TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 710 CE | ||||||||||||||||
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Delta: 0.50
Vega: 0.49
Theta: -0.68
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 707.45 | 12.5 | -2.75 | 26.39 | 9,704 | 978 | 5,325 | |||||||||
| 18 Sept | 711.20 | 15.6 | -4.2 | 25.39 | 10,937 | 210 | 4,359 | |||||||||
| 14 Sept | 715.25 | 18.7 | 3.35 | 22.31 | 14,348 | -760 | 4,086 | |||||||||
| 17 Aug | 664.60 | 8.85 | -0.6 | 23.24 | 46 | 42 | 79 | |||||||||
For Tata Motors Limited - strike price 710 expiring on 30SEP2025
Delta for 710 CE is 0.50
Historical price for 710 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 12.5, which was -2.75 lower than the previous day. The implied volatity was 26.39, the open interest changed by 978 which increased total open position to 5325
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 15.6, which was -4.2 lower than the previous day. The implied volatity was 25.39, the open interest changed by 210 which increased total open position to 4359
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 18.7, which was 3.35 higher than the previous day. The implied volatity was 22.31, the open interest changed by -760 which decreased total open position to 4086
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 8.85, which was -0.6 lower than the previous day. The implied volatity was 23.24, the open interest changed by 42 which increased total open position to 79
| TATAMOTORS 30SEP2025 710 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 0.49
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 12.6 | 1.85 | 24.83 | 6,870 | 475 | 2,895 |
| 18 Sept | 711.20 | 10.1 | 1.7 | 24.08 | 11,069 | -595 | 2,414 |
| 14 Sept | 715.25 | 10.8 | -5.2 | 23.28 | 8,316 | 305 | 2,517 |
| 17 Aug | 664.60 | 52.8 | -8.8 | 31.65 | 1 | 1 | 0 |
For Tata Motors Limited - strike price 710 expiring on 30SEP2025
Delta for 710 PE is -0.50
Historical price for 710 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 12.6, which was 1.85 higher than the previous day. The implied volatity was 24.83, the open interest changed by 475 which increased total open position to 2895
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 10.1, which was 1.7 higher than the previous day. The implied volatity was 24.08, the open interest changed by -595 which decreased total open position to 2414
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 10.8, which was -5.2 lower than the previous day. The implied volatity was 23.28, the open interest changed by 305 which increased total open position to 2517
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 52.8, which was -8.8 lower than the previous day. The implied volatity was 31.65, the open interest changed by 1 which increased total open position to 0
