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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 890 CE
Delta: 0.03
Vega: 0.11
Theta: -0.14
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 774.30 0.65 -0.50 35.88 452.351 56.737 792.386
13 Nov 786.25 1.15 0.05 35.05 645.719 -69.474 736.421
12 Nov 784.85 1.1 -0.75 34.19 1,040.175 -142.807 817.088
11 Nov 804.70 1.85 -2.75 30.67 2,253.649 57.509 962.211
8 Nov 805.45 4.6 -4.50 36.41 1,182.596 310.316 905.474
7 Nov 819.75 9.1 -2.20 37.92 793.93 59.825 598.632
6 Nov 839.70 11.3 -1.20 33.18 684.702 88.772 538.035
5 Nov 835.65 12.5 0.05 35.99 624.877 -33.965 450.807
4 Nov 824.10 12.45 -5.45 39.45 693.193 93.789 486.316
1 Nov 843.45 17.9 -0.20 36.83 93.404 13.123 391.754
31 Oct 834.05 18.1 -1.70 - 297.579 13.123 378.632
30 Oct 840.20 19.8 -0.55 - 314.175 41.684 365.123
29 Oct 842.75 20.35 -13.00 - 491.333 92.632 324.596
28 Oct 878.45 33.35 7.75 - 355.088 14.281 229.649
25 Oct 864.30 25.6 -9.45 - 216.526 23.544 215.368
24 Oct 880.00 35.05 2.85 - 313.404 39.754 191.439
23 Oct 877.65 32.2 -1.90 - 208.035 40.526 152.07
22 Oct 879.50 34.1 -12.00 - 280.982 101.895 110.772
21 Oct 903.30 46.1 -4.05 - 12.737 2.702 8.491
18 Oct 910.15 50.15 7.65 - 6.175 1.544 5.404
17 Oct 891.60 42.5 -20.50 - 4.246 1.93 2.702
16 Oct 907.45 63 0.00 - 0 0 0
15 Oct 917.30 63 0.00 - 0 0.386 0
14 Oct 928.25 63 0.00 - 0.386 0 0.386
11 Oct 930.70 63 0.00 - 0 0 0
10 Oct 928.50 63 0.00 - 0 0 0
9 Oct 939.15 63 0.00 - 0 0.386 0
8 Oct 919.80 63 -67.80 - 0.386 0 0
7 Oct 927.85 130.8 0.00 - 0 0 0
4 Oct 930.75 130.8 0.00 - 0 0 0
3 Oct 925.70 130.8 0.00 - 0 0 0
1 Oct 965.20 130.8 0.00 - 0 0 0
30 Sept 974.65 130.8 0.00 - 0 0 0
27 Sept 993.00 130.8 - 0 0 0


For Tata Motors Limited - strike price 890 expiring on 28NOV2024

Delta for 890 CE is 0.03

Historical price for 890 CE is as follows

On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 0.65, which was -0.50 lower than the previous day. The implied volatity was 35.88, the open interest changed by 147 which increased total open position to 2053


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 35.05, the open interest changed by -180 which decreased total open position to 1908


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 1.1, which was -0.75 lower than the previous day. The implied volatity was 34.19, the open interest changed by -370 which decreased total open position to 2117


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 1.85, which was -2.75 lower than the previous day. The implied volatity was 30.67, the open interest changed by 149 which increased total open position to 2493


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 4.6, which was -4.50 lower than the previous day. The implied volatity was 36.41, the open interest changed by 804 which increased total open position to 2346


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 9.1, which was -2.20 lower than the previous day. The implied volatity was 37.92, the open interest changed by 155 which increased total open position to 1551


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 11.3, which was -1.20 lower than the previous day. The implied volatity was 33.18, the open interest changed by 230 which increased total open position to 1394


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 12.5, which was 0.05 higher than the previous day. The implied volatity was 35.99, the open interest changed by -88 which decreased total open position to 1168


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 12.45, which was -5.45 lower than the previous day. The implied volatity was 39.45, the open interest changed by 243 which increased total open position to 1260


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 17.9, which was -0.20 lower than the previous day. The implied volatity was 36.83, the open interest changed by 34 which increased total open position to 1015


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 18.1, 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 30 Oct TATAMOTORS was trading at 840.20. The strike last trading price was 19.8, which was -0.55 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 20.35, which was -13.00 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 33.35, which was 7.75 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 25.6, which was -9.45 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 35.05, which was 2.85 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 32.2, which was -1.90 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 34.1, which was -12.00 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 46.1, which was -4.05 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 50.15, which was 7.65 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 42.5, which was -20.50 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 63, 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 63, 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 63, 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 63, 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 63, 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 63, 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 63, which was -67.80 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 130.8, 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 130.8, 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 130.8, 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 130.8, 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 130.8, 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 130.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATAMOTORS 28NOV2024 890 PE
Delta: -0.97
Vega: 0.11
Theta: 0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 774.30 111.3 12.30 36.39 8.491 -5.789 193.368
13 Nov 786.25 99 -3.00 - 3.088 -1.544 199.158
12 Nov 784.85 102 19.30 30.99 6.561 -2.702 201.474
11 Nov 804.70 82.7 -7.80 30.62 62.526 20.456 204.561
8 Nov 805.45 90.5 16.60 45.56 13.895 -3.474 184.105
7 Nov 819.75 73.9 17.10 40.76 23.158 -9.649 187.193
6 Nov 839.70 56.8 -6.30 35.10 17.368 3.86 196.07
5 Nov 835.65 63.1 -9.80 38.50 6.561 -0.772 192.211
4 Nov 824.10 72.9 7.30 40.15 33.579 -11.579 192.982
1 Nov 843.45 65.6 0.00 0.00 0 7.719 0
31 Oct 834.05 65.6 3.95 - 63.684 8.105 204.947
30 Oct 840.20 61.65 2.10 - 99.193 9.263 197.228
29 Oct 842.75 59.55 25.20 - 135.088 6.947 187.579
28 Oct 878.45 34.35 -9.05 - 217.684 38.596 180.246
25 Oct 864.30 43.4 8.10 - 96.491 -18.14 141.649
24 Oct 880.00 35.3 -2.00 - 180.632 51.719 159.789
23 Oct 877.65 37.3 1.25 - 113.088 11.193 107.684
22 Oct 879.50 36.05 10.45 - 168.667 66.772 96.491
21 Oct 903.30 25.6 5.45 - 15.053 1.544 29.719
18 Oct 910.15 20.15 -8.95 - 24.702 5.789 27.789
17 Oct 891.60 29.1 5.75 - 22 7.719 21.228
16 Oct 907.45 23.35 4.30 - 8.877 3.474 13.509
15 Oct 917.30 19.05 5.15 - 3.088 0.772 10.035
14 Oct 928.25 13.9 -2.80 - 5.018 3.474 7.719
11 Oct 930.70 16.7 -0.30 - 0.386 0 4.246
10 Oct 928.50 17 -0.05 - 0.772 0 3.86
9 Oct 939.15 17.05 -2.75 - 1.158 0 4.246
8 Oct 919.80 19.8 -0.85 - 8.877 3.474 3.86
7 Oct 927.85 20.65 -0.15 - 0.386 0 0.386
4 Oct 930.75 20.8 11.95 - 0.386 0 0
3 Oct 925.70 8.85 0.00 - 0 0 0
1 Oct 965.20 8.85 0.00 - 0 0 0
30 Sept 974.65 8.85 0.00 - 0 0 0
27 Sept 993.00 8.85 - 27.018 0 0


For Tata Motors Limited - strike price 890 expiring on 28NOV2024

Delta for 890 PE is -0.97

Historical price for 890 PE is as follows

On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 111.3, which was 12.30 higher than the previous day. The implied volatity was 36.39, the open interest changed by -15 which decreased total open position to 501


On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 99, which was -3.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 516


On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 102, which was 19.30 higher than the previous day. The implied volatity was 30.99, the open interest changed by -7 which decreased total open position to 522


On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 82.7, which was -7.80 lower than the previous day. The implied volatity was 30.62, the open interest changed by 53 which increased total open position to 530


On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 90.5, which was 16.60 higher than the previous day. The implied volatity was 45.56, the open interest changed by -9 which decreased total open position to 477


On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 73.9, which was 17.10 higher than the previous day. The implied volatity was 40.76, the open interest changed by -25 which decreased total open position to 485


On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 56.8, which was -6.30 lower than the previous day. The implied volatity was 35.10, the open interest changed by 10 which increased total open position to 508


On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 63.1, which was -9.80 lower than the previous day. The implied volatity was 38.50, the open interest changed by -2 which decreased total open position to 498


On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 72.9, which was 7.30 higher than the previous day. The implied volatity was 40.15, the open interest changed by -30 which decreased total open position to 500


On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 65.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0


On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 65.6, which was 3.95 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 61.65, which was 2.10 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 59.55, which was 25.20 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 34.35, which was -9.05 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 43.4, which was 8.10 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 35.3, which was -2.00 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 37.3, 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 22 Oct TATAMOTORS was trading at 879.50. The strike last trading price was 36.05, which was 10.45 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 25.6, which was 5.45 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 20.15, which was -8.95 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 29.1, which was 5.75 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 23.35, which was 4.30 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 19.05, which was 5.15 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 13.9, which was -2.80 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 16.7, which was -0.30 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 17, 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 9 Oct TATAMOTORS was trading at 939.15. The strike last trading price was 17.05, which was -2.75 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 19.8, which was -0.85 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 20.65, which was -0.15 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 20.8, which was 11.95 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 8.85, 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 8.85, 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 8.85, 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 8.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to