TATATECH
Tata Technologies Limited
Historical option data for TATATECH
21 Sep 2025 04:15 PM IST
| TATATECH 30SEP2025 680 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.08
Theta: -0.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 724.40 | 46.3 | 3.95 | 19.74 | 17 | -9 | 182 | |||||||||
| 14 Sept | 702.10 | 30.25 | -0.85 | 21.65 | 36 | -13 | 236 | |||||||||
| 17 Aug | 663.35 | 20 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Technologies Limited - strike price 680 expiring on 30SEP2025
Delta for 680 CE is 0.97
Historical price for 680 CE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 46.3, which was 3.95 higher than the previous day. The implied volatity was 19.74, the open interest changed by -9 which decreased total open position to 182
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 30.25, which was -0.85 lower than the previous day. The implied volatity was 21.65, the open interest changed by -13 which decreased total open position to 236
On 17 Aug TATATECH was trading at 663.35. The strike last trading price was 20, 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
| TATATECH 30SEP2025 680 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.15
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 724.40 | 0.85 | -0.55 | 24.92 | 383 | -36 | 511 |
| 14 Sept | 702.10 | 5.85 | -1.55 | 25.48 | 185 | -11 | 414 |
| 17 Aug | 663.35 | 28 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Technologies Limited - strike price 680 expiring on 30SEP2025
Delta for 680 PE is -0.06
Historical price for 680 PE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 0.85, which was -0.55 lower than the previous day. The implied volatity was 24.92, the open interest changed by -36 which decreased total open position to 511
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 5.85, which was -1.55 lower than the previous day. The implied volatity was 25.48, the open interest changed by -11 which decreased total open position to 414
On 17 Aug TATATECH was trading at 663.35. The strike last trading price was 28, 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
