TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 810 CE | ||||||||||
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Delta: 0.03
Vega: 0.06
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 0.45 | -0.85 | 44.59 | 12,478 | -1,703 | 10,141 | |||
| 19 Dec | 744.05 | 1.3 | -0.95 | 39.40 | 10,837 | -916 | 11,815 | |||
| 18 Dec | 755.70 | 2.25 | -2.45 | 36.21 | 18,174 | 990 | 12,740 | |||
| 17 Dec | 779.75 | 4.7 | -1.30 | 29.49 | 15,940 | 560 | 11,753 | |||
| 16 Dec | 784.80 | 6 | -1.95 | 27.69 | 9,721 | 1,003 | 11,236 | |||
| 13 Dec | 790.30 | 7.95 | -0.20 | 24.49 | 20,805 | -596 | 10,264 | |||
| 12 Dec | 786.35 | 8.15 | -5.40 | 26.01 | 13,917 | 1,732 | 10,869 | |||
| 11 Dec | 799.10 | 13.55 | -1.85 | 26.05 | 14,233 | -39 | 9,161 | |||
| 10 Dec | 799.90 | 15.4 | 0.15 | 26.81 | 29,284 | 1,160 | 9,223 | |||
| 9 Dec | 798.75 | 15.25 | -9.60 | 26.46 | 21,923 | 3,526 | 8,120 | |||
| 6 Dec | 816.80 | 24.85 | 11.80 | 23.69 | 30,787 | -604 | 4,629 | |||
| 5 Dec | 792.55 | 13.05 | 0.15 | 24.30 | 8,830 | -243 | 5,235 | |||
| 4 Dec | 788.10 | 12.9 | -4.00 | 25.96 | 10,895 | 1,502 | 5,479 | |||
| 3 Dec | 801.25 | 16.9 | 2.85 | 23.91 | 11,798 | 849 | 4,001 | |||
| 2 Dec | 790.05 | 14.05 | -1.60 | 25.14 | 6,567 | 900 | 3,158 | |||
| 29 Nov | 786.45 | 15.65 | 0.80 | 26.69 | 4,263 | 134 | 2,278 | |||
| 28 Nov | 779.45 | 14.85 | -1.45 | 27.87 | 4,520 | 235 | 2,126 | |||
| 27 Nov | 783.95 | 16.3 | -0.50 | 27.32 | 1,836 | 239 | 1,891 | |||
| 26 Nov | 783.00 | 16.8 | -6.50 | 27.80 | 1,977 | 320 | 1,649 | |||
| 25 Nov | 796.60 | 23.3 | 2.90 | 28.03 | 3,162 | 873 | 1,338 | |||
| 22 Nov | 791.00 | 20.4 | 6.20 | 25.12 | 900 | 22 | 487 | |||
| 21 Nov | 773.85 | 14.2 | -3.85 | 26.63 | 544 | 67 | 464 | |||
| 20 Nov | 783.20 | 18.05 | 0.00 | 26.68 | 693 | 46 | 396 | |||
| 19 Nov | 783.20 | 18.05 | 3.05 | 26.68 | 693 | 45 | 396 | |||
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| 18 Nov | 771.90 | 15 | -2.50 | 26.77 | 624 | 159 | 349 | |||
| 14 Nov | 774.30 | 17.5 | -5.20 | 26.40 | 238 | 32 | 190 | |||
| 13 Nov | 786.25 | 22.7 | 2.65 | 26.71 | 207 | -2 | 159 | |||
| 12 Nov | 784.85 | 20.05 | -12.30 | 24.71 | 207 | 78 | 162 | |||
| 11 Nov | 804.70 | 32.35 | -6.90 | 26.54 | 151 | 63 | 83 | |||
| 8 Nov | 805.45 | 39.25 | -25.10 | 32.05 | 52 | 20 | 20 | |||
| 7 Nov | 819.75 | 64.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 839.70 | 64.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 64.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 824.10 | 64.35 | 64.35 | - | 0 | 0 | 0 | |||
| 1 Nov | 843.45 | 0 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 810 expiring on 26DEC2024
Delta for 810 CE is 0.03
Historical price for 810 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.45, which was -0.85 lower than the previous day. The implied volatity was 44.59, the open interest changed by -1703 which decreased total open position to 10141
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 1.3, which was -0.95 lower than the previous day. The implied volatity was 39.40, the open interest changed by -916 which decreased total open position to 11815
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 2.25, which was -2.45 lower than the previous day. The implied volatity was 36.21, the open interest changed by 990 which increased total open position to 12740
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 4.7, which was -1.30 lower than the previous day. The implied volatity was 29.49, the open interest changed by 560 which increased total open position to 11753
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 6, which was -1.95 lower than the previous day. The implied volatity was 27.69, the open interest changed by 1003 which increased total open position to 11236
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 7.95, which was -0.20 lower than the previous day. The implied volatity was 24.49, the open interest changed by -596 which decreased total open position to 10264
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 8.15, which was -5.40 lower than the previous day. The implied volatity was 26.01, the open interest changed by 1732 which increased total open position to 10869
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 13.55, which was -1.85 lower than the previous day. The implied volatity was 26.05, the open interest changed by -39 which decreased total open position to 9161
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 15.4, which was 0.15 higher than the previous day. The implied volatity was 26.81, the open interest changed by 1160 which increased total open position to 9223
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 15.25, which was -9.60 lower than the previous day. The implied volatity was 26.46, the open interest changed by 3526 which increased total open position to 8120
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 24.85, which was 11.80 higher than the previous day. The implied volatity was 23.69, the open interest changed by -604 which decreased total open position to 4629
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 13.05, which was 0.15 higher than the previous day. The implied volatity was 24.30, the open interest changed by -243 which decreased total open position to 5235
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 12.9, which was -4.00 lower than the previous day. The implied volatity was 25.96, the open interest changed by 1502 which increased total open position to 5479
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 16.9, which was 2.85 higher than the previous day. The implied volatity was 23.91, the open interest changed by 849 which increased total open position to 4001
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 14.05, which was -1.60 lower than the previous day. The implied volatity was 25.14, the open interest changed by 900 which increased total open position to 3158
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 15.65, which was 0.80 higher than the previous day. The implied volatity was 26.69, the open interest changed by 134 which increased total open position to 2278
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 14.85, which was -1.45 lower than the previous day. The implied volatity was 27.87, the open interest changed by 235 which increased total open position to 2126
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 16.3, which was -0.50 lower than the previous day. The implied volatity was 27.32, the open interest changed by 239 which increased total open position to 1891
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 16.8, which was -6.50 lower than the previous day. The implied volatity was 27.80, the open interest changed by 320 which increased total open position to 1649
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 23.3, which was 2.90 higher than the previous day. The implied volatity was 28.03, the open interest changed by 873 which increased total open position to 1338
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 20.4, which was 6.20 higher than the previous day. The implied volatity was 25.12, the open interest changed by 22 which increased total open position to 487
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 14.2, which was -3.85 lower than the previous day. The implied volatity was 26.63, the open interest changed by 67 which increased total open position to 464
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was 26.68, the open interest changed by 46 which increased total open position to 396
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 18.05, which was 3.05 higher than the previous day. The implied volatity was 26.68, the open interest changed by 45 which increased total open position to 396
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 15, which was -2.50 lower than the previous day. The implied volatity was 26.77, the open interest changed by 159 which increased total open position to 349
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 17.5, which was -5.20 lower than the previous day. The implied volatity was 26.40, the open interest changed by 32 which increased total open position to 190
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 22.7, which was 2.65 higher than the previous day. The implied volatity was 26.71, the open interest changed by -2 which decreased total open position to 159
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 20.05, which was -12.30 lower than the previous day. The implied volatity was 24.71, the open interest changed by 78 which increased total open position to 162
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 32.35, which was -6.90 lower than the previous day. The implied volatity was 26.54, the open interest changed by 63 which increased total open position to 83
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 39.25, which was -25.10 lower than the previous day. The implied volatity was 32.05, the open interest changed by 20 which increased total open position to 20
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 64.35, 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 64.35, 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 64.35, 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 64.35, which was 64.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 0, 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 810 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.16
Theta: -0.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 87.05 | 23.70 | 64.46 | 514 | -143 | 1,806 |
| 19 Dec | 744.05 | 63.35 | 10.15 | 34.07 | 251 | -124 | 1,950 |
| 18 Dec | 755.70 | 53.2 | 20.30 | 34.91 | 683 | -229 | 2,078 |
| 17 Dec | 779.75 | 32.9 | 5.45 | 29.74 | 1,368 | -175 | 2,307 |
| 16 Dec | 784.80 | 27.45 | 3.50 | 25.27 | 890 | -46 | 2,485 |
| 13 Dec | 790.30 | 23.95 | -4.85 | 23.71 | 2,086 | -258 | 2,530 |
| 12 Dec | 786.35 | 28.8 | 8.35 | 27.36 | 1,846 | -181 | 2,788 |
| 11 Dec | 799.10 | 20.45 | -0.20 | 25.54 | 3,134 | -75 | 2,973 |
| 10 Dec | 799.90 | 20.65 | -2.80 | 26.50 | 5,876 | -5 | 3,048 |
| 9 Dec | 798.75 | 23.45 | 10.40 | 28.95 | 13,338 | 7 | 3,050 |
| 6 Dec | 816.80 | 13.05 | -13.95 | 24.55 | 9,042 | 1,417 | 3,019 |
| 5 Dec | 792.55 | 27 | -3.45 | 26.45 | 2,504 | 131 | 1,600 |
| 4 Dec | 788.10 | 30.45 | 7.00 | 26.79 | 1,572 | 194 | 1,469 |
| 3 Dec | 801.25 | 23.45 | -6.55 | 26.08 | 2,429 | 169 | 1,265 |
| 2 Dec | 790.05 | 30 | -1.50 | 26.94 | 1,126 | 120 | 1,088 |
| 29 Nov | 786.45 | 31.5 | -6.75 | 25.68 | 643 | 30 | 936 |
| 28 Nov | 779.45 | 38.25 | 2.45 | 29.19 | 988 | 142 | 906 |
| 27 Nov | 783.95 | 35.8 | -1.50 | 28.62 | 303 | 61 | 763 |
| 26 Nov | 783.00 | 37.3 | 7.30 | 29.34 | 626 | -54 | 700 |
| 25 Nov | 796.60 | 30 | -3.75 | 29.06 | 1,307 | 583 | 751 |
| 22 Nov | 791.00 | 33.75 | -12.00 | 30.17 | 94 | 1 | 169 |
| 21 Nov | 773.85 | 45.75 | 5.75 | 30.30 | 57 | 26 | 167 |
| 20 Nov | 783.20 | 40 | 0.00 | 28.82 | 138 | 29 | 141 |
| 19 Nov | 783.20 | 40 | -5.60 | 28.82 | 138 | 29 | 141 |
| 18 Nov | 771.90 | 45.6 | 1.60 | 28.37 | 89 | 53 | 111 |
| 14 Nov | 774.30 | 44 | 5.00 | 28.16 | 25 | 8 | 55 |
| 13 Nov | 786.25 | 39 | 1.90 | 29.18 | 9 | 2 | 48 |
| 12 Nov | 784.85 | 37.1 | 9.20 | 26.12 | 26 | 6 | 46 |
| 11 Nov | 804.70 | 27.9 | -8.60 | 26.96 | 59 | 23 | 39 |
| 8 Nov | 805.45 | 36.5 | 7.05 | 33.25 | 10 | 6 | 15 |
| 7 Nov | 819.75 | 29.45 | 4.55 | 33.46 | 9 | 5 | 7 |
| 6 Nov | 839.70 | 24.9 | -16.70 | 35.12 | 2 | 1 | 2 |
| 5 Nov | 835.65 | 41.6 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 824.10 | 41.6 | 10.30 | 43.80 | 1 | 0 | 0 |
| 1 Nov | 843.45 | 31.3 | 3.94 | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 810 expiring on 26DEC2024
Delta for 810 PE is -0.90
Historical price for 810 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 87.05, which was 23.70 higher than the previous day. The implied volatity was 64.46, the open interest changed by -143 which decreased total open position to 1806
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 63.35, which was 10.15 higher than the previous day. The implied volatity was 34.07, the open interest changed by -124 which decreased total open position to 1950
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 53.2, which was 20.30 higher than the previous day. The implied volatity was 34.91, the open interest changed by -229 which decreased total open position to 2078
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 32.9, which was 5.45 higher than the previous day. The implied volatity was 29.74, the open interest changed by -175 which decreased total open position to 2307
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 27.45, which was 3.50 higher than the previous day. The implied volatity was 25.27, the open interest changed by -46 which decreased total open position to 2485
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 23.95, which was -4.85 lower than the previous day. The implied volatity was 23.71, the open interest changed by -258 which decreased total open position to 2530
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 28.8, which was 8.35 higher than the previous day. The implied volatity was 27.36, the open interest changed by -181 which decreased total open position to 2788
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 20.45, which was -0.20 lower than the previous day. The implied volatity was 25.54, the open interest changed by -75 which decreased total open position to 2973
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 20.65, which was -2.80 lower than the previous day. The implied volatity was 26.50, the open interest changed by -5 which decreased total open position to 3048
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 23.45, which was 10.40 higher than the previous day. The implied volatity was 28.95, the open interest changed by 7 which increased total open position to 3050
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 13.05, which was -13.95 lower than the previous day. The implied volatity was 24.55, the open interest changed by 1417 which increased total open position to 3019
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 27, which was -3.45 lower than the previous day. The implied volatity was 26.45, the open interest changed by 131 which increased total open position to 1600
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 30.45, which was 7.00 higher than the previous day. The implied volatity was 26.79, the open interest changed by 194 which increased total open position to 1469
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 23.45, which was -6.55 lower than the previous day. The implied volatity was 26.08, the open interest changed by 169 which increased total open position to 1265
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 30, which was -1.50 lower than the previous day. The implied volatity was 26.94, the open interest changed by 120 which increased total open position to 1088
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 31.5, which was -6.75 lower than the previous day. The implied volatity was 25.68, the open interest changed by 30 which increased total open position to 936
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 38.25, which was 2.45 higher than the previous day. The implied volatity was 29.19, the open interest changed by 142 which increased total open position to 906
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 35.8, which was -1.50 lower than the previous day. The implied volatity was 28.62, the open interest changed by 61 which increased total open position to 763
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 37.3, which was 7.30 higher than the previous day. The implied volatity was 29.34, the open interest changed by -54 which decreased total open position to 700
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 30, which was -3.75 lower than the previous day. The implied volatity was 29.06, the open interest changed by 583 which increased total open position to 751
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 33.75, which was -12.00 lower than the previous day. The implied volatity was 30.17, the open interest changed by 1 which increased total open position to 169
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 45.75, which was 5.75 higher than the previous day. The implied volatity was 30.30, the open interest changed by 26 which increased total open position to 167
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 28.82, the open interest changed by 29 which increased total open position to 141
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 40, which was -5.60 lower than the previous day. The implied volatity was 28.82, the open interest changed by 29 which increased total open position to 141
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 45.6, which was 1.60 higher than the previous day. The implied volatity was 28.37, the open interest changed by 53 which increased total open position to 111
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 44, which was 5.00 higher than the previous day. The implied volatity was 28.16, the open interest changed by 8 which increased total open position to 55
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 39, which was 1.90 higher than the previous day. The implied volatity was 29.18, the open interest changed by 2 which increased total open position to 48
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 37.1, which was 9.20 higher than the previous day. The implied volatity was 26.12, the open interest changed by 6 which increased total open position to 46
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 27.9, which was -8.60 lower than the previous day. The implied volatity was 26.96, the open interest changed by 23 which increased total open position to 39
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 36.5, which was 7.05 higher than the previous day. The implied volatity was 33.25, the open interest changed by 6 which increased total open position to 15
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 29.45, which was 4.55 higher than the previous day. The implied volatity was 33.46, the open interest changed by 5 which increased total open position to 7
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 24.9, which was -16.70 lower than the previous day. The implied volatity was 35.12, the open interest changed by 1 which increased total open position to 2
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 41.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 41.6, which was 10.30 higher than the previous day. The implied volatity was 43.80, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 31.3, which was lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
