TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 790 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.11
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 0.7 | -0.2 | 35.18 | 559 | 36 | 862 | |||||||||
| 18 Sept | 711.20 | 0.95 | -0.25 | 33.51 | 1,331 | 64 | 823 | |||||||||
| 14 Sept | 715.25 | 1.2 | 0.2 | 27.83 | 761 | 177 | 579 | |||||||||
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| 17 Aug | 664.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Motors Limited - strike price 790 expiring on 30SEP2025
Delta for 790 CE is 0.04
Historical price for 790 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 0.7, which was -0.2 lower than the previous day. The implied volatity was 35.18, the open interest changed by 36 which increased total open position to 862
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 33.51, the open interest changed by 64 which increased total open position to 823
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 27.83, the open interest changed by 177 which increased total open position to 579
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 790 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 | 78.4 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 711.20 | 78.4 | 9 | 45.92 | 14 | 1 | 21 |
| 14 Sept | 715.25 | 77.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 664.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Motors Limited - strike price 790 expiring on 30SEP2025
Delta for 790 PE is 0.00
Historical price for 790 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 78.4, 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 78.4, which was 9 higher than the previous day. The implied volatity was 45.92, the open interest changed by 1 which increased total open position to 21
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 77.5, 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 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
