TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.31
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 774.30 | 2.55 | -2.65 | 27.56 | 2,796.702 | 120.807 | 2,679.368 | |||
| 13 Nov | 786.25 | 5.2 | 0.50 | 28.73 | 3,609.158 | -11.579 | 2,549.684 | |||
| 12 Nov | 784.85 | 4.7 | -5.50 | 27.55 | 5,665.965 | 449.649 | 2,606.421 | |||
| 11 Nov | 804.70 | 10.2 | -6.70 | 26.95 | 15,188.105 | 536.491 | 2,176.07 | |||
| 8 Nov | 805.45 | 16.9 | -11.65 | 34.75 | 5,067.333 | -288.316 | 1,633.404 | |||
| 7 Nov | 819.75 | 28.55 | -7.95 | 38.58 | 4,353.298 | 1,022.807 | 1,688.596 | |||
| 6 Nov | 839.70 | 36.5 | 0.30 | 34.44 | 2,526.912 | 8.491 | 676.982 | |||
| 5 Nov | 835.65 | 36.2 | 1.60 | 36.79 | 3,140.596 | 103.825 | 671.965 | |||
| 4 Nov | 824.10 | 34.6 | -9.60 | 41.29 | 2,176.842 | 351.614 | 568.912 | |||
| 1 Nov | 843.45 | 44.2 | 0.40 | 37.50 | 96.877 | -34.737 | 217.298 | |||
| 31 Oct | 834.05 | 43.8 | -3.30 | - | 514.877 | 147.825 | 253.965 | |||
| 30 Oct | 840.20 | 47.1 | -1.15 | - | 199.93 | 5.789 | 106.14 | |||
| 29 Oct | 842.75 | 48.25 | -20.75 | - | 640.702 | 101.123 | 103.053 | |||
| 28 Oct | 878.45 | 69 | 9.95 | - | 0.386 | 0.386 | 1.93 | |||
| 25 Oct | 864.30 | 59.05 | -11.60 | - | 3.86 | 1.158 | 1.544 | |||
| 24 Oct | 880.00 | 70.65 | 0.00 | - | 0 | 0.386 | 0 | |||
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| 23 Oct | 877.65 | 70.65 | -109.40 | - | 0.386 | 0 | 0 | |||
| 22 Oct | 879.50 | 180.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 903.30 | 180.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 910.15 | 180.05 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 891.60 | 180.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 907.45 | 180.05 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 917.30 | 180.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 928.25 | 180.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 930.70 | 180.05 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 928.50 | 180.05 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 939.15 | 180.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 919.80 | 180.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 927.85 | 180.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 930.75 | 180.05 | 180.05 | - | 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 830 expiring on 28NOV2024
Delta for 830 CE is 0.13
Historical price for 830 CE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 2.55, which was -2.65 lower than the previous day. The implied volatity was 27.56, the open interest changed by 313 which increased total open position to 6942
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 5.2, which was 0.50 higher than the previous day. The implied volatity was 28.73, the open interest changed by -30 which decreased total open position to 6606
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 4.7, which was -5.50 lower than the previous day. The implied volatity was 27.55, the open interest changed by 1165 which increased total open position to 6753
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 10.2, which was -6.70 lower than the previous day. The implied volatity was 26.95, the open interest changed by 1390 which increased total open position to 5638
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 16.9, which was -11.65 lower than the previous day. The implied volatity was 34.75, the open interest changed by -747 which decreased total open position to 4232
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 28.55, which was -7.95 lower than the previous day. The implied volatity was 38.58, the open interest changed by 2650 which increased total open position to 4375
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 36.5, which was 0.30 higher than the previous day. The implied volatity was 34.44, the open interest changed by 22 which increased total open position to 1754
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 36.2, which was 1.60 higher than the previous day. The implied volatity was 36.79, the open interest changed by 269 which increased total open position to 1741
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 34.6, which was -9.60 lower than the previous day. The implied volatity was 41.29, the open interest changed by 911 which increased total open position to 1474
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 44.2, which was 0.40 higher than the previous day. The implied volatity was 37.50, the open interest changed by -90 which decreased total open position to 563
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 43.8, which was -3.30 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 47.1, which was -1.15 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 48.25, which was -20.75 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 69, which was 9.95 higher 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 59.05, which was -11.60 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 70.65, 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 70.65, which was -109.40 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 180.05, 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 180.05, 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 180.05, 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 180.05, 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 180.05, 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 180.05, 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 180.05, 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 180.05, 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 180.05, 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 180.05, 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 180.05, 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 180.05, 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 180.05, which was 180.05 higher 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 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 0.35
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 774.30 | 54.1 | 9.10 | 29.76 | 98.807 | -24.702 | 550.386 |
| 13 Nov | 786.25 | 45 | -1.80 | 28.85 | 152.456 | -20.07 | 575.474 |
| 12 Nov | 784.85 | 46.8 | 15.75 | 28.60 | 558.105 | -160.561 | 626.807 |
| 11 Nov | 804.70 | 31.05 | -9.95 | 26.75 | 5,293.123 | 109.228 | 788.526 |
| 8 Nov | 805.45 | 41 | 6.55 | 37.78 | 1,147.088 | -233.509 | 681.228 |
| 7 Nov | 819.75 | 34.45 | 13.10 | 41.52 | 2,755.789 | 93.404 | 896.211 |
| 6 Nov | 839.70 | 21.35 | -5.75 | 34.86 | 1,853.018 | 74.877 | 803.579 |
| 5 Nov | 835.65 | 27.1 | -7.90 | 38.77 | 1,803.228 | 148.982 | 728.702 |
| 4 Nov | 824.10 | 35 | 5.85 | 41.31 | 1,788.947 | 186.807 | 578.947 |
| 1 Nov | 843.45 | 29.15 | -3.05 | 42.08 | 160.947 | -3.474 | 391.754 |
| 31 Oct | 834.05 | 32.2 | 2.55 | - | 1,066.421 | 131.614 | 396.386 |
| 30 Oct | 840.20 | 29.65 | 1.65 | - | 264.386 | 28.561 | 264.386 |
| 29 Oct | 842.75 | 28 | 14.70 | - | 899.298 | 91.86 | 235.825 |
| 28 Oct | 878.45 | 13.3 | -4.60 | - | 148.982 | 63.298 | 144.351 |
| 25 Oct | 864.30 | 17.9 | 4.15 | - | 131.614 | -42.07 | 81.053 |
| 24 Oct | 880.00 | 13.75 | -1.40 | - | 41.684 | 11.965 | 123.509 |
| 23 Oct | 877.65 | 15.15 | 1.20 | - | 81.439 | 14.281 | 111.93 |
| 22 Oct | 879.50 | 13.95 | 4.80 | - | 81.053 | 4.632 | 98.807 |
| 21 Oct | 903.30 | 9.15 | 2.30 | - | 54.035 | 27.789 | 92.632 |
| 18 Oct | 910.15 | 6.85 | -3.35 | - | 56.737 | -1.544 | 64.842 |
| 17 Oct | 891.60 | 10.2 | 2.10 | - | 59.439 | 38.211 | 66.386 |
| 16 Oct | 907.45 | 8.1 | -0.40 | - | 43.614 | 26.632 | 28.175 |
| 15 Oct | 917.30 | 8.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 928.25 | 8.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 930.70 | 8.5 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 928.50 | 8.5 | 0.00 | - | 0 | 1.544 | 0 |
| 9 Oct | 939.15 | 8.5 | 2.00 | - | 1.544 | 0 | 0 |
| 8 Oct | 919.80 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 927.85 | 6.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 930.75 | 6.5 | 6.50 | - | 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 830 expiring on 28NOV2024
Delta for 830 PE is -0.86
Historical price for 830 PE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 54.1, which was 9.10 higher than the previous day. The implied volatity was 29.76, the open interest changed by -64 which decreased total open position to 1426
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 45, which was -1.80 lower than the previous day. The implied volatity was 28.85, the open interest changed by -52 which decreased total open position to 1491
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 46.8, which was 15.75 higher than the previous day. The implied volatity was 28.60, the open interest changed by -416 which decreased total open position to 1624
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 31.05, which was -9.95 lower than the previous day. The implied volatity was 26.75, the open interest changed by 283 which increased total open position to 2043
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 41, which was 6.55 higher than the previous day. The implied volatity was 37.78, the open interest changed by -605 which decreased total open position to 1765
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 34.45, which was 13.10 higher than the previous day. The implied volatity was 41.52, the open interest changed by 242 which increased total open position to 2322
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 21.35, which was -5.75 lower than the previous day. The implied volatity was 34.86, the open interest changed by 194 which increased total open position to 2082
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 27.1, which was -7.90 lower than the previous day. The implied volatity was 38.77, the open interest changed by 386 which increased total open position to 1888
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 35, which was 5.85 higher than the previous day. The implied volatity was 41.31, the open interest changed by 484 which increased total open position to 1500
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 29.15, which was -3.05 lower than the previous day. The implied volatity was 42.08, the open interest changed by -9 which decreased total open position to 1015
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 32.2, which was 2.55 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 29.65, 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 28, which was 14.70 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 13.3, which was -4.60 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 17.9, which was 4.15 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 13.75, which was -1.40 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 15.15, which was 1.20 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 13.95, 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 21 Oct TATAMOTORS was trading at 903.30. The strike last trading price was 9.15, 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 18 Oct TATAMOTORS was trading at 910.15. The strike last trading price was 6.85, 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 17 Oct TATAMOTORS was trading at 891.60. The strike last trading price was 10.2, which was 2.10 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 8.1, which was -0.40 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 8.5, 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 14 Oct TATAMOTORS was trading at 928.25. The strike last trading price was 8.5, 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 11 Oct TATAMOTORS was trading at 930.70. The strike last trading price was 8.5, 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 8.5, 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 8.5, 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 8 Oct TATAMOTORS was trading at 919.80. 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 7 Oct TATAMOTORS was trading at 927.85. 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 4 Oct TATAMOTORS was trading at 930.75. The strike last trading price was 6.5, which was 6.50 higher 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
