TATAMOTORS
Tata Motors Limited
Historical option data for TATAMOTORS
21 Sep 2025 04:11 PM IST
| TATAMOTORS 30SEP2025 840 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.05
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 707.45 | 0.3 | 0 | 44.62 | 370 | -199 | 1,039 | |||||||||
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| 18 Sept | 711.20 | 0.3 | -0.1 | 41.06 | 1,160 | 240 | 1,257 | |||||||||
| 14 Sept | 715.25 | 0.35 | 0 | 33.42 | 500 | 81 | 1,124 | |||||||||
| 17 Aug | 664.60 | 0.6 | 0.05 | 30.25 | 20 | -13 | 59 | |||||||||
For Tata Motors Limited - strike price 840 expiring on 30SEP2025
Delta for 840 CE is 0.02
Historical price for 840 CE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 44.62, the open interest changed by -199 which decreased total open position to 1039
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 41.06, the open interest changed by 240 which increased total open position to 1257
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 33.42, the open interest changed by 81 which increased total open position to 1124
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 30.25, the open interest changed by -13 which decreased total open position to 59
| TATAMOTORS 30SEP2025 840 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 | 129 | 2.2 | - | 106 | -1 | 482 |
| 18 Sept | 711.20 | 126.8 | 8.3 | 57.16 | 127 | -92 | 488 |
| 14 Sept | 715.25 | 119.95 | -7.4 | - | 21 | 7 | 588 |
| 17 Aug | 664.60 | 170 | 2 | 45.31 | 44 | 44 | 134 |
For Tata Motors Limited - strike price 840 expiring on 30SEP2025
Delta for 840 PE is -
Historical price for 840 PE is as follows
On 21 Sept TATAMOTORS was trading at 707.45. The strike last trading price was 129, which was 2.2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 482
On 18 Sept TATAMOTORS was trading at 711.20. The strike last trading price was 126.8, which was 8.3 higher than the previous day. The implied volatity was 57.16, the open interest changed by -92 which decreased total open position to 488
On 14 Sept TATAMOTORS was trading at 715.25. The strike last trading price was 119.95, which was -7.4 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 588
On 17 Aug TATAMOTORS was trading at 664.60. The strike last trading price was 170, which was 2 higher than the previous day. The implied volatity was 45.31, the open interest changed by 44 which increased total open position to 134
