TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 820 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.06
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 0.35 | -0.1 | 40.05 | 626 | 13 | 1,276 | |||||||||
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| 18 Sept | 711.20 | 0.45 | -0.1 | 38.09 | 1,013 | 28 | 1,263 | |||||||||
| 14 Sept | 715.25 | 0.6 | 0.1 | 31.66 | 870 | 329 | 1,043 | |||||||||
| 17 Aug | 664.60 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Motors Limited - strike price 820 expiring on 30SEP2025
Delta for 820 CE is 0.02
Historical price for 820 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 40.05, the open interest changed by 13 which increased total open position to 1276
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 38.09, the open interest changed by 28 which increased total open position to 1263
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 0.6, which was 0.1 higher than the previous day. The implied volatity was 31.66, the open interest changed by 329 which increased total open position to 1043
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 820 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 | 139.35 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 711.20 | 139.35 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 715.25 | 139.35 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 664.60 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Motors Limited - strike price 820 expiring on 30SEP2025
Delta for 820 PE is -
Historical price for 820 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 139.35, which was 0 lower than the previous day. The implied volatity was -, 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 139.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 139.35, which was 0 lower than the previous day. The implied volatity was -, 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
