TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 640 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.14
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 70 | -3.45 | 38.18 | 6 | -3 | 161 | |||||||||
| 18 Sept | 711.20 | 73.45 | -0.45 | - | 1 | 0 | 165 | |||||||||
| 14 Sept | 715.25 | 78.9 | 8.3 | 34.86 | 26 | -3 | 156 | |||||||||
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| 17 Aug | 664.60 | 38.65 | -1.45 | 19.64 | 8 | 2 | 56 | |||||||||
For Tata Motors Limited - strike price 640 expiring on 30SEP2025
Delta for 640 CE is 0.94
Historical price for 640 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 70, which was -3.45 lower than the previous day. The implied volatity was 38.18, the open interest changed by -3 which decreased total open position to 161
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 73.45, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 165
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 78.9, which was 8.3 higher than the previous day. The implied volatity was 34.86, the open interest changed by -3 which decreased total open position to 156
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 38.65, which was -1.45 lower than the previous day. The implied volatity was 19.64, the open interest changed by 2 which increased total open position to 56
| TATAMOTORS 30SEP2025 640 PE | |||||||
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Delta: -0.04
Vega: 0.11
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 0.75 | 0.05 | 34.80 | 630 | 177 | 1,514 |
| 18 Sept | 711.20 | 0.75 | 0.1 | 35.42 | 660 | 58 | 1,338 |
| 14 Sept | 715.25 | 0.85 | -0.4 | 30.48 | 686 | 121 | 1,410 |
| 17 Aug | 664.60 | 11.4 | 0.05 | 26.06 | 72 | 39 | 173 |
For Tata Motors Limited - strike price 640 expiring on 30SEP2025
Delta for 640 PE is -0.04
Historical price for 640 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 34.80, the open interest changed by 177 which increased total open position to 1514
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 35.42, the open interest changed by 58 which increased total open position to 1338
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 0.85, which was -0.4 lower than the previous day. The implied volatity was 30.48, the open interest changed by 121 which increased total open position to 1410
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 11.4, which was 0.05 higher than the previous day. The implied volatity was 26.06, the open interest changed by 39 which increased total open position to 173
