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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 870 CE
Delta: 0.05
Vega: 0.15
Theta: -0.19
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 774.30 0.95 -0.80 33.03 1,082.246 -23.544 1,146.316
13 Nov 786.25 1.75 0.10 32.57 1,209.614 18.14 1,176.421
12 Nov 784.85 1.65 -1.35 31.71 2,184.175 -23.158 1,172.947
11 Nov 804.70 3 -4.10 28.61 4,564.421 22.386 1,197.649
8 Nov 805.45 7.1 -6.40 35.54 1,669.684 223.474 1,168.316
7 Nov 819.75 13.5 -3.75 37.61 1,558.526 208.807 956.807
6 Nov 839.70 17.25 -1.25 33.19 1,142.456 -13.509 749.544
5 Nov 835.65 18.5 0.50 36.23 1,138.596 40.526 763.825
4 Nov 824.10 18 -6.90 39.85 1,095.368 59.053 723.684
1 Nov 843.45 24.9 0.00 37.04 173.684 3.474 663.86
31 Oct 834.05 24.9 -2.10 - 808.596 143.193 661.158
30 Oct 840.20 27 -0.80 - 535.719 84.912 516.807
29 Oct 842.75 27.8 -16.70 - 1,039.404 194.526 430.351
28 Oct 878.45 44.5 9.70 - 624.105 9.649 235.439
25 Oct 864.30 34.8 -10.50 - 340.035 116.175 225.789
24 Oct 880.00 45.3 2.60 - 79.895 0 109.228
23 Oct 877.65 42.7 -1.50 - 221.544 93.404 108.842
22 Oct 879.50 44.2 -15.80 - 36.667 13.895 15.439
21 Oct 903.30 60 0.00 - 0 0 0
18 Oct 910.15 60 0.00 - 0 0 0
17 Oct 891.60 60 0.00 - 0 1.158 0
16 Oct 907.45 60 -20.00 - 2.702 0.772 1.158
15 Oct 917.30 80 0.00 - 0 0.386 0
14 Oct 928.25 80 -7.00 - 0.386 0 0
11 Oct 930.70 87 0.00 - 0 0 0
10 Oct 928.50 87 0.00 - 0 -0.386 0
9 Oct 939.15 87 7.00 - 0.386 0 0.386
8 Oct 919.80 80 -66.45 - 0.386 0 0
7 Oct 927.85 146.45 0.00 - 0 0 0
4 Oct 930.75 146.45 0.00 - 0 0 0
3 Oct 925.70 146.45 0.00 - 0 0 0
1 Oct 965.20 146.45 146.45 - 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 870 expiring on 28NOV2024

Delta for 870 CE is 0.05

Historical price for 870 CE is as follows

On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 0.95, which was -0.80 lower than the previous day. The implied volatity was 33.03, the open interest changed by -61 which decreased total open position to 2970


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 1.75, which was 0.10 higher than the previous day. The implied volatity was 32.57, the open interest changed by 47 which increased total open position to 3048


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 1.65, which was -1.35 lower than the previous day. The implied volatity was 31.71, the open interest changed by -60 which decreased total open position to 3039


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 3, which was -4.10 lower than the previous day. The implied volatity was 28.61, the open interest changed by 58 which increased total open position to 3103


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 7.1, which was -6.40 lower than the previous day. The implied volatity was 35.54, the open interest changed by 579 which increased total open position to 3027


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 13.5, which was -3.75 lower than the previous day. The implied volatity was 37.61, the open interest changed by 541 which increased total open position to 2479


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 17.25, which was -1.25 lower than the previous day. The implied volatity was 33.19, the open interest changed by -35 which decreased total open position to 1942


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 18.5, which was 0.50 higher than the previous day. The implied volatity was 36.23, the open interest changed by 105 which increased total open position to 1979


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 18, which was -6.90 lower than the previous day. The implied volatity was 39.85, the open interest changed by 153 which increased total open position to 1875


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 24.9, which was 0.00 lower than the previous day. The implied volatity was 37.04, the open interest changed by 9 which increased total open position to 1720


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 24.9, which was -2.10 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 27, 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 27.8, which was -16.70 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 44.5, which was 9.70 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 34.8, which was -10.50 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 45.3, 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 23 Oct TATAMOTORS was trading at 877.65. The strike last trading price was 42.7, which was -1.50 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 44.2, which was -15.80 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, 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, 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 17 Oct TATAMOTORS was trading at 891.60. The strike last trading price was 60, 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 Oct TATAMOTORS was trading at 907.45. The strike last trading price was 60, which was -20.00 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 80, 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 80, which was -7.00 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 87, 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 87, 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 87, which was 7.00 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 80, which was -66.45 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 146.45, 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 146.45, 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 146.45, 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 146.45, which was 146.45 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 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 870 PE
Delta: -0.94
Vega: 0.19
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 774.30 92.15 10.45 36.16 6.561 -4.246 220.386
13 Nov 786.25 81.7 -2.00 34.09 6.947 -3.86 225.018
12 Nov 784.85 83.7 19.90 34.16 16.211 -4.632 230.035
11 Nov 804.70 63.8 -7.30 28.17 93.404 -23.158 235.053
8 Nov 805.45 71.1 12.25 39.75 81.439 -23.544 258.596
7 Nov 819.75 58.85 17.05 40.69 144.737 -18.526 280.982
6 Nov 839.70 41.8 -6.95 33.55 183.719 26.632 299.509
5 Nov 835.65 48.75 -9.70 37.89 119.263 18.14 271.719
4 Nov 824.10 58.45 9.20 40.30 142.421 -24.316 255.895
1 Nov 843.45 49.25 -3.15 41.30 8.105 1.544 280.211
31 Oct 834.05 52.4 3.50 - 144.351 50.561 278.667
30 Oct 840.20 48.9 1.60 - 182.175 25.86 228.877
29 Oct 842.75 47.3 21.75 - 689.333 47.86 205.333
28 Oct 878.45 25.55 -7.70 - 289.474 46.702 156.702
25 Oct 864.30 33.25 6.75 - 191.825 13.123 110
24 Oct 880.00 26.5 -1.80 - 306.07 13.123 96.491
23 Oct 877.65 28.3 1.45 - 165.193 -7.333 76.807
22 Oct 879.50 26.85 8.55 - 135.86 32.807 84.912
21 Oct 903.30 18.3 4.55 - 76.421 5.404 52.491
18 Oct 910.15 13.75 -7.25 - 56.351 17.368 47.088
17 Oct 891.60 21 4.80 - 27.018 13.895 28.561
16 Oct 907.45 16.2 2.90 - 8.105 -1.93 14.281
15 Oct 917.30 13.3 3.30 - 5.404 2.316 15.439
14 Oct 928.25 10 -1.20 - 0.386 0 13.123
11 Oct 930.70 11.2 0.00 - 0 0.772 0
10 Oct 928.50 11.2 0.80 - 1.544 0.386 12.737
9 Oct 939.15 10.4 -4.70 - 1.93 -0.386 11.579
8 Oct 919.80 15.1 -9.00 - 14.281 11.193 11.579
7 Oct 927.85 24.1 11.70 - 0.386 0 0
4 Oct 930.75 12.4 0.00 - 0 0 0
3 Oct 925.70 12.4 0.00 - 0 0 0
1 Oct 965.20 12.4 12.40 - 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 870 expiring on 28NOV2024

Delta for 870 PE is -0.94

Historical price for 870 PE is as follows

On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 92.15, which was 10.45 higher than the previous day. The implied volatity was 36.16, the open interest changed by -11 which decreased total open position to 571


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 81.7, which was -2.00 lower than the previous day. The implied volatity was 34.09, the open interest changed by -10 which decreased total open position to 583


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 83.7, which was 19.90 higher than the previous day. The implied volatity was 34.16, the open interest changed by -12 which decreased total open position to 596


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 63.8, which was -7.30 lower than the previous day. The implied volatity was 28.17, the open interest changed by -60 which decreased total open position to 609


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 71.1, which was 12.25 higher than the previous day. The implied volatity was 39.75, the open interest changed by -61 which decreased total open position to 670


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 58.85, which was 17.05 higher than the previous day. The implied volatity was 40.69, the open interest changed by -48 which decreased total open position to 728


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 41.8, which was -6.95 lower than the previous day. The implied volatity was 33.55, the open interest changed by 69 which increased total open position to 776


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 48.75, which was -9.70 lower than the previous day. The implied volatity was 37.89, the open interest changed by 47 which increased total open position to 704


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 58.45, which was 9.20 higher than the previous day. The implied volatity was 40.30, the open interest changed by -63 which decreased total open position to 663


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 49.25, which was -3.15 lower than the previous day. The implied volatity was 41.30, the open interest changed by 4 which increased total open position to 726


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 52.4, which was 3.50 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 48.9, which was 1.60 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 47.3, which was 21.75 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 25.55, which was -7.70 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 33.25, which was 6.75 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 26.5, 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 28.3, which was 1.45 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 26.85, which was 8.55 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 18.3, which was 4.55 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 13.75, which was -7.25 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 21, which was 4.80 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 16.2, which was 2.90 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 13.3, which was 3.30 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 10, which was -1.20 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 11.2, 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 11.2, which was 0.80 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 10.4, which was -4.70 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 15.1, which was -9.00 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 24.1, which was 11.70 higher 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 12.4, 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 3 Oct TATAMOTORS was trading at 925.70. The strike last trading price was 12.4, 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 1 Oct TATAMOTORS was trading at 965.20. The strike last trading price was 12.4, which was 12.40 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 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