TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 760 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.22
Theta: -0.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 707.45 | 1.8 | -0.55 | 30.86 | 3,162 | 56 | 3,305 | |||||||||
| 18 Sept | 711.20 | 2.35 | -0.75 | 29.32 | 7,697 | 437 | 3,244 | |||||||||
| 14 Sept | 715.25 | 3 | 0.3 | 24.48 | 4,499 | 409 | 2,603 | |||||||||
| 17 Aug | 664.60 | 2.55 | -0.1 | 25.07 | 90 | 7 | 144 | |||||||||
For Tata Motors Limited - strike price 760 expiring on 30SEP2025
Delta for 760 CE is 0.10
Historical price for 760 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 30.86, the open interest changed by 56 which increased total open position to 3305
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 2.35, which was -0.75 lower than the previous day. The implied volatity was 29.32, the open interest changed by 437 which increased total open position to 3244
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 3, which was 0.3 higher than the previous day. The implied volatity was 24.48, the open interest changed by 409 which increased total open position to 2603
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 2.55, which was -0.1 lower than the previous day. The implied volatity was 25.07, the open interest changed by 7 which increased total open position to 144
| TATAMOTORS 30SEP2025 760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.90
Vega: 0.22
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 52.55 | 3.7 | 30.57 | 16 | -5 | 259 |
| 18 Sept | 711.20 | 47.4 | 5.8 | 29.25 | 119 | -62 | 268 |
| 14 Sept | 715.25 | 44.8 | -8.2 | 23.63 | 50 | -18 | 321 |
| 17 Aug | 664.60 | 93 | 0 | 33.30 | 17 | 15 | 46 |
For Tata Motors Limited - strike price 760 expiring on 30SEP2025
Delta for 760 PE is -0.90
Historical price for 760 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 52.55, which was 3.7 higher than the previous day. The implied volatity was 30.57, the open interest changed by -5 which decreased total open position to 259
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 47.4, which was 5.8 higher than the previous day. The implied volatity was 29.25, the open interest changed by -62 which decreased total open position to 268
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 44.8, which was -8.2 lower than the previous day. The implied volatity was 23.63, the open interest changed by -18 which decreased total open position to 321
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 93, which was 0 lower than the previous day. The implied volatity was 33.30, the open interest changed by 15 which increased total open position to 46
