TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 690 CE | ||||||||||||||||
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Delta: 0.39
Vega: 0.92
Theta: -0.29
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.39
Historical price for 690 CE is as follows
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: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 0.00
Historical price for 690 PE is as follows
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
