TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
28 Sep 2025 10:07 PM IST
| TATAMOTORS 28-OCT-2025 700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.75
Theta: -0.36
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 672.90 | 12.2 | 2 | 25.58 | 7,261 | 61 | 6,028 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 707.45 | 26.9 | -2.1 | 20.68 | 772 | 179 | 2,040 | |||||||||
| 18 Sept | 711.20 | 29.05 | -4.7 | 18.48 | 761 | -4 | 1,861 | |||||||||
| 14 Sept | 715.25 | 32.1 | 4.4 | 18.51 | 470 | 76 | 1,929 | |||||||||
| 17 Aug | 664.60 | 18.5 | 0 | 22.99 | 10 | 1 | 20 | |||||||||
For Tata Motors Limited - strike price 700 expiring on 28OCT2025
Delta for 700 CE is 0.36
Historical price for 700 CE is as follows
On 28 Sept TATAMOTORS was trading at 672.90. The strike last trading price was 12.2, which was 2 higher than the previous day. The implied volatity was 25.58, the open interest changed by 61 which increased total open position to 6028
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 26.9, which was -2.1 lower than the previous day. The implied volatity was 20.68, the open interest changed by 179 which increased total open position to 2040
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 29.05, which was -4.7 lower than the previous day. The implied volatity was 18.48, the open interest changed by -4 which decreased total open position to 1861
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 32.1, which was 4.4 higher than the previous day. The implied volatity was 18.51, the open interest changed by 76 which increased total open position to 1929
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 18.5, which was 0 lower than the previous day. The implied volatity was 22.99, the open interest changed by 1 which increased total open position to 20
| TATAMOTORS 28OCT2025 700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.77
Theta: -0.25
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 672.90 | 36.25 | -6.4 | 30.99 | 1,068 | 156 | 2,869 |
| 21 Sept | 707.45 | 14.45 | 2.3 | 22.84 | 838 | 117 | 2,100 |
| 18 Sept | 711.20 | 11.65 | 2.05 | 21.71 | 1,289 | 250 | 1,980 |
| 14 Sept | 715.25 | 11.75 | -4.5 | 21.38 | 435 | 110 | 1,295 |
| 17 Aug | 664.60 | 61.25 | 0 | - | 0 | 0 | 0 |
For Tata Motors Limited - strike price 700 expiring on 28OCT2025
Delta for 700 PE is -0.61
Historical price for 700 PE is as follows
On 28 Sept TATAMOTORS was trading at 672.90. The strike last trading price was 36.25, which was -6.4 lower than the previous day. The implied volatity was 30.99, the open interest changed by 156 which increased total open position to 2869
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 14.45, which was 2.3 higher than the previous day. The implied volatity was 22.84, the open interest changed by 117 which increased total open position to 2100
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 11.65, which was 2.05 higher than the previous day. The implied volatity was 21.71, the open interest changed by 250 which increased total open position to 1980
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 11.75, which was -4.5 lower than the previous day. The implied volatity was 21.38, the open interest changed by 110 which increased total open position to 1295
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 61.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
