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

724.05 -20.00 (-2.69%)

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Historical option data for TATAMOTORS

20 Dec 2024 04:11 PM IST
TATAMOTORS 26DEC2024 840 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 724.05 0.3 -0.40 - 3,513 -686 4,886
19 Dec 744.05 0.7 -0.35 46.58 5,097 -129 5,568
18 Dec 755.70 1.05 -0.80 41.99 10,906 -1,468 5,713
17 Dec 779.75 1.85 -0.20 34.31 6,541 -388 7,184
16 Dec 784.80 2.05 -0.95 30.93 5,809 -601 7,595
13 Dec 790.30 3 -0.10 27.75 9,835 237 8,385
12 Dec 786.35 3.1 -2.25 28.46 9,342 912 8,165
11 Dec 799.10 5.35 -1.05 27.51 5,942 111 7,252
10 Dec 799.90 6.4 0.00 27.92 13,828 1,080 7,147
9 Dec 798.75 6.4 -5.20 27.57 12,919 1,794 6,097
6 Dec 816.80 11.6 6.30 25.17 16,740 -9 4,245
5 Dec 792.55 5.3 -0.10 25.13 4,666 6 4,268
4 Dec 788.10 5.4 -1.85 26.43 4,511 596 4,262
3 Dec 801.25 7.25 1.25 24.40 4,842 244 3,672
2 Dec 790.05 6 -0.95 25.51 3,158 578 3,434
29 Nov 786.45 6.95 -0.15 26.31 3,073 164 2,849
28 Nov 779.45 7.1 -0.70 27.99 2,630 167 2,682
27 Nov 783.95 7.8 -0.60 27.25 1,728 417 2,515
26 Nov 783.00 8.4 -3.80 27.93 2,293 661 2,100
25 Nov 796.60 12.2 1.80 27.67 2,234 631 1,441
22 Nov 791.00 10.4 3.05 25.26 808 94 904
21 Nov 773.85 7.35 -2.20 27.23 628 97 809
20 Nov 783.20 9.55 0.00 26.88 1,183 -5 714
19 Nov 783.20 9.55 1.65 26.88 1,183 -3 714
18 Nov 771.90 7.9 -1.05 27.16 712 205 714
14 Nov 774.30 8.95 -3.65 25.95 406 72 510
13 Nov 786.25 12.6 0.60 26.49 313 122 439
12 Nov 784.85 12 -7.25 26.13 298 51 313
11 Nov 804.70 19.25 -6.80 26.21 260 25 261
8 Nov 805.45 26.05 -10.95 31.70 131 17 235
7 Nov 819.75 37 -8.30 33.51 152 83 217
6 Nov 839.70 45.3 0.40 31.71 140 48 132
5 Nov 835.65 44.9 2.20 33.27 57 5 84
4 Nov 824.10 42.7 -10.90 35.90 73 48 81
1 Nov 843.45 53.6 2.40 35.14 8 3 32
31 Oct 834.05 51.2 -6.20 - 16 7 28
30 Oct 840.20 57.4 1.70 - 10 3 20
29 Oct 842.75 55.7 55.70 - 26 17 17
28 Oct 878.45 0 0.00 - 0 0 0
25 Oct 864.30 0 0.00 - 0 0 0
23 Oct 877.65 0 0.00 - 0 0 0
22 Oct 879.50 0 - 0 0 0


For Tata Motors Limited - strike price 840 expiring on 26DEC2024

Delta for 840 CE is -

Historical price for 840 CE is as follows

On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.3, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by -686 which decreased total open position to 4886


On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 46.58, the open interest changed by -129 which decreased total open position to 5568


On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 1.05, which was -0.80 lower than the previous day. The implied volatity was 41.99, the open interest changed by -1468 which decreased total open position to 5713


On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 1.85, which was -0.20 lower than the previous day. The implied volatity was 34.31, the open interest changed by -388 which decreased total open position to 7184


On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 2.05, which was -0.95 lower than the previous day. The implied volatity was 30.93, the open interest changed by -601 which decreased total open position to 7595


On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 3, which was -0.10 lower than the previous day. The implied volatity was 27.75, the open interest changed by 237 which increased total open position to 8385


On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 3.1, which was -2.25 lower than the previous day. The implied volatity was 28.46, the open interest changed by 912 which increased total open position to 8165


On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 5.35, which was -1.05 lower than the previous day. The implied volatity was 27.51, the open interest changed by 111 which increased total open position to 7252


On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 6.4, which was 0.00 lower than the previous day. The implied volatity was 27.92, the open interest changed by 1080 which increased total open position to 7147


On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 6.4, which was -5.20 lower than the previous day. The implied volatity was 27.57, the open interest changed by 1794 which increased total open position to 6097


On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 11.6, which was 6.30 higher than the previous day. The implied volatity was 25.17, the open interest changed by -9 which decreased total open position to 4245


On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 5.3, which was -0.10 lower than the previous day. The implied volatity was 25.13, the open interest changed by 6 which increased total open position to 4268


On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 5.4, which was -1.85 lower than the previous day. The implied volatity was 26.43, the open interest changed by 596 which increased total open position to 4262


On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 7.25, which was 1.25 higher than the previous day. The implied volatity was 24.40, the open interest changed by 244 which increased total open position to 3672


On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 6, which was -0.95 lower than the previous day. The implied volatity was 25.51, the open interest changed by 578 which increased total open position to 3434


On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 6.95, which was -0.15 lower than the previous day. The implied volatity was 26.31, the open interest changed by 164 which increased total open position to 2849


On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 7.1, which was -0.70 lower than the previous day. The implied volatity was 27.99, the open interest changed by 167 which increased total open position to 2682


On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 7.8, which was -0.60 lower than the previous day. The implied volatity was 27.25, the open interest changed by 417 which increased total open position to 2515


On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 8.4, which was -3.80 lower than the previous day. The implied volatity was 27.93, the open interest changed by 661 which increased total open position to 2100


On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 12.2, which was 1.80 higher than the previous day. The implied volatity was 27.67, the open interest changed by 631 which increased total open position to 1441


On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 10.4, which was 3.05 higher than the previous day. The implied volatity was 25.26, the open interest changed by 94 which increased total open position to 904


On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 7.35, which was -2.20 lower than the previous day. The implied volatity was 27.23, the open interest changed by 97 which increased total open position to 809


On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 9.55, which was 0.00 lower than the previous day. The implied volatity was 26.88, the open interest changed by -5 which decreased total open position to 714


On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 9.55, which was 1.65 higher than the previous day. The implied volatity was 26.88, the open interest changed by -3 which decreased total open position to 714


On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 7.9, which was -1.05 lower than the previous day. The implied volatity was 27.16, the open interest changed by 205 which increased total open position to 714


On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 8.95, which was -3.65 lower than the previous day. The implied volatity was 25.95, the open interest changed by 72 which increased total open position to 510


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 12.6, which was 0.60 higher than the previous day. The implied volatity was 26.49, the open interest changed by 122 which increased total open position to 439


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 12, which was -7.25 lower than the previous day. The implied volatity was 26.13, the open interest changed by 51 which increased total open position to 313


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 19.25, which was -6.80 lower than the previous day. The implied volatity was 26.21, the open interest changed by 25 which increased total open position to 261


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 26.05, which was -10.95 lower than the previous day. The implied volatity was 31.70, the open interest changed by 17 which increased total open position to 235


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 37, which was -8.30 lower than the previous day. The implied volatity was 33.51, the open interest changed by 83 which increased total open position to 217


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 45.3, which was 0.40 higher than the previous day. The implied volatity was 31.71, the open interest changed by 48 which increased total open position to 132


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 44.9, which was 2.20 higher than the previous day. The implied volatity was 33.27, the open interest changed by 5 which increased total open position to 84


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 42.7, which was -10.90 lower than the previous day. The implied volatity was 35.90, the open interest changed by 48 which increased total open position to 81


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 53.6, which was 2.40 higher than the previous day. The implied volatity was 35.14, the open interest changed by 3 which increased total open position to 32


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 51.2, which was -6.20 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 57.4, 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 55.7, which was 55.70 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 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 25 Oct TATAMOTORS was trading at 864.30. 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 Oct TATAMOTORS was trading at 877.65. 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 22 Oct TATAMOTORS was trading at 879.50. 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 26DEC2024 840 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 724.05 116 20.50 - 138 -30 997
19 Dec 744.05 95.5 13.05 62.95 26 -4 1,028
18 Dec 755.70 82.45 23.00 43.83 205 -42 1,032
17 Dec 779.75 59.45 6.25 32.11 108 -39 1,075
16 Dec 784.80 53.2 4.25 24.64 87 9 1,114
13 Dec 790.30 48.95 -4.55 26.65 105 -18 1,106
12 Dec 786.35 53.5 11.50 30.18 139 -47 1,123
11 Dec 799.10 42 0.55 26.54 237 48 1,172
10 Dec 799.90 41.45 -3.35 27.38 546 -81 1,124
9 Dec 798.75 44.8 15.20 31.21 1,678 372 1,203
6 Dec 816.80 29.6 -19.65 25.50 1,039 -178 844
5 Dec 792.55 49.25 -3.95 28.29 112 -21 1,022
4 Dec 788.10 53.2 10.75 28.33 117 29 1,043
3 Dec 801.25 42.45 -9.35 25.29 245 68 1,010
2 Dec 790.05 51.8 -1.10 28.10 72 21 942
29 Nov 786.45 52.9 -6.70 25.50 70 11 927
28 Nov 779.45 59.6 3.35 28.65 298 76 917
27 Nov 783.95 56.25 -2.30 27.69 248 122 842
26 Nov 783.00 58.55 10.05 29.67 225 114 719
25 Nov 796.60 48.5 -3.80 28.65 622 353 610
22 Nov 791.00 52.3 -16.15 29.63 45 18 275
21 Nov 773.85 68.45 7.45 31.55 91 6 258
20 Nov 783.20 61 0.00 29.20 107 45 252
19 Nov 783.20 61 -7.70 29.20 107 45 252
18 Nov 771.90 68.7 4.70 29.83 28 10 207
14 Nov 774.30 64 4.50 26.76 14 0 197
13 Nov 786.25 59.5 3.90 30.26 10 2 197
12 Nov 784.85 55.6 11.40 24.39 38 -2 195
11 Nov 804.70 44.2 -6.95 26.44 135 56 197
8 Nov 805.45 51.15 3.85 31.50 50 -1 142
7 Nov 819.75 47.3 12.55 36.26 36 2 142
6 Nov 839.70 34.75 -5.15 32.83 94 64 141
5 Nov 835.65 39.9 -6.55 35.03 35 14 77
4 Nov 824.10 46.45 4.45 35.77 16 2 64
1 Nov 843.45 42 -2.60 38.26 4 2 62
31 Oct 834.05 44.6 3.95 - 32 7 60
30 Oct 840.20 40.65 1.00 - 22 7 53
29 Oct 842.75 39.65 15.45 - 79 39 46
28 Oct 878.45 24.2 -3.70 - 3 1 7
25 Oct 864.30 27.9 3.80 - 4 1 6
23 Oct 877.65 24.1 -1.90 - 3 2 4
22 Oct 879.50 26 - 2 1 2


For Tata Motors Limited - strike price 840 expiring on 26DEC2024

Delta for 840 PE is -

Historical price for 840 PE is as follows

On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 116, which was 20.50 higher than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 997


On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 95.5, which was 13.05 higher than the previous day. The implied volatity was 62.95, the open interest changed by -4 which decreased total open position to 1028


On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 82.45, which was 23.00 higher than the previous day. The implied volatity was 43.83, the open interest changed by -42 which decreased total open position to 1032


On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 59.45, which was 6.25 higher than the previous day. The implied volatity was 32.11, the open interest changed by -39 which decreased total open position to 1075


On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 53.2, which was 4.25 higher than the previous day. The implied volatity was 24.64, the open interest changed by 9 which increased total open position to 1114


On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 48.95, which was -4.55 lower than the previous day. The implied volatity was 26.65, the open interest changed by -18 which decreased total open position to 1106


On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 53.5, which was 11.50 higher than the previous day. The implied volatity was 30.18, the open interest changed by -47 which decreased total open position to 1123


On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 42, which was 0.55 higher than the previous day. The implied volatity was 26.54, the open interest changed by 48 which increased total open position to 1172


On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 41.45, which was -3.35 lower than the previous day. The implied volatity was 27.38, the open interest changed by -81 which decreased total open position to 1124


On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 44.8, which was 15.20 higher than the previous day. The implied volatity was 31.21, the open interest changed by 372 which increased total open position to 1203


On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 29.6, which was -19.65 lower than the previous day. The implied volatity was 25.50, the open interest changed by -178 which decreased total open position to 844


On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 49.25, which was -3.95 lower than the previous day. The implied volatity was 28.29, the open interest changed by -21 which decreased total open position to 1022


On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 53.2, which was 10.75 higher than the previous day. The implied volatity was 28.33, the open interest changed by 29 which increased total open position to 1043


On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 42.45, which was -9.35 lower than the previous day. The implied volatity was 25.29, the open interest changed by 68 which increased total open position to 1010


On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 51.8, which was -1.10 lower than the previous day. The implied volatity was 28.10, the open interest changed by 21 which increased total open position to 942


On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 52.9, which was -6.70 lower than the previous day. The implied volatity was 25.50, the open interest changed by 11 which increased total open position to 927


On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 59.6, which was 3.35 higher than the previous day. The implied volatity was 28.65, the open interest changed by 76 which increased total open position to 917


On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 56.25, which was -2.30 lower than the previous day. The implied volatity was 27.69, the open interest changed by 122 which increased total open position to 842


On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 58.55, which was 10.05 higher than the previous day. The implied volatity was 29.67, the open interest changed by 114 which increased total open position to 719


On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 48.5, which was -3.80 lower than the previous day. The implied volatity was 28.65, the open interest changed by 353 which increased total open position to 610


On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 52.3, which was -16.15 lower than the previous day. The implied volatity was 29.63, the open interest changed by 18 which increased total open position to 275


On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 68.45, which was 7.45 higher than the previous day. The implied volatity was 31.55, the open interest changed by 6 which increased total open position to 258


On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 61, which was 0.00 lower than the previous day. The implied volatity was 29.20, the open interest changed by 45 which increased total open position to 252


On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 61, which was -7.70 lower than the previous day. The implied volatity was 29.20, the open interest changed by 45 which increased total open position to 252


On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 68.7, which was 4.70 higher than the previous day. The implied volatity was 29.83, the open interest changed by 10 which increased total open position to 207


On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 64, which was 4.50 higher than the previous day. The implied volatity was 26.76, the open interest changed by 0 which decreased total open position to 197


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 59.5, which was 3.90 higher than the previous day. The implied volatity was 30.26, the open interest changed by 2 which increased total open position to 197


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 55.6, which was 11.40 higher than the previous day. The implied volatity was 24.39, the open interest changed by -2 which decreased total open position to 195


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 44.2, which was -6.95 lower than the previous day. The implied volatity was 26.44, the open interest changed by 56 which increased total open position to 197


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 51.15, which was 3.85 higher than the previous day. The implied volatity was 31.50, the open interest changed by -1 which decreased total open position to 142


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 47.3, which was 12.55 higher than the previous day. The implied volatity was 36.26, the open interest changed by 2 which increased total open position to 142


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 34.75, which was -5.15 lower than the previous day. The implied volatity was 32.83, the open interest changed by 64 which increased total open position to 141


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 39.9, which was -6.55 lower than the previous day. The implied volatity was 35.03, the open interest changed by 14 which increased total open position to 77


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 46.45, which was 4.45 higher than the previous day. The implied volatity was 35.77, the open interest changed by 2 which increased total open position to 64


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 42, which was -2.60 lower than the previous day. The implied volatity was 38.26, the open interest changed by 2 which increased total open position to 62


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 44.6, which was 3.95 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 40.65, which was 1.00 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 39.65, which was 15.45 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 24.2, which was -3.70 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 27.9, which was 3.80 higher 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 24.1, which was -1.90 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 26, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to