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

774.3 -11.95 (-1.52%)

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Historical option data for TATAMOTORS

14 Nov 2024 04:11 PM IST
TATAMOTORS 28NOV2024 860 CE
Delta: 0.06
Vega: 0.17
Theta: -0.20
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 774.30 1.1 -1.10 31.17 1,229.684 -1.544 2,419.228
13 Nov 786.25 2.2 0.15 31.32 1,201.123 -26.632 2,418.456
12 Nov 784.85 2.05 -1.90 30.42 2,848.035 -23.93 2,566.667
11 Nov 804.70 3.95 -4.75 27.77 6,181.228 -121.193 2,598.316
8 Nov 805.45 8.7 -7.60 34.96 2,838 472.421 2,711.789
7 Nov 819.75 16.3 -4.85 37.47 2,047.93 330.772 2,238.211
6 Nov 839.70 21.15 -0.85 33.41 2,233.579 507.93 1,918.246
5 Nov 835.65 22 0.45 36.13 2,464.772 519.509 1,411.474
4 Nov 824.10 21.55 -7.30 40.27 1,837.965 181.404 878.456
1 Nov 843.45 28.85 -0.05 36.93 276.351 21.228 700.14
31 Oct 834.05 28.9 -2.40 - 1,054.07 76.421 677.754
30 Oct 840.20 31.3 -0.90 - 1,077.614 100.737 602.491
29 Oct 842.75 32.2 -17.20 - 1,581.298 404.491 501.368
28 Oct 878.45 49.4 9.40 - 344.281 13.123 96.491
25 Oct 864.30 40 -11.00 - 168.281 62.14 83.368
24 Oct 880.00 51 1.90 - 24.316 1.93 21.228
23 Oct 877.65 49.1 -0.35 - 31.649 13.123 19.298
22 Oct 879.50 49.45 -11.25 - 7.333 5.018 5.789
21 Oct 903.30 60.7 0.00 - 0 0.386 0
18 Oct 910.15 60.7 -6.35 - 0.386 0 0.386
17 Oct 891.60 67.05 -214.50 - 0.386 0 0
16 Oct 907.45 281.55 0.00 - 0 0 0
15 Oct 917.30 281.55 0.00 - 0 0 0
14 Oct 928.25 281.55 0.00 - 0 0 0
11 Oct 930.70 281.55 0.00 - 0 0 0
10 Oct 928.50 281.55 0.00 - 0 0 0
9 Oct 939.15 281.55 0.00 - 0 0 0
8 Oct 919.80 281.55 0.00 - 0 0 0
7 Oct 927.85 281.55 0.00 - 0 0 0
4 Oct 930.75 281.55 0.00 - 0 0 0
3 Oct 925.70 281.55 0.00 - 0 0 0
1 Oct 965.20 281.55 0.00 - 0 0 0
30 Sept 974.65 281.55 0.00 - 0 0 0
27 Sept 993.00 281.55 281.55 - 0 0 0
26 Sept 993.15 0 0.00 - 0 0 0
25 Sept 963.60 0 0.00 - 0 0 0
24 Sept 977.30 0 0.00 - 0 0 0
23 Sept 971.80 0 0.00 - 0 0 0
19 Sept 967.00 0 0.00 - 0 0 0
18 Sept 962.05 0 0.00 - 0 0 0
16 Sept 988.40 0 0.00 - 0 0 0
13 Sept 992.10 0 - 0 0 0


For Tata Motors Limited - strike price 860 expiring on 28NOV2024

Delta for 860 CE is 0.06

Historical price for 860 CE is as follows

On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 1.1, which was -1.10 lower than the previous day. The implied volatity was 31.17, the open interest changed by -4 which decreased total open position to 6268


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 2.2, which was 0.15 higher than the previous day. The implied volatity was 31.32, the open interest changed by -69 which decreased total open position to 6266


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 2.05, which was -1.90 lower than the previous day. The implied volatity was 30.42, the open interest changed by -62 which decreased total open position to 6650


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 3.95, which was -4.75 lower than the previous day. The implied volatity was 27.77, the open interest changed by -314 which decreased total open position to 6732


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 8.7, which was -7.60 lower than the previous day. The implied volatity was 34.96, the open interest changed by 1224 which increased total open position to 7026


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 16.3, which was -4.85 lower than the previous day. The implied volatity was 37.47, the open interest changed by 857 which increased total open position to 5799


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 21.15, which was -0.85 lower than the previous day. The implied volatity was 33.41, the open interest changed by 1316 which increased total open position to 4970


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 22, which was 0.45 higher than the previous day. The implied volatity was 36.13, the open interest changed by 1346 which increased total open position to 3657


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 21.55, which was -7.30 lower than the previous day. The implied volatity was 40.27, the open interest changed by 470 which increased total open position to 2276


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 28.85, which was -0.05 lower than the previous day. The implied volatity was 36.93, the open interest changed by 55 which increased total open position to 1814


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 28.9, 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 30 Oct TATAMOTORS was trading at 840.20. The strike last trading price was 31.3, which was -0.90 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 32.2, which was -17.20 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 49.4, which was 9.40 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 40, which was -11.00 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 51, which was 1.90 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 49.1, which was -0.35 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 49.45, which was -11.25 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 60.7, 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 60.7, which was -6.35 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 67.05, which was -214.50 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 281.55, 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 281.55, 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 281.55, 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 281.55, 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 281.55, 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 281.55, 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 281.55, 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 281.55, 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 281.55, 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 3 Oct TATAMOTORS was trading at 925.70. The strike last trading price was 281.55, 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 281.55, 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 281.55, 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 281.55, which was 281.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept TATAMOTORS was trading at 993.15. 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 Sept TATAMOTORS was trading at 963.60. 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 24 Sept TATAMOTORS was trading at 977.30. 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 Sept TATAMOTORS was trading at 971.80. 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 19 Sept TATAMOTORS was trading at 967.00. 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 18 Sept TATAMOTORS was trading at 962.05. 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 16 Sept TATAMOTORS was trading at 988.40. 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 13 Sept TATAMOTORS was trading at 992.10. 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 860 PE
Delta: -0.92
Vega: 0.22
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 774.30 82.45 9.40 34.47 30.491 -11.965 585.123
13 Nov 786.25 73.05 -1.05 35.39 44.386 -13.509 597.088
12 Nov 784.85 74.1 19.60 32.40 58.281 -11.579 612.14
11 Nov 804.70 54.5 -7.80 26.67 320.351 -9.649 626.807
8 Nov 805.45 62.3 10.50 38.08 160.175 39.754 636.07
7 Nov 819.75 51.8 16.05 40.52 326.912 16.596 595.158
6 Nov 839.70 35.75 -6.60 33.74 366.281 28.947 578.947
5 Nov 835.65 42.35 -9.55 37.78 172.526 12.737 550
4 Nov 824.10 51.9 8.60 40.50 364.351 -19.298 538.035
1 Nov 843.45 43.3 -4.35 41.16 24.316 5.404 557.719
31 Oct 834.05 47.65 4.15 - 294.491 53.263 552.702
30 Oct 840.20 43.5 1.80 - 303.754 35.509 500.596
29 Oct 842.75 41.7 19.85 - 1,103.088 99.965 465.088
28 Oct 878.45 21.85 -6.85 - 450.807 55.579 364.737
25 Oct 864.30 28.7 5.90 - 296.421 82.982 309.158
24 Oct 880.00 22.8 -1.70 - 299.509 60.211 220.386
23 Oct 877.65 24.5 1.80 - 77.965 13.123 160.561
22 Oct 879.50 22.7 7.10 - 71.789 -0.386 147.439
21 Oct 903.30 15.6 4.15 - 49.404 7.333 148.211
18 Oct 910.15 11.45 -6.45 - 84.14 -16.982 140.877
17 Oct 891.60 17.9 4.00 - 124.667 -48.632 157.86
16 Oct 907.45 13.9 3.35 - 170.982 112.702 206.491
15 Oct 917.30 10.55 1.35 - 67.158 20.456 93.404
14 Oct 928.25 9.2 0.15 - 28.947 8.491 72.947
11 Oct 930.70 9.05 -0.45 - 2.316 1.93 64.07
10 Oct 928.50 9.5 1.00 - 4.632 2.702 62.526
9 Oct 939.15 8.5 -4.10 - 20.456 -3.474 59.825
8 Oct 919.80 12.6 -1.00 - 55.579 3.088 62.14
7 Oct 927.85 13.6 -0.40 - 8.491 -2.702 58.667
4 Oct 930.75 14 0.50 - 30.877 11.965 60.596
3 Oct 925.70 13.5 5.25 - 27.018 17.368 47.474
1 Oct 965.20 8.25 0.60 - 99.965 6.947 30.105
30 Sept 974.65 7.65 -1.35 - 23.544 16.982 23.158
27 Sept 993.00 9 0.00 - 0 0 0
26 Sept 993.15 9 0.00 - 0 1.544 0
25 Sept 963.60 9 2.00 - 3.86 1.158 5.789
24 Sept 977.30 7 0.00 - 0 4.632 0
23 Sept 971.80 7 2.60 - 5.018 3.86 3.86
19 Sept 967.00 4.4 0.00 - 0 0 0
18 Sept 962.05 4.4 0.00 - 0 0 0
16 Sept 988.40 4.4 0.00 - 0 0 0
13 Sept 992.10 4.4 - 0 0 0


For Tata Motors Limited - strike price 860 expiring on 28NOV2024

Delta for 860 PE is -0.92

Historical price for 860 PE is as follows

On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 82.45, which was 9.40 higher than the previous day. The implied volatity was 34.47, the open interest changed by -31 which decreased total open position to 1516


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 73.05, which was -1.05 lower than the previous day. The implied volatity was 35.39, the open interest changed by -35 which decreased total open position to 1547


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 74.1, which was 19.60 higher than the previous day. The implied volatity was 32.40, the open interest changed by -30 which decreased total open position to 1586


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 54.5, which was -7.80 lower than the previous day. The implied volatity was 26.67, the open interest changed by -25 which decreased total open position to 1624


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 62.3, which was 10.50 higher than the previous day. The implied volatity was 38.08, the open interest changed by 103 which increased total open position to 1648


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 51.8, which was 16.05 higher than the previous day. The implied volatity was 40.52, the open interest changed by 43 which increased total open position to 1542


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 35.75, which was -6.60 lower than the previous day. The implied volatity was 33.74, the open interest changed by 75 which increased total open position to 1500


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 42.35, which was -9.55 lower than the previous day. The implied volatity was 37.78, the open interest changed by 33 which increased total open position to 1425


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 51.9, which was 8.60 higher than the previous day. The implied volatity was 40.50, the open interest changed by -50 which decreased total open position to 1394


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 43.3, which was -4.35 lower than the previous day. The implied volatity was 41.16, the open interest changed by 14 which increased total open position to 1445


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 47.65, 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 30 Oct TATAMOTORS was trading at 840.20. The strike last trading price was 43.5, which was 1.80 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 41.7, which was 19.85 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 21.85, which was -6.85 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 28.7, which was 5.90 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 22.8, which was -1.70 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 24.5, which was 1.80 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 22.7, which was 7.10 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 15.6, 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 18 Oct TATAMOTORS was trading at 910.15. The strike last trading price was 11.45, which was -6.45 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 17.9, which was 4.00 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 13.9, which was 3.35 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 10.55, which was 1.35 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 9.2, which was 0.15 higher 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 9.05, which was -0.45 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 9.5, 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 9 Oct TATAMOTORS was trading at 939.15. The strike last trading price was 8.5, which was -4.10 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 12.6, which was -1.00 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 13.6, 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 4 Oct TATAMOTORS was trading at 930.75. The strike last trading price was 14, 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 3 Oct TATAMOTORS was trading at 925.70. The strike last trading price was 13.5, which was 5.25 higher 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 8.25, which was 0.60 higher 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 7.65, which was -1.35 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 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 26 Sept TATAMOTORS was trading at 993.15. The strike last trading price was 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 25 Sept TATAMOTORS was trading at 963.60. The strike last trading price was 9, 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 24 Sept TATAMOTORS was trading at 977.30. The strike last trading price was 7, 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 Sept TATAMOTORS was trading at 971.80. The strike last trading price was 7, which was 2.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept TATAMOTORS was trading at 967.00. The strike last trading price was 4.4, 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 Sept TATAMOTORS was trading at 962.05. The strike last trading price was 4.4, 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 Sept TATAMOTORS was trading at 988.40. The strike last trading price was 4.4, 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 13 Sept TATAMOTORS was trading at 992.10. The strike last trading price was 4.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to