TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 700 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0.86
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.33
Historical price for 700 CE is as follows
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: -0.63
Vega: 0.90
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.63
Historical price for 700 PE is as follows
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
