TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 670 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.29
Theta: -0.58
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 42.1 | -3.95 | 32.42 | 71 | 6 | 494 | |||||||||
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| 18 Sept | 711.20 | 47.05 | -5.75 | 30.83 | 117 | -63 | 489 | |||||||||
| 14 Sept | 715.25 | 50 | 6.65 | 26.90 | 159 | -25 | 588 | |||||||||
| 17 Aug | 664.60 | 22.45 | -1.05 | 22.29 | 174 | 27 | 95 | |||||||||
For Tata Motors Limited - strike price 670 expiring on 30SEP2025
Delta for 670 CE is 0.85
Historical price for 670 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 42.1, which was -3.95 lower than the previous day. The implied volatity was 32.42, the open interest changed by 6 which increased total open position to 494
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 47.05, which was -5.75 lower than the previous day. The implied volatity was 30.83, the open interest changed by -63 which decreased total open position to 489
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 50, which was 6.65 higher than the previous day. The implied volatity was 26.90, the open interest changed by -25 which decreased total open position to 588
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 22.45, which was -1.05 lower than the previous day. The implied volatity was 22.29, the open interest changed by 27 which increased total open position to 95
| TATAMOTORS 30SEP2025 670 PE | |||||||
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Delta: -0.13
Vega: 0.25
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 2.3 | 0.25 | 29.16 | 1,425 | 133 | 2,948 |
| 18 Sept | 711.20 | 1.95 | 0.3 | 29.20 | 2,359 | 544 | 2,822 |
| 14 Sept | 715.25 | 2.3 | -1.35 | 26.08 | 2,140 | 112 | 2,243 |
| 17 Aug | 664.60 | 23.7 | -0.3 | 26.32 | 32 | 19 | 49 |
For Tata Motors Limited - strike price 670 expiring on 30SEP2025
Delta for 670 PE is -0.13
Historical price for 670 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 2.3, which was 0.25 higher than the previous day. The implied volatity was 29.16, the open interest changed by 133 which increased total open position to 2948
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 1.95, which was 0.3 higher than the previous day. The implied volatity was 29.20, the open interest changed by 544 which increased total open position to 2822
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 2.3, which was -1.35 lower than the previous day. The implied volatity was 26.08, the open interest changed by 112 which increased total open position to 2243
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 23.7, which was -0.3 lower than the previous day. The implied volatity was 26.32, the open interest changed by 19 which increased total open position to 49
