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

790.1 3.85 (0.49%)

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Historical option data for TATAMOTORS

14 Nov 2024 09:21 AM IST
TATAMOTORS 28NOV2024 820 CE
Delta: 0.25
Vega: 0.49
Theta: -0.52
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 786.55 6.1 -0.80 27.23 201.86 19.298 2,389.895
13 Nov 786.25 6.9 0.55 27.78 3,677.474 -69.86 2,375.614
12 Nov 784.85 6.35 -7.40 26.78 6,165.404 448.877 2,458.982
11 Nov 804.70 13.75 -6.95 26.81 16,227.509 642.632 2,008.947
8 Nov 805.45 20.7 -13.00 34.74 6,276.561 683.158 1,358.211
7 Nov 819.75 33.7 -9.30 38.74 2,279.509 373.228 666.175
6 Nov 839.70 43 0.80 35.17 930.175 -5.404 293.719
5 Nov 835.65 42.2 2.30 37.18 1,823.298 -52.877 297.579
4 Nov 824.10 39.9 -10.90 41.69 1,936 284.842 352.772
1 Nov 843.45 50.8 0.90 38.27 20.842 -4.632 67.93
31 Oct 834.05 49.9 -3.35 - 150.912 6.561 72.175
30 Oct 840.20 53.25 -1.00 - 111.93 11.965 57.895
29 Oct 842.75 54.25 -264.45 - 172.526 46.316 46.316
28 Oct 878.45 318.7 0.00 - 0 0 0
25 Oct 864.30 318.7 0.00 - 0 0 0
24 Oct 880.00 318.7 0.00 - 0 0 0
23 Oct 877.65 318.7 0.00 - 0 0 0
22 Oct 879.50 318.7 0.00 - 0 0 0
21 Oct 903.30 318.7 0.00 - 0 0 0
18 Oct 910.15 318.7 0.00 - 0 0 0
17 Oct 891.60 318.7 0.00 - 0 0 0
16 Oct 907.45 318.7 0.00 - 0 0 0
15 Oct 917.30 318.7 0.00 - 0 0 0
14 Oct 928.25 318.7 0.00 - 0 0 0
11 Oct 930.70 318.7 0.00 - 0 0 0
10 Oct 928.50 318.7 0.00 - 0 0 0
9 Oct 939.15 318.7 0.00 - 0 0 0
8 Oct 919.80 318.7 0.00 - 0 0 0
7 Oct 927.85 318.7 0.00 - 0 0 0
4 Oct 930.75 318.7 0.00 - 0 0 0
3 Oct 925.70 318.7 318.70 - 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 0.00 - 0 0 0
26 Sept 993.15 0 0.00 - 0 0 0
24 Sept 977.30 0 0.00 - 0 0 0
23 Sept 971.80 0 0.00 - 0 0 0
19 Sept 967.00 0 0.00 - 0 0 0
18 Sept 962.05 0 0.00 - 0 0 0
16 Sept 988.40 0 0.00 - 0 0 0
13 Sept 992.10 0 - 0 0 0


For Tata Motors Limited - strike price 820 expiring on 28NOV2024

Delta for 820 CE is 0.25

Historical price for 820 CE is as follows

On 14 Nov TATAMOTORS was trading at 786.55. The strike last trading price was 6.1, which was -0.80 lower than the previous day. The implied volatity was 27.23, the open interest changed by 50 which increased total open position to 6192


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 6.9, which was 0.55 higher than the previous day. The implied volatity was 27.78, the open interest changed by -181 which decreased total open position to 6155


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 6.35, which was -7.40 lower than the previous day. The implied volatity was 26.78, the open interest changed by 1163 which increased total open position to 6371


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 13.75, which was -6.95 lower than the previous day. The implied volatity was 26.81, the open interest changed by 1665 which increased total open position to 5205


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 20.7, which was -13.00 lower than the previous day. The implied volatity was 34.74, the open interest changed by 1770 which increased total open position to 3519


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 33.7, which was -9.30 lower than the previous day. The implied volatity was 38.74, the open interest changed by 967 which increased total open position to 1726


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 43, which was 0.80 higher than the previous day. The implied volatity was 35.17, the open interest changed by -14 which decreased total open position to 761


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 42.2, which was 2.30 higher than the previous day. The implied volatity was 37.18, the open interest changed by -137 which decreased total open position to 771


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 39.9, which was -10.90 lower than the previous day. The implied volatity was 41.69, the open interest changed by 738 which increased total open position to 914


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 50.8, which was 0.90 higher than the previous day. The implied volatity was 38.27, the open interest changed by -12 which decreased total open position to 176


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 49.9, which was -3.35 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 53.25, which was -1.00 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 54.25, which was -264.45 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 318.7, 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 318.7, 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 318.7, 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 318.7, 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 318.7, 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 318.7, 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 318.7, 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 318.7, 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 16 Oct TATAMOTORS was trading at 907.45. The strike last trading price was 318.7, 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 318.7, 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 318.7, 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 318.7, 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 318.7, 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 318.7, 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 318.7, 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 318.7, 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 318.7, 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 318.7, which was 318.70 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept TATAMOTORS was trading at 993.15. 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 24 Sept TATAMOTORS was trading at 977.30. 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 23 Sept TATAMOTORS was trading at 971.80. 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 19 Sept TATAMOTORS was trading at 967.00. 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 18 Sept TATAMOTORS was trading at 962.05. 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 16 Sept TATAMOTORS was trading at 988.40. 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 13 Sept TATAMOTORS was trading at 992.10. 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 820 PE
Delta: -0.74
Vega: 0.50
Theta: -0.34
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 786.55 37.55 0.50 28.71 8.491 0 600.561
13 Nov 786.25 37.05 -1.65 28.47 459.298 -63.684 600.175
12 Nov 784.85 38.7 13.90 28.08 1,359.368 -264.772 677.754
11 Nov 804.70 24.8 -10.30 26.98 9,025.789 109.614 945.228
8 Nov 805.45 35.1 5.50 38.00 3,530.035 -58.667 843.333
7 Nov 819.75 29.6 11.95 41.83 2,383.719 140.491 890.807
6 Nov 839.70 17.65 -5.25 35.27 1,154.035 -30.491 749.93
5 Nov 835.65 22.9 -7.50 39.00 2,027.474 45.544 780.807
4 Nov 824.10 30.4 5.25 41.75 2,170.281 310.316 735.263
1 Nov 843.45 25.15 -2.85 42.35 59.439 15.825 423.018
31 Oct 834.05 28 2.00 - 572 94.561 406.421
30 Oct 840.20 26 1.70 - 297.193 36.281 311.474
29 Oct 842.75 24.3 13.05 - 887.333 109.228 275.579
28 Oct 878.45 11.25 -3.75 - 175.228 15.825 166.351
25 Oct 864.30 15 3.60 - 247.018 -69.86 150.526
24 Oct 880.00 11.4 -1.20 - 99.579 -1.158 212.667
23 Oct 877.65 12.6 1.35 - 158.246 8.105 213.439
22 Oct 879.50 11.25 3.75 - 267.088 147.825 204.947
21 Oct 903.30 7.5 1.75 - 30.877 16.982 57.509
18 Oct 910.15 5.75 -2.85 - 38.211 18.912 40.14
17 Oct 891.60 8.6 4.80 - 24.702 18.912 20.842
16 Oct 907.45 3.8 0.00 - 0 0 0
15 Oct 917.30 3.8 0.00 - 0 1.93 0
14 Oct 928.25 3.8 -2.70 - 2.702 1.544 1.544
11 Oct 930.70 6.5 0.00 - 0 0 0
10 Oct 928.50 6.5 0.00 - 0 0 0
9 Oct 939.15 6.5 0.00 - 0 0 0
8 Oct 919.80 6.5 4.20 - 1.544 0.772 0.772
7 Oct 927.85 2.3 0.00 - 0 0 0
4 Oct 930.75 2.3 0.00 - 0 0 0
3 Oct 925.70 2.3 2.30 - 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 0.00 - 0 0 0
26 Sept 993.15 0 0.00 - 0 0 0
24 Sept 977.30 0 0.00 - 0 0 0
23 Sept 971.80 0 0.00 - 0 0 0
19 Sept 967.00 0 0.00 - 0 0 0
18 Sept 962.05 0 0.00 - 0 0 0
16 Sept 988.40 0 0.00 - 0 0 0
13 Sept 992.10 0 - 0 0 0


For Tata Motors Limited - strike price 820 expiring on 28NOV2024

Delta for 820 PE is -0.74

Historical price for 820 PE is as follows

On 14 Nov TATAMOTORS was trading at 786.55. The strike last trading price was 37.55, which was 0.50 higher than the previous day. The implied volatity was 28.71, the open interest changed by 0 which decreased total open position to 1556


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 37.05, which was -1.65 lower than the previous day. The implied volatity was 28.47, the open interest changed by -165 which decreased total open position to 1555


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 38.7, which was 13.90 higher than the previous day. The implied volatity was 28.08, the open interest changed by -686 which decreased total open position to 1756


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 24.8, which was -10.30 lower than the previous day. The implied volatity was 26.98, the open interest changed by 284 which increased total open position to 2449


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 35.1, which was 5.50 higher than the previous day. The implied volatity was 38.00, the open interest changed by -152 which decreased total open position to 2185


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 29.6, which was 11.95 higher than the previous day. The implied volatity was 41.83, the open interest changed by 364 which increased total open position to 2308


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 17.65, which was -5.25 lower than the previous day. The implied volatity was 35.27, the open interest changed by -79 which decreased total open position to 1943


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 22.9, which was -7.50 lower than the previous day. The implied volatity was 39.00, the open interest changed by 118 which increased total open position to 2023


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 30.4, which was 5.25 higher than the previous day. The implied volatity was 41.75, the open interest changed by 804 which increased total open position to 1905


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 25.15, which was -2.85 lower than the previous day. The implied volatity was 42.35, the open interest changed by 41 which increased total open position to 1096


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 28, which was 2.00 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 26, which was 1.70 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 24.3, which was 13.05 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 11.25, which was -3.75 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 15, which was 3.60 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 11.4, which was -1.20 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 12.6, which was 1.35 higher 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 11.25, which was 3.75 higher 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 7.5, which was 1.75 higher 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 5.75, which was -2.85 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 8.6, which was 4.80 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 3.8, 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 15 Oct TATAMOTORS was trading at 917.30. The strike last trading price was 3.8, 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 14 Oct TATAMOTORS was trading at 928.25. The strike last trading price was 3.8, which was -2.70 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 6.5, 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 6.5, 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 6.5, 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 6.5, which was 4.20 higher 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 2.3, 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 2.3, 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 2.3, which was 2.30 higher 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept TATAMOTORS was trading at 993.15. 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 24 Sept TATAMOTORS was trading at 977.30. 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 23 Sept TATAMOTORS was trading at 971.80. 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 19 Sept TATAMOTORS was trading at 967.00. 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 18 Sept TATAMOTORS was trading at 962.05. 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 16 Sept TATAMOTORS was trading at 988.40. 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 13 Sept TATAMOTORS was trading at 992.10. 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