TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 660 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0.91
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.61
Historical price for 660 CE is as follows
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: -0.40
Vega: 0.92
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.40
Historical price for 660 PE is as follows
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
