TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 800 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.09
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 0.6 | -0.1 | 37.42 | 3,656 | 685 | 7,049 | |||||||||
| 18 Sept | 711.20 | 0.75 | -0.15 | 35.18 | 4,507 | 427 | 6,369 | |||||||||
| 14 Sept | 715.25 | 0.9 | 0.1 | 28.89 | 4,864 | 757 | 5,950 | |||||||||
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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 0.03
Historical price for 800 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 37.42, the open interest changed by 685 which increased total open position to 7049
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 35.18, the open interest changed by 427 which increased total open position to 6369
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 0.9, which was 0.1 higher than the previous day. The implied volatity was 28.89, the open interest changed by 757 which increased total open position to 5950
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: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 707.45 | 89.5 | 2.9 | - | 30 | -2 | 2,048 |
| 18 Sept | 711.20 | 84.95 | 5.55 | 25.15 | 115 | -10 | 2,050 |
| 14 Sept | 715.25 | 82.45 | -8.4 | 26.26 | 64 | -11 | 2,055 |
| 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 -
Historical price for 800 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 89.5, which was 2.9 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 2048
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 84.95, which was 5.55 higher than the previous day. The implied volatity was 25.15, the open interest changed by -10 which decreased total open position to 2050
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 82.45, which was -8.4 lower than the previous day. The implied volatity was 26.26, the open interest changed by -11 which decreased total open position to 2055
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
