TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 740 CE | ||||||||||||||||
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Delta: 0.20
Vega: 0.34
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 3.8 | -1.05 | 28.41 | 7,357 | 524 | 6,687 | |||||||||
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| 18 Sept | 711.20 | 4.95 | -1.55 | 26.84 | 12,597 | 982 | 6,165 | |||||||||
| 14 Sept | 715.25 | 6.3 | 0.85 | 22.64 | 9,093 | -219 | 4,627 | |||||||||
| 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 0.20
Historical price for 740 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 3.8, which was -1.05 lower than the previous day. The implied volatity was 28.41, the open interest changed by 524 which increased total open position to 6687
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 4.95, which was -1.55 lower than the previous day. The implied volatity was 26.84, the open interest changed by 982 which increased total open position to 6165
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 6.3, which was 0.85 higher than the previous day. The implied volatity was 22.64, the open interest changed by -219 which decreased total open position to 4627
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: -0.83
Vega: 0.31
Theta: -0.17
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 33.5 | 3.55 | 24.81 | 432 | 46 | 824 |
| 18 Sept | 711.20 | 29.25 | 4.3 | 24.91 | 1,356 | -70 | 778 |
| 14 Sept | 715.25 | 28.45 | -7.4 | 22.98 | 699 | -115 | 802 |
| 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 -0.83
Historical price for 740 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 33.5, which was 3.55 higher than the previous day. The implied volatity was 24.81, the open interest changed by 46 which increased total open position to 824
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 29.25, which was 4.3 higher than the previous day. The implied volatity was 24.91, the open interest changed by -70 which decreased total open position to 778
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 28.45, which was -7.4 lower than the previous day. The implied volatity was 22.98, the open interest changed by -115 which decreased total open position to 802
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
