TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.04
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 0.3 | -0.50 | 49.49 | 4,940 | -590 | 6,073 | |||
| 19 Dec | 744.05 | 0.8 | -0.50 | 43.76 | 6,534 | -694 | 6,619 | |||
| 18 Dec | 755.70 | 1.3 | -1.10 | 39.87 | 9,172 | -1,294 | 7,350 | |||
| 17 Dec | 779.75 | 2.4 | -0.45 | 32.35 | 9,139 | -116 | 8,643 | |||
| 16 Dec | 784.80 | 2.85 | -1.15 | 29.60 | 5,697 | 243 | 8,754 | |||
| 13 Dec | 790.30 | 4 | -0.10 | 26.33 | 13,667 | -164 | 8,510 | |||
| 12 Dec | 786.35 | 4.1 | -3.00 | 27.18 | 9,366 | 953 | 8,685 | |||
| 11 Dec | 799.10 | 7.1 | -1.40 | 26.48 | 6,208 | 96 | 7,747 | |||
| 10 Dec | 799.90 | 8.5 | -0.05 | 27.20 | 12,419 | 253 | 7,675 | |||
| 9 Dec | 798.75 | 8.55 | -6.65 | 27.01 | 19,566 | 3,393 | 7,427 | |||
| 6 Dec | 816.80 | 15.2 | 8.05 | 24.37 | 16,765 | 331 | 4,041 | |||
| 5 Dec | 792.55 | 7.15 | -0.05 | 24.67 | 5,354 | 136 | 3,710 | |||
| 4 Dec | 788.10 | 7.2 | -2.45 | 26.06 | 5,611 | 782 | 3,577 | |||
| 3 Dec | 801.25 | 9.65 | 1.65 | 24.05 | 5,021 | 42 | 2,800 | |||
| 2 Dec | 790.05 | 8 | -1.10 | 25.24 | 3,813 | 415 | 2,765 | |||
| 29 Nov | 786.45 | 9.1 | 0.00 | 26.18 | 3,473 | 563 | 2,363 | |||
| 28 Nov | 779.45 | 9.1 | -0.90 | 27.82 | 3,606 | 364 | 1,799 | |||
| 27 Nov | 783.95 | 10 | -0.60 | 27.12 | 1,679 | 305 | 1,434 | |||
| 26 Nov | 783.00 | 10.6 | -4.55 | 27.75 | 2,316 | 387 | 1,123 | |||
| 25 Nov | 796.60 | 15.15 | 2.00 | 27.57 | 1,313 | 163 | 739 | |||
| 22 Nov | 791.00 | 13.15 | 4.05 | 25.18 | 793 | -63 | 513 | |||
| 21 Nov | 773.85 | 9.1 | -2.75 | 26.88 | 818 | 242 | 565 | |||
| 20 Nov | 783.20 | 11.85 | 0.00 | 26.73 | 516 | 47 | 322 | |||
| 19 Nov | 783.20 | 11.85 | 2.15 | 26.73 | 516 | 46 | 322 | |||
| 18 Nov | 771.90 | 9.7 | -1.30 | 26.83 | 709 | 66 | 271 | |||
| 14 Nov | 774.30 | 11 | -4.50 | 25.71 | 305 | 55 | 203 | |||
| 13 Nov | 786.25 | 15.5 | 1.00 | 26.57 | 184 | 21 | 147 | |||
| 12 Nov | 784.85 | 14.5 | -8.70 | 25.90 | 138 | 16 | 127 | |||
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| 11 Nov | 804.70 | 23.2 | -6.80 | 26.40 | 174 | 78 | 108 | |||
| 8 Nov | 805.45 | 30 | -9.90 | 31.84 | 99 | 23 | 29 | |||
| 7 Nov | 819.75 | 39.9 | -13.55 | 32.08 | 6 | 5 | 5 | |||
| 6 Nov | 839.70 | 53.45 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 53.45 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 824.10 | 53.45 | 53.45 | - | 0 | 0 | 0 | |||
| 1 Nov | 843.45 | 0 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 830 expiring on 26DEC2024
Delta for 830 CE is 0.02
Historical price for 830 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.3, which was -0.50 lower than the previous day. The implied volatity was 49.49, the open interest changed by -590 which decreased total open position to 6073
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 43.76, the open interest changed by -694 which decreased total open position to 6619
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 1.3, which was -1.10 lower than the previous day. The implied volatity was 39.87, the open interest changed by -1294 which decreased total open position to 7350
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 2.4, which was -0.45 lower than the previous day. The implied volatity was 32.35, the open interest changed by -116 which decreased total open position to 8643
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 2.85, which was -1.15 lower than the previous day. The implied volatity was 29.60, the open interest changed by 243 which increased total open position to 8754
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 4, which was -0.10 lower than the previous day. The implied volatity was 26.33, the open interest changed by -164 which decreased total open position to 8510
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 4.1, which was -3.00 lower than the previous day. The implied volatity was 27.18, the open interest changed by 953 which increased total open position to 8685
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 7.1, which was -1.40 lower than the previous day. The implied volatity was 26.48, the open interest changed by 96 which increased total open position to 7747
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 8.5, which was -0.05 lower than the previous day. The implied volatity was 27.20, the open interest changed by 253 which increased total open position to 7675
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 8.55, which was -6.65 lower than the previous day. The implied volatity was 27.01, the open interest changed by 3393 which increased total open position to 7427
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 15.2, which was 8.05 higher than the previous day. The implied volatity was 24.37, the open interest changed by 331 which increased total open position to 4041
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 7.15, which was -0.05 lower than the previous day. The implied volatity was 24.67, the open interest changed by 136 which increased total open position to 3710
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 7.2, which was -2.45 lower than the previous day. The implied volatity was 26.06, the open interest changed by 782 which increased total open position to 3577
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 9.65, which was 1.65 higher than the previous day. The implied volatity was 24.05, the open interest changed by 42 which increased total open position to 2800
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 8, which was -1.10 lower than the previous day. The implied volatity was 25.24, the open interest changed by 415 which increased total open position to 2765
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 9.1, which was 0.00 lower than the previous day. The implied volatity was 26.18, the open interest changed by 563 which increased total open position to 2363
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 9.1, which was -0.90 lower than the previous day. The implied volatity was 27.82, the open interest changed by 364 which increased total open position to 1799
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 10, which was -0.60 lower than the previous day. The implied volatity was 27.12, the open interest changed by 305 which increased total open position to 1434
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 10.6, which was -4.55 lower than the previous day. The implied volatity was 27.75, the open interest changed by 387 which increased total open position to 1123
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 15.15, which was 2.00 higher than the previous day. The implied volatity was 27.57, the open interest changed by 163 which increased total open position to 739
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 13.15, which was 4.05 higher than the previous day. The implied volatity was 25.18, the open interest changed by -63 which decreased total open position to 513
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 9.1, which was -2.75 lower than the previous day. The implied volatity was 26.88, the open interest changed by 242 which increased total open position to 565
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 11.85, which was 0.00 lower than the previous day. The implied volatity was 26.73, the open interest changed by 47 which increased total open position to 322
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 11.85, which was 2.15 higher than the previous day. The implied volatity was 26.73, the open interest changed by 46 which increased total open position to 322
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 9.7, which was -1.30 lower than the previous day. The implied volatity was 26.83, the open interest changed by 66 which increased total open position to 271
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 11, which was -4.50 lower than the previous day. The implied volatity was 25.71, the open interest changed by 55 which increased total open position to 203
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 15.5, which was 1.00 higher than the previous day. The implied volatity was 26.57, the open interest changed by 21 which increased total open position to 147
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 14.5, which was -8.70 lower than the previous day. The implied volatity was 25.90, the open interest changed by 16 which increased total open position to 127
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 23.2, which was -6.80 lower than the previous day. The implied volatity was 26.40, the open interest changed by 78 which increased total open position to 108
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 30, which was -9.90 lower than the previous day. The implied volatity was 31.84, the open interest changed by 23 which increased total open position to 29
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 39.9, which was -13.55 lower than the previous day. The implied volatity was 32.08, the open interest changed by 5 which increased total open position to 5
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 53.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 53.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 53.45, which was 53.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATAMOTORS 26DEC2024 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.97
Vega: 0.07
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 105 | 20.55 | 56.10 | 80 | -29 | 644 |
| 19 Dec | 744.05 | 84.45 | 11.80 | 51.83 | 121 | -51 | 672 |
| 18 Dec | 755.70 | 72.65 | 22.55 | 40.97 | 194 | -47 | 729 |
| 17 Dec | 779.75 | 50.1 | 6.25 | 30.89 | 95 | -18 | 776 |
| 16 Dec | 784.80 | 43.85 | 4.30 | 24.17 | 92 | -10 | 797 |
| 13 Dec | 790.30 | 39.55 | -5.20 | 24.28 | 138 | -48 | 807 |
| 12 Dec | 786.35 | 44.75 | 10.80 | 29.14 | 305 | -18 | 854 |
| 11 Dec | 799.10 | 33.95 | 0.40 | 25.93 | 442 | 8 | 869 |
| 10 Dec | 799.90 | 33.55 | -3.20 | 26.65 | 584 | -31 | 860 |
| 9 Dec | 798.75 | 36.75 | 13.65 | 29.90 | 2,686 | 77 | 886 |
| 6 Dec | 816.80 | 23.1 | -18.05 | 24.94 | 2,020 | 255 | 798 |
| 5 Dec | 792.55 | 41.15 | -3.45 | 27.46 | 161 | 21 | 543 |
| 4 Dec | 788.10 | 44.6 | 8.55 | 27.01 | 288 | 77 | 521 |
| 3 Dec | 801.25 | 36.05 | -7.60 | 26.42 | 317 | 33 | 444 |
| 2 Dec | 790.05 | 43.65 | -0.85 | 27.08 | 98 | 41 | 411 |
| 29 Nov | 786.45 | 44.5 | -8.00 | 24.57 | 54 | 14 | 367 |
| 28 Nov | 779.45 | 52.5 | 4.05 | 29.56 | 203 | 91 | 353 |
| 27 Nov | 783.95 | 48.45 | -2.50 | 27.41 | 130 | 60 | 261 |
| 26 Nov | 783.00 | 50.95 | 9.20 | 29.49 | 147 | 41 | 206 |
| 25 Nov | 796.60 | 41.75 | -5.55 | 28.74 | 284 | 85 | 166 |
| 22 Nov | 791.00 | 47.3 | -9.50 | 31.64 | 6 | 4 | 85 |
| 21 Nov | 773.85 | 56.8 | 3.60 | 26.37 | 4 | 0 | 77 |
| 20 Nov | 783.20 | 53.2 | 0.00 | 28.66 | 80 | 30 | 77 |
| 19 Nov | 783.20 | 53.2 | -5.65 | 28.66 | 80 | 30 | 77 |
| 18 Nov | 771.90 | 58.85 | 0.45 | 27.14 | 106 | 2 | 46 |
| 14 Nov | 774.30 | 58.4 | 8.60 | 28.93 | 32 | 15 | 43 |
| 13 Nov | 786.25 | 49.8 | -0.70 | 27.45 | 3 | 2 | 27 |
| 12 Nov | 784.85 | 50.5 | 11.95 | 26.60 | 48 | 4 | 25 |
| 11 Nov | 804.70 | 38.55 | -8.85 | 26.89 | 49 | 19 | 23 |
| 8 Nov | 805.45 | 47.4 | 7.20 | 33.26 | 7 | 4 | 4 |
| 7 Nov | 819.75 | 40.2 | 0.00 | 0.29 | 0 | 0 | 0 |
| 6 Nov | 839.70 | 40.2 | 0.00 | 2.02 | 0 | 0 | 0 |
| 5 Nov | 835.65 | 40.2 | 0.00 | 1.70 | 0 | 0 | 0 |
| 4 Nov | 824.10 | 40.2 | 0.00 | 0.60 | 0 | 0 | 0 |
| 1 Nov | 843.45 | 40.2 | 2.23 | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 830 expiring on 26DEC2024
Delta for 830 PE is -0.97
Historical price for 830 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 105, which was 20.55 higher than the previous day. The implied volatity was 56.10, the open interest changed by -29 which decreased total open position to 644
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 84.45, which was 11.80 higher than the previous day. The implied volatity was 51.83, the open interest changed by -51 which decreased total open position to 672
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 72.65, which was 22.55 higher than the previous day. The implied volatity was 40.97, the open interest changed by -47 which decreased total open position to 729
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 50.1, which was 6.25 higher than the previous day. The implied volatity was 30.89, the open interest changed by -18 which decreased total open position to 776
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 43.85, which was 4.30 higher than the previous day. The implied volatity was 24.17, the open interest changed by -10 which decreased total open position to 797
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 39.55, which was -5.20 lower than the previous day. The implied volatity was 24.28, the open interest changed by -48 which decreased total open position to 807
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 44.75, which was 10.80 higher than the previous day. The implied volatity was 29.14, the open interest changed by -18 which decreased total open position to 854
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 33.95, which was 0.40 higher than the previous day. The implied volatity was 25.93, the open interest changed by 8 which increased total open position to 869
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 33.55, which was -3.20 lower than the previous day. The implied volatity was 26.65, the open interest changed by -31 which decreased total open position to 860
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 36.75, which was 13.65 higher than the previous day. The implied volatity was 29.90, the open interest changed by 77 which increased total open position to 886
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 23.1, which was -18.05 lower than the previous day. The implied volatity was 24.94, the open interest changed by 255 which increased total open position to 798
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 41.15, which was -3.45 lower than the previous day. The implied volatity was 27.46, the open interest changed by 21 which increased total open position to 543
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 44.6, which was 8.55 higher than the previous day. The implied volatity was 27.01, the open interest changed by 77 which increased total open position to 521
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 36.05, which was -7.60 lower than the previous day. The implied volatity was 26.42, the open interest changed by 33 which increased total open position to 444
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 43.65, which was -0.85 lower than the previous day. The implied volatity was 27.08, the open interest changed by 41 which increased total open position to 411
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 44.5, which was -8.00 lower than the previous day. The implied volatity was 24.57, the open interest changed by 14 which increased total open position to 367
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 52.5, which was 4.05 higher than the previous day. The implied volatity was 29.56, the open interest changed by 91 which increased total open position to 353
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 48.45, which was -2.50 lower than the previous day. The implied volatity was 27.41, the open interest changed by 60 which increased total open position to 261
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 50.95, which was 9.20 higher than the previous day. The implied volatity was 29.49, the open interest changed by 41 which increased total open position to 206
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 41.75, which was -5.55 lower than the previous day. The implied volatity was 28.74, the open interest changed by 85 which increased total open position to 166
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 47.3, which was -9.50 lower than the previous day. The implied volatity was 31.64, the open interest changed by 4 which increased total open position to 85
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 56.8, which was 3.60 higher than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 77
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 53.2, which was 0.00 lower than the previous day. The implied volatity was 28.66, the open interest changed by 30 which increased total open position to 77
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 53.2, which was -5.65 lower than the previous day. The implied volatity was 28.66, the open interest changed by 30 which increased total open position to 77
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 58.85, which was 0.45 higher than the previous day. The implied volatity was 27.14, the open interest changed by 2 which increased total open position to 46
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 58.4, which was 8.60 higher than the previous day. The implied volatity was 28.93, the open interest changed by 15 which increased total open position to 43
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 49.8, which was -0.70 lower than the previous day. The implied volatity was 27.45, the open interest changed by 2 which increased total open position to 27
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 50.5, which was 11.95 higher than the previous day. The implied volatity was 26.60, the open interest changed by 4 which increased total open position to 25
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 38.55, which was -8.85 lower than the previous day. The implied volatity was 26.89, the open interest changed by 19 which increased total open position to 23
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 47.4, which was 7.20 higher than the previous day. The implied volatity was 33.26, the open interest changed by 4 which increased total open position to 4
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 40.2, which was 0.00 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 40.2, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 40.2, which was 0.00 lower than the previous day. The implied volatity was 1.70, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 40.2, which was 0.00 lower than the previous day. The implied volatity was 0.60, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 40.2, which was lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
