TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
17 Aug 2025 12:55 AM IST
| TATAMOTORS 30SEP2025 800 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.24
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 664.60 | 1.35 | 0.05 | 28.43 | 44 | 8 | 389 | |||||||||
For Tata Motors Limited - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.05
Historical price for 800 CE is as follows
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 28.43, the open interest changed by 8 which increased total open position to 389
| TATAMOTORS 30SEP2025 800 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 |
| 17 Aug | 664.60 | 123.35 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Motors Limited - strike price 800 expiring on 30SEP2025
Delta for 800 PE is 0.00
Historical price for 800 PE is as follows
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 123.35, 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
