TATATECH
Tata Technologies Limited
Historical option data for TATATECH
21 Sep 2025 04:15 PM IST
| TATATECH 30SEP2025 700 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.31
Theta: -0.46
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 724.40 | 28.45 | 2.85 | 21.71 | 190 | -61 | 414 | |||||||||
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| 14 Sept | 702.10 | 17.2 | -2.05 | 22.31 | 1,001 | -131 | 1,144 | |||||||||
| 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 0.84
Historical price for 700 CE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 28.45, which was 2.85 higher than the previous day. The implied volatity was 21.71, the open interest changed by -61 which decreased total open position to 414
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 17.2, which was -2.05 lower than the previous day. The implied volatity was 22.31, the open interest changed by -131 which decreased total open position to 1144
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: -0.18
Vega: 0.32
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 724.40 | 2.8 | -1.55 | 23.16 | 590 | 25 | 586 |
| 14 Sept | 702.10 | 13.45 | -1.8 | 26.47 | 285 | -13 | 481 |
| 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 -0.18
Historical price for 700 PE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 2.8, which was -1.55 lower than the previous day. The implied volatity was 23.16, the open interest changed by 25 which increased total open position to 586
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 13.45, which was -1.8 lower than the previous day. The implied volatity was 26.47, the open interest changed by -13 which decreased total open position to 481
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
