TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 610 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.06
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 99.15 | -6.25 | 43.26 | 14 | -6 | 73 | |||||||||
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| 18 Sept | 711.20 | 105.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 715.25 | 82.75 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 664.60 | 76.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Motors Limited - strike price 610 expiring on 30SEP2025
Delta for 610 CE is 0.98
Historical price for 610 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 99.15, which was -6.25 lower than the previous day. The implied volatity was 43.26, the open interest changed by -6 which decreased total open position to 73
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 105.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 82.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 76.55, 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
| TATAMOTORS 30SEP2025 610 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.05
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 0.3 | 0.05 | 41.20 | 128 | -61 | 786 |
| 18 Sept | 711.20 | 0.2 | -0.05 | 38.97 | 41 | -6 | 850 |
| 14 Sept | 715.25 | 0.3 | -0.15 | 34.39 | 174 | -15 | 920 |
| 17 Aug | 664.60 | 5.1 | -0.05 | 27.15 | 108 | -11 | 166 |
For Tata Motors Limited - strike price 610 expiring on 30SEP2025
Delta for 610 PE is -0.02
Historical price for 610 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 41.20, the open interest changed by -61 which decreased total open position to 786
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 38.97, the open interest changed by -6 which decreased total open position to 850
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 34.39, the open interest changed by -15 which decreased total open position to 920
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 5.1, which was -0.05 lower than the previous day. The implied volatity was 27.15, the open interest changed by -11 which decreased total open position to 166
