TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 890 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.11
Theta: -0.14
Gamma: 0.00
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| 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 | |||
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| 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
|
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| 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
