TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 740 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.53
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 664.60 | 3.95 | -0.4 | 23.83 | 125 | 45 | 390 | |||||||||
For Tata Motors Limited - strike price 740 expiring on 30SEP2025
Delta for 740 CE is 0.14
Historical price for 740 CE is as follows
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 3.95, which was -0.4 lower than the previous day. The implied volatity was 23.83, the open interest changed by 45 which increased total open position to 390
| TATAMOTORS 30SEP2025 740 PE | |||||||
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Delta: -0.79
Vega: 0.69
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 664.60 | 75 | -0.5 | 31.12 | 4 | 4 | 9 |
For Tata Motors Limited - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.79
Historical price for 740 PE is as follows
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 75, which was -0.5 lower than the previous day. The implied volatity was 31.12, the open interest changed by 4 which increased total open position to 9
