TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 600 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.14
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.98
Historical price for 600 CE is as follows
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: -0.12
Vega: 0.47
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.12
Historical price for 600 PE is as follows
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
