TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 780 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.14
Theta: -0.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 0.95 | -0.25 | 33.79 | 3,106 | 361 | 3,405 | |||||||||
| 18 Sept | 711.20 | 1.15 | -0.4 | 31.38 | 3,553 | 15 | 3,023 | |||||||||
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| 14 Sept | 715.25 | 1.5 | 0.2 | 26.28 | 1,959 | 74 | 2,315 | |||||||||
| 17 Aug | 664.60 | 23.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Motors Limited - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.06
Historical price for 780 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 33.79, the open interest changed by 361 which increased total open position to 3405
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 31.38, the open interest changed by 15 which increased total open position to 3023
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 1.5, which was 0.2 higher than the previous day. The implied volatity was 26.28, the open interest changed by 74 which increased total open position to 2315
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 23.2, 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 780 PE | |||||||
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Delta: -0.95
Vega: 0.13
Theta: 0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 71.6 | 4.35 | 33.02 | 10 | 2 | 468 |
| 18 Sept | 711.20 | 66.55 | 6.55 | 33.91 | 76 | -11 | 468 |
| 14 Sept | 715.25 | 63.25 | -8.6 | 25.12 | 63 | -43 | 499 |
| 17 Aug | 664.60 | 107.95 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Motors Limited - strike price 780 expiring on 30SEP2025
Delta for 780 PE is -0.95
Historical price for 780 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 71.6, which was 4.35 higher than the previous day. The implied volatity was 33.02, the open interest changed by 2 which increased total open position to 468
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 66.55, which was 6.55 higher than the previous day. The implied volatity was 33.91, the open interest changed by -11 which decreased total open position to 468
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 63.25, which was -8.6 lower than the previous day. The implied volatity was 25.12, the open interest changed by -43 which decreased total open position to 499
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 107.95, 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
