TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
14 Nov 2024 04:11 PM IST
| TATAMOTORS 28NOV2024 950 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.06
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 774.30 | 0.35 | -0.15 | 45.59 | 249.333 | -47.474 | 1,512.982 | |||
| 13 Nov | 786.25 | 0.5 | 0.00 | 43.43 | 266.316 | -86.456 | 1,558.912 | |||
| 12 Nov | 784.85 | 0.5 | -0.10 | 42.53 | 750.316 | -254.351 | 1,648.07 | |||
| 11 Nov | 804.70 | 0.6 | -0.95 | 37.33 | 2,297.649 | 36.667 | 1,909.754 | |||
| 8 Nov | 805.45 | 1.55 | -1.35 | 40.87 | 2,108.14 | 165.965 | 1,875.789 | |||
| 7 Nov | 819.75 | 2.9 | -0.35 | 40.45 | 1,252.456 | 118.105 | 1,713.298 | |||
| 6 Nov | 839.70 | 3.25 | -0.80 | 35.44 | 1,048.667 | 121.579 | 1,597.509 | |||
| 5 Nov | 835.65 | 4.05 | -0.05 | 38.05 | 1,061.018 | 22 | 1,475.93 | |||
| 4 Nov | 824.10 | 4.1 | -2.30 | 40.43 | 1,407.614 | -121.193 | 1,453.544 | |||
| 1 Nov | 843.45 | 6.4 | -0.25 | 37.87 | 237.754 | 74.491 | 1,578.596 | |||
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| 31 Oct | 834.05 | 6.65 | -0.90 | - | 777.719 | 123.509 | 1,503.719 | |||
| 30 Oct | 840.20 | 7.55 | -0.05 | - | 1,560.842 | 259.368 | 1,379.053 | |||
| 29 Oct | 842.75 | 7.6 | -4.20 | - | 1,755.754 | 224.246 | 1,119.684 | |||
| 28 Oct | 878.45 | 11.8 | 2.45 | - | 766.14 | 133.544 | 890.421 | |||
| 25 Oct | 864.30 | 9.35 | -3.95 | - | 976.877 | -22.772 | 756.877 | |||
| 24 Oct | 880.00 | 13.3 | 1.00 | - | 286 | 20.07 | 779.263 | |||
| 23 Oct | 877.65 | 12.3 | -1.30 | - | 597.474 | 96.105 | 759.193 | |||
| 22 Oct | 879.50 | 13.6 | -5.75 | - | 803.193 | 216.912 | 663.088 | |||
| 21 Oct | 903.30 | 19.35 | -2.00 | - | 308.386 | 70.632 | 445.404 | |||
| 18 Oct | 910.15 | 21.35 | 3.05 | - | 344.667 | 47.86 | 373.228 | |||
| 17 Oct | 891.60 | 18.3 | -4.10 | - | 242.386 | 39.368 | 325.754 | |||
| 16 Oct | 907.45 | 22.4 | -3.85 | - | 304.526 | 69.088 | 288.316 | |||
| 15 Oct | 917.30 | 26.25 | -5.20 | - | 119.263 | 42.07 | 218.842 | |||
| 14 Oct | 928.25 | 31.45 | -1.40 | - | 63.684 | 29.719 | 177.158 | |||
| 11 Oct | 930.70 | 32.85 | -1.05 | - | 55.965 | 29.333 | 148.211 | |||
| 10 Oct | 928.50 | 33.9 | -4.10 | - | 105.368 | 19.684 | 119.649 | |||
| 9 Oct | 939.15 | 38 | 5.15 | - | 86.842 | 10.421 | 99.193 | |||
| 8 Oct | 919.80 | 32.85 | -5.15 | - | 129.684 | 25.474 | 88.772 | |||
| 7 Oct | 927.85 | 38 | -1.50 | - | 40.912 | -1.93 | 63.298 | |||
| 4 Oct | 930.75 | 39.5 | 0.95 | - | 59.439 | 19.298 | 64.842 | |||
| 3 Oct | 925.70 | 38.55 | -20.95 | - | 76.807 | 44 | 45.544 | |||
| 1 Oct | 965.20 | 59.5 | -30.00 | - | 1.93 | 1.544 | 1.544 | |||
| 30 Sept | 974.65 | 89.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 993.00 | 89.5 | - | 0 | 0 | 0 | ||||
For Tata Motors Limited - strike price 950 expiring on 28NOV2024
Delta for 950 CE is 0.01
Historical price for 950 CE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 45.59, the open interest changed by -123 which decreased total open position to 3920
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 0.5, which was 0.00 lower than the previous day. The implied volatity was 43.43, the open interest changed by -224 which decreased total open position to 4039
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 42.53, the open interest changed by -659 which decreased total open position to 4270
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 0.6, which was -0.95 lower than the previous day. The implied volatity was 37.33, the open interest changed by 95 which increased total open position to 4948
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 1.55, which was -1.35 lower than the previous day. The implied volatity was 40.87, the open interest changed by 430 which increased total open position to 4860
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 2.9, which was -0.35 lower than the previous day. The implied volatity was 40.45, the open interest changed by 306 which increased total open position to 4439
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 3.25, which was -0.80 lower than the previous day. The implied volatity was 35.44, the open interest changed by 315 which increased total open position to 4139
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 4.05, which was -0.05 lower than the previous day. The implied volatity was 38.05, the open interest changed by 57 which increased total open position to 3824
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 4.1, which was -2.30 lower than the previous day. The implied volatity was 40.43, the open interest changed by -314 which decreased total open position to 3766
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 6.4, which was -0.25 lower than the previous day. The implied volatity was 37.87, the open interest changed by 193 which increased total open position to 4090
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 6.65, which was -0.90 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 7.55, 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 29 Oct TATAMOTORS was trading at 842.75. The strike last trading price was 7.6, which was -4.20 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 11.8, which was 2.45 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 9.35, which was -3.95 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 13.3, which was 1.00 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 12.3, 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 22 Oct TATAMOTORS was trading at 879.50. The strike last trading price was 13.6, which was -5.75 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 19.35, 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 18 Oct TATAMOTORS was trading at 910.15. The strike last trading price was 21.35, which was 3.05 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 18.3, which was -4.10 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 22.4, which was -3.85 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 26.25, which was -5.20 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 31.45, which was -1.40 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 32.85, which was -1.05 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 33.9, which was -4.10 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 38, 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 8 Oct TATAMOTORS was trading at 919.80. The strike last trading price was 32.85, which was -5.15 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 38, 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 4 Oct TATAMOTORS was trading at 930.75. The strike last trading price was 39.5, which was 0.95 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 38.55, which was -20.95 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 59.5, which was -30.00 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 89.5, 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 27 Sept TATAMOTORS was trading at 993.00. The strike last trading price was 89.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAMOTORS 28NOV2024 950 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 774.30 | 172 | 11.60 | - | 6.561 | 1.93 | 253.965 |
| 13 Nov | 786.25 | 160.4 | -2.10 | 49.66 | 5.018 | -3.474 | 251.649 |
| 12 Nov | 784.85 | 162.5 | 23.50 | 50.44 | 6.561 | -0.386 | 255.509 |
| 11 Nov | 804.70 | 139 | -5.00 | - | 22 | -11.579 | 255.895 |
| 8 Nov | 805.45 | 144 | 12.50 | 46.07 | 6.561 | 1.544 | 267.088 |
| 7 Nov | 819.75 | 131.5 | 24.25 | 55.11 | 6.947 | 5.789 | 265.544 |
| 6 Nov | 839.70 | 107.25 | -10.85 | 36.02 | 11.579 | 1.93 | 259.754 |
| 5 Nov | 835.65 | 118.1 | -4.90 | 49.80 | 6.947 | 3.474 | 257.053 |
| 4 Nov | 824.10 | 123 | 12.65 | 38.60 | 43.614 | 10.035 | 253.193 |
| 1 Nov | 843.45 | 110.35 | -3.50 | 44.76 | 0.772 | -0.386 | 243.158 |
| 31 Oct | 834.05 | 113.85 | 4.85 | - | 94.561 | 43.228 | 242 |
| 30 Oct | 840.20 | 109 | 3.20 | - | 101.509 | 58.281 | 198.386 |
| 29 Oct | 842.75 | 105.8 | 34.20 | - | 50.561 | 13.509 | 139.719 |
| 28 Oct | 878.45 | 71.6 | -15.40 | - | 31.649 | 17.754 | 125.825 |
| 25 Oct | 864.30 | 87 | 16.95 | - | 32.421 | 5.018 | 108.07 |
| 24 Oct | 880.00 | 70.05 | -7.75 | - | 53.263 | 1.544 | 102.281 |
| 23 Oct | 877.65 | 77.8 | 2.80 | - | 22 | 10.035 | 100.351 |
| 22 Oct | 879.50 | 75 | 16.55 | - | 27.018 | 10.035 | 89.93 |
| 21 Oct | 903.30 | 58.45 | 8.45 | - | 52.491 | 5.404 | 79.895 |
| 18 Oct | 910.15 | 50 | -14.55 | - | 11.579 | -1.158 | 74.491 |
| 17 Oct | 891.60 | 64.55 | 10.75 | - | 14.281 | 0.772 | 76.421 |
| 16 Oct | 907.45 | 53.8 | 4.30 | - | 17.368 | 1.158 | 76.035 |
| 15 Oct | 917.30 | 49.5 | 6.80 | - | 19.684 | 6.561 | 75.263 |
| 14 Oct | 928.25 | 42.7 | 0.10 | - | 12.351 | 0.386 | 68.702 |
| 11 Oct | 930.70 | 42.6 | -0.80 | - | 4.632 | 0.386 | 68.316 |
| 10 Oct | 928.50 | 43.4 | 5.15 | - | 37.439 | 6.561 | 67.158 |
| 9 Oct | 939.15 | 38.25 | -11.25 | - | 31.649 | 9.649 | 60.211 |
| 8 Oct | 919.80 | 49.5 | 2.35 | - | 10.807 | 0.772 | 50.561 |
| 7 Oct | 927.85 | 47.15 | 4.50 | - | 3.474 | 2.316 | 49.404 |
| 4 Oct | 930.75 | 42.65 | -3.95 | - | 45.544 | 22 | 46.702 |
| 3 Oct | 925.70 | 46.6 | 18.15 | - | 30.877 | 17.368 | 24.702 |
| 1 Oct | 965.20 | 28.45 | 1.45 | - | 6.175 | 3.474 | 6.947 |
| 30 Sept | 974.65 | 27 | -7.45 | - | 3.86 | 3.088 | 3.088 |
| 27 Sept | 993.00 | 34.45 | - | 0 | 0 | 0 | |
For Tata Motors Limited - strike price 950 expiring on 28NOV2024
Delta for 950 PE is -
Historical price for 950 PE is as follows
On 14 Nov TATAMOTORS was trading at 774.30. The strike last trading price was 172, which was 11.60 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 658
On 13 Nov TATAMOTORS was trading at 786.25. The strike last trading price was 160.4, which was -2.10 lower than the previous day. The implied volatity was 49.66, the open interest changed by -9 which decreased total open position to 652
On 12 Nov TATAMOTORS was trading at 784.85. The strike last trading price was 162.5, which was 23.50 higher than the previous day. The implied volatity was 50.44, the open interest changed by -1 which decreased total open position to 662
On 11 Nov TATAMOTORS was trading at 804.70. The strike last trading price was 139, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by -30 which decreased total open position to 663
On 8 Nov TATAMOTORS was trading at 805.45. The strike last trading price was 144, which was 12.50 higher than the previous day. The implied volatity was 46.07, the open interest changed by 4 which increased total open position to 692
On 7 Nov TATAMOTORS was trading at 819.75. The strike last trading price was 131.5, which was 24.25 higher than the previous day. The implied volatity was 55.11, the open interest changed by 15 which increased total open position to 688
On 6 Nov TATAMOTORS was trading at 839.70. The strike last trading price was 107.25, which was -10.85 lower than the previous day. The implied volatity was 36.02, the open interest changed by 5 which increased total open position to 673
On 5 Nov TATAMOTORS was trading at 835.65. The strike last trading price was 118.1, which was -4.90 lower than the previous day. The implied volatity was 49.80, the open interest changed by 9 which increased total open position to 666
On 4 Nov TATAMOTORS was trading at 824.10. The strike last trading price was 123, which was 12.65 higher than the previous day. The implied volatity was 38.60, the open interest changed by 26 which increased total open position to 656
On 1 Nov TATAMOTORS was trading at 843.45. The strike last trading price was 110.35, which was -3.50 lower than the previous day. The implied volatity was 44.76, the open interest changed by -1 which decreased total open position to 630
On 31 Oct TATAMOTORS was trading at 834.05. The strike last trading price was 113.85, 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 109, which was 3.20 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 105.8, which was 34.20 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 71.6, which was -15.40 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 87, which was 16.95 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 70.05, which was -7.75 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 77.8, which was 2.80 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 75, which was 16.55 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 58.45, which was 8.45 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 50, which was -14.55 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 64.55, which was 10.75 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 53.8, 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 49.5, which was 6.80 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 42.7, which was 0.10 higher 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 42.6, 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 10 Oct TATAMOTORS was trading at 928.50. The strike last trading price was 43.4, 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 9 Oct TATAMOTORS was trading at 939.15. The strike last trading price was 38.25, which was -11.25 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 49.5, which was 2.35 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 47.15, which was 4.50 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 42.65, which was -3.95 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 46.6, which was 18.15 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 28.45, 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 30 Sept TATAMOTORS was trading at 974.65. The strike last trading price was 27, which was -7.45 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 34.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
