TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 630 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.17
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 80.7 | -4.3 | 47.70 | 2 | -1 | 134 | |||||||||
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| 18 Sept | 711.20 | 85 | -7.05 | 35.91 | 7 | 1 | 133 | |||||||||
| 14 Sept | 715.25 | 88.5 | 8.2 | 36.58 | 26 | -9 | 132 | |||||||||
| 17 Aug | 664.60 | 47.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Motors Limited - strike price 630 expiring on 30SEP2025
Delta for 630 CE is 0.93
Historical price for 630 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 80.7, which was -4.3 lower than the previous day. The implied volatity was 47.70, the open interest changed by -1 which decreased total open position to 134
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 85, which was -7.05 lower than the previous day. The implied volatity was 35.91, the open interest changed by 1 which increased total open position to 133
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 88.5, which was 8.2 higher than the previous day. The implied volatity was 36.58, the open interest changed by -9 which decreased total open position to 132
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 47.85, 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
| TATAMOTORS 30SEP2025 630 PE | |||||||
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Delta: -0.03
Vega: 0.08
Theta: -0.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 0.55 | 0 | 36.98 | 330 | 33 | 1,091 |
| 18 Sept | 711.20 | 0.6 | 0.1 | 37.96 | 425 | -99 | 1,057 |
| 14 Sept | 715.25 | 0.65 | -0.2 | 32.25 | 459 | 26 | 1,238 |
| 17 Aug | 664.60 | 8.65 | -0.15 | 26.15 | 76 | 46 | 232 |
For Tata Motors Limited - strike price 630 expiring on 30SEP2025
Delta for 630 PE is -0.03
Historical price for 630 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 36.98, the open interest changed by 33 which increased total open position to 1091
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 37.96, the open interest changed by -99 which decreased total open position to 1057
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 0.65, which was -0.2 lower than the previous day. The implied volatity was 32.25, the open interest changed by 26 which increased total open position to 1238
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 8.65, which was -0.15 lower than the previous day. The implied volatity was 26.15, the open interest changed by 46 which increased total open position to 232
