TATATECH
Tata Technologies Limited
Historical option data for TATATECH
21 Sep 2025 04:15 PM IST
| TATATECH 28OCT2025 700 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.76
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 724.40 | 39.8 | 2.3 | 22.02 | 14 | 9 | 99 | |||||||||
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| 14 Sept | 702.10 | 28.5 | -0.2 | 22.50 | 34 | 12 | 71 | |||||||||
For Tata Technologies Limited - strike price 700 expiring on 28OCT2025
Delta for 700 CE is 0.74
Historical price for 700 CE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 39.8, which was 2.3 higher than the previous day. The implied volatity was 22.02, the open interest changed by 9 which increased total open position to 99
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 28.5, which was -0.2 lower than the previous day. The implied volatity was 22.50, the open interest changed by 12 which increased total open position to 71
| TATATECH 28OCT2025 700 PE | |||||||
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Delta: -0.28
Vega: 0.80
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 724.40 | 11.05 | -1.7 | 25.45 | 35 | 10 | 128 |
| 14 Sept | 702.10 | 20.35 | -0.55 | 26.09 | 32 | -2 | 72 |
For Tata Technologies Limited - strike price 700 expiring on 28OCT2025
Delta for 700 PE is -0.28
Historical price for 700 PE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 11.05, which was -1.7 lower than the previous day. The implied volatity was 25.45, the open interest changed by 10 which increased total open position to 128
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 20.35, which was -0.55 lower than the previous day. The implied volatity was 26.09, the open interest changed by -2 which decreased total open position to 72
