TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 670 CE | ||||||||||||||||
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Delta: 0.54
Vega: 0.95
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 | 22.45 | -1.05 | 22.29 | 174 | 27 | 95 | |||||||||
For Tata Motors Limited - strike price 670 expiring on 30SEP2025
Delta for 670 CE is 0.54
Historical price for 670 CE is as follows
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: -0.46
Vega: 0.95
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.46
Historical price for 670 PE is as follows
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
