TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 870 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.07
Theta: -0.20
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 773.85 | 0.45 | -0.20 | 42.31 | 623.333 | -67.158 | 1,031.298 | |||
| 20 Nov | 783.20 | 0.65 | 0.00 | 36.57 | 1,704.807 | -55.193 | 1,101.158 | |||
| 19 Nov | 783.20 | 0.65 | -0.05 | 36.57 | 1,704.807 | -52.491 | 1,101.158 | |||
| 18 Nov | 771.90 | 0.7 | -0.25 | 38.46 | 884.632 | 5.789 | 1,148.246 | |||
| 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 0.03
Historical price for 870 CE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 42.31, the open interest changed by -174 which decreased total open position to 2672
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 36.57, the open interest changed by -143 which decreased total open position to 2853
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 36.57, the open interest changed by -136 which decreased total open position to 2853
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 38.46, the open interest changed by 15 which increased total open position to 2975
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: -0.89
Vega: 0.20
Theta: -0.71
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 773.85 | 97.85 | 10.35 | 64.98 | 6.947 | -3.86 | 180.246 |
| 20 Nov | 783.20 | 87.5 | 0.00 | 43.75 | 28.947 | -16.982 | 184.877 |
| 19 Nov | 783.20 | 87.5 | -0.50 | 43.75 | 28.947 | -16.211 | 184.877 |
| 18 Nov | 771.90 | 88 | -4.15 | - | 19.298 | -17.368 | 202.632 |
| 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 -0.89
Historical price for 870 PE is as follows
On 21 Nov TATAMOTORS was trading at 773.85. The strike last trading price was 97.85, which was 10.35 higher than the previous day. The implied volatity was 64.98, the open interest changed by -10 which decreased total open position to 467
On 20 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 87.5, which was 0.00 lower than the previous day. The implied volatity was 43.75, the open interest changed by -44 which decreased total open position to 479
On 19 Nov TATAMOTORS was trading at 783.20. The strike last trading price was 87.5, which was -0.50 lower than the previous day. The implied volatity was 43.75, the open interest changed by -42 which decreased total open position to 479
On 18 Nov TATAMOTORS was trading at 771.90. The strike last trading price was 88, which was -4.15 lower than the previous day. The implied volatity was -, the open interest changed by -45 which decreased total open position to 525
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
