TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 660 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.23
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 707.45 | 51.15 | -4.85 | 34.31 | 26 | 0 | 233 | |||||||||
| 18 Sept | 711.20 | 56.35 | -5.8 | 32.76 | 57 | -11 | 235 | |||||||||
| 14 Sept | 715.25 | 60 | 8.45 | 31.17 | 56 | -24 | 262 | |||||||||
| 17 Aug | 664.60 | 27.7 | -0.6 | 22.19 | 78 | 23 | 204 | |||||||||
For Tata Motors Limited - strike price 660 expiring on 30SEP2025
Delta for 660 CE is 0.89
Historical price for 660 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 51.15, which was -4.85 lower than the previous day. The implied volatity was 34.31, the open interest changed by 0 which decreased total open position to 233
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 56.35, which was -5.8 lower than the previous day. The implied volatity was 32.76, the open interest changed by -11 which decreased total open position to 235
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 60, which was 8.45 higher than the previous day. The implied volatity was 31.17, the open interest changed by -24 which decreased total open position to 262
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 27.7, which was -0.6 lower than the previous day. The implied volatity was 22.19, the open interest changed by 23 which increased total open position to 204
| TATAMOTORS 30SEP2025 660 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.09
Vega: 0.19
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 1.55 | 0.15 | 30.94 | 1,246 | 175 | 2,048 |
| 18 Sept | 711.20 | 1.3 | 0.15 | 30.73 | 1,550 | 175 | 1,934 |
| 14 Sept | 715.25 | 1.65 | -0.85 | 27.58 | 1,564 | -191 | 1,705 |
| 17 Aug | 664.60 | 19.15 | 0 | 26.43 | 64 | 42 | 186 |
For Tata Motors Limited - strike price 660 expiring on 30SEP2025
Delta for 660 PE is -0.09
Historical price for 660 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 30.94, the open interest changed by 175 which increased total open position to 2048
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 1.3, which was 0.15 higher than the previous day. The implied volatity was 30.73, the open interest changed by 175 which increased total open position to 1934
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 1.65, which was -0.85 lower than the previous day. The implied volatity was 27.58, the open interest changed by -191 which decreased total open position to 1705
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 26.43, the open interest changed by 42 which increased total open position to 186
