TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
TATAMOTORS 26DEC2024 820 CE | ||||||||||
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Delta: 0.02
Vega: 0.04
Theta: -0.17
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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 | |||
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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 0.02
Historical price for 820 CE is as follows
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 | |||||||
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Delta: -0.91
Vega: 0.15
Theta: -0.68
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
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 -0.91
Historical price for 820 PE is as follows
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