TMPV
Tata Motors Pass Veh Ltd
Historical option data for TMPV
06 Jan 2026 09:28 AM IST
| TMPV 27-JAN-2026 365 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.35
Theta: -0.24
Gamma: 0.02
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Jan | 363.35 | 8.55 | -6.4 | 23.79 | 1,228 | 261 | 965 | |||||||||
|
|
||||||||||||||||
| 5 Jan | 373.55 | 14.7 | 1.4 | 22.85 | 977 | -87 | 706 | |||||||||
| 2 Jan | 370.35 | 13.05 | 0.7 | 22.39 | 1,569 | -111 | 794 | |||||||||
| 1 Jan | 367.55 | 12.45 | -0.65 | 23.34 | 2,423 | 320 | 906 | |||||||||
| 31 Dec | 367.35 | 13.2 | 0.6 | 26.12 | 2,424 | 585 | 585 | |||||||||
For Tata Motors Pass Veh Ltd - strike price 365 expiring on 27JAN2026
Delta for 365 CE is 0.52
Historical price for 365 CE is as follows
On 6 Jan TMPV was trading at 363.35. The strike last trading price was 8.55, which was -6.4 lower than the previous day. The implied volatity was 23.79, the open interest changed by 261 which increased total open position to 965
On 5 Jan TMPV was trading at 373.55. The strike last trading price was 14.7, which was 1.4 higher than the previous day. The implied volatity was 22.85, the open interest changed by -87 which decreased total open position to 706
On 2 Jan TMPV was trading at 370.35. The strike last trading price was 13.05, which was 0.7 higher than the previous day. The implied volatity was 22.39, the open interest changed by -111 which decreased total open position to 794
On 1 Jan TMPV was trading at 367.55. The strike last trading price was 12.45, which was -0.65 lower than the previous day. The implied volatity was 23.34, the open interest changed by 320 which increased total open position to 906
On 31 Dec TMPV was trading at 367.35. The strike last trading price was 13.2, which was 0.6 higher than the previous day. The implied volatity was 26.12, the open interest changed by 585 which increased total open position to 585
| TMPV 27JAN2026 365 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.35
Theta: -0.17
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Jan | 363.35 | 9.25 | 3.95 | 27.13 | 2,213 | 280 | 1,297 |
| 5 Jan | 373.55 | 5.3 | -0.95 | 27.03 | 1,928 | 107 | 969 |
| 2 Jan | 370.35 | 6.35 | -1.55 | 25.55 | 1,209 | 144 | 861 |
| 1 Jan | 367.55 | 7.6 | -0.6 | 26.64 | 1,973 | 255 | 696 |
| 31 Dec | 367.35 | 8.3 | -5.9 | 26.91 | 1,202 | 442 | 442 |
For Tata Motors Pass Veh Ltd - strike price 365 expiring on 27JAN2026
Delta for 365 PE is -0.48
Historical price for 365 PE is as follows
On 6 Jan TMPV was trading at 363.35. The strike last trading price was 9.25, which was 3.95 higher than the previous day. The implied volatity was 27.13, the open interest changed by 280 which increased total open position to 1297
On 5 Jan TMPV was trading at 373.55. The strike last trading price was 5.3, which was -0.95 lower than the previous day. The implied volatity was 27.03, the open interest changed by 107 which increased total open position to 969
On 2 Jan TMPV was trading at 370.35. The strike last trading price was 6.35, which was -1.55 lower than the previous day. The implied volatity was 25.55, the open interest changed by 144 which increased total open position to 861
On 1 Jan TMPV was trading at 367.55. The strike last trading price was 7.6, which was -0.6 lower than the previous day. The implied volatity was 26.64, the open interest changed by 255 which increased total open position to 696
On 31 Dec TMPV was trading at 367.35. The strike last trading price was 8.3, which was -5.9 lower than the previous day. The implied volatity was 26.91, the open interest changed by 442 which increased total open position to 442
































































































































































































































