TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 770 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.17
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 1.3 | -0.3 | 32.35 | 1,651 | 293 | 2,460 | |||||||||
| 18 Sept | 711.20 | 1.65 | -0.5 | 30.30 | 3,089 | 204 | 2,164 | |||||||||
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| 14 Sept | 715.25 | 2.05 | 0.2 | 25.16 | 1,577 | 87 | 1,662 | |||||||||
| 17 Aug | 664.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Motors Limited - strike price 770 expiring on 30SEP2025
Delta for 770 CE is 0.07
Historical price for 770 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 1.3, which was -0.3 lower than the previous day. The implied volatity was 32.35, the open interest changed by 293 which increased total open position to 2460
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 1.65, which was -0.5 lower than the previous day. The implied volatity was 30.30, the open interest changed by 204 which increased total open position to 2164
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 2.05, which was 0.2 higher than the previous day. The implied volatity was 25.16, the open interest changed by 87 which increased total open position to 1662
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 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 59.1 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 711.20 | 59.1 | 8.4 | 39.58 | 53 | -27 | 37 |
| 14 Sept | 715.25 | 53.1 | -9.3 | 21.22 | 56 | -13 | 48 |
| 17 Aug | 664.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Motors Limited - strike price 770 expiring on 30SEP2025
Delta for 770 PE is 0.00
Historical price for 770 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 59.1, 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
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 59.1, which was 8.4 higher than the previous day. The implied volatity was 39.58, the open interest changed by -27 which decreased total open position to 37
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 53.1, which was -9.3 lower than the previous day. The implied volatity was 21.22, the open interest changed by -13 which decreased total open position to 48
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
