TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Jan 2025 12:11 PM IST
| TATAMOTORS 30JAN2025 830 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.18
Vega: 0.42
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Jan | 773.15 | 5.05 | 1.85 | 33.22 | 3,325 | -182 | 3,410 | |||
| 13 Jan | 751.00 | 3.2 | -2.90 | 36.01 | 5,863 | -971 | 3,592 | |||
| 10 Jan | 774.65 | 6.1 | -1.45 | 30.29 | 5,524 | 135 | 4,570 | |||
| 9 Jan | 780.10 | 7.55 | -4.40 | 30.15 | 11,410 | 827 | 4,441 | |||
| 8 Jan | 794.95 | 11.95 | 0.75 | 30.07 | 7,534 | 327 | 3,651 | |||
| 7 Jan | 793.25 | 11.2 | 5.10 | 29.60 | 10,110 | 405 | 3,297 | |||
| 6 Jan | 776.25 | 6.1 | -2.80 | 27.53 | 10,135 | 487 | 2,888 | |||
| 3 Jan | 790.40 | 8.9 | 4.30 | 25.26 | 13,729 | 741 | 2,416 | |||
| 2 Jan | 765.05 | 4.6 | 1.60 | 26.18 | 3,040 | 264 | 1,674 | |||
| 1 Jan | 749.25 | 3 | 0.30 | 26.63 | 839 | 85 | 1,412 | |||
| 31 Dec | 740.15 | 2.7 | 0.05 | 27.55 | 714 | -20 | 1,329 | |||
| 30 Dec | 733.65 | 2.65 | -1.35 | 28.64 | 1,156 | -40 | 1,352 | |||
| 27 Dec | 750.50 | 4 | 0.70 | 25.33 | 2,997 | 483 | 1,382 | |||
| 26 Dec | 740.80 | 3.3 | -0.40 | 26.75 | 1,113 | 220 | 899 | |||
| 24 Dec | 736.10 | 3.7 | 0.85 | 28.40 | 738 | 81 | 676 | |||
| 23 Dec | 722.20 | 2.85 | -1.20 | 29.33 | 864 | 54 | 600 | |||
| 20 Dec | 724.05 | 4.05 | -2.35 | 30.16 | 1,549 | -548 | 545 | |||
| 19 Dec | 744.05 | 6.4 | -2.50 | 28.44 | 854 | 94 | 1,093 | |||
| 18 Dec | 755.70 | 8.9 | -5.70 | 28.47 | 1,323 | 408 | 995 | |||
| 17 Dec | 779.75 | 14.6 | -2.20 | 27.61 | 441 | 113 | 586 | |||
| 16 Dec | 784.80 | 16.8 | -2.05 | 27.64 | 323 | 37 | 472 | |||
| 13 Dec | 790.30 | 18.85 | 0.05 | 26.65 | 362 | 240 | 434 | |||
| 12 Dec | 786.35 | 18.8 | -5.30 | 27.52 | 178 | 60 | 193 | |||
| 11 Dec | 799.10 | 24.1 | -2.00 | 27.50 | 26 | 3 | 134 | |||
| 10 Dec | 799.90 | 26.1 | 1.70 | 28.28 | 70 | 35 | 131 | |||
| 9 Dec | 798.75 | 24.4 | -8.10 | 26.98 | 83 | 16 | 96 | |||
| 6 Dec | 816.80 | 32.5 | 10.20 | 25.51 | 123 | 77 | 79 | |||
| 5 Dec | 792.55 | 22.3 | -7.10 | 26.29 | 2 | 1 | 1 | |||
| 4 Dec | 788.10 | 29.4 | 0.00 | 2.58 | 0 | 0 | 0 | |||
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| 3 Dec | 801.25 | 29.4 | 0.00 | 1.62 | 0 | 0 | 0 | |||
| 2 Dec | 790.05 | 29.4 | 0.00 | 2.30 | 0 | 0 | 0 | |||
| 29 Nov | 786.45 | 29.4 | 2.46 | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 830 expiring on 30JAN2025
Delta for 830 CE is 0.18
Historical price for 830 CE is as follows
On 14 Jan TATAMOTORS was trading at 773.15. The strike last trading price was 5.05, which was 1.85 higher than the previous day. The implied volatity was 33.22, the open interest changed by -182 which decreased total open position to 3410
On 13 Jan TATAMOTORS was trading at 751.00. The strike last trading price was 3.2, which was -2.90 lower than the previous day. The implied volatity was 36.01, the open interest changed by -971 which decreased total open position to 3592
On 10 Jan TATAMOTORS was trading at 774.65. The strike last trading price was 6.1, which was -1.45 lower than the previous day. The implied volatity was 30.29, the open interest changed by 135 which increased total open position to 4570
On 9 Jan TATAMOTORS was trading at 780.10. The strike last trading price was 7.55, which was -4.40 lower than the previous day. The implied volatity was 30.15, the open interest changed by 827 which increased total open position to 4441
On 8 Jan TATAMOTORS was trading at 794.95. The strike last trading price was 11.95, which was 0.75 higher than the previous day. The implied volatity was 30.07, the open interest changed by 327 which increased total open position to 3651
On 7 Jan TATAMOTORS was trading at 793.25. The strike last trading price was 11.2, which was 5.10 higher than the previous day. The implied volatity was 29.60, the open interest changed by 405 which increased total open position to 3297
On 6 Jan TATAMOTORS was trading at 776.25. The strike last trading price was 6.1, which was -2.80 lower than the previous day. The implied volatity was 27.53, the open interest changed by 487 which increased total open position to 2888
On 3 Jan TATAMOTORS was trading at 790.40. The strike last trading price was 8.9, which was 4.30 higher than the previous day. The implied volatity was 25.26, the open interest changed by 741 which increased total open position to 2416
On 2 Jan TATAMOTORS was trading at 765.05. The strike last trading price was 4.6, which was 1.60 higher than the previous day. The implied volatity was 26.18, the open interest changed by 264 which increased total open position to 1674
On 1 Jan TATAMOTORS was trading at 749.25. The strike last trading price was 3, which was 0.30 higher than the previous day. The implied volatity was 26.63, the open interest changed by 85 which increased total open position to 1412
On 31 Dec TATAMOTORS was trading at 740.15. The strike last trading price was 2.7, which was 0.05 higher than the previous day. The implied volatity was 27.55, the open interest changed by -20 which decreased total open position to 1329
On 30 Dec TATAMOTORS was trading at 733.65. The strike last trading price was 2.65, which was -1.35 lower than the previous day. The implied volatity was 28.64, the open interest changed by -40 which decreased total open position to 1352
On 27 Dec TATAMOTORS was trading at 750.50. The strike last trading price was 4, which was 0.70 higher than the previous day. The implied volatity was 25.33, the open interest changed by 483 which increased total open position to 1382
On 26 Dec TATAMOTORS was trading at 740.80. The strike last trading price was 3.3, which was -0.40 lower than the previous day. The implied volatity was 26.75, the open interest changed by 220 which increased total open position to 899
On 24 Dec TATAMOTORS was trading at 736.10. The strike last trading price was 3.7, which was 0.85 higher than the previous day. The implied volatity was 28.40, the open interest changed by 81 which increased total open position to 676
On 23 Dec TATAMOTORS was trading at 722.20. The strike last trading price was 2.85, which was -1.20 lower than the previous day. The implied volatity was 29.33, the open interest changed by 54 which increased total open position to 600
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 4.05, which was -2.35 lower than the previous day. The implied volatity was 30.16, the open interest changed by -548 which decreased total open position to 545
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 6.4, which was -2.50 lower than the previous day. The implied volatity was 28.44, the open interest changed by 94 which increased total open position to 1093
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 8.9, which was -5.70 lower than the previous day. The implied volatity was 28.47, the open interest changed by 408 which increased total open position to 995
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 14.6, which was -2.20 lower than the previous day. The implied volatity was 27.61, the open interest changed by 113 which increased total open position to 586
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 16.8, which was -2.05 lower than the previous day. The implied volatity was 27.64, the open interest changed by 37 which increased total open position to 472
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 18.85, which was 0.05 higher than the previous day. The implied volatity was 26.65, the open interest changed by 240 which increased total open position to 434
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 18.8, which was -5.30 lower than the previous day. The implied volatity was 27.52, the open interest changed by 60 which increased total open position to 193
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 24.1, which was -2.00 lower than the previous day. The implied volatity was 27.50, the open interest changed by 3 which increased total open position to 134
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 26.1, which was 1.70 higher than the previous day. The implied volatity was 28.28, the open interest changed by 35 which increased total open position to 131
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 24.4, which was -8.10 lower than the previous day. The implied volatity was 26.98, the open interest changed by 16 which increased total open position to 96
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 32.5, which was 10.20 higher than the previous day. The implied volatity was 25.51, the open interest changed by 77 which increased total open position to 79
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 22.3, which was -7.10 lower than the previous day. The implied volatity was 26.29, the open interest changed by 1 which increased total open position to 1
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 29.4, which was 0.00 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 29.4, which was 0.00 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 29.4, which was 0.00 lower than the previous day. The implied volatity was 2.30, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 29.4, which was lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0
| TATAMOTORS 30JAN2025 830 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.47
Theta: -0.35
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Jan | 773.15 | 60.2 | -17.60 | 37.17 | 14 | 0 | 418 |
| 13 Jan | 751.00 | 77.8 | 19.75 | 32.81 | 43 | -16 | 418 |
| 10 Jan | 774.65 | 58.05 | 6.05 | 35.76 | 98 | -20 | 434 |
| 9 Jan | 780.10 | 52 | 9.05 | 31.20 | 278 | -8 | 454 |
| 8 Jan | 794.95 | 42.95 | -2.45 | 32.18 | 131 | -8 | 458 |
| 7 Jan | 793.25 | 45.4 | -11.60 | 32.30 | 342 | 83 | 466 |
| 6 Jan | 776.25 | 57 | 11.80 | 31.48 | 110 | 11 | 374 |
| 3 Jan | 790.40 | 45.2 | -19.55 | 27.21 | 419 | 19 | 361 |
| 2 Jan | 765.05 | 64.75 | -14.55 | 28.65 | 28 | 4 | 341 |
| 1 Jan | 749.25 | 79.3 | -9.55 | 32.44 | 9 | -1 | 337 |
| 31 Dec | 740.15 | 88.85 | -3.15 | 37.54 | 2 | 0 | 338 |
| 30 Dec | 733.65 | 92 | 16.10 | 32.62 | 7 | 1 | 337 |
| 27 Dec | 750.50 | 75.9 | -12.10 | 31.54 | 99 | 62 | 334 |
| 26 Dec | 740.80 | 88 | -3.00 | 34.52 | 51 | 42 | 270 |
| 24 Dec | 736.10 | 91 | -13.10 | 30.01 | 42 | 29 | 227 |
| 23 Dec | 722.20 | 104.1 | 3.75 | 32.50 | 168 | 160 | 197 |
| 20 Dec | 724.05 | 100.35 | 16.35 | 29.89 | 11 | 9 | 35 |
| 19 Dec | 744.05 | 84 | 18.15 | 32.57 | 8 | 5 | 25 |
| 18 Dec | 755.70 | 65.85 | 9.70 | 18.74 | 9 | 1 | 18 |
| 17 Dec | 779.75 | 56.15 | 4.60 | 29.05 | 8 | 5 | 16 |
| 16 Dec | 784.80 | 51.55 | 1.85 | 27.86 | 9 | 5 | 7 |
| 13 Dec | 790.30 | 49.7 | 3.70 | 28.84 | 2 | 1 | 3 |
| 12 Dec | 786.35 | 46 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 799.10 | 46 | 0.00 | 0.00 | 0 | 1 | 0 |
| 10 Dec | 799.90 | 46 | -1.00 | 30.32 | 1 | 0 | 1 |
| 9 Dec | 798.75 | 47 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 816.80 | 47 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 792.55 | 47 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 788.10 | 47 | 0.00 | 0.00 | 0 | 1 | 0 |
| 3 Dec | 801.25 | 47 | -22.55 | 29.53 | 1 | 0 | 0 |
| 2 Dec | 790.05 | 69.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 786.45 | 69.55 | - | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 830 expiring on 30JAN2025
Delta for 830 PE is -0.79
Historical price for 830 PE is as follows
On 14 Jan TATAMOTORS was trading at 773.15. The strike last trading price was 60.2, which was -17.60 lower than the previous day. The implied volatity was 37.17, the open interest changed by 0 which decreased total open position to 418
On 13 Jan TATAMOTORS was trading at 751.00. The strike last trading price was 77.8, which was 19.75 higher than the previous day. The implied volatity was 32.81, the open interest changed by -16 which decreased total open position to 418
On 10 Jan TATAMOTORS was trading at 774.65. The strike last trading price was 58.05, which was 6.05 higher than the previous day. The implied volatity was 35.76, the open interest changed by -20 which decreased total open position to 434
On 9 Jan TATAMOTORS was trading at 780.10. The strike last trading price was 52, which was 9.05 higher than the previous day. The implied volatity was 31.20, the open interest changed by -8 which decreased total open position to 454
On 8 Jan TATAMOTORS was trading at 794.95. The strike last trading price was 42.95, which was -2.45 lower than the previous day. The implied volatity was 32.18, the open interest changed by -8 which decreased total open position to 458
On 7 Jan TATAMOTORS was trading at 793.25. The strike last trading price was 45.4, which was -11.60 lower than the previous day. The implied volatity was 32.30, the open interest changed by 83 which increased total open position to 466
On 6 Jan TATAMOTORS was trading at 776.25. The strike last trading price was 57, which was 11.80 higher than the previous day. The implied volatity was 31.48, the open interest changed by 11 which increased total open position to 374
On 3 Jan TATAMOTORS was trading at 790.40. The strike last trading price was 45.2, which was -19.55 lower than the previous day. The implied volatity was 27.21, the open interest changed by 19 which increased total open position to 361
On 2 Jan TATAMOTORS was trading at 765.05. The strike last trading price was 64.75, which was -14.55 lower than the previous day. The implied volatity was 28.65, the open interest changed by 4 which increased total open position to 341
On 1 Jan TATAMOTORS was trading at 749.25. The strike last trading price was 79.3, which was -9.55 lower than the previous day. The implied volatity was 32.44, the open interest changed by -1 which decreased total open position to 337
On 31 Dec TATAMOTORS was trading at 740.15. The strike last trading price was 88.85, which was -3.15 lower than the previous day. The implied volatity was 37.54, the open interest changed by 0 which decreased total open position to 338
On 30 Dec TATAMOTORS was trading at 733.65. The strike last trading price was 92, which was 16.10 higher than the previous day. The implied volatity was 32.62, the open interest changed by 1 which increased total open position to 337
On 27 Dec TATAMOTORS was trading at 750.50. The strike last trading price was 75.9, which was -12.10 lower than the previous day. The implied volatity was 31.54, the open interest changed by 62 which increased total open position to 334
On 26 Dec TATAMOTORS was trading at 740.80. The strike last trading price was 88, which was -3.00 lower than the previous day. The implied volatity was 34.52, the open interest changed by 42 which increased total open position to 270
On 24 Dec TATAMOTORS was trading at 736.10. The strike last trading price was 91, which was -13.10 lower than the previous day. The implied volatity was 30.01, the open interest changed by 29 which increased total open position to 227
On 23 Dec TATAMOTORS was trading at 722.20. The strike last trading price was 104.1, which was 3.75 higher than the previous day. The implied volatity was 32.50, the open interest changed by 160 which increased total open position to 197
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 100.35, which was 16.35 higher than the previous day. The implied volatity was 29.89, the open interest changed by 9 which increased total open position to 35
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 84, which was 18.15 higher than the previous day. The implied volatity was 32.57, the open interest changed by 5 which increased total open position to 25
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 65.85, which was 9.70 higher than the previous day. The implied volatity was 18.74, the open interest changed by 1 which increased total open position to 18
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 56.15, which was 4.60 higher than the previous day. The implied volatity was 29.05, the open interest changed by 5 which increased total open position to 16
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 51.55, which was 1.85 higher than the previous day. The implied volatity was 27.86, the open interest changed by 5 which increased total open position to 7
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 49.7, which was 3.70 higher than the previous day. The implied volatity was 28.84, the open interest changed by 1 which increased total open position to 3
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 46, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 46, 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 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 46, which was -1.00 lower than the previous day. The implied volatity was 30.32, the open interest changed by 0 which decreased total open position to 1
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 47, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 47, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 47, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 47, 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 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 47, which was -22.55 lower than the previous day. The implied volatity was 29.53, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 69.55, 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 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 69.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
