TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 680 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0.36
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 33.75 | -3.6 | 31.40 | 555 | 190 | 2,041 | |||||||||
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| 18 Sept | 711.20 | 38.15 | -5.45 | 29.24 | 676 | 25 | 1,854 | |||||||||
| 14 Sept | 715.25 | 41.05 | 6.55 | 25.42 | 571 | -43 | 1,957 | |||||||||
| 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 0.79
Historical price for 680 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 33.75, which was -3.6 lower than the previous day. The implied volatity was 31.40, the open interest changed by 190 which increased total open position to 2041
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 38.15, which was -5.45 lower than the previous day. The implied volatity was 29.24, the open interest changed by 25 which increased total open position to 1854
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 41.05, which was 6.55 higher than the previous day. The implied volatity was 25.42, the open interest changed by -43 which decreased total open position to 1957
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: -0.18
Vega: 0.33
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 3.5 | 0.55 | 27.60 | 2,007 | 143 | 3,317 |
| 18 Sept | 711.20 | 2.7 | 0.35 | 26.92 | 3,254 | -45 | 3,182 |
| 14 Sept | 715.25 | 3.35 | -1.9 | 24.89 | 3,220 | -43 | 3,299 |
| 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 -0.18
Historical price for 680 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 3.5, which was 0.55 higher than the previous day. The implied volatity was 27.60, the open interest changed by 143 which increased total open position to 3317
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 2.7, which was 0.35 higher than the previous day. The implied volatity was 26.92, the open interest changed by -45 which decreased total open position to 3182
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 3.35, which was -1.9 lower than the previous day. The implied volatity was 24.89, the open interest changed by -43 which decreased total open position to 3299
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
