TATATECH
Tata Technologies Limited
Historical option data for TATATECH
14 Jan 2026 04:13 PM IST
| TATATECH 27-JAN-2026 665 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 0.44
Theta: -0.51
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 646.65 | 6.85 | -7.85 | 26.38 | 276 | 68 | 180 | |||||||||
| 13 Jan | 660.25 | 14.75 | 3.4 | 31.01 | 206 | 2 | 112 | |||||||||
|
|
||||||||||||||||
| 12 Jan | 652.70 | 11.3 | -0.5 | 30.02 | 135 | 19 | 112 | |||||||||
| 9 Jan | 652.75 | 11.4 | -5 | 26.95 | 258 | 22 | 95 | |||||||||
| 8 Jan | 661.65 | 16.05 | -15.55 | 26.49 | 96 | 15 | 75 | |||||||||
| 7 Jan | 683.50 | 30.8 | 21.55 | 28.16 | 401 | 28 | 61 | |||||||||
| 6 Jan | 649.15 | 9.25 | -0.95 | 23 | 25 | 0 | 29 | |||||||||
| 5 Jan | 651.05 | 10.3 | -2.6 | 23.31 | 93 | 14 | 30 | |||||||||
| 2 Jan | 655.95 | 12.85 | 4.35 | 21.25 | 36 | 16 | 18 | |||||||||
| 1 Jan | 644.25 | 8.5 | -2.55 | 22.01 | 2 | 0 | 0 | |||||||||
| 31 Dec | 643.00 | 11.05 | 0 | 2.95 | 0 | 0 | 0 | |||||||||
For Tata Technologies Limited - strike price 665 expiring on 27JAN2026
Delta for 665 CE is 0.33
Historical price for 665 CE is as follows
On 14 Jan TATATECH was trading at 646.65. The strike last trading price was 6.85, which was -7.85 lower than the previous day. The implied volatity was 26.38, the open interest changed by 68 which increased total open position to 180
On 13 Jan TATATECH was trading at 660.25. The strike last trading price was 14.75, which was 3.4 higher than the previous day. The implied volatity was 31.01, the open interest changed by 2 which increased total open position to 112
On 12 Jan TATATECH was trading at 652.70. The strike last trading price was 11.3, which was -0.5 lower than the previous day. The implied volatity was 30.02, the open interest changed by 19 which increased total open position to 112
On 9 Jan TATATECH was trading at 652.75. The strike last trading price was 11.4, which was -5 lower than the previous day. The implied volatity was 26.95, the open interest changed by 22 which increased total open position to 95
On 8 Jan TATATECH was trading at 661.65. The strike last trading price was 16.05, which was -15.55 lower than the previous day. The implied volatity was 26.49, the open interest changed by 15 which increased total open position to 75
On 7 Jan TATATECH was trading at 683.50. The strike last trading price was 30.8, which was 21.55 higher than the previous day. The implied volatity was 28.16, the open interest changed by 28 which increased total open position to 61
On 6 Jan TATATECH was trading at 649.15. The strike last trading price was 9.25, which was -0.95 lower than the previous day. The implied volatity was 23, the open interest changed by 0 which decreased total open position to 29
On 5 Jan TATATECH was trading at 651.05. The strike last trading price was 10.3, which was -2.6 lower than the previous day. The implied volatity was 23.31, the open interest changed by 14 which increased total open position to 30
On 2 Jan TATATECH was trading at 655.95. The strike last trading price was 12.85, which was 4.35 higher than the previous day. The implied volatity was 21.25, the open interest changed by 16 which increased total open position to 18
On 1 Jan TATATECH was trading at 644.25. The strike last trading price was 8.5, which was -2.55 lower than the previous day. The implied volatity was 22.01, the open interest changed by 0 which decreased total open position to 0
On 31 Dec TATATECH was trading at 643.00. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 2.95, the open interest changed by 0 which decreased total open position to 0
| TATATECH 27JAN2026 665 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.62
Vega: 0.47
Theta: -0.53
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 646.65 | 26.25 | 9.85 | 35.95 | 14 | -2 | 74 |
| 13 Jan | 660.25 | 16.55 | -3.6 | 29.45 | 43 | 2 | 77 |
| 12 Jan | 652.70 | 20.15 | -2.3 | 27.05 | 4 | 1 | 76 |
| 9 Jan | 652.75 | 23.2 | 4.95 | 31.05 | 68 | 6 | 76 |
| 8 Jan | 661.65 | 18.15 | 8.8 | 30.31 | 234 | -5 | 71 |
| 7 Jan | 683.50 | 9.5 | -24.75 | 29.39 | 428 | 76 | 76 |
| 6 Jan | 649.15 | 34.25 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 651.05 | 34.25 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 655.95 | 34.25 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 644.25 | 34.25 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 643.00 | 34.25 | 0 | - | 0 | 0 | 0 |
For Tata Technologies Limited - strike price 665 expiring on 27JAN2026
Delta for 665 PE is -0.62
Historical price for 665 PE is as follows
On 14 Jan TATATECH was trading at 646.65. The strike last trading price was 26.25, which was 9.85 higher than the previous day. The implied volatity was 35.95, the open interest changed by -2 which decreased total open position to 74
On 13 Jan TATATECH was trading at 660.25. The strike last trading price was 16.55, which was -3.6 lower than the previous day. The implied volatity was 29.45, the open interest changed by 2 which increased total open position to 77
On 12 Jan TATATECH was trading at 652.70. The strike last trading price was 20.15, which was -2.3 lower than the previous day. The implied volatity was 27.05, the open interest changed by 1 which increased total open position to 76
On 9 Jan TATATECH was trading at 652.75. The strike last trading price was 23.2, which was 4.95 higher than the previous day. The implied volatity was 31.05, the open interest changed by 6 which increased total open position to 76
On 8 Jan TATATECH was trading at 661.65. The strike last trading price was 18.15, which was 8.8 higher than the previous day. The implied volatity was 30.31, the open interest changed by -5 which decreased total open position to 71
On 7 Jan TATATECH was trading at 683.50. The strike last trading price was 9.5, which was -24.75 lower than the previous day. The implied volatity was 29.39, the open interest changed by 76 which increased total open position to 76
On 6 Jan TATATECH was trading at 649.15. The strike last trading price was 34.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jan TATATECH was trading at 651.05. The strike last trading price was 34.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Jan TATATECH was trading at 655.95. The strike last trading price was 34.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Jan TATATECH was trading at 644.25. The strike last trading price was 34.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Dec TATATECH was trading at 643.00. The strike last trading price was 34.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0































































































































































































































