TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 690 CE | ||||||||||||||||
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Delta: 0.72
Vega: 0.41
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 24.9 | -4 | 27.57 | 425 | 24 | 1,486 | |||||||||
| 18 Sept | 711.20 | 29.4 | -5.45 | 26.81 | 581 | -6 | 1,463 | |||||||||
| 14 Sept | 715.25 | 32.55 | 5.5 | 24.02 | 657 | -52 | 1,642 | |||||||||
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| 17 Aug | 664.60 | 14.5 | -0.7 | 22.89 | 49 | -4 | 35 | |||||||||
For Tata Motors Limited - strike price 690 expiring on 30SEP2025
Delta for 690 CE is 0.72
Historical price for 690 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 24.9, which was -4 lower than the previous day. The implied volatity was 27.57, the open interest changed by 24 which increased total open position to 1486
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 29.4, which was -5.45 lower than the previous day. The implied volatity was 26.81, the open interest changed by -6 which decreased total open position to 1463
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 32.55, which was 5.5 higher than the previous day. The implied volatity was 24.02, the open interest changed by -52 which decreased total open position to 1642
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 14.5, which was -0.7 lower than the previous day. The implied volatity was 22.89, the open interest changed by -4 which decreased total open position to 35
| TATAMOTORS 30SEP2025 690 PE | |||||||
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Delta: -0.26
Vega: 0.40
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 5.2 | 0.75 | 25.79 | 2,262 | 153 | 2,823 |
| 18 Sept | 711.20 | 4.2 | 0.65 | 25.67 | 3,935 | 24 | 2,684 |
| 14 Sept | 715.25 | 4.85 | -2.85 | 23.69 | 3,570 | 144 | 2,721 |
| 17 Aug | 664.60 | 35.75 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Motors Limited - strike price 690 expiring on 30SEP2025
Delta for 690 PE is -0.26
Historical price for 690 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 5.2, which was 0.75 higher than the previous day. The implied volatity was 25.79, the open interest changed by 153 which increased total open position to 2823
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 4.2, which was 0.65 higher than the previous day. The implied volatity was 25.67, the open interest changed by 24 which increased total open position to 2684
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 4.85, which was -2.85 lower than the previous day. The implied volatity was 23.69, the open interest changed by 144 which increased total open position to 2721
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 35.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
