TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 0.09
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.85 | 0.65 | -0.45 | 37.47 | 3,545.86 | 16.596 | 4,509.614 | |||
| 20 Nov | 783.20 | 1.1 | 0.00 | 33.20 | 5,361.053 | -57.509 | 4,490.702 | |||
| 19 Nov | 783.20 | 1.1 | 0.10 | 33.20 | 5,361.053 | -59.825 | 4,490.702 | |||
| 18 Nov | 771.90 | 1 | -0.40 | 34.44 | 4,755.86 | -168.281 | 4,557.088 | |||
| 14 Nov | 774.30 | 1.4 | -1.50 | 29.79 | 4,396.526 | 455.825 | 4,726.912 | |||
| 13 Nov | 786.25 | 2.9 | 0.20 | 30.39 | 3,782.07 | -135.86 | 4,263.368 | |||
| 12 Nov | 784.85 | 2.7 | -2.70 | 29.51 | 6,270 | 177.544 | 4,450.947 | |||
| 11 Nov | 804.70 | 5.4 | -5.60 | 27.30 | 12,470.912 | 283.298 | 4,271.86 | |||
| 8 Nov | 805.45 | 11 | -8.80 | 34.94 | 6,352.982 | 823.649 | 3,982.386 | |||
| 7 Nov | 819.75 | 19.8 | -6.05 | 37.67 | 4,130.596 | 731.789 | 3,145.614 | |||
| 6 Nov | 839.70 | 25.85 | -0.35 | 33.92 | 4,107.825 | 245.474 | 2,412.667 | |||
| 5 Nov | 835.65 | 26.2 | 0.85 | 36.28 | 3,179.579 | -187.579 | 2,159.86 | |||
| 4 Nov | 824.10 | 25.35 | -8.15 | 40.47 | 3,296.14 | 488.246 | 2,349.754 | |||
| 1 Nov | 843.45 | 33.5 | -0.10 | 37.14 | 793.93 | -22 | 1,859.965 | |||
| 31 Oct | 834.05 | 33.6 | -2.60 | - | 2,590.982 | 714.421 | 1,882.737 | |||
| 30 Oct | 840.20 | 36.2 | -0.80 | - | 2,563.965 | 293.719 | 1,168.702 | |||
| 29 Oct | 842.75 | 37 | -19.65 | - | 2,949.544 | 748 | 874.596 | |||
| 28 Oct | 878.45 | 56.65 | 10.80 | - | 173.298 | 21.228 | 127.368 | |||
| 25 Oct | 864.30 | 45.85 | -12.30 | - | 142.035 | 45.93 | 106.14 | |||
| 24 Oct | 880.00 | 58.15 | 3.40 | - | 36.667 | 7.333 | 59.825 | |||
| 23 Oct | 877.65 | 54.75 | -2.25 | - | 92.246 | 25.474 | 52.877 | |||
| 22 Oct | 879.50 | 57 | -16.60 | - | 64.456 | 13.123 | 27.404 | |||
| 21 Oct | 903.30 | 73.6 | -5.90 | - | 25.86 | 4.632 | 14.281 | |||
| 18 Oct | 910.15 | 79.5 | 12.70 | - | 25.088 | 0.772 | 9.263 | |||
| 17 Oct | 891.60 | 66.8 | -16.20 | - | 8.105 | 7.333 | 7.719 | |||
| 16 Oct | 907.45 | 83 | 0.00 | - | 0 | 0.386 | 0 | |||
| 15 Oct | 917.30 | 83 | -79.90 | - | 0.386 | 0 | 0 | |||
| 14 Oct | 928.25 | 162.9 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 930.70 | 162.9 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 928.50 | 162.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 939.15 | 162.9 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 919.80 | 162.9 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 927.85 | 162.9 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 930.75 | 162.9 | 162.90 | - | 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 850 expiring on 28NOV2024
Delta for 850 CE is 0.04
Historical price for 850 CE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 37.47, the open interest changed by 43 which increased total open position to 11684
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 1.1, which was 0.00 lower than the previous day. The implied volatity was 33.20, the open interest changed by -149 which decreased total open position to 11635
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 33.20, the open interest changed by -155 which decreased total open position to 11635
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 1, which was -0.40 lower than the previous day. The implied volatity was 34.44, the open interest changed by -436 which decreased total open position to 11807
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 1.4, which was -1.50 lower than the previous day. The implied volatity was 29.79, the open interest changed by 1181 which increased total open position to 12247
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 2.9, which was 0.20 higher than the previous day. The implied volatity was 30.39, the open interest changed by -352 which decreased total open position to 11046
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 2.7, which was -2.70 lower than the previous day. The implied volatity was 29.51, the open interest changed by 460 which increased total open position to 11532
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 5.4, which was -5.60 lower than the previous day. The implied volatity was 27.30, the open interest changed by 734 which increased total open position to 11068
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 11, which was -8.80 lower than the previous day. The implied volatity was 34.94, the open interest changed by 2134 which increased total open position to 10318
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 19.8, which was -6.05 lower than the previous day. The implied volatity was 37.67, the open interest changed by 1896 which increased total open position to 8150
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 25.85, which was -0.35 lower than the previous day. The implied volatity was 33.92, the open interest changed by 636 which increased total open position to 6251
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 26.2, which was 0.85 higher than the previous day. The implied volatity was 36.28, the open interest changed by -486 which decreased total open position to 5596
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 25.35, which was -8.15 lower than the previous day. The implied volatity was 40.47, the open interest changed by 1265 which increased total open position to 6088
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 33.5, which was -0.10 lower than the previous day. The implied volatity was 37.14, the open interest changed by -57 which decreased total open position to 4819
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 33.6, which was -2.60 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 36.2, which was -0.80 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 37, which was -19.65 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 56.65, which was 10.80 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 45.85, which was -12.30 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 58.15, which was 3.40 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 54.75, which was -2.25 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 57, which was -16.60 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 73.6, which was -5.90 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 79.5, which was 12.70 higher 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 66.8, which was -16.20 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 83, 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 83, which was -79.90 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 162.9, 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 162.9, 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 162.9, 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 162.9, 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 162.9, 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 162.9, 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 162.9, which was 162.90 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 850 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.21
Theta: -0.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.85 | 77.5 | 8.05 | 53.59 | 55.193 | -33.965 | 965.298 |
| 20 Nov | 783.20 | 69.45 | 0.00 | 44.59 | 211.895 | -49.018 | 998.491 |
| 19 Nov | 783.20 | 69.45 | -7.55 | 44.59 | 211.895 | -49.789 | 998.491 |
| 18 Nov | 771.90 | 77 | 3.75 | 39.35 | 91.86 | -37.439 | 1,049.053 |
| 14 Nov | 774.30 | 73.25 | 10.25 | 34.37 | 95.719 | -26.632 | 1,087.263 |
| 13 Nov | 786.25 | 63 | -2.00 | 31.69 | 87.614 | -8.491 | 1,113.895 |
| 12 Nov | 784.85 | 65 | 18.85 | 31.77 | 302.211 | -77.579 | 1,149.404 |
| 11 Nov | 804.70 | 46.15 | -8.80 | 26.69 | 1,139.754 | -45.158 | 1,232 |
| 8 Nov | 805.45 | 54.95 | 9.65 | 38.27 | 339.649 | 5.404 | 1,277.544 |
| 7 Nov | 819.75 | 45.3 | 15.00 | 40.53 | 732.175 | -37.053 | 1,269.439 |
| 6 Nov | 839.70 | 30.3 | -6.65 | 33.99 | 907.018 | -69.474 | 1,305.719 |
| 5 Nov | 835.65 | 36.95 | -8.95 | 38.31 | 605.965 | -42.456 | 1,374.807 |
| 4 Nov | 824.10 | 45.9 | 7.50 | 40.86 | 769.228 | -81.053 | 1,416.105 |
| 1 Nov | 843.45 | 38.4 | -3.35 | 41.68 | 182.175 | -23.158 | 1,498.316 |
| 31 Oct | 834.05 | 41.75 | 3.25 | - | 1,140.526 | 438.07 | 1,521.474 |
| 30 Oct | 840.20 | 38.5 | 1.85 | - | 967.228 | 138.175 | 1,083.789 |
| 29 Oct | 842.75 | 36.65 | 18.20 | - | 2,282.211 | 346.211 | 946.772 |
| 28 Oct | 878.45 | 18.45 | -6.05 | - | 433.053 | -11.965 | 600.175 |
| 25 Oct | 864.30 | 24.5 | 5.30 | - | 773.474 | 186.421 | 612.14 |
| 24 Oct | 880.00 | 19.2 | -1.80 | - | 221.158 | 26.632 | 426.877 |
| 23 Oct | 877.65 | 21 | 1.65 | - | 223.86 | -6.947 | 400.632 |
| 22 Oct | 879.50 | 19.35 | 6.35 | - | 535.333 | 162.877 | 407.193 |
| 21 Oct | 903.30 | 13 | 3.25 | - | 130.842 | 16.596 | 243.544 |
| 18 Oct | 910.15 | 9.75 | -5.25 | - | 289.86 | 51.333 | 227.333 |
| 17 Oct | 891.60 | 15 | 3.15 | - | 113.474 | 55.579 | 174.456 |
| 16 Oct | 907.45 | 11.85 | 3.00 | - | 162.491 | 63.298 | 118.491 |
| 15 Oct | 917.30 | 8.85 | 1.25 | - | 56.351 | 32.035 | 54.807 |
| 14 Oct | 928.25 | 7.6 | -0.05 | - | 10.807 | 7.719 | 22.772 |
| 11 Oct | 930.70 | 7.65 | -0.95 | - | 10.421 | 0 | 13.509 |
| 10 Oct | 928.50 | 8.6 | -2.40 | - | 13.509 | 8.491 | 9.649 |
| 9 Oct | 939.15 | 11 | 0.50 | - | 0.386 | 0 | 0.772 |
| 8 Oct | 919.80 | 10.5 | 1.40 | - | 0.772 | 0.386 | 0.386 |
| 7 Oct | 927.85 | 9.1 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 930.75 | 9.1 | 9.10 | - | 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 850 expiring on 28NOV2024
Delta for 850 PE is -0.88
Historical price for 850 PE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 77.5, which was 8.05 higher than the previous day. The implied volatity was 53.59, the open interest changed by -88 which decreased total open position to 2501
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 69.45, which was 0.00 lower than the previous day. The implied volatity was 44.59, the open interest changed by -127 which decreased total open position to 2587
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 69.45, which was -7.55 lower than the previous day. The implied volatity was 44.59, the open interest changed by -129 which decreased total open position to 2587
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 77, which was 3.75 higher than the previous day. The implied volatity was 39.35, the open interest changed by -97 which decreased total open position to 2718
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 73.25, which was 10.25 higher than the previous day. The implied volatity was 34.37, the open interest changed by -69 which decreased total open position to 2817
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 63, which was -2.00 lower than the previous day. The implied volatity was 31.69, the open interest changed by -22 which decreased total open position to 2886
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 65, which was 18.85 higher than the previous day. The implied volatity was 31.77, the open interest changed by -201 which decreased total open position to 2978
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 46.15, which was -8.80 lower than the previous day. The implied volatity was 26.69, the open interest changed by -117 which decreased total open position to 3192
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 54.95, which was 9.65 higher than the previous day. The implied volatity was 38.27, the open interest changed by 14 which increased total open position to 3310
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 45.3, which was 15.00 higher than the previous day. The implied volatity was 40.53, the open interest changed by -96 which decreased total open position to 3289
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 30.3, which was -6.65 lower than the previous day. The implied volatity was 33.99, the open interest changed by -180 which decreased total open position to 3383
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 36.95, which was -8.95 lower than the previous day. The implied volatity was 38.31, the open interest changed by -110 which decreased total open position to 3562
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 45.9, which was 7.50 higher than the previous day. The implied volatity was 40.86, the open interest changed by -210 which decreased total open position to 3669
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 38.4, which was -3.35 lower than the previous day. The implied volatity was 41.68, the open interest changed by -60 which decreased total open position to 3882
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 41.75, which was 3.25 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 38.5, which was 1.85 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 36.65, which was 18.20 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 18.45, which was -6.05 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 24.5, which was 5.30 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 19.2, which was -1.80 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 21, 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 22 Oct TATAMOTORS was trading at 879.50. The strike last trading price was 19.35, which was 6.35 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 13, which was 3.25 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 9.75, which was -5.25 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 15, which was 3.15 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 11.85, which was 3.00 higher 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 8.85, which was 1.25 higher 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 7.6, which was -0.05 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 7.65, which was -0.95 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 8.6, which was -2.40 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 11, which was 0.50 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 10.5, which was 1.40 higher 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 9.1, 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 9.1, which was 9.10 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
