TATATECH
Tata Technologies Limited
Historical option data for TATATECH
17 Aug 2025 12:59 AM IST
| TATATECH 30SEP2025 700 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0.86
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 663.35 | 11.25 | -1.5 | 23.28 | 20 | -3 | 65 | |||||||||
For Tata Technologies Limited - strike price 700 expiring on 30SEP2025
Delta for 700 CE is 0.32
Historical price for 700 CE is as follows
On 17 Aug TATATECH was trading at 663.35. The strike last trading price was 11.25, which was -1.5 lower than the previous day. The implied volatity was 23.28, the open interest changed by -3 which decreased total open position to 65
| TATATECH 30SEP2025 700 PE | |||||||
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Delta: -0.67
Vega: 0.86
Theta: -0.09
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 663.35 | 40 | -5.4 | 24.10 | 15 | 13 | 33 |
For Tata Technologies Limited - strike price 700 expiring on 30SEP2025
Delta for 700 PE is -0.67
Historical price for 700 PE is as follows
On 17 Aug TATATECH was trading at 663.35. The strike last trading price was 40, which was -5.4 lower than the previous day. The implied volatity was 24.10, the open interest changed by 13 which increased total open position to 33
