TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 750 CE | ||||||||||||||||
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Delta: 0.14
Vega: 0.28
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 2.65 | -0.7 | 29.79 | 6,184 | 293 | 10,614 | |||||||||
| 18 Sept | 711.20 | 3.4 | -1.15 | 27.94 | 13,778 | 614 | 10,287 | |||||||||
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| 14 Sept | 715.25 | 4.4 | 0.5 | 23.87 | 10,458 | 273 | 7,702 | |||||||||
| 17 Aug | 664.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Motors Limited - strike price 750 expiring on 30SEP2025
Delta for 750 CE is 0.14
Historical price for 750 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 2.65, which was -0.7 lower than the previous day. The implied volatity was 29.79, the open interest changed by 293 which increased total open position to 10614
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 3.4, which was -1.15 lower than the previous day. The implied volatity was 27.94, the open interest changed by 614 which increased total open position to 10287
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 4.4, which was 0.5 higher than the previous day. The implied volatity was 23.87, the open interest changed by 273 which increased total open position to 7702
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TATAMOTORS 30SEP2025 750 PE | |||||||
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Delta: -0.87
Vega: 0.26
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 43 | 4.75 | 27.95 | 83 | -28 | 661 |
| 18 Sept | 711.20 | 37.8 | 4.8 | 25.98 | 375 | -21 | 689 |
| 14 Sept | 715.25 | 36 | -8.3 | 22.62 | 168 | 35 | 690 |
| 17 Aug | 664.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Motors Limited - strike price 750 expiring on 30SEP2025
Delta for 750 PE is -0.87
Historical price for 750 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 43, which was 4.75 higher than the previous day. The implied volatity was 27.95, the open interest changed by -28 which decreased total open position to 661
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 37.8, which was 4.8 higher than the previous day. The implied volatity was 25.98, the open interest changed by -21 which decreased total open position to 689
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 36, which was -8.3 lower than the previous day. The implied volatity was 22.62, the open interest changed by 35 which increased total open position to 690
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
