TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 910 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.08
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 774.30 | 0.5 | -0.30 | 39.07 | 479.368 | 74.491 | 726.772 | |||
| 13 Nov | 786.25 | 0.8 | -0.05 | 37.59 | 539.193 | -40.14 | 652.667 | |||
| 12 Nov | 784.85 | 0.85 | -0.40 | 37.31 | 834.07 | -198.386 | 707.86 | |||
| 11 Nov | 804.70 | 1.25 | -1.85 | 33.07 | 1,776.982 | 128.912 | 908.175 | |||
| 8 Nov | 805.45 | 3.1 | -2.95 | 37.73 | 631.439 | 142.807 | 775.404 | |||
| 7 Nov | 819.75 | 6.05 | -1.15 | 38.35 | 656.14 | 30.877 | 631.053 | |||
| 6 Nov | 839.70 | 7.2 | -1.30 | 33.33 | 534.947 | 36.281 | 602.491 | |||
| 5 Nov | 835.65 | 8.5 | -0.10 | 36.39 | 470.491 | 16.211 | 566.211 | |||
| 4 Nov | 824.10 | 8.6 | -4.15 | 39.55 | 636.842 | 41.298 | 550.386 | |||
| 1 Nov | 843.45 | 12.75 | -0.30 | 36.97 | 78.351 | -1.544 | 509.088 | |||
| 31 Oct | 834.05 | 13.05 | -1.30 | - | 387.509 | 65.228 | 509.86 | |||
| 30 Oct | 840.20 | 14.35 | -0.25 | - | 211.895 | 27.018 | 443.86 | |||
| 29 Oct | 842.75 | 14.6 | -9.55 | - | 430.737 | 92.632 | 417.228 | |||
| 28 Oct | 878.45 | 24.15 | 5.70 | - | 199.544 | -4.632 | 326.912 | |||
| 25 Oct | 864.30 | 18.45 | -7.20 | - | 154 | 20.07 | 331.544 | |||
| 24 Oct | 880.00 | 25.65 | 1.85 | - | 81.053 | -4.246 | 311.474 | |||
| 23 Oct | 877.65 | 23.8 | -1.55 | - | 135.86 | 16.596 | 315.333 | |||
| 22 Oct | 879.50 | 25.35 | -10.15 | - | 383.649 | 170.211 | 297.965 | |||
| 21 Oct | 903.30 | 35.5 | -3.00 | - | 172.526 | 36.281 | 126.211 | |||
| 18 Oct | 910.15 | 38.5 | 6.50 | - | 203.789 | 31.263 | 86.456 | |||
| 17 Oct | 891.60 | 32 | -6.80 | - | 63.684 | 28.947 | 54.807 | |||
| 16 Oct | 907.45 | 38.8 | -4.80 | - | 34.737 | 17.754 | 26.246 | |||
| 15 Oct | 917.30 | 43.6 | -9.50 | - | 3.86 | 0 | 6.947 | |||
| 14 Oct | 928.25 | 53.1 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 930.70 | 53.1 | 0.00 | - | 0 | 0.386 | 0 | |||
| 10 Oct | 928.50 | 53.1 | -5.90 | - | 0.772 | 0 | 6.561 | |||
| 9 Oct | 939.15 | 59 | 8.55 | - | 3.474 | 0 | 6.561 | |||
| 8 Oct | 919.80 | 50.45 | -65.65 | - | 16.211 | 6.947 | 6.947 | |||
| 7 Oct | 927.85 | 116.1 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Oct | 930.75 | 116.1 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 925.70 | 116.1 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 965.20 | 116.1 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 974.65 | 116.1 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 993.00 | 116.1 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 910 expiring on 28NOV2024
Delta for 910 CE is 0.02
Historical price for 910 CE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 39.07, the open interest changed by 193 which increased total open position to 1883
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 37.59, the open interest changed by -104 which decreased total open position to 1691
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 0.85, which was -0.40 lower than the previous day. The implied volatity was 37.31, the open interest changed by -514 which decreased total open position to 1834
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 1.25, which was -1.85 lower than the previous day. The implied volatity was 33.07, the open interest changed by 334 which increased total open position to 2353
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 3.1, which was -2.95 lower than the previous day. The implied volatity was 37.73, the open interest changed by 370 which increased total open position to 2009
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 6.05, which was -1.15 lower than the previous day. The implied volatity was 38.35, the open interest changed by 80 which increased total open position to 1635
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 7.2, which was -1.30 lower than the previous day. The implied volatity was 33.33, the open interest changed by 94 which increased total open position to 1561
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 8.5, which was -0.10 lower than the previous day. The implied volatity was 36.39, the open interest changed by 42 which increased total open position to 1467
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 8.6, which was -4.15 lower than the previous day. The implied volatity was 39.55, the open interest changed by 107 which increased total open position to 1426
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 12.75, which was -0.30 lower than the previous day. The implied volatity was 36.97, the open interest changed by -4 which decreased total open position to 1319
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 13.05, which was -1.30 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 14.35, which was -0.25 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 14.6, which was -9.55 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 24.15, which was 5.70 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 18.45, which was -7.20 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 25.65, which was 1.85 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 23.8, which was -1.55 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 25.35, which was -10.15 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 35.5, which was -3.00 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 38.5, which was 6.50 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 32, which was -6.80 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 38.8, which was -4.80 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 43.6, which was -9.50 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 53.1, 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 53.1, 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 53.1, which was -5.90 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 59, 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 8 Oct TATAMOTORS was trading at 919.80. The strike last trading price was 50.45, which was -65.65 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 116.1, 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 116.1, 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 116.1, 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 116.1, 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 116.1, 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 116.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAMOTORS 28NOV2024 910 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.28
Theta: -0.37
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 774.30 | 134.95 | 13.90 | 60.60 | 0.386 | 0 | 135.86 |
| 13 Nov | 786.25 | 121.05 | 21.05 | 43.03 | 2.316 | -1.544 | 136.246 |
| 12 Nov | 784.85 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 804.70 | 100 | -1.95 | - | 11.965 | 0.386 | 138.175 |
| 8 Nov | 805.45 | 101.95 | 9.40 | 25.78 | 3.86 | -2.316 | 137.789 |
| 7 Nov | 819.75 | 92.55 | 20.25 | 45.14 | 11.965 | 4.632 | 141.649 |
| 6 Nov | 839.70 | 72.3 | -6.75 | 35.17 | 13.123 | 2.316 | 137.018 |
| 5 Nov | 835.65 | 79.05 | -9.70 | 39.42 | 5.404 | -1.158 | 135.088 |
| 4 Nov | 824.10 | 88.75 | 11.50 | 40.09 | 17.754 | 2.702 | 135.86 |
| 1 Nov | 843.45 | 77.25 | -3.50 | 42.53 | 0.386 | 0 | 133.158 |
| 31 Oct | 834.05 | 80.75 | 4.85 | - | 33.193 | 20.456 | 132.386 |
| 30 Oct | 840.20 | 75.9 | 2.15 | - | 37.053 | 13.509 | 109.614 |
| 29 Oct | 842.75 | 73.75 | 27.65 | - | 35.123 | 7.333 | 96.105 |
| 28 Oct | 878.45 | 46.1 | -9.35 | - | 35.123 | 10.035 | 88.386 |
| 25 Oct | 864.30 | 55.45 | 10.80 | - | 13.895 | 1.544 | 78.351 |
| 24 Oct | 880.00 | 44.65 | -4.90 | - | 10.807 | 2.316 | 76.807 |
| 23 Oct | 877.65 | 49.55 | 0.45 | - | 60.596 | 9.649 | 74.877 |
| 22 Oct | 879.50 | 49.1 | 14.70 | - | 78.737 | 28.561 | 65.228 |
| 21 Oct | 903.30 | 34.4 | 5.80 | - | 45.544 | 12.351 | 37.053 |
| 18 Oct | 910.15 | 28.6 | -11.55 | - | 6.175 | 1.93 | 24.316 |
| 17 Oct | 891.60 | 40.15 | 8.00 | - | 26.632 | 2.702 | 21.614 |
| 16 Oct | 907.45 | 32.15 | 5.50 | - | 20.842 | 4.632 | 18.526 |
| 15 Oct | 917.30 | 26.65 | 5.35 | - | 2.702 | 0.386 | 13.123 |
| 14 Oct | 928.25 | 21.3 | -2.40 | - | 18.526 | 3.86 | 12.351 |
| 11 Oct | 930.70 | 23.7 | 1.20 | - | 0.386 | 0 | 8.491 |
| 10 Oct | 928.50 | 22.5 | 0.00 | - | 3.474 | 2.316 | 8.105 |
| 9 Oct | 939.15 | 22.5 | -6.40 | - | 0.386 | 0 | 5.789 |
| 8 Oct | 919.80 | 28.9 | 6.15 | - | 8.105 | 2.702 | 4.632 |
| 7 Oct | 927.85 | 22.75 | 0.00 | - | 0 | 0.772 | 0 |
| 4 Oct | 930.75 | 22.75 | -3.90 | - | 0.772 | 0.386 | 1.544 |
| 3 Oct | 925.70 | 26.65 | 5.10 | - | 1.158 | 0.772 | 0.772 |
| 1 Oct | 965.20 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 974.65 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 993.00 | 21.55 | - | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 910 expiring on 28NOV2024
Delta for 910 PE is -0.89
Historical price for 910 PE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 134.95, which was 13.90 higher than the previous day. The implied volatity was 60.60, the open interest changed by 0 which decreased total open position to 352
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 121.05, which was 21.05 higher than the previous day. The implied volatity was 43.03, the open interest changed by -4 which decreased total open position to 353
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 100, 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 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 100, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 358
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 101.95, which was 9.40 higher than the previous day. The implied volatity was 25.78, the open interest changed by -6 which decreased total open position to 357
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 92.55, which was 20.25 higher than the previous day. The implied volatity was 45.14, the open interest changed by 12 which increased total open position to 367
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 72.3, which was -6.75 lower than the previous day. The implied volatity was 35.17, the open interest changed by 6 which increased total open position to 355
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 79.05, which was -9.70 lower than the previous day. The implied volatity was 39.42, the open interest changed by -3 which decreased total open position to 350
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 88.75, which was 11.50 higher than the previous day. The implied volatity was 40.09, the open interest changed by 7 which increased total open position to 352
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 77.25, which was -3.50 lower than the previous day. The implied volatity was 42.53, the open interest changed by 0 which decreased total open position to 345
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 80.75, which was 4.85 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 75.9, which was 2.15 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 73.75, which was 27.65 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 46.1, which was -9.35 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 55.45, which was 10.80 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 44.65, which was -4.90 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 49.55, which was 0.45 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 49.1, which was 14.70 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 34.4, which was 5.80 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 28.6, which was -11.55 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 40.15, which was 8.00 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 32.15, which was 5.50 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 26.65, which was 5.35 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 21.3, which was -2.40 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 23.7, which was 1.20 higher 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 22.5, 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 22.5, which was -6.40 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 28.9, which was 6.15 higher 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 22.75, 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 22.75, which was -3.90 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 26.65, which was 5.10 higher 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 21.55, 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 21.55, 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 21.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
