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

740.8 4.70 (0.64%)

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Historical option data for TATAMOTORS

26 Dec 2024 04:11 PM IST
TATAMOTORS 26DEC2024 820 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 740.80 0.05 0.00 - 669 -238 12,201
24 Dec 736.10 0.05 -0.10 - 4,425 -590 12,457
23 Dec 722.20 0.15 -0.15 - 7,012 -1,280 13,003
20 Dec 724.05 0.3 -0.70 45.71 13,240 -1,152 14,497
19 Dec 744.05 1 -0.65 41.51 12,218 -1,217 15,665
18 Dec 755.70 1.65 -1.65 37.79 18,213 -415 16,880
17 Dec 779.75 3.3 -0.80 30.78 15,434 543 17,345
16 Dec 784.80 4.1 -1.45 28.52 11,267 733 16,821
13 Dec 790.30 5.55 -0.25 25.20 20,161 -745 16,125
12 Dec 786.35 5.8 -4.10 26.56 15,656 1,240 16,894
11 Dec 799.10 9.9 -1.60 26.23 14,280 265 15,664
10 Dec 799.90 11.5 -0.10 26.91 27,943 748 15,457
9 Dec 798.75 11.6 -7.90 26.83 37,508 4,946 14,739
6 Dec 816.80 19.5 9.90 23.91 38,605 3,583 9,861
5 Dec 792.55 9.6 -0.10 24.27 8,311 46 6,297
4 Dec 788.10 9.7 -3.20 25.96 8,821 833 6,258
3 Dec 801.25 12.9 2.20 23.98 9,989 837 5,438
2 Dec 790.05 10.7 -1.30 25.19 6,597 641 4,617
29 Nov 786.45 12 0.30 26.35 5,080 351 3,984
28 Nov 779.45 11.7 -1.15 27.83 5,300 328 3,627
27 Nov 783.95 12.85 -0.40 27.20 2,755 549 3,298
26 Nov 783.00 13.25 -5.70 27.56 4,186 978 2,752
25 Nov 796.60 18.95 2.20 27.82 3,321 800 1,773
22 Nov 791.00 16.75 5.45 25.44 1,454 142 1,115
21 Nov 773.85 11.3 -3.25 26.61 974 64 972
20 Nov 783.20 14.55 0.00 26.54 1,288 200 910
19 Nov 783.20 14.55 2.15 26.54 1,288 202 910
18 Nov 771.90 12.4 -1.85 27.12 826 167 707
14 Nov 774.30 14.25 -5.30 26.33 430 52 532
13 Nov 786.25 19.55 2.05 27.32 365 62 479
12 Nov 784.85 17.5 -10.00 25.74 533 39 413
11 Nov 804.70 27.5 -6.95 26.45 614 241 372
8 Nov 805.45 34.45 -12.05 31.95 225 72 131
7 Nov 819.75 46.5 -10.65 33.42 76 22 54
6 Nov 839.70 57.15 1.45 32.31 11 0 31
5 Nov 835.65 55.7 3.55 33.30 22 5 30
4 Nov 824.10 52.15 -7.85 35.66 39 20 25
1 Nov 843.45 60 0.00 0.00 0 1 0
31 Oct 834.05 60 -3.95 - 1 0 4
30 Oct 840.20 63.95 0.00 - 0 4 0
29 Oct 842.75 63.95 - 4 0 0


For Tata Motors Limited - strike price 820 expiring on 26DEC2024

Delta for 820 CE is -

Historical price for 820 CE is as follows

On 26 Dec TATAMOTORS was trading at 740.80. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -238 which decreased total open position to 12201


On 24 Dec TATAMOTORS was trading at 736.10. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by -590 which decreased total open position to 12457


On 23 Dec TATAMOTORS was trading at 722.20. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by -1280 which decreased total open position to 13003


On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.3, which was -0.70 lower than the previous day. The implied volatity was 45.71, the open interest changed by -1152 which decreased total open position to 14497


On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 1, which was -0.65 lower than the previous day. The implied volatity was 41.51, the open interest changed by -1217 which decreased total open position to 15665


On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 1.65, which was -1.65 lower than the previous day. The implied volatity was 37.79, the open interest changed by -415 which decreased total open position to 16880


On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 3.3, which was -0.80 lower than the previous day. The implied volatity was 30.78, the open interest changed by 543 which increased total open position to 17345


On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 4.1, which was -1.45 lower than the previous day. The implied volatity was 28.52, the open interest changed by 733 which increased total open position to 16821


On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 5.55, which was -0.25 lower than the previous day. The implied volatity was 25.20, the open interest changed by -745 which decreased total open position to 16125


On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 5.8, which was -4.10 lower than the previous day. The implied volatity was 26.56, the open interest changed by 1240 which increased total open position to 16894


On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 9.9, which was -1.60 lower than the previous day. The implied volatity was 26.23, the open interest changed by 265 which increased total open position to 15664


On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 11.5, which was -0.10 lower than the previous day. The implied volatity was 26.91, the open interest changed by 748 which increased total open position to 15457


On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 11.6, which was -7.90 lower than the previous day. The implied volatity was 26.83, the open interest changed by 4946 which increased total open position to 14739


On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 19.5, which was 9.90 higher than the previous day. The implied volatity was 23.91, the open interest changed by 3583 which increased total open position to 9861


On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 9.6, which was -0.10 lower than the previous day. The implied volatity was 24.27, the open interest changed by 46 which increased total open position to 6297


On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 9.7, which was -3.20 lower than the previous day. The implied volatity was 25.96, the open interest changed by 833 which increased total open position to 6258


On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 12.9, which was 2.20 higher than the previous day. The implied volatity was 23.98, the open interest changed by 837 which increased total open position to 5438


On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 10.7, which was -1.30 lower than the previous day. The implied volatity was 25.19, the open interest changed by 641 which increased total open position to 4617


On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 12, which was 0.30 higher than the previous day. The implied volatity was 26.35, the open interest changed by 351 which increased total open position to 3984


On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 11.7, which was -1.15 lower than the previous day. The implied volatity was 27.83, the open interest changed by 328 which increased total open position to 3627


On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 12.85, which was -0.40 lower than the previous day. The implied volatity was 27.20, the open interest changed by 549 which increased total open position to 3298


On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 13.25, which was -5.70 lower than the previous day. The implied volatity was 27.56, the open interest changed by 978 which increased total open position to 2752


On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 18.95, which was 2.20 higher than the previous day. The implied volatity was 27.82, the open interest changed by 800 which increased total open position to 1773


On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 16.75, which was 5.45 higher than the previous day. The implied volatity was 25.44, the open interest changed by 142 which increased total open position to 1115


On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 11.3, which was -3.25 lower than the previous day. The implied volatity was 26.61, the open interest changed by 64 which increased total open position to 972


On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 14.55, which was 0.00 lower than the previous day. The implied volatity was 26.54, the open interest changed by 200 which increased total open position to 910


On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 14.55, which was 2.15 higher than the previous day. The implied volatity was 26.54, the open interest changed by 202 which increased total open position to 910


On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 12.4, which was -1.85 lower than the previous day. The implied volatity was 27.12, the open interest changed by 167 which increased total open position to 707


On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 14.25, which was -5.30 lower than the previous day. The implied volatity was 26.33, the open interest changed by 52 which increased total open position to 532


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 19.55, which was 2.05 higher than the previous day. The implied volatity was 27.32, the open interest changed by 62 which increased total open position to 479


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 17.5, which was -10.00 lower than the previous day. The implied volatity was 25.74, the open interest changed by 39 which increased total open position to 413


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 27.5, which was -6.95 lower than the previous day. The implied volatity was 26.45, the open interest changed by 241 which increased total open position to 372


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 34.45, which was -12.05 lower than the previous day. The implied volatity was 31.95, the open interest changed by 72 which increased total open position to 131


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 46.5, which was -10.65 lower than the previous day. The implied volatity was 33.42, the open interest changed by 22 which increased total open position to 54


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 57.15, which was 1.45 higher than the previous day. The implied volatity was 32.31, the open interest changed by 0 which decreased total open position to 31


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 55.7, which was 3.55 higher than the previous day. The implied volatity was 33.30, the open interest changed by 5 which increased total open position to 30


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 52.15, which was -7.85 lower than the previous day. The implied volatity was 35.66, the open interest changed by 20 which increased total open position to 25


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 60, 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 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 60, which was -3.95 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 63.95, 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 63.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATAMOTORS 26DEC2024 820 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
26 Dec 740.80 80 -4.10 - 424 -135 960
24 Dec 736.10 84.1 -14.90 - 239 -103 1,100
23 Dec 722.20 99 2.00 - 189 -73 1,203
20 Dec 724.05 97 24.00 69.41 649 -222 1,282
19 Dec 744.05 73 10.40 33.79 513 -237 1,503
18 Dec 755.70 62.6 21.10 36.29 524 -296 1,742
17 Dec 779.75 41.5 6.05 31.17 699 -68 2,039
16 Dec 784.80 35.45 3.85 25.36 231 -29 2,109
13 Dec 790.30 31.6 -4.95 24.49 572 -133 2,137
12 Dec 786.35 36.55 9.80 28.37 821 -119 2,275
11 Dec 799.10 26.75 0.00 25.67 1,716 -137 2,393
10 Dec 799.90 26.75 -3.00 26.66 2,527 60 2,531
9 Dec 798.75 29.75 11.95 29.41 8,279 354 2,461
6 Dec 816.80 17.8 -15.75 24.93 6,207 782 2,093
5 Dec 792.55 33.55 -3.55 26.65 539 13 1,314
4 Dec 788.10 37.1 7.80 26.73 1,011 369 1,306
3 Dec 801.25 29.3 -7.10 26.11 1,288 28 936
2 Dec 790.05 36.4 -1.45 26.85 546 45 909
29 Nov 786.45 37.85 -6.35 25.38 316 60 859
28 Nov 779.45 44.2 2.60 28.18 567 189 794
27 Nov 783.95 41.6 -1.95 27.74 314 114 608
26 Nov 783.00 43.55 8.25 29.03 405 64 494
25 Nov 796.60 35.3 -3.85 28.57 998 216 432
22 Nov 791.00 39.15 -13.70 29.69 55 9 225
21 Nov 773.85 52.85 6.85 30.61 22 5 215
20 Nov 783.20 46 0.00 28.35 272 108 201
19 Nov 783.20 46 -6.95 28.35 272 99 201
18 Nov 771.90 52.95 3.70 28.88 42 12 102
14 Nov 774.30 49.25 5.10 26.73 23 -6 89
13 Nov 786.25 44.15 0.20 28.33 17 -4 98
12 Nov 784.85 43.95 10.85 26.73 44 -1 102
11 Nov 804.70 33.1 -7.65 27.03 162 49 103
8 Nov 805.45 40.75 3.80 32.43 71 20 55
7 Nov 819.75 36.95 9.75 36.12 30 16 34
6 Nov 839.70 27.2 -3.35 33.78 15 3 15
5 Nov 835.65 30.55 -12.45 34.85 16 5 11
4 Nov 824.10 43 33.15 41.13 7 5 5
1 Nov 843.45 9.85 0.00 3.11 0 0 0
31 Oct 834.05 9.85 0.00 - 0 0 0
30 Oct 840.20 9.85 0.00 - 0 0 0
29 Oct 842.75 9.85 - 0 0 0


For Tata Motors Limited - strike price 820 expiring on 26DEC2024

Delta for 820 PE is -

Historical price for 820 PE is as follows

On 26 Dec TATAMOTORS was trading at 740.80. The strike last trading price was 80, which was -4.10 lower than the previous day. The implied volatity was -, the open interest changed by -135 which decreased total open position to 960


On 24 Dec TATAMOTORS was trading at 736.10. The strike last trading price was 84.1, which was -14.90 lower than the previous day. The implied volatity was -, the open interest changed by -103 which decreased total open position to 1100


On 23 Dec TATAMOTORS was trading at 722.20. The strike last trading price was 99, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by -73 which decreased total open position to 1203


On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 97, which was 24.00 higher than the previous day. The implied volatity was 69.41, the open interest changed by -222 which decreased total open position to 1282


On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 73, which was 10.40 higher than the previous day. The implied volatity was 33.79, the open interest changed by -237 which decreased total open position to 1503


On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 62.6, which was 21.10 higher than the previous day. The implied volatity was 36.29, the open interest changed by -296 which decreased total open position to 1742


On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 41.5, which was 6.05 higher than the previous day. The implied volatity was 31.17, the open interest changed by -68 which decreased total open position to 2039


On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 35.45, which was 3.85 higher than the previous day. The implied volatity was 25.36, the open interest changed by -29 which decreased total open position to 2109


On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 31.6, which was -4.95 lower than the previous day. The implied volatity was 24.49, the open interest changed by -133 which decreased total open position to 2137


On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 36.55, which was 9.80 higher than the previous day. The implied volatity was 28.37, the open interest changed by -119 which decreased total open position to 2275


On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 26.75, which was 0.00 lower than the previous day. The implied volatity was 25.67, the open interest changed by -137 which decreased total open position to 2393


On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 26.75, which was -3.00 lower than the previous day. The implied volatity was 26.66, the open interest changed by 60 which increased total open position to 2531


On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 29.75, which was 11.95 higher than the previous day. The implied volatity was 29.41, the open interest changed by 354 which increased total open position to 2461


On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 17.8, which was -15.75 lower than the previous day. The implied volatity was 24.93, the open interest changed by 782 which increased total open position to 2093


On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 33.55, which was -3.55 lower than the previous day. The implied volatity was 26.65, the open interest changed by 13 which increased total open position to 1314


On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 37.1, which was 7.80 higher than the previous day. The implied volatity was 26.73, the open interest changed by 369 which increased total open position to 1306


On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 29.3, which was -7.10 lower than the previous day. The implied volatity was 26.11, the open interest changed by 28 which increased total open position to 936


On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 36.4, which was -1.45 lower than the previous day. The implied volatity was 26.85, the open interest changed by 45 which increased total open position to 909


On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 37.85, which was -6.35 lower than the previous day. The implied volatity was 25.38, the open interest changed by 60 which increased total open position to 859


On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 44.2, which was 2.60 higher than the previous day. The implied volatity was 28.18, the open interest changed by 189 which increased total open position to 794


On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 41.6, which was -1.95 lower than the previous day. The implied volatity was 27.74, the open interest changed by 114 which increased total open position to 608


On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 43.55, which was 8.25 higher than the previous day. The implied volatity was 29.03, the open interest changed by 64 which increased total open position to 494


On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 35.3, which was -3.85 lower than the previous day. The implied volatity was 28.57, the open interest changed by 216 which increased total open position to 432


On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 39.15, which was -13.70 lower than the previous day. The implied volatity was 29.69, the open interest changed by 9 which increased total open position to 225


On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 52.85, which was 6.85 higher than the previous day. The implied volatity was 30.61, the open interest changed by 5 which increased total open position to 215


On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 28.35, the open interest changed by 108 which increased total open position to 201


On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 46, which was -6.95 lower than the previous day. The implied volatity was 28.35, the open interest changed by 99 which increased total open position to 201


On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 52.95, which was 3.70 higher than the previous day. The implied volatity was 28.88, the open interest changed by 12 which increased total open position to 102


On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 49.25, which was 5.10 higher than the previous day. The implied volatity was 26.73, the open interest changed by -6 which decreased total open position to 89


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 44.15, which was 0.20 higher than the previous day. The implied volatity was 28.33, the open interest changed by -4 which decreased total open position to 98


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 43.95, which was 10.85 higher than the previous day. The implied volatity was 26.73, the open interest changed by -1 which decreased total open position to 102


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 33.1, which was -7.65 lower than the previous day. The implied volatity was 27.03, the open interest changed by 49 which increased total open position to 103


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 40.75, which was 3.80 higher than the previous day. The implied volatity was 32.43, the open interest changed by 20 which increased total open position to 55


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 36.95, which was 9.75 higher than the previous day. The implied volatity was 36.12, the open interest changed by 16 which increased total open position to 34


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 27.2, which was -3.35 lower than the previous day. The implied volatity was 33.78, the open interest changed by 3 which increased total open position to 15


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 30.55, which was -12.45 lower than the previous day. The implied volatity was 34.85, the open interest changed by 5 which increased total open position to 11


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 43, which was 33.15 higher than the previous day. The implied volatity was 41.13, the open interest changed by 5 which increased total open position to 5


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 9.85, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 9.85, 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 30 Oct TATAMOTORS was trading at 840.20. The strike last trading price was 9.85, 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 29 Oct TATAMOTORS was trading at 842.75. The strike last trading price was 9.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to