TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 720 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 0.47
Theta: -0.64
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 8.5 | -2.05 | 26.87 | 14,164 | 945 | 11,836 | |||||||||
| 18 Sept | 711.20 | 10.8 | -3.2 | 25.54 | 26,805 | 1,687 | 10,879 | |||||||||
| 14 Sept | 715.25 | 13.4 | 2.3 | 22.27 | 28,250 | -968 | 8,410 | |||||||||
|
|
||||||||||||||||
| 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 0.38
Historical price for 720 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 8.5, which was -2.05 lower than the previous day. The implied volatity was 26.87, the open interest changed by 945 which increased total open position to 11836
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 10.8, which was -3.2 lower than the previous day. The implied volatity was 25.54, the open interest changed by 1687 which increased total open position to 10879
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 13.4, which was 2.3 higher than the previous day. The implied volatity was 22.27, the open interest changed by -968 which decreased total open position to 8410
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.46
Theta: -0.40
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 18.5 | 2.45 | 25.00 | 3,255 | 71 | 3,470 |
| 18 Sept | 711.20 | 15.2 | 2.7 | 24.10 | 10,553 | 204 | 3,389 |
| 14 Sept | 715.25 | 15.55 | -6.1 | 23.36 | 5,809 | 187 | 3,021 |
| 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 -0.63
Historical price for 720 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 18.5, which was 2.45 higher than the previous day. The implied volatity was 25.00, the open interest changed by 71 which increased total open position to 3470
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 15.2, which was 2.7 higher than the previous day. The implied volatity was 24.10, the open interest changed by 204 which increased total open position to 3389
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 15.55, which was -6.1 lower than the previous day. The implied volatity was 23.36, the open interest changed by 187 which increased total open position to 3021
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
