TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 650 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.17
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 707.45 | 60.3 | -4.45 | 35.21 | 29 | 6 | 251 | |||||||||
| 18 Sept | 711.20 | 66 | -6.05 | 35.61 | 97 | -18 | 244 | |||||||||
| 14 Sept | 715.25 | 69 | 8.1 | 31.37 | 75 | -16 | 267 | |||||||||
| 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 0.93
Historical price for 650 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 60.3, which was -4.45 lower than the previous day. The implied volatity was 35.21, the open interest changed by 6 which increased total open position to 251
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 66, which was -6.05 lower than the previous day. The implied volatity was 35.61, the open interest changed by -18 which decreased total open position to 244
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 69, which was 8.1 higher than the previous day. The implied volatity was 31.37, the open interest changed by -16 which decreased total open position to 267
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: -0.06
Vega: 0.15
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 1.1 | 0.1 | 33.06 | 1,122 | -1 | 1,949 |
| 18 Sept | 711.20 | 0.95 | 0.05 | 32.87 | 2,190 | -17 | 1,948 |
| 14 Sept | 715.25 | 1.15 | -0.6 | 28.86 | 1,122 | -3 | 2,379 |
| 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 -0.06
Historical price for 650 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 33.06, the open interest changed by -1 which decreased total open position to 1949
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 32.87, the open interest changed by -17 which decreased total open position to 1948
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 1.15, which was -0.6 lower than the previous day. The implied volatity was 28.86, the open interest changed by -3 which decreased total open position to 2379
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
