TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 680 CE | ||||||||||||||||
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Delta: 0.46
Vega: 0.95
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 664.60 | 18.25 | -0.5 | 22.72 | 74 | 18 | 238 | |||||||||
For Tata Motors Limited - strike price 680 expiring on 30SEP2025
Delta for 680 CE is 0.46
Historical price for 680 CE is as follows
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 18.25, which was -0.5 lower than the previous day. The implied volatity was 22.72, the open interest changed by 18 which increased total open position to 238
| TATAMOTORS 30SEP2025 680 PE | |||||||
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Delta: -0.53
Vega: 0.95
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 664.60 | 29.05 | 0.15 | 26.41 | 16 | 1 | 341 |
For Tata Motors Limited - strike price 680 expiring on 30SEP2025
Delta for 680 PE is -0.53
Historical price for 680 PE is as follows
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 29.05, which was 0.15 higher than the previous day. The implied volatity was 26.41, the open interest changed by 1 which increased total open position to 341
