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

774.3 -11.95 (-1.52%)

Back to Option Chain


Historical option data for TATAMOTORS

14 Nov 2024 04:11 PM IST
TATAMOTORS 28NOV2024 810 CE
Delta: 0.22
Vega: 0.45
Theta: -0.45
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 774.30 4.75 -4.45 25.16 3,062.632 208.035 1,815.579
13 Nov 786.25 9.2 0.50 26.92 3,360.596 37.053 1,613.333
12 Nov 784.85 8.7 -9.55 26.26 6,073.158 786.982 1,597.895
11 Nov 804.70 18.25 -7.05 27.20 9,094.105 -18.912 817.86
8 Nov 805.45 25.3 -13.70 35.01 4,178.842 633.368 836
7 Nov 819.75 39 -10.40 38.63 427.263 88.386 194.526
6 Nov 839.70 49.4 1.35 35.09 177.93 28.175 106.14
5 Nov 835.65 48.05 2.55 36.86 257.825 -39.754 77.965
4 Nov 824.10 45.5 -11.25 41.89 416.07 46.316 118.105
1 Nov 843.45 56.75 1.15 37.83 3.86 0.772 71.404
31 Oct 834.05 55.6 -4.15 - 30.491 14.281 71.018
30 Oct 840.20 59.75 -1.05 - 41.684 10.035 57.123
29 Oct 842.75 60.8 -137.00 - 97.263 47.86 47.86
28 Oct 878.45 197.8 0.00 - 0 0 0
25 Oct 864.30 197.8 0.00 - 0 0 0
24 Oct 880.00 197.8 0.00 - 0 0 0
23 Oct 877.65 197.8 0.00 - 0 0 0
22 Oct 879.50 197.8 0.00 - 0 0 0
21 Oct 903.30 197.8 0.00 - 0 0 0
18 Oct 910.15 197.8 0.00 - 0 0 0
17 Oct 891.60 197.8 197.80 - 0 0 0
16 Oct 907.45 0 0.00 - 0 0 0
15 Oct 917.30 0 0.00 - 0 0 0
14 Oct 928.25 0 0.00 - 0 0 0
11 Oct 930.70 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 0.00 - 0 0 0
7 Oct 927.85 0 0.00 - 0 0 0
4 Oct 930.75 0 0.00 - 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 0 0


For Tata Motors Limited - strike price 810 expiring on 28NOV2024

Delta for 810 CE is 0.22

Historical price for 810 CE is as follows

On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 4.75, which was -4.45 lower than the previous day. The implied volatity was 25.16, the open interest changed by 539 which increased total open position to 4704


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 9.2, which was 0.50 higher than the previous day. The implied volatity was 26.92, the open interest changed by 96 which increased total open position to 4180


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 8.7, which was -9.55 lower than the previous day. The implied volatity was 26.26, the open interest changed by 2039 which increased total open position to 4140


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 18.25, which was -7.05 lower than the previous day. The implied volatity was 27.20, the open interest changed by -49 which decreased total open position to 2119


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 25.3, which was -13.70 lower than the previous day. The implied volatity was 35.01, the open interest changed by 1641 which increased total open position to 2166


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 39, which was -10.40 lower than the previous day. The implied volatity was 38.63, the open interest changed by 229 which increased total open position to 504


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 49.4, which was 1.35 higher than the previous day. The implied volatity was 35.09, the open interest changed by 73 which increased total open position to 275


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 48.05, which was 2.55 higher than the previous day. The implied volatity was 36.86, the open interest changed by -103 which decreased total open position to 202


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 45.5, which was -11.25 lower than the previous day. The implied volatity was 41.89, the open interest changed by 120 which increased total open position to 306


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 56.75, which was 1.15 higher than the previous day. The implied volatity was 37.83, the open interest changed by 2 which increased total open position to 185


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 55.6, which was -4.15 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 59.75, which was -1.05 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 60.8, which was -137.00 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 197.8, 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 197.8, 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 197.8, 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 197.8, 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 197.8, 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 197.8, 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 197.8, 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 17 Oct TATAMOTORS was trading at 891.60. The strike last trading price was 197.8, which was 197.80 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 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 15 Oct TATAMOTORS was trading at 917.30. 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 14 Oct TATAMOTORS was trading at 928.25. 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 11 Oct TATAMOTORS was trading at 930.70. 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 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 0.00 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 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 4 Oct TATAMOTORS was trading at 930.75. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATAMOTORS 28NOV2024 810 PE
Delta: -0.76
Vega: 0.47
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 774.30 36.65 7.30 27.32 239.298 -18.912 362.807
13 Nov 786.25 29.35 -1.65 27.47 567.368 -5.018 383.649
12 Nov 784.85 31 11.70 27.27 2,107.368 -208.807 386.737
11 Nov 804.70 19.3 -10.20 26.93 7,924.632 66.386 598.246
8 Nov 805.45 29.5 4.60 37.91 3,135.965 187.965 530.702
7 Nov 819.75 24.9 10.35 41.72 943.298 64.456 344.667
6 Nov 839.70 14.55 -4.60 35.82 584.351 28.561 283.684
5 Nov 835.65 19.15 -7.05 39.21 490.561 -17.368 253.965
4 Nov 824.10 26.2 4.30 42.14 1,098.456 127.368 270.175
1 Nov 843.45 21.9 -2.40 43.00 30.105 -0.772 143.193
31 Oct 834.05 24.3 1.80 - 319.965 47.088 143.193
30 Oct 840.20 22.5 1.65 - 106.14 18.526 95.719
29 Oct 842.75 20.85 11.65 - 317.649 50.947 77.193
28 Oct 878.45 9.2 -2.95 - 50.561 18.526 27.018
25 Oct 864.30 12.15 2.15 - 14.281 6.175 8.491
24 Oct 880.00 10 5.45 - 2.316 1.93 1.93
23 Oct 877.65 4.55 0.00 - 0 0 0
22 Oct 879.50 4.55 0.00 - 0 0 0
21 Oct 903.30 4.55 0.00 - 0 0 0
18 Oct 910.15 4.55 0.00 - 0 0 0
17 Oct 891.60 4.55 4.55 - 0 0 0
16 Oct 907.45 0 0.00 - 0 0 0
15 Oct 917.30 0 0.00 - 0 0 0
14 Oct 928.25 0 0.00 - 0 0 0
11 Oct 930.70 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 0.00 - 0 0 0
7 Oct 927.85 0 0.00 - 0 0 0
4 Oct 930.75 0 0.00 - 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 0 0


For Tata Motors Limited - strike price 810 expiring on 28NOV2024

Delta for 810 PE is -0.76

Historical price for 810 PE is as follows

On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 36.65, which was 7.30 higher than the previous day. The implied volatity was 27.32, the open interest changed by -49 which decreased total open position to 940


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 29.35, which was -1.65 lower than the previous day. The implied volatity was 27.47, the open interest changed by -13 which decreased total open position to 994


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 31, which was 11.70 higher than the previous day. The implied volatity was 27.27, the open interest changed by -541 which decreased total open position to 1002


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 19.3, which was -10.20 lower than the previous day. The implied volatity was 26.93, the open interest changed by 172 which increased total open position to 1550


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 29.5, which was 4.60 higher than the previous day. The implied volatity was 37.91, the open interest changed by 487 which increased total open position to 1375


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 24.9, which was 10.35 higher than the previous day. The implied volatity was 41.72, the open interest changed by 167 which increased total open position to 893


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 14.55, which was -4.60 lower than the previous day. The implied volatity was 35.82, the open interest changed by 74 which increased total open position to 735


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 19.15, which was -7.05 lower than the previous day. The implied volatity was 39.21, the open interest changed by -45 which decreased total open position to 658


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 26.2, which was 4.30 higher than the previous day. The implied volatity was 42.14, the open interest changed by 330 which increased total open position to 700


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 21.9, which was -2.40 lower than the previous day. The implied volatity was 43.00, the open interest changed by -2 which decreased total open position to 371


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 24.3, which was 1.80 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 22.5, 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 29 Oct TATAMOTORS was trading at 842.75. The strike last trading price was 20.85, which was 11.65 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 9.2, which was -2.95 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 12.15, which was 2.15 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 10, which was 5.45 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 4.55, 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 4.55, 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 4.55, 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 4.55, 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 17 Oct TATAMOTORS was trading at 891.60. The strike last trading price was 4.55, which was 4.55 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 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 15 Oct TATAMOTORS was trading at 917.30. 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 14 Oct TATAMOTORS was trading at 928.25. 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 11 Oct TATAMOTORS was trading at 930.70. 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 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 0.00 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 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 4 Oct TATAMOTORS was trading at 930.75. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to