TATATECH
Tata Technologies Limited
Historical option data for TATATECH
04 Apr 2025 04:14 PM IST
| TATATECH 24APR2025 680 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 0.53
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 4 Apr | 648.70 | 7.3 | -9.6 | 26.39 | 919 | 232 | 422 | |||
| 3 Apr | 680.05 | 16.95 | -4.45 | 21.33 | 406 | 21 | 192 | |||
| 2 Apr | 687.85 | 21.35 | 2.5 | 22.23 | 248 | 7 | 172 | |||
| 1 Apr | 687.05 | 18.5 | -1.35 | 18.15 | 221 | 12 | 164 | |||
| 28 Mar | 679.90 | 18.3 | -11.9 | 24.98 | 222 | 35 | 152 | |||
| 27 Mar | 687.15 | 30.9 | -3.1 | 35.48 | 76 | 24 | 117 | |||
| 26 Mar | 700.10 | 34.1 | -1.35 | 24.47 | 14 | 2 | 92 | |||
| 25 Mar | 698.30 | 35 | -3.25 | 29.21 | 88 | -15 | 81 | |||
| 24 Mar | 698.70 | 38 | 7 | 30.48 | 68 | 8 | 97 | |||
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| 21 Mar | 685.75 | 31 | 11.85 | 28.31 | 140 | 49 | 88 | |||
| 20 Mar | 665.95 | 18.75 | -36.8 | 26.99 | 46 | 39 | 39 | |||
| 19 Mar | 671.30 | 55.55 | 0 | 0.44 | 0 | 0 | 0 | |||
| 18 Mar | 648.05 | 55.55 | 0 | 3.57 | 0 | 0 | 0 | |||
| 17 Mar | 628.45 | 55.55 | 0 | 5.66 | 0 | 0 | 0 | |||
| 13 Mar | 636.80 | 55.55 | 0 | 4.40 | 0 | 0 | 0 | |||
| 12 Mar | 642.10 | 55.55 | 0 | 3.72 | 0 | 0 | 0 | |||
| 11 Mar | 646.80 | 55.55 | 0 | 3.17 | 0 | 0 | 0 | |||
| 10 Mar | 653.70 | 55.55 | 0 | 2.86 | 0 | 0 | 0 | |||
| 7 Mar | 671.55 | 55.55 | 0 | - | 0 | 0 | 0 | |||
| 6 Mar | 670.60 | 55.55 | 0 | 0.15 | 0 | 0 | 0 | |||
| 3 Mar | 666.25 | 55.55 | 0 | 0.34 | 0 | 0 | 0 | |||
For Tata Technologies Limited - strike price 680 expiring on 24APR2025
Delta for 680 CE is 0.30
Historical price for 680 CE is as follows
On 4 Apr TATATECH was trading at 648.70. The strike last trading price was 7.3, which was -9.6 lower than the previous day. The implied volatity was 26.39, the open interest changed by 232 which increased total open position to 422
On 3 Apr TATATECH was trading at 680.05. The strike last trading price was 16.95, which was -4.45 lower than the previous day. The implied volatity was 21.33, the open interest changed by 21 which increased total open position to 192
On 2 Apr TATATECH was trading at 687.85. The strike last trading price was 21.35, which was 2.5 higher than the previous day. The implied volatity was 22.23, the open interest changed by 7 which increased total open position to 172
On 1 Apr TATATECH was trading at 687.05. The strike last trading price was 18.5, which was -1.35 lower than the previous day. The implied volatity was 18.15, the open interest changed by 12 which increased total open position to 164
On 28 Mar TATATECH was trading at 679.90. The strike last trading price was 18.3, which was -11.9 lower than the previous day. The implied volatity was 24.98, the open interest changed by 35 which increased total open position to 152
On 27 Mar TATATECH was trading at 687.15. The strike last trading price was 30.9, which was -3.1 lower than the previous day. The implied volatity was 35.48, the open interest changed by 24 which increased total open position to 117
On 26 Mar TATATECH was trading at 700.10. The strike last trading price was 34.1, which was -1.35 lower than the previous day. The implied volatity was 24.47, the open interest changed by 2 which increased total open position to 92
On 25 Mar TATATECH was trading at 698.30. The strike last trading price was 35, which was -3.25 lower than the previous day. The implied volatity was 29.21, the open interest changed by -15 which decreased total open position to 81
On 24 Mar TATATECH was trading at 698.70. The strike last trading price was 38, which was 7 higher than the previous day. The implied volatity was 30.48, the open interest changed by 8 which increased total open position to 97
On 21 Mar TATATECH was trading at 685.75. The strike last trading price was 31, which was 11.85 higher than the previous day. The implied volatity was 28.31, the open interest changed by 49 which increased total open position to 88
On 20 Mar TATATECH was trading at 665.95. The strike last trading price was 18.75, which was -36.8 lower than the previous day. The implied volatity was 26.99, the open interest changed by 39 which increased total open position to 39
On 19 Mar TATATECH was trading at 671.30. The strike last trading price was 55.55, which was 0 lower than the previous day. The implied volatity was 0.44, the open interest changed by 0 which decreased total open position to 0
On 18 Mar TATATECH was trading at 648.05. The strike last trading price was 55.55, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 17 Mar TATATECH was trading at 628.45. The strike last trading price was 55.55, which was 0 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TATATECH was trading at 636.80. The strike last trading price was 55.55, which was 0 lower than the previous day. The implied volatity was 4.40, the open interest changed by 0 which decreased total open position to 0
On 12 Mar TATATECH was trading at 642.10. The strike last trading price was 55.55, which was 0 lower than the previous day. The implied volatity was 3.72, the open interest changed by 0 which decreased total open position to 0
On 11 Mar TATATECH was trading at 646.80. The strike last trading price was 55.55, which was 0 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
On 10 Mar TATATECH was trading at 653.70. The strike last trading price was 55.55, which was 0 lower than the previous day. The implied volatity was 2.86, the open interest changed by 0 which decreased total open position to 0
On 7 Mar TATATECH was trading at 671.55. The strike last trading price was 55.55, 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 6 Mar TATATECH was trading at 670.60. The strike last trading price was 55.55, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 3 Mar TATATECH was trading at 666.25. The strike last trading price was 55.55, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0
| TATATECH 24APR2025 680 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0.60
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 4 Apr | 648.70 | 54.7 | 23.95 | 67.80 | 373 | -26 | 171 |
| 3 Apr | 680.05 | 30.05 | 2.55 | 50.62 | 116 | 12 | 197 |
| 2 Apr | 687.85 | 27.5 | -6.4 | 49.41 | 91 | 3 | 184 |
| 1 Apr | 687.05 | 34.5 | -4.1 | 58.19 | 114 | 21 | 180 |
| 28 Mar | 679.90 | 39.9 | 8.15 | 54.54 | 78 | 24 | 159 |
| 27 Mar | 687.15 | 31.5 | 3.55 | 47.29 | 93 | 2 | 135 |
| 26 Mar | 700.10 | 27.95 | -1.1 | 50.71 | 87 | 29 | 134 |
| 25 Mar | 698.30 | 29.5 | 4.9 | 50.05 | 137 | 66 | 99 |
| 24 Mar | 698.70 | 24.55 | -6.45 | 44.11 | 49 | 29 | 34 |
| 21 Mar | 685.75 | 31 | 18.15 | 45.29 | 7 | 5 | 5 |
| 20 Mar | 665.95 | 12.85 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 671.30 | 12.85 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 648.05 | 12.85 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 628.45 | 12.85 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 636.80 | 12.85 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 642.10 | 12.85 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 646.80 | 12.85 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 653.70 | 12.85 | 0 | - | 0 | 0 | 0 |
| 7 Mar | 671.55 | 12.85 | 0 | 0.14 | 0 | 0 | 0 |
| 6 Mar | 670.60 | 12.85 | 0 | - | 0 | 0 | 0 |
| 3 Mar | 666.25 | 12.85 | 0 | - | 0 | 0 | 0 |
For Tata Technologies Limited - strike price 680 expiring on 24APR2025
Delta for 680 PE is -0.56
Historical price for 680 PE is as follows
On 4 Apr TATATECH was trading at 648.70. The strike last trading price was 54.7, which was 23.95 higher than the previous day. The implied volatity was 67.80, the open interest changed by -26 which decreased total open position to 171
On 3 Apr TATATECH was trading at 680.05. The strike last trading price was 30.05, which was 2.55 higher than the previous day. The implied volatity was 50.62, the open interest changed by 12 which increased total open position to 197
On 2 Apr TATATECH was trading at 687.85. The strike last trading price was 27.5, which was -6.4 lower than the previous day. The implied volatity was 49.41, the open interest changed by 3 which increased total open position to 184
On 1 Apr TATATECH was trading at 687.05. The strike last trading price was 34.5, which was -4.1 lower than the previous day. The implied volatity was 58.19, the open interest changed by 21 which increased total open position to 180
On 28 Mar TATATECH was trading at 679.90. The strike last trading price was 39.9, which was 8.15 higher than the previous day. The implied volatity was 54.54, the open interest changed by 24 which increased total open position to 159
On 27 Mar TATATECH was trading at 687.15. The strike last trading price was 31.5, which was 3.55 higher than the previous day. The implied volatity was 47.29, the open interest changed by 2 which increased total open position to 135
On 26 Mar TATATECH was trading at 700.10. The strike last trading price was 27.95, which was -1.1 lower than the previous day. The implied volatity was 50.71, the open interest changed by 29 which increased total open position to 134
On 25 Mar TATATECH was trading at 698.30. The strike last trading price was 29.5, which was 4.9 higher than the previous day. The implied volatity was 50.05, the open interest changed by 66 which increased total open position to 99
On 24 Mar TATATECH was trading at 698.70. The strike last trading price was 24.55, which was -6.45 lower than the previous day. The implied volatity was 44.11, the open interest changed by 29 which increased total open position to 34
On 21 Mar TATATECH was trading at 685.75. The strike last trading price was 31, which was 18.15 higher than the previous day. The implied volatity was 45.29, the open interest changed by 5 which increased total open position to 5
On 20 Mar TATATECH was trading at 665.95. The strike last trading price was 12.85, 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 19 Mar TATATECH was trading at 671.30. The strike last trading price was 12.85, 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 18 Mar TATATECH was trading at 648.05. The strike last trading price was 12.85, 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 17 Mar TATATECH was trading at 628.45. The strike last trading price was 12.85, 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 13 Mar TATATECH was trading at 636.80. The strike last trading price was 12.85, 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 12 Mar TATATECH was trading at 642.10. The strike last trading price was 12.85, 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 11 Mar TATATECH was trading at 646.80. The strike last trading price was 12.85, 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 10 Mar TATATECH was trading at 653.70. The strike last trading price was 12.85, 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 7 Mar TATATECH was trading at 671.55. The strike last trading price was 12.85, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 6 Mar TATATECH was trading at 670.60. The strike last trading price was 12.85, 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 3 Mar TATATECH was trading at 666.25. The strike last trading price was 12.85, 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
