TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 710 CE | ||||||||||||||||
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Delta: 0.27
Vega: 0.79
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.27
Historical price for 710 CE is as follows
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: -0.66
Vega: 0.87
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.66
Historical price for 710 PE is as follows
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
