TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 930 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.07
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 774.30 | 0.45 | -0.15 | 42.91 | 113.088 | -25.474 | 495.193 | |||
| 13 Nov | 786.25 | 0.6 | 0.00 | 40.31 | 52.877 | -18.912 | 519.509 | |||
| 12 Nov | 784.85 | 0.6 | -0.20 | 39.53 | 321.123 | -114.632 | 525.298 | |||
| 11 Nov | 804.70 | 0.8 | -1.30 | 34.84 | 1,333.509 | -112.702 | 653.053 | |||
| 8 Nov | 805.45 | 2.1 | -1.95 | 39.01 | 778.491 | 41.298 | 761.509 | |||
| 7 Nov | 819.75 | 4.05 | -0.70 | 39.05 | 675.439 | 69.474 | 714.035 | |||
| 6 Nov | 839.70 | 4.75 | -0.90 | 34.20 | 526.456 | -14.281 | 646.491 | |||
| 5 Nov | 835.65 | 5.65 | -0.25 | 36.75 | 575.86 | 81.439 | 660.772 | |||
| 4 Nov | 824.10 | 5.9 | -3.05 | 39.84 | 731.404 | 37.825 | 579.719 | |||
| 1 Nov | 843.45 | 8.95 | -0.30 | 37.21 | 61.368 | 15.053 | 542.667 | |||
| 31 Oct | 834.05 | 9.25 | -1.15 | - | 430.351 | 104.596 | 527.228 | |||
| 30 Oct | 840.20 | 10.4 | 0.00 | - | 293.333 | 84.912 | 422.246 | |||
| 29 Oct | 842.75 | 10.4 | -6.60 | - | 788.526 | 35.895 | 335.789 | |||
| 28 Oct | 878.45 | 17 | 3.95 | - | 277.123 | -11.965 | 299.895 | |||
| 25 Oct | 864.30 | 13.05 | -5.70 | - | 308 | 103.825 | 311.86 | |||
| 24 Oct | 880.00 | 18.75 | 1.45 | - | 106.912 | 17.754 | 207.649 | |||
| 23 Oct | 877.65 | 17.3 | -1.10 | - | 196.456 | -3.474 | 189.509 | |||
| 22 Oct | 879.50 | 18.4 | -8.05 | - | 222.316 | 64.07 | 187.965 | |||
| 21 Oct | 903.30 | 26.45 | -2.15 | - | 66.772 | 22 | 123.895 | |||
| 18 Oct | 910.15 | 28.6 | 4.60 | - | 39.754 | 4.632 | 101.895 | |||
| 17 Oct | 891.60 | 24 | -5.55 | - | 37.825 | 17.754 | 97.263 | |||
| 16 Oct | 907.45 | 29.55 | -4.30 | - | 57.895 | 15.825 | 79.123 | |||
| 15 Oct | 917.30 | 33.85 | -6.00 | - | 56.737 | 24.702 | 62.912 | |||
| 14 Oct | 928.25 | 39.85 | -3.25 | - | 20.07 | 3.474 | 38.211 | |||
| 11 Oct | 930.70 | 43.1 | -0.45 | - | 14.281 | 5.404 | 35.509 | |||
| 10 Oct | 928.50 | 43.55 | -2.65 | - | 20.456 | 3.088 | 30.105 | |||
| 9 Oct | 939.15 | 46.2 | 6.00 | - | 22.772 | -7.333 | 27.404 | |||
| 8 Oct | 919.80 | 40.2 | -7.25 | - | 34.737 | 4.246 | 33.965 | |||
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| 7 Oct | 927.85 | 47.45 | -2.55 | - | 19.298 | 5.404 | 30.105 | |||
| 4 Oct | 930.75 | 50 | 2.00 | - | 31.263 | 4.246 | 24.702 | |||
| 3 Oct | 925.70 | 48 | -54.25 | - | 27.018 | 20.07 | 20.07 | |||
| 1 Oct | 965.20 | 102.25 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 974.65 | 102.25 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 993.00 | 102.25 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 930 expiring on 28NOV2024
Delta for 930 CE is 0.02
Historical price for 930 CE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 42.91, the open interest changed by -66 which decreased total open position to 1283
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 40.31, the open interest changed by -49 which decreased total open position to 1346
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 39.53, the open interest changed by -297 which decreased total open position to 1361
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 0.8, which was -1.30 lower than the previous day. The implied volatity was 34.84, the open interest changed by -292 which decreased total open position to 1692
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 2.1, which was -1.95 lower than the previous day. The implied volatity was 39.01, the open interest changed by 107 which increased total open position to 1973
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 4.05, which was -0.70 lower than the previous day. The implied volatity was 39.05, the open interest changed by 180 which increased total open position to 1850
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 4.75, which was -0.90 lower than the previous day. The implied volatity was 34.20, the open interest changed by -37 which decreased total open position to 1675
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 5.65, which was -0.25 lower than the previous day. The implied volatity was 36.75, the open interest changed by 211 which increased total open position to 1712
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 5.9, which was -3.05 lower than the previous day. The implied volatity was 39.84, the open interest changed by 98 which increased total open position to 1502
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 8.95, which was -0.30 lower than the previous day. The implied volatity was 37.21, the open interest changed by 39 which increased total open position to 1406
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 9.25, which was -1.15 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 10.4, 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 29 Oct TATAMOTORS was trading at 842.75. The strike last trading price was 10.4, which was -6.60 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 17, 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 25 Oct TATAMOTORS was trading at 864.30. The strike last trading price was 13.05, which was -5.70 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 18.75, 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 23 Oct TATAMOTORS was trading at 877.65. The strike last trading price was 17.3, which was -1.10 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 18.4, which was -8.05 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 26.45, which was -2.15 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 28.6, which was 4.60 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 24, which was -5.55 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 29.55, which was -4.30 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 33.85, which was -6.00 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 39.85, which was -3.25 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 43.1, which was -0.45 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 43.55, which was -2.65 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 46.2, which was 6.00 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 40.2, 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 7 Oct TATAMOTORS was trading at 927.85. The strike last trading price was 47.45, which was -2.55 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 50, which was 2.00 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 48, which was -54.25 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 102.25, 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 102.25, 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 102.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAMOTORS 28NOV2024 930 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 774.30 | 144 | -4.00 | - | 0.772 | 0.386 | 145.123 |
| 13 Nov | 786.25 | 148 | 9.00 | 73.11 | 0.386 | 0 | 144.737 |
| 12 Nov | 784.85 | 139 | 20.05 | - | 3.474 | -0.386 | 144.737 |
| 11 Nov | 804.70 | 118.95 | -2.05 | - | 1.93 | 0 | 145.123 |
| 8 Nov | 805.45 | 121 | 11.00 | - | 4.632 | -0.772 | 145.123 |
| 7 Nov | 819.75 | 110 | 18.05 | 46.27 | 0.386 | 0 | 145.895 |
| 6 Nov | 839.70 | 91.95 | -4.10 | 40.73 | 1.544 | -0.386 | 145.895 |
| 5 Nov | 835.65 | 96.05 | -18.15 | 40.36 | 11.193 | -6.561 | 146.281 |
| 4 Nov | 824.10 | 114.2 | 16.00 | 54.96 | 8.491 | 1.544 | 152.456 |
| 1 Nov | 843.45 | 98.2 | 0.00 | 0.00 | 0 | 24.702 | 0 |
| 31 Oct | 834.05 | 98.2 | 6.70 | - | 44.386 | 23.93 | 150.14 |
| 30 Oct | 840.20 | 91.5 | 1.10 | - | 60.596 | 45.93 | 126.211 |
| 29 Oct | 842.75 | 90.4 | 31.95 | - | 39.368 | -0.772 | 80.667 |
| 28 Oct | 878.45 | 58.45 | -13.65 | - | 33.965 | 0.386 | 81.825 |
| 25 Oct | 864.30 | 72.1 | 14.10 | - | 4.246 | 0.386 | 81.439 |
| 24 Oct | 880.00 | 58 | -3.10 | - | 10.421 | 0 | 81.053 |
| 23 Oct | 877.65 | 61.1 | 0.80 | - | 9.263 | 1.158 | 81.439 |
| 22 Oct | 879.50 | 60.3 | 14.70 | - | 28.175 | 2.702 | 80.281 |
| 21 Oct | 903.30 | 45.6 | 7.00 | - | 44.772 | -1.158 | 77.193 |
| 18 Oct | 910.15 | 38.6 | -11.35 | - | 42.842 | 3.088 | 78.351 |
| 17 Oct | 891.60 | 49.95 | 7.20 | - | 4.632 | -0.772 | 75.263 |
| 16 Oct | 907.45 | 42.75 | 5.55 | - | 30.877 | 0 | 76.035 |
| 15 Oct | 917.30 | 37.2 | 5.30 | - | 42.07 | 13.123 | 76.035 |
| 14 Oct | 928.25 | 31.9 | -0.40 | - | 38.211 | 25.474 | 62.14 |
| 11 Oct | 930.70 | 32.3 | 0.20 | - | 24.316 | 7.333 | 35.895 |
| 10 Oct | 928.50 | 32.1 | 4.00 | - | 23.544 | 7.333 | 28.175 |
| 9 Oct | 939.15 | 28.1 | -13.90 | - | 26.632 | 0.386 | 21.228 |
| 8 Oct | 919.80 | 42 | 4.25 | - | 12.351 | 3.088 | 13.123 |
| 7 Oct | 927.85 | 37.75 | 3.95 | - | 7.333 | 1.93 | 9.649 |
| 4 Oct | 930.75 | 33.8 | -2.40 | - | 10.035 | 1.544 | 6.175 |
| 3 Oct | 925.70 | 36.2 | 8.75 | - | 10.421 | 5.018 | 5.018 |
| 1 Oct | 965.20 | 27.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 974.65 | 27.45 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 993.00 | 27.45 | - | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 930 expiring on 28NOV2024
Delta for 930 PE is -
Historical price for 930 PE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 144, which was -4.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 376
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 148, which was 9.00 higher than the previous day. The implied volatity was 73.11, the open interest changed by 0 which decreased total open position to 375
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 139, which was 20.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 375
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 118.95, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 376
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 121, which was 11.00 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 376
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 110, which was 18.05 higher than the previous day. The implied volatity was 46.27, the open interest changed by 0 which decreased total open position to 378
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 91.95, which was -4.10 lower than the previous day. The implied volatity was 40.73, the open interest changed by -1 which decreased total open position to 378
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 96.05, which was -18.15 lower than the previous day. The implied volatity was 40.36, the open interest changed by -17 which decreased total open position to 379
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 114.2, which was 16.00 higher than the previous day. The implied volatity was 54.96, the open interest changed by 4 which increased total open position to 395
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 98.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 64 which increased total open position to 0
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 98.2, which was 6.70 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 91.5, which was 1.10 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 90.4, which was 31.95 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 58.45, which was -13.65 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 72.1, which was 14.10 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 58, which was -3.10 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 61.1, 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 22 Oct TATAMOTORS was trading at 879.50. The strike last trading price was 60.3, 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 45.6, 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 18 Oct TATAMOTORS was trading at 910.15. The strike last trading price was 38.6, which was -11.35 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 49.95, which was 7.20 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 42.75, which was 5.55 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 37.2, which was 5.30 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 31.9, which was -0.40 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 32.3, which was 0.20 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 32.1, which was 4.00 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 28.1, which was -13.90 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 42, which was 4.25 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 37.75, 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 4 Oct TATAMOTORS was trading at 930.75. The strike last trading price was 33.8, 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 3 Oct TATAMOTORS was trading at 925.70. The strike last trading price was 36.2, which was 8.75 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 27.45, 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 30 Sept TATAMOTORS was trading at 974.65. The strike last trading price was 27.45, 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 27 Sept TATAMOTORS was trading at 993.00. The strike last trading price was 27.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
