TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 850 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 724.05 | 0.3 | -0.25 | - | 6,549 | -1,157 | 10,213 | |||
| 19 Dec | 744.05 | 0.55 | -0.30 | 48.34 | 9,161 | -975 | 11,377 | |||
| 18 Dec | 755.70 | 0.85 | -0.60 | 43.96 | 24,512 | -3,006 | 12,369 | |||
| 17 Dec | 779.75 | 1.45 | -0.10 | 36.22 | 12,677 | -229 | 15,465 | |||
| 16 Dec | 784.80 | 1.55 | -0.75 | 32.57 | 13,187 | -702 | 15,691 | |||
| 13 Dec | 790.30 | 2.3 | -0.25 | 29.23 | 12,122 | 330 | 16,700 | |||
| 12 Dec | 786.35 | 2.55 | -1.45 | 30.34 | 11,903 | 1,120 | 16,444 | |||
| 11 Dec | 799.10 | 4 | -0.80 | 28.42 | 8,223 | 272 | 15,364 | |||
| 10 Dec | 799.90 | 4.8 | -0.20 | 28.63 | 15,388 | 875 | 15,117 | |||
| 9 Dec | 798.75 | 5 | -4.00 | 28.65 | 21,511 | 2,993 | 14,217 | |||
| 6 Dec | 816.80 | 9 | 4.85 | 25.42 | 27,874 | 925 | 11,203 | |||
| 5 Dec | 792.55 | 4.15 | 0.05 | 26.14 | 7,914 | 198 | 10,284 | |||
| 4 Dec | 788.10 | 4.1 | -1.45 | 26.98 | 8,843 | 1,305 | 10,097 | |||
| 3 Dec | 801.25 | 5.55 | 1.05 | 25.03 | 8,535 | 1,701 | 8,796 | |||
| 2 Dec | 790.05 | 4.5 | -0.75 | 25.87 | 4,737 | 678 | 7,100 | |||
| 29 Nov | 786.45 | 5.25 | -0.35 | 26.45 | 6,088 | 1,036 | 6,448 | |||
| 28 Nov | 779.45 | 5.6 | -0.45 | 28.36 | 5,680 | 501 | 5,407 | |||
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| 27 Nov | 783.95 | 6.05 | -0.60 | 27.42 | 3,913 | 751 | 4,904 | |||
| 26 Nov | 783.00 | 6.65 | -3.15 | 28.18 | 3,493 | 964 | 4,157 | |||
| 25 Nov | 796.60 | 9.8 | 1.35 | 27.87 | 4,723 | 1,528 | 3,177 | |||
| 22 Nov | 791.00 | 8.45 | 2.50 | 25.76 | 2,266 | 369 | 2,018 | |||
| 21 Nov | 773.85 | 5.95 | -1.75 | 27.64 | 2,310 | 204 | 1,648 | |||
| 20 Nov | 783.20 | 7.7 | 0.00 | 27.10 | 2,806 | -71 | 1,441 | |||
| 19 Nov | 783.20 | 7.7 | 1.40 | 27.10 | 2,806 | -74 | 1,441 | |||
| 18 Nov | 771.90 | 6.3 | -0.80 | 27.31 | 1,784 | -79 | 1,511 | |||
| 14 Nov | 774.30 | 7.1 | -3.30 | 25.98 | 1,227 | 162 | 1,590 | |||
| 13 Nov | 786.25 | 10.4 | 0.35 | 26.71 | 1,431 | 384 | 1,426 | |||
| 12 Nov | 784.85 | 10.05 | -6.25 | 26.54 | 924 | 366 | 1,043 | |||
| 11 Nov | 804.70 | 16.3 | -5.70 | 26.52 | 1,298 | 99 | 677 | |||
| 8 Nov | 805.45 | 22 | -10.70 | 31.18 | 790 | 409 | 577 | |||
| 7 Nov | 819.75 | 32.7 | -8.50 | 33.57 | 168 | 44 | 167 | |||
| 6 Nov | 839.70 | 41.2 | 1.70 | 32.42 | 116 | 59 | 122 | |||
| 5 Nov | 835.65 | 39.5 | 2.40 | 32.77 | 90 | 56 | 63 | |||
| 4 Nov | 824.10 | 37.1 | -6.80 | 34.90 | 9 | 6 | 6 | |||
| 1 Nov | 843.45 | 43.9 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 850 expiring on 26DEC2024
Delta for 850 CE is -
Historical price for 850 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by -1157 which decreased total open position to 10213
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 48.34, the open interest changed by -975 which decreased total open position to 11377
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 0.85, which was -0.60 lower than the previous day. The implied volatity was 43.96, the open interest changed by -3006 which decreased total open position to 12369
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 36.22, the open interest changed by -229 which decreased total open position to 15465
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 32.57, the open interest changed by -702 which decreased total open position to 15691
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 2.3, which was -0.25 lower than the previous day. The implied volatity was 29.23, the open interest changed by 330 which increased total open position to 16700
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 2.55, which was -1.45 lower than the previous day. The implied volatity was 30.34, the open interest changed by 1120 which increased total open position to 16444
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 4, which was -0.80 lower than the previous day. The implied volatity was 28.42, the open interest changed by 272 which increased total open position to 15364
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 4.8, which was -0.20 lower than the previous day. The implied volatity was 28.63, the open interest changed by 875 which increased total open position to 15117
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 5, which was -4.00 lower than the previous day. The implied volatity was 28.65, the open interest changed by 2993 which increased total open position to 14217
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 9, which was 4.85 higher than the previous day. The implied volatity was 25.42, the open interest changed by 925 which increased total open position to 11203
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 4.15, which was 0.05 higher than the previous day. The implied volatity was 26.14, the open interest changed by 198 which increased total open position to 10284
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 4.1, which was -1.45 lower than the previous day. The implied volatity was 26.98, the open interest changed by 1305 which increased total open position to 10097
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 5.55, which was 1.05 higher than the previous day. The implied volatity was 25.03, the open interest changed by 1701 which increased total open position to 8796
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 4.5, which was -0.75 lower than the previous day. The implied volatity was 25.87, the open interest changed by 678 which increased total open position to 7100
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 5.25, which was -0.35 lower than the previous day. The implied volatity was 26.45, the open interest changed by 1036 which increased total open position to 6448
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 5.6, which was -0.45 lower than the previous day. The implied volatity was 28.36, the open interest changed by 501 which increased total open position to 5407
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 6.05, which was -0.60 lower than the previous day. The implied volatity was 27.42, the open interest changed by 751 which increased total open position to 4904
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 6.65, which was -3.15 lower than the previous day. The implied volatity was 28.18, the open interest changed by 964 which increased total open position to 4157
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 9.8, which was 1.35 higher than the previous day. The implied volatity was 27.87, the open interest changed by 1528 which increased total open position to 3177
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 8.45, which was 2.50 higher than the previous day. The implied volatity was 25.76, the open interest changed by 369 which increased total open position to 2018
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 5.95, which was -1.75 lower than the previous day. The implied volatity was 27.64, the open interest changed by 204 which increased total open position to 1648
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 7.7, which was 0.00 lower than the previous day. The implied volatity was 27.10, the open interest changed by -71 which decreased total open position to 1441
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 7.7, which was 1.40 higher than the previous day. The implied volatity was 27.10, the open interest changed by -74 which decreased total open position to 1441
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 6.3, which was -0.80 lower than the previous day. The implied volatity was 27.31, the open interest changed by -79 which decreased total open position to 1511
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 7.1, which was -3.30 lower than the previous day. The implied volatity was 25.98, the open interest changed by 162 which increased total open position to 1590
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 10.4, which was 0.35 higher than the previous day. The implied volatity was 26.71, the open interest changed by 384 which increased total open position to 1426
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 10.05, which was -6.25 lower than the previous day. The implied volatity was 26.54, the open interest changed by 366 which increased total open position to 1043
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 16.3, which was -5.70 lower than the previous day. The implied volatity was 26.52, the open interest changed by 99 which increased total open position to 677
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 22, which was -10.70 lower than the previous day. The implied volatity was 31.18, the open interest changed by 409 which increased total open position to 577
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 32.7, which was -8.50 lower than the previous day. The implied volatity was 33.57, the open interest changed by 44 which increased total open position to 167
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 41.2, which was 1.70 higher than the previous day. The implied volatity was 32.42, the open interest changed by 59 which increased total open position to 122
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 39.5, which was 2.40 higher than the previous day. The implied volatity was 32.77, the open interest changed by 56 which increased total open position to 63
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 37.1, which was -6.80 lower than the previous day. The implied volatity was 34.90, the open interest changed by 6 which increased total open position to 6
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 43.9, 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 850 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 724.05 | 127.1 | 24.70 | - | 244 | -208 | 1,437 |
| 19 Dec | 744.05 | 102.4 | 10.40 | - | 78 | -60 | 1,646 |
| 18 Dec | 755.70 | 92 | 21.95 | 44.07 | 196 | -100 | 1,707 |
| 17 Dec | 779.75 | 70.05 | 7.05 | 39.37 | 100 | -49 | 1,808 |
| 16 Dec | 784.80 | 63 | 5.45 | 26.80 | 26 | -8 | 1,857 |
| 13 Dec | 790.30 | 57.55 | -5.25 | 25.12 | 207 | -75 | 1,866 |
| 12 Dec | 786.35 | 62.8 | 11.65 | 31.96 | 129 | -1 | 1,941 |
| 11 Dec | 799.10 | 51.15 | 1.15 | 28.63 | 66 | 22 | 1,941 |
| 10 Dec | 799.90 | 50 | -3.50 | 28.45 | 263 | 57 | 1,919 |
| 9 Dec | 798.75 | 53.5 | 16.70 | 33.00 | 715 | 111 | 1,864 |
| 6 Dec | 816.80 | 36.8 | -20.65 | 26.08 | 979 | 79 | 1,753 |
| 5 Dec | 792.55 | 57.45 | -3.75 | 28.54 | 98 | 9 | 1,671 |
| 4 Dec | 788.10 | 61.2 | 9.60 | 27.85 | 102 | -3 | 1,661 |
| 3 Dec | 801.25 | 51.6 | -8.70 | 27.57 | 135 | -4 | 1,663 |
| 2 Dec | 790.05 | 60.3 | -0.20 | 28.73 | 92 | -17 | 1,668 |
| 29 Nov | 786.45 | 60.5 | -7.10 | 24.32 | 242 | 122 | 1,686 |
| 28 Nov | 779.45 | 67.6 | 3.50 | 28.35 | 643 | 385 | 1,563 |
| 27 Nov | 783.95 | 64.1 | -3.20 | 27.38 | 629 | 446 | 1,177 |
| 26 Nov | 783.00 | 67.3 | 11.25 | 30.99 | 495 | 305 | 730 |
| 25 Nov | 796.60 | 56.05 | -6.10 | 28.97 | 461 | 283 | 428 |
| 22 Nov | 791.00 | 62.15 | -14.95 | 32.75 | 83 | 39 | 184 |
| 21 Nov | 773.85 | 77.1 | 7.30 | 32.57 | 55 | 17 | 145 |
| 20 Nov | 783.20 | 69.8 | 0.00 | 30.61 | 38 | 13 | 128 |
| 19 Nov | 783.20 | 69.8 | -7.00 | 30.61 | 38 | 13 | 128 |
| 18 Nov | 771.90 | 76.8 | 3.65 | 29.98 | 58 | 24 | 113 |
| 14 Nov | 774.30 | 73.15 | 8.65 | 28.34 | 12 | -1 | 90 |
| 13 Nov | 786.25 | 64.5 | -4.25 | 27.75 | 14 | 6 | 91 |
| 12 Nov | 784.85 | 68.75 | 16.65 | 30.64 | 78 | 6 | 85 |
| 11 Nov | 804.70 | 52.1 | -6.90 | 27.68 | 45 | 14 | 80 |
| 8 Nov | 805.45 | 59 | 6.30 | 32.68 | 19 | 2 | 65 |
| 7 Nov | 819.75 | 52.7 | 13.70 | 35.95 | 47 | 26 | 63 |
| 6 Nov | 839.70 | 39 | -5.05 | 32.31 | 45 | 31 | 34 |
| 5 Nov | 835.65 | 44.05 | -13.05 | 34.21 | 2 | 0 | 3 |
| 4 Nov | 824.10 | 57.1 | 6.70 | 39.92 | 2 | 1 | 2 |
| 1 Nov | 843.45 | 50.4 | 40.94 | 1 | 0 | 0 | |
For Tata Motors Limited - strike price 850 expiring on 26DEC2024
Delta for 850 PE is -
Historical price for 850 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 127.1, which was 24.70 higher than the previous day. The implied volatity was -, the open interest changed by -208 which decreased total open position to 1437
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 102.4, which was 10.40 higher than the previous day. The implied volatity was -, the open interest changed by -60 which decreased total open position to 1646
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 92, which was 21.95 higher than the previous day. The implied volatity was 44.07, the open interest changed by -100 which decreased total open position to 1707
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 70.05, which was 7.05 higher than the previous day. The implied volatity was 39.37, the open interest changed by -49 which decreased total open position to 1808
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 63, which was 5.45 higher than the previous day. The implied volatity was 26.80, the open interest changed by -8 which decreased total open position to 1857
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 57.55, which was -5.25 lower than the previous day. The implied volatity was 25.12, the open interest changed by -75 which decreased total open position to 1866
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 62.8, which was 11.65 higher than the previous day. The implied volatity was 31.96, the open interest changed by -1 which decreased total open position to 1941
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 51.15, which was 1.15 higher than the previous day. The implied volatity was 28.63, the open interest changed by 22 which increased total open position to 1941
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 50, which was -3.50 lower than the previous day. The implied volatity was 28.45, the open interest changed by 57 which increased total open position to 1919
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 53.5, which was 16.70 higher than the previous day. The implied volatity was 33.00, the open interest changed by 111 which increased total open position to 1864
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 36.8, which was -20.65 lower than the previous day. The implied volatity was 26.08, the open interest changed by 79 which increased total open position to 1753
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 57.45, which was -3.75 lower than the previous day. The implied volatity was 28.54, the open interest changed by 9 which increased total open position to 1671
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 61.2, which was 9.60 higher than the previous day. The implied volatity was 27.85, the open interest changed by -3 which decreased total open position to 1661
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 51.6, which was -8.70 lower than the previous day. The implied volatity was 27.57, the open interest changed by -4 which decreased total open position to 1663
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 60.3, which was -0.20 lower than the previous day. The implied volatity was 28.73, the open interest changed by -17 which decreased total open position to 1668
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 60.5, which was -7.10 lower than the previous day. The implied volatity was 24.32, the open interest changed by 122 which increased total open position to 1686
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 67.6, which was 3.50 higher than the previous day. The implied volatity was 28.35, the open interest changed by 385 which increased total open position to 1563
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 64.1, which was -3.20 lower than the previous day. The implied volatity was 27.38, the open interest changed by 446 which increased total open position to 1177
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 67.3, which was 11.25 higher than the previous day. The implied volatity was 30.99, the open interest changed by 305 which increased total open position to 730
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 56.05, which was -6.10 lower than the previous day. The implied volatity was 28.97, the open interest changed by 283 which increased total open position to 428
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 62.15, which was -14.95 lower than the previous day. The implied volatity was 32.75, the open interest changed by 39 which increased total open position to 184
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 77.1, which was 7.30 higher than the previous day. The implied volatity was 32.57, the open interest changed by 17 which increased total open position to 145
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 69.8, which was 0.00 lower than the previous day. The implied volatity was 30.61, the open interest changed by 13 which increased total open position to 128
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 69.8, which was -7.00 lower than the previous day. The implied volatity was 30.61, the open interest changed by 13 which increased total open position to 128
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 76.8, which was 3.65 higher than the previous day. The implied volatity was 29.98, the open interest changed by 24 which increased total open position to 113
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 73.15, which was 8.65 higher than the previous day. The implied volatity was 28.34, the open interest changed by -1 which decreased total open position to 90
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 64.5, which was -4.25 lower than the previous day. The implied volatity was 27.75, the open interest changed by 6 which increased total open position to 91
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 68.75, which was 16.65 higher than the previous day. The implied volatity was 30.64, the open interest changed by 6 which increased total open position to 85
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 52.1, which was -6.90 lower than the previous day. The implied volatity was 27.68, the open interest changed by 14 which increased total open position to 80
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 59, which was 6.30 higher than the previous day. The implied volatity was 32.68, the open interest changed by 2 which increased total open position to 65
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 52.7, which was 13.70 higher than the previous day. The implied volatity was 35.95, the open interest changed by 26 which increased total open position to 63
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 39, which was -5.05 lower than the previous day. The implied volatity was 32.31, the open interest changed by 31 which increased total open position to 34
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 44.05, which was -13.05 lower than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 3
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 57.1, which was 6.70 higher than the previous day. The implied volatity was 39.92, the open interest changed by 1 which increased total open position to 2
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 50.4, which was lower than the previous day. The implied volatity was 40.94, the open interest changed by 0 which decreased total open position to 0
