TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 600 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 113.8 | 0.25 | - | 18 | 8 | 232 | |||||||||
| 18 Sept | 711.20 | 115 | -6.5 | 49.00 | 43 | -4 | 223 | |||||||||
| 14 Sept | 715.25 | 117.7 | 8.4 | 41.56 | 21 | 5 | 251 | |||||||||
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| 17 Aug | 664.60 | 72.05 | 1.05 | 16.45 | 23 | 6 | 54 | |||||||||
For Tata Motors Limited - strike price 600 expiring on 30SEP2025
Delta for 600 CE is -
Historical price for 600 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 113.8, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 232
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 115, which was -6.5 lower than the previous day. The implied volatity was 49.00, the open interest changed by -4 which decreased total open position to 223
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 117.7, which was 8.4 higher than the previous day. The implied volatity was 41.56, the open interest changed by 5 which increased total open position to 251
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 72.05, which was 1.05 higher than the previous day. The implied volatity was 16.45, the open interest changed by 6 which increased total open position to 54
| TATAMOTORS 30SEP2025 600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.03
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 0.15 | -0.05 | 41.08 | 199 | -29 | 1,241 |
| 18 Sept | 711.20 | 0.2 | -0.05 | 42.53 | 140 | -15 | 1,255 |
| 14 Sept | 715.25 | 0.25 | -0.15 | 36.47 | 431 | -18 | 1,422 |
| 17 Aug | 664.60 | 4.1 | 0.1 | 28.18 | 216 | 39 | 419 |
For Tata Motors Limited - strike price 600 expiring on 30SEP2025
Delta for 600 PE is -0.01
Historical price for 600 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 41.08, the open interest changed by -29 which decreased total open position to 1241
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.53, the open interest changed by -15 which decreased total open position to 1255
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 36.47, the open interest changed by -18 which decreased total open position to 1422
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 4.1, which was 0.1 higher than the previous day. The implied volatity was 28.18, the open interest changed by 39 which increased total open position to 419
