TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 650 CE | ||||||||||||||||
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Delta: 0.68
Vega: 0.85
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 664.60 | 33.55 | -0.45 | 21.93 | 38 | 17 | 214 | |||||||||
For Tata Motors Limited - strike price 650 expiring on 30SEP2025
Delta for 650 CE is 0.68
Historical price for 650 CE is as follows
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 33.55, which was -0.45 lower than the previous day. The implied volatity was 21.93, the open interest changed by 17 which increased total open position to 214
| TATAMOTORS 30SEP2025 650 PE | |||||||
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Delta: -0.34
Vega: 0.87
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 664.60 | 14.9 | -0.15 | 26.18 | 84 | 28 | 213 |
For Tata Motors Limited - strike price 650 expiring on 30SEP2025
Delta for 650 PE is -0.34
Historical price for 650 PE is as follows
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 14.9, which was -0.15 lower than the previous day. The implied volatity was 26.18, the open interest changed by 28 which increased total open position to 213
