TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 760 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.40
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.09
Historical price for 760 CE is as follows
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: -0.83
Vega: 0.60
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.83
Historical price for 760 PE is as follows
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
