TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
20 Dec 2024 04:11 PM IST
| TATAMOTORS 26DEC2024 870 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 | 0.2 | -0.20 | - | 1,212 | -225 | 2,295 | |||
| 19 Dec | 744.05 | 0.4 | -0.30 | 52.80 | 1,022 | -155 | 2,518 | |||
| 18 Dec | 755.70 | 0.7 | -0.05 | 49.36 | 2,087 | -244 | 2,709 | |||
| 17 Dec | 779.75 | 0.75 | -0.05 | 38.32 | 1,967 | 181 | 2,953 | |||
| 16 Dec | 784.80 | 0.8 | -0.40 | 34.75 | 2,314 | 277 | 2,769 | |||
| 13 Dec | 790.30 | 1.2 | -0.25 | 31.00 | 4,064 | 568 | 2,492 | |||
| 12 Dec | 786.35 | 1.45 | -0.75 | 32.31 | 3,669 | -362 | 1,927 | |||
| 11 Dec | 799.10 | 2.2 | -0.50 | 30.02 | 2,378 | 75 | 2,308 | |||
| 10 Dec | 799.90 | 2.7 | -0.15 | 30.10 | 3,167 | -71 | 2,237 | |||
| 9 Dec | 798.75 | 2.85 | -2.35 | 30.02 | 5,089 | 404 | 2,308 | |||
| 6 Dec | 816.80 | 5.2 | 2.85 | 26.52 | 5,276 | 523 | 1,880 | |||
| 5 Dec | 792.55 | 2.35 | 0.00 | 27.37 | 1,278 | 19 | 1,367 | |||
| 4 Dec | 788.10 | 2.35 | -0.70 | 28.07 | 1,736 | 106 | 1,360 | |||
| 3 Dec | 801.25 | 3.05 | 0.50 | 25.81 | 1,677 | 278 | 1,254 | |||
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| 2 Dec | 790.05 | 2.55 | -0.55 | 26.78 | 1,574 | 281 | 977 | |||
| 29 Nov | 786.45 | 3.1 | -0.35 | 27.23 | 1,098 | 224 | 696 | |||
| 28 Nov | 779.45 | 3.45 | -0.30 | 29.11 | 929 | -42 | 471 | |||
| 27 Nov | 783.95 | 3.75 | -0.45 | 28.21 | 814 | -18 | 513 | |||
| 26 Nov | 783.00 | 4.2 | -1.95 | 28.88 | 391 | 34 | 530 | |||
| 25 Nov | 796.60 | 6.15 | 0.70 | 28.19 | 748 | 240 | 495 | |||
| 22 Nov | 791.00 | 5.45 | 1.45 | 26.56 | 426 | 40 | 295 | |||
| 21 Nov | 773.85 | 4 | -1.20 | 28.69 | 558 | 70 | 255 | |||
| 20 Nov | 783.20 | 5.2 | 0.00 | 28.02 | 405 | -93 | 185 | |||
| 19 Nov | 783.20 | 5.2 | 0.95 | 28.02 | 405 | -93 | 185 | |||
| 18 Nov | 771.90 | 4.25 | -0.60 | 28.24 | 221 | 61 | 278 | |||
| 14 Nov | 774.30 | 4.85 | -1.60 | 26.91 | 59 | 17 | 217 | |||
| 13 Nov | 786.25 | 6.45 | 0.00 | 26.38 | 62 | 25 | 200 | |||
| 12 Nov | 784.85 | 6.45 | -4.75 | 26.56 | 211 | 160 | 174 | |||
| 11 Nov | 804.70 | 11.2 | -5.80 | 26.65 | 25 | 8 | 14 | |||
| 8 Nov | 805.45 | 17 | -8.70 | 31.99 | 4 | 2 | 5 | |||
| 7 Nov | 819.75 | 25.7 | -9.95 | 33.89 | 5 | 3 | 3 | |||
| 6 Nov | 839.70 | 35.65 | 0.00 | 1.74 | 0 | 0 | 0 | |||
| 5 Nov | 835.65 | 35.65 | 0.00 | 2.02 | 0 | 0 | 0 | |||
| 4 Nov | 824.10 | 35.65 | 0.00 | 2.96 | 0 | 0 | 0 | |||
| 1 Nov | 843.45 | 35.65 | 1.35 | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 870 expiring on 26DEC2024
Delta for 870 CE is -
Historical price for 870 CE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by -225 which decreased total open position to 2295
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 0.4, which was -0.30 lower than the previous day. The implied volatity was 52.80, the open interest changed by -155 which decreased total open position to 2518
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 49.36, the open interest changed by -244 which decreased total open position to 2709
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 38.32, the open interest changed by 181 which increased total open position to 2953
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 34.75, the open interest changed by 277 which increased total open position to 2769
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 31.00, the open interest changed by 568 which increased total open position to 2492
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 1.45, which was -0.75 lower than the previous day. The implied volatity was 32.31, the open interest changed by -362 which decreased total open position to 1927
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 2.2, which was -0.50 lower than the previous day. The implied volatity was 30.02, the open interest changed by 75 which increased total open position to 2308
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 30.10, the open interest changed by -71 which decreased total open position to 2237
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 2.85, which was -2.35 lower than the previous day. The implied volatity was 30.02, the open interest changed by 404 which increased total open position to 2308
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 5.2, which was 2.85 higher than the previous day. The implied volatity was 26.52, the open interest changed by 523 which increased total open position to 1880
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 2.35, which was 0.00 lower than the previous day. The implied volatity was 27.37, the open interest changed by 19 which increased total open position to 1367
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 2.35, which was -0.70 lower than the previous day. The implied volatity was 28.07, the open interest changed by 106 which increased total open position to 1360
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 3.05, which was 0.50 higher than the previous day. The implied volatity was 25.81, the open interest changed by 278 which increased total open position to 1254
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 2.55, which was -0.55 lower than the previous day. The implied volatity was 26.78, the open interest changed by 281 which increased total open position to 977
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 27.23, the open interest changed by 224 which increased total open position to 696
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 3.45, which was -0.30 lower than the previous day. The implied volatity was 29.11, the open interest changed by -42 which decreased total open position to 471
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 3.75, which was -0.45 lower than the previous day. The implied volatity was 28.21, the open interest changed by -18 which decreased total open position to 513
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 4.2, which was -1.95 lower than the previous day. The implied volatity was 28.88, the open interest changed by 34 which increased total open position to 530
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 6.15, which was 0.70 higher than the previous day. The implied volatity was 28.19, the open interest changed by 240 which increased total open position to 495
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 5.45, which was 1.45 higher than the previous day. The implied volatity was 26.56, the open interest changed by 40 which increased total open position to 295
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 4, which was -1.20 lower than the previous day. The implied volatity was 28.69, the open interest changed by 70 which increased total open position to 255
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 28.02, the open interest changed by -93 which decreased total open position to 185
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 5.2, which was 0.95 higher than the previous day. The implied volatity was 28.02, the open interest changed by -93 which decreased total open position to 185
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 4.25, which was -0.60 lower than the previous day. The implied volatity was 28.24, the open interest changed by 61 which increased total open position to 278
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 4.85, which was -1.60 lower than the previous day. The implied volatity was 26.91, the open interest changed by 17 which increased total open position to 217
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 6.45, which was 0.00 lower than the previous day. The implied volatity was 26.38, the open interest changed by 25 which increased total open position to 200
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 6.45, which was -4.75 lower than the previous day. The implied volatity was 26.56, the open interest changed by 160 which increased total open position to 174
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 11.2, which was -5.80 lower than the previous day. The implied volatity was 26.65, the open interest changed by 8 which increased total open position to 14
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 17, which was -8.70 lower than the previous day. The implied volatity was 31.99, the open interest changed by 2 which increased total open position to 5
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 25.7, which was -9.95 lower than the previous day. The implied volatity was 33.89, the open interest changed by 3 which increased total open position to 3
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 35.65, which was 0.00 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 35.65, which was 0.00 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 35.65, which was 0.00 lower than the previous day. The implied volatity was 2.96, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 35.65, which was lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
| TATAMOTORS 26DEC2024 870 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 | 147.3 | 23.65 | - | 20 | -13 | 382 |
| 19 Dec | 744.05 | 123.65 | 9.65 | - | 11 | -8 | 398 |
| 18 Dec | 755.70 | 114 | 24.80 | 66.07 | 3 | 0 | 407 |
| 17 Dec | 779.75 | 89.2 | 6.20 | 42.30 | 15 | -10 | 407 |
| 16 Dec | 784.80 | 83 | 6.00 | 33.71 | 4 | 0 | 416 |
| 13 Dec | 790.30 | 77 | 9.00 | 28.50 | 50 | -37 | 416 |
| 12 Dec | 786.35 | 68 | 0.00 | 0.00 | 0 | 3 | 0 |
| 11 Dec | 799.10 | 68 | -2.00 | 25.05 | 12 | 2 | 452 |
| 10 Dec | 799.90 | 70 | -1.30 | 35.87 | 62 | 7 | 450 |
| 9 Dec | 798.75 | 71.3 | 18.15 | 35.78 | 178 | 44 | 442 |
| 6 Dec | 816.80 | 53.15 | -24.30 | 27.84 | 144 | -48 | 400 |
| 5 Dec | 792.55 | 77.45 | -1.55 | 35.07 | 12 | 3 | 447 |
| 4 Dec | 788.10 | 79 | 13.55 | 28.31 | 12 | 3 | 442 |
| 3 Dec | 801.25 | 65.45 | -12.40 | 19.62 | 24 | 7 | 439 |
| 2 Dec | 790.05 | 77.85 | -1.20 | 29.72 | 151 | -39 | 432 |
| 29 Nov | 786.45 | 79.05 | -6.55 | 26.51 | 213 | 86 | 471 |
| 28 Nov | 779.45 | 85.6 | 3.70 | 29.80 | 269 | 235 | 384 |
| 27 Nov | 783.95 | 81.9 | -2.30 | 28.72 | 140 | 109 | 142 |
| 26 Nov | 783.00 | 84.2 | 11.35 | 31.50 | 5 | 4 | 33 |
| 25 Nov | 796.60 | 72.85 | -6.20 | 30.50 | 23 | 18 | 28 |
| 22 Nov | 791.00 | 79.05 | -16.70 | 34.87 | 3 | 1 | 11 |
| 21 Nov | 773.85 | 95.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 783.20 | 95.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 783.20 | 95.75 | 0.00 | 0.00 | 0 | 10 | 0 |
| 18 Nov | 771.90 | 95.75 | 33.80 | 33.45 | 15 | 7 | 7 |
| 14 Nov | 774.30 | 61.95 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 786.25 | 61.95 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 784.85 | 61.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 804.70 | 61.95 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 805.45 | 61.95 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 819.75 | 61.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 839.70 | 61.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 835.65 | 61.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 824.10 | 61.95 | 61.95 | - | 0 | 0 | 0 |
| 1 Nov | 843.45 | 0 | - | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 870 expiring on 26DEC2024
Delta for 870 PE is -
Historical price for 870 PE is as follows
On 20 Dec TATAMOTORS was trading at 724.05. The strike last trading price was 147.3, which was 23.65 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 382
On 19 Dec TATAMOTORS was trading at 744.05. The strike last trading price was 123.65, which was 9.65 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 398
On 18 Dec TATAMOTORS was trading at 755.70. The strike last trading price was 114, which was 24.80 higher than the previous day. The implied volatity was 66.07, the open interest changed by 0 which decreased total open position to 407
On 17 Dec TATAMOTORS was trading at 779.75. The strike last trading price was 89.2, which was 6.20 higher than the previous day. The implied volatity was 42.30, the open interest changed by -10 which decreased total open position to 407
On 16 Dec TATAMOTORS was trading at 784.80. The strike last trading price was 83, which was 6.00 higher than the previous day. The implied volatity was 33.71, the open interest changed by 0 which decreased total open position to 416
On 13 Dec TATAMOTORS was trading at 790.30. The strike last trading price was 77, which was 9.00 higher than the previous day. The implied volatity was 28.50, the open interest changed by -37 which decreased total open position to 416
On 12 Dec TATAMOTORS was trading at 786.35. The strike last trading price was 68, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 11 Dec TATAMOTORS was trading at 799.10. The strike last trading price was 68, which was -2.00 lower than the previous day. The implied volatity was 25.05, the open interest changed by 2 which increased total open position to 452
On 10 Dec TATAMOTORS was trading at 799.90. The strike last trading price was 70, which was -1.30 lower than the previous day. The implied volatity was 35.87, the open interest changed by 7 which increased total open position to 450
On 9 Dec TATAMOTORS was trading at 798.75. The strike last trading price was 71.3, which was 18.15 higher than the previous day. The implied volatity was 35.78, the open interest changed by 44 which increased total open position to 442
On 6 Dec TATAMOTORS was trading at 816.80. The strike last trading price was 53.15, which was -24.30 lower than the previous day. The implied volatity was 27.84, the open interest changed by -48 which decreased total open position to 400
On 5 Dec TATAMOTORS was trading at 792.55. The strike last trading price was 77.45, which was -1.55 lower than the previous day. The implied volatity was 35.07, the open interest changed by 3 which increased total open position to 447
On 4 Dec TATAMOTORS was trading at 788.10. The strike last trading price was 79, which was 13.55 higher than the previous day. The implied volatity was 28.31, the open interest changed by 3 which increased total open position to 442
On 3 Dec TATAMOTORS was trading at 801.25. The strike last trading price was 65.45, which was -12.40 lower than the previous day. The implied volatity was 19.62, the open interest changed by 7 which increased total open position to 439
On 2 Dec TATAMOTORS was trading at 790.05. The strike last trading price was 77.85, which was -1.20 lower than the previous day. The implied volatity was 29.72, the open interest changed by -39 which decreased total open position to 432
On 29 Nov TATAMOTORS was trading at 786.45. The strike last trading price was 79.05, which was -6.55 lower than the previous day. The implied volatity was 26.51, the open interest changed by 86 which increased total open position to 471
On 28 Nov TATAMOTORS was trading at 779.45. The strike last trading price was 85.6, which was 3.70 higher than the previous day. The implied volatity was 29.80, the open interest changed by 235 which increased total open position to 384
On 27 Nov TATAMOTORS was trading at 783.95. The strike last trading price was 81.9, which was -2.30 lower than the previous day. The implied volatity was 28.72, the open interest changed by 109 which increased total open position to 142
On 26 Nov TATAMOTORS was trading at 783.00. The strike last trading price was 84.2, which was 11.35 higher than the previous day. The implied volatity was 31.50, the open interest changed by 4 which increased total open position to 33
On 25 Nov TATAMOTORS was trading at 796.60. The strike last trading price was 72.85, which was -6.20 lower than the previous day. The implied volatity was 30.50, the open interest changed by 18 which increased total open position to 28
On 22 Nov TATAMOTORS was trading at 791.00. The strike last trading price was 79.05, which was -16.70 lower than the previous day. The implied volatity was 34.87, the open interest changed by 1 which increased total open position to 11
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 95.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 95.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 95.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 95.75, which was 33.80 higher than the previous day. The implied volatity was 33.45, the open interest changed by 7 which increased total open position to 7
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 61.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 61.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 61.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 61.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 61.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 61.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 61.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 61.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 61.95, which was 61.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
