TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 730 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 0.61
Theta: -0.18
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 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 0.17
Historical price for 730 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 0.74
Theta: -0.08
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.76
Historical price for 730 PE is as follows
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
