TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 720 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.71
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 664.60 | 6.8 | -0.3 | 23.40 | 198 | -24 | 420 | |||||||||
For Tata Motors Limited - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.22
Historical price for 720 CE is as follows
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 6.8, which was -0.3 lower than the previous day. The implied volatity was 23.40, the open interest changed by -24 which decreased total open position to 420
| TATAMOTORS 30SEP2025 720 PE | |||||||
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Delta: -0.73
Vega: 0.79
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 664.60 | 57.9 | 1.15 | 29.12 | 1 | 0 | 14 |
For Tata Motors Limited - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.73
Historical price for 720 PE is as follows
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 57.9, which was 1.15 higher than the previous day. The implied volatity was 29.12, the open interest changed by 0 which decreased total open position to 14
