TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 700 CE | ||||||||||||||||
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Delta: 0.62
Vega: 0.47
Theta: -0.69
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 18.1 | -3.35 | 26.95 | 3,804 | 82 | 4,771 | |||||||||
| 18 Sept | 711.20 | 21.9 | -4.9 | 25.89 | 5,457 | 165 | 4,692 | |||||||||
| 14 Sept | 715.25 | 25.1 | 4.45 | 23.45 | 7,641 | -708 | 5,791 | |||||||||
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| 17 Aug | 664.60 | 11.3 | -0.75 | 22.96 | 249 | 66 | 1,092 | |||||||||
For Tata Motors Limited - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.62
Historical price for 700 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 18.1, which was -3.35 lower than the previous day. The implied volatity was 26.95, the open interest changed by 82 which increased total open position to 4771
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 21.9, which was -4.9 lower than the previous day. The implied volatity was 25.89, the open interest changed by 165 which increased total open position to 4692
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 25.1, which was 4.45 higher than the previous day. The implied volatity was 23.45, the open interest changed by -708 which decreased total open position to 5791
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 11.3, which was -0.75 lower than the previous day. The implied volatity was 22.96, the open interest changed by 66 which increased total open position to 1092
| TATAMOTORS 30SEP2025 700 PE | |||||||
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Delta: -0.38
Vega: 0.47
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 8.2 | 1.2 | 25.03 | 5,226 | 115 | 4,395 |
| 18 Sept | 711.20 | 6.5 | 1.05 | 24.23 | 9,154 | -711 | 4,290 |
| 14 Sept | 715.25 | 7.35 | -4 | 23.64 | 6,225 | 495 | 5,217 |
| 17 Aug | 664.60 | 43 | 0.8 | 28.24 | 25 | 0 | 162 |
For Tata Motors Limited - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.38
Historical price for 700 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 8.2, which was 1.2 higher than the previous day. The implied volatity was 25.03, the open interest changed by 115 which increased total open position to 4395
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 6.5, which was 1.05 higher than the previous day. The implied volatity was 24.23, the open interest changed by -711 which decreased total open position to 4290
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 7.35, which was -4 lower than the previous day. The implied volatity was 23.64, the open interest changed by 495 which increased total open position to 5217
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 43, which was 0.8 higher than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 162
