TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 640 CE | ||||||||||||||||
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Delta: 0.77
Vega: 0.72
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.77
Historical price for 640 CE is as follows
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: -0.28
Vega: 0.80
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.28
Historical price for 640 PE is as follows
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
