25 12.75 1.00 26.92 9,854.456 154.772 3,024.421
12 Nov 784.85 11.75 -12.05 25.72 10,734.842 1,562.386 2,891.263
11 Nov 804.70 23.8 -6.50 27.53 7,883.719 218.842 1,341.228
8 Nov 805.45 30.3 -14.70 35.22 3,557.053 648.807 1,110.421
7 Nov 819.75 45 -11.80 38.76 854.912 32.421 473.579
6 Nov 839.70 56.8 1.70 35.75 341.965 30.491 441.158
5 Nov 835.65 55.1 3.30 37.49 525.684 62.526 410.667
4 Nov 824.10 51.8 -11.80 42.45 519.509 88.772 346.211
1 Nov 843.45 63.6 1.05 37.95 57.123 15.053 256.281
31 Oct 834.05 62.55 -4.05 - 198.386 64.07 240.456
30 Oct 840.20 66.6 -1.15 - 192.596 25.474 177.158
29 Oct 842.75 67.75 -25.45 - 335.018 81.053 154
28 Oct 878.45 93.2 11.20 - 41.684 9.649 72.561
25 Oct 864.30 82 -13.30 - 44.386 18.526 62.912
24 Oct 880.00 95.3 3.30 - 26.246 6.561 44.386
23 Oct 877.65 92 -2.15 - 20.456 11.965 36.281
22 Oct 879.50 94.15 -30.75 - 28.175 21.614 24.316
21 Oct 903.30 124.9 0.00 - 0 0.772 0
18 Oct 910.15 124.9 15.90 - 1.544 0.772 2.702
17 Oct 891.60 109 -27.85 - 1.544 0.772 1.544
16 Oct 907.45 136.85 0.00 - 0 0.386 0
15 Oct 917.30 136.85 -1.80 - 0.386 0 0.386
14 Oct 928.25 138.65 0.00 - 0 0 0
11 Oct 930.70 138.65 0.00 - 0 0 0
10 Oct 928.50 138.65 0.00 - 0 0 0
9 Oct 939.15 138.65 0.00 - 0 0.386 0
8 Oct 919.80 138.65 -199.00 - 0.386 0 0
7 Oct 927.85 337.65 0.00 - 0 0 0
4 Oct 930.75 337.65 337.65 - 0 0 0
3 Oct 925.70 0 0.00 - 0 0 0
1 Oct 965.20 0 0.00 - 0 0 0
30 Sept 974.65 0 0.00 - 0 0 0
27 Sept 993.00 0 0.00 - 0 0 0
26 Sept 993.15 0 0.00 - 0 0 0
24 Sept 977.30 0 0.00 - 0 0 0
23 Sept 971.80 0 0.00 - 0 0 0
19 Sept 967.00 0 0.00 - 0 0 0
18 Sept 962.05 0 0.00 - 0 0 0
16 Sept 988.40 0 0.00 - 0 0 0
13 Sept 992.10 0 - 0 0 0


For Tata Motors Limited - strike price 800 expiring on 28NOV2024

Delta for 800 CE is 0.30

Historical price for 800 CE is as follows

On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 6.9, which was -5.85 lower than the previous day. The implied volatity was 24.61, the open interest changed by 2429 which increased total open position to 10273


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 12.75, which was 1.00 higher than the previous day. The implied volatity was 26.92, the open interest changed by 401 which increased total open position to 7836


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 11.75, which was -12.05 lower than the previous day. The implied volatity was 25.72, the open interest changed by 4048 which increased total open position to 7491


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 23.8, which was -6.50 lower than the previous day. The implied volatity was 27.53, the open interest changed by 567 which increased total open position to 3475


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 30.3, which was -14.70 lower than the previous day. The implied volatity was 35.22, the open interest changed by 1681 which increased total open position to 2877


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 45, which was -11.80 lower than the previous day. The implied volatity was 38.76, the open interest changed by 84 which increased total open position to 1227


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 56.8, which was 1.70 higher than the previous day. The implied volatity was 35.75, the open interest changed by 79 which increased total open position to 1143


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 55.1, which was 3.30 higher than the previous day. The implied volatity was 37.49, the open interest changed by 162 which increased total open position to 1064


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 51.8, which was -11.80 lower than the previous day. The implied volatity was 42.45, the open interest changed by 230 which increased total open position to 897


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 63.6, which was 1.05 higher than the previous day. The implied volatity was 37.95, the open interest changed by 39 which increased total open position to 664


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 62.55, which was -4.05 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 66.6, which was -1.15 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 67.75, which was -25.45 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 93.2, which was 11.20 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 82, which was -13.30 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 95.3, which was 3.30 higher 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 92, which was -2.15 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 94.15, which was -30.75 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 124.9, 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 124.9, which was 15.90 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 109, which was -27.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct TATAMOTORS was trading at 907.45. The strike last trading price was 136.85, 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 15 Oct TATAMOTORS was trading at 917.30. The strike last trading price was 136.85, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct TATAMOTORS was trading at 928.25. The strike last trading price was 138.65, 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 11 Oct TATAMOTORS was trading at 930.70. The strike last trading price was 138.65, 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 138.65, 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 138.65, 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 138.65, which was -199.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct TATAMOTORS was trading at 927.85. The strike last trading price was 337.65, 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 4 Oct TATAMOTORS was trading at 930.75. The strike last trading price was 337.65, which was 337.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct TATAMOTORS was trading at 925.70. 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 1 Oct TATAMOTORS was trading at 965.20. 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 30 Sept TATAMOTORS was trading at 974.65. 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 27 Sept TATAMOTORS was trading at 993.00. 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 26 Sept TATAMOTORS was trading at 993.15. 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 24 Sept TATAMOTORS was trading at 977.30. 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 23 Sept TATAMOTORS was trading at 971.80. 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 19 Sept TATAMOTORS was trading at 967.00. 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 18 Sept TATAMOTORS was trading at 962.05. 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 16 Sept TATAMOTORS was trading at 988.40. 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 13 Sept TATAMOTORS was trading at 992.10. 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 800 PE
Delta: -0.69
Vega: 0.54
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 774.30 28.55 5.90 25.95 2,931.018 -101.895 2,139.404
13 Nov 786.25 22.65 -1.55 26.97 3,191.158 -79.895 2,238.982
12 Nov 784.85 24.2 9.30 26.77 7,132.246 -292.947 2,447.404
11 Nov 804.70 14.9 -9.90 27.48 15,820.316 13.123 2,807.509
8 Nov 805.45 24.8 3.70 38.15 7,318.667 846.421 2,777.018
7 Nov 819.75 21.1 9.20 42.17 2,975.404 585.123 1,915.158
6 Nov 839.70 11.9 -4.20 36.37 1,341.228 85.298 1,330.421
5 Nov 835.65 16.1 -6.50 39.77 1,939.088 -18.526 1,246.281
4 Nov 824.10 22.6 3.65 42.76 2,323.123 55.193 1,265.193
1 Nov 843.45 18.95 -2.10 43.60 233.895 35.895 1,212.316
31 Oct 834.05 21.05 1.60 - 1,198.035 247.404 1,174.105
30 Oct 840.20 19.45 1.55 - 891.965 97.263 920.14
29 Oct 842.75 17.9 10.05 - 2,802.105 264 821.333
28 Oct 878.45 7.85 -2.65 - 566.211 61.368 557.719
25 Oct 864.30 10.5 2.40 - 569.298 159.018 496.351
24 Oct 880.00 8.1 -1.00 - 291.018 -10.807 336.947
23 Oct 877.65 9.1 0.95 - 283.298 50.175 348.14
22 Oct 879.50 8.15 2.50 - 443.474 105.754 297.965
21 Oct 903.30 5.65 1.65 - 127.754 24.702 191.439
18 Oct 910.15 4 -2.45 - 108.842 8.491 167.123
17 Oct 891.60 6.45 1.75 - 132.772 24.702 158.246
16 Oct 907.45 4.7 1.00 - 77.193 38.982 133.544
15 Oct 917.30 3.7 0.55 - 43.228 16.211 94.561
14 Oct 928.25 3.15 -0.70 - 54.807 23.158 77.965
11 Oct 930.70 3.85 -0.55 - 24.702 5.404 54.807
10 Oct 928.50 4.4 0.40 - 25.088 7.719 49.789
9 Oct 939.15 4 -1.60 - 22 -1.158 42.07
8 Oct 919.80 5.6 -0.40 - 79.509 -4.246 43.228
7 Oct 927.85 6 -1.00 - 14.667 2.316 47.474
4 Oct 930.75 7 1.00 - 44.772 5.789 45.158
3 Oct 925.70 6 2.10 - 37.053 23.93 38.982
1 Oct 965.20 3.9 0.35 - 46.702 11.193 18.14
30 Sept 974.65 3.55 0.55 - 13.123 0.772 6.947
27 Sept 993.00 3 -2.45 - 3.474 2.316 6.175
26 Sept 993.15 5.45 -2.45 - 0.386 0 3.474
24 Sept 977.30 7.9 2.90 - 0.386 0 3.088
23 Sept 971.80 5 -0.20 - 2.702 2.316 2.702
19 Sept 967.00 5.2 0.20 - 0.386 0 0.386
18 Sept 962.05 5 -1.00 - 0.386 0 0.772
16 Sept 988.40 6 2.00 - 0.386 0 0.772
13 Sept 992.10 4 - 0.772 0 0.386


For Tata Motors Limited - strike price 800 expiring on 28NOV2024

Delta for 800 PE is -0.69

Historical price for 800 PE is as follows

On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 28.55, which was 5.90 higher than the previous day. The implied volatity was 25.95, the open interest changed by -264 which decreased total open position to 5543


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 22.65, which was -1.55 lower than the previous day. The implied volatity was 26.97, the open interest changed by -207 which decreased total open position to 5801


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 24.2, which was 9.30 higher than the previous day. The implied volatity was 26.77, the open interest changed by -759 which decreased total open position to 6341


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 14.9, which was -9.90 lower than the previous day. The implied volatity was 27.48, the open interest changed by 34 which increased total open position to 7274


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 24.8, which was 3.70 higher than the previous day. The implied volatity was 38.15, the open interest changed by 2193 which increased total open position to 7195


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 21.1, which was 9.20 higher than the previous day. The implied volatity was 42.17, the open interest changed by 1516 which increased total open position to 4962


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 11.9, which was -4.20 lower than the previous day. The implied volatity was 36.37, the open interest changed by 221 which increased total open position to 3447


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 16.1, which was -6.50 lower than the previous day. The implied volatity was 39.77, the open interest changed by -48 which decreased total open position to 3229


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 22.6, which was 3.65 higher than the previous day. The implied volatity was 42.76, the open interest changed by 143 which increased total open position to 3278


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 18.95, which was -2.10 lower than the previous day. The implied volatity was 43.60, the open interest changed by 93 which increased total open position to 3141


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 21.05, which was 1.60 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 19.45, 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 17.9, which was 10.05 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 7.85, which was -2.65 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 10.5, 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 24 Oct TATAMOTORS was trading at 880.00. The strike last trading price was 8.1, 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 9.1, which was 0.95 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 8.15, which was 2.50 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 5.65, 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 18 Oct TATAMOTORS was trading at 910.15. The strike last trading price was 4, which was -2.45 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 6.45, 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 16 Oct TATAMOTORS was trading at 907.45. The strike last trading price was 4.7, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct TATAMOTORS was trading at 917.30. The strike last trading price was 3.7, 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 14 Oct TATAMOTORS was trading at 928.25. The strike last trading price was 3.15, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct TATAMOTORS was trading at 930.70. The strike last trading price was 3.85, which was -0.55 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 4.4, which was 0.40 higher 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 4, which was -1.60 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 5.6, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct TATAMOTORS was trading at 927.85. The strike last trading price was 6, 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 4 Oct TATAMOTORS was trading at 930.75. The strike last trading price was 7, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct TATAMOTORS was trading at 925.70. The strike last trading price was 6, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct TATAMOTORS was trading at 965.20. The strike last trading price was 3.9, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept TATAMOTORS was trading at 974.65. The strike last trading price was 3.55, 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 27 Sept TATAMOTORS was trading at 993.00. The strike last trading price was 3, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept TATAMOTORS was trading at 993.15. The strike last trading price was 5.45, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept TATAMOTORS was trading at 977.30. The strike last trading price was 7.9, which was 2.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept TATAMOTORS was trading at 971.80. The strike last trading price was 5, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept TATAMOTORS was trading at 967.00. The strike last trading price was 5.2, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept TATAMOTORS was trading at 962.05. The strike last trading price was 5, 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 16 Sept TATAMOTORS was trading at 988.40. The strike last trading price was 6, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept TATAMOTORS was trading at 992.10. The strike last trading price was 4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to