TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 810 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.45
Theta: -0.45
Gamma: 0.01
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| 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 | |||
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| 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
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| 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
