TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 620 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.22
Theta: -0.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 92.75 | -0.95 | 63.70 | 3 | -2 | 140 | |||||||||
| 18 Sept | 711.20 | 93.7 | -1.55 | - | 1 | 0 | 142 | |||||||||
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| 14 Sept | 715.25 | 89.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 664.60 | 94.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Motors Limited - strike price 620 expiring on 30SEP2025
Delta for 620 CE is 0.90
Historical price for 620 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 92.75, which was -0.95 lower than the previous day. The implied volatity was 63.70, the open interest changed by -2 which decreased total open position to 140
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 93.7, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 142
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 89.5, 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 94.2, 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 620 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.07
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 0.45 | 0.05 | 39.77 | 121 | 30 | 637 |
| 18 Sept | 711.20 | 0.4 | 0.05 | 39.26 | 347 | -110 | 615 |
| 14 Sept | 715.25 | 0.5 | -0.15 | 33.98 | 271 | -50 | 850 |
| 17 Aug | 664.60 | 6.7 | -0.05 | 26.68 | 159 | 72 | 222 |
For Tata Motors Limited - strike price 620 expiring on 30SEP2025
Delta for 620 PE is -0.02
Historical price for 620 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 39.77, the open interest changed by 30 which increased total open position to 637
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 39.26, the open interest changed by -110 which decreased total open position to 615
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 33.98, the open interest changed by -50 which decreased total open position to 850
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 6.7, which was -0.05 lower than the previous day. The implied volatity was 26.68, the open interest changed by 72 which increased total open position to 222
