TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 28OCT2025 710 CE | ||||||||||||||||
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Delta: 0.55
Vega: 0.91
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 21.7 | -1.65 | 21.11 | 991 | 282 | 1,039 | |||||||||
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| 18 Sept | 711.20 | 23.7 | -3.65 | 19.40 | 561 | 247 | 760 | |||||||||
| 14 Sept | 715.25 | 25.2 | 2.75 | 17.89 | 272 | -21 | 420 | |||||||||
For Tata Motors Limited - strike price 710 expiring on 28OCT2025
Delta for 710 CE is 0.55
Historical price for 710 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 21.7, which was -1.65 lower than the previous day. The implied volatity was 21.11, the open interest changed by 282 which increased total open position to 1039
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 23.7, which was -3.65 lower than the previous day. The implied volatity was 19.40, the open interest changed by 247 which increased total open position to 760
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 25.2, which was 2.75 higher than the previous day. The implied volatity was 17.89, the open interest changed by -21 which decreased total open position to 420
| TATAMOTORS 28OCT2025 710 PE | |||||||
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Delta: -0.45
Vega: 0.91
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 18.7 | 2.6 | 22.69 | 691 | 314 | 998 |
| 18 Sept | 711.20 | 15.9 | 2.65 | 22.07 | 761 | 247 | 672 |
| 14 Sept | 715.25 | 15.5 | -5.5 | 21.35 | 76 | 30 | 282 |
For Tata Motors Limited - strike price 710 expiring on 28OCT2025
Delta for 710 PE is -0.45
Historical price for 710 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 18.7, which was 2.6 higher than the previous day. The implied volatity was 22.69, the open interest changed by 314 which increased total open position to 998
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 15.9, which was 2.65 higher than the previous day. The implied volatity was 22.07, the open interest changed by 247 which increased total open position to 672
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 15.5, which was -5.5 lower than the previous day. The implied volatity was 21.35, the open interest changed by 30 which increased total open position to 282
