TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 730 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.41
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 5.65 | -1.5 | 27.43 | 7,686 | 366 | 6,573 | |||||||||
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| 18 Sept | 711.20 | 7.25 | -2.3 | 25.88 | 16,729 | 854 | 6,224 | |||||||||
| 14 Sept | 715.25 | 9.25 | 1.45 | 22.29 | 11,706 | -269 | 4,666 | |||||||||
| 17 Aug | 664.60 | 4.9 | -13.95 | 23.12 | 1 | 1 | 0 | |||||||||
For Tata Motors Limited - strike price 730 expiring on 30SEP2025
Delta for 730 CE is 0.28
Historical price for 730 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 5.65, which was -1.5 lower than the previous day. The implied volatity was 27.43, the open interest changed by 366 which increased total open position to 6573
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 7.25, which was -2.3 lower than the previous day. The implied volatity was 25.88, the open interest changed by 854 which increased total open position to 6224
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 9.25, which was 1.45 higher than the previous day. The implied volatity was 22.29, the open interest changed by -269 which decreased total open position to 4666
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 4.9, which was -13.95 lower than the previous day. The implied volatity was 23.12, the open interest changed by 1 which increased total open position to 0
| TATAMOTORS 30SEP2025 730 PE | |||||||
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Delta: -0.73
Vega: 0.41
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 26.3 | 3.85 | 26.82 | 441 | -11 | 806 |
| 18 Sept | 711.20 | 21.8 | 3.75 | 24.70 | 3,650 | -92 | 852 |
| 14 Sept | 715.25 | 21.4 | -6.9 | 22.65 | 1,163 | 193 | 854 |
| 17 Aug | 664.60 | 66 | -9.5 | 29.67 | 1 | 1 | 0 |
For Tata Motors Limited - strike price 730 expiring on 30SEP2025
Delta for 730 PE is -0.73
Historical price for 730 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 26.3, which was 3.85 higher than the previous day. The implied volatity was 26.82, the open interest changed by -11 which decreased total open position to 806
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 21.8, which was 3.75 higher than the previous day. The implied volatity was 24.70, the open interest changed by -92 which decreased total open position to 852
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 21.4, which was -6.9 lower than the previous day. The implied volatity was 22.65, the open interest changed by 193 which increased total open position to 854
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 66, which was -9.5 lower than the previous day. The implied volatity was 29.67, the open interest changed by 1 which increased total open position to 0
