TATATECH
Tata Technologies Limited
Historical option data for TATATECH
21 Sep 2025 04:15 PM IST
| TATATECH 30SEP2025 720 CE | ||||||||||||||||
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Delta: 0.60
Vega: 0.49
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 724.40 | 14.15 | 0.75 | 21.61 | 1,307 | -130 | 590 | |||||||||
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| 14 Sept | 702.10 | 9.5 | -1.2 | 24.43 | 447 | 4 | 587 | |||||||||
| 17 Aug | 663.35 | 45.25 | 0 | 5.32 | 0 | 0 | 0 | |||||||||
For Tata Technologies Limited - strike price 720 expiring on 30SEP2025
Delta for 720 CE is 0.60
Historical price for 720 CE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 14.15, which was 0.75 higher than the previous day. The implied volatity was 21.61, the open interest changed by -130 which decreased total open position to 590
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 9.5, which was -1.2 lower than the previous day. The implied volatity was 24.43, the open interest changed by 4 which increased total open position to 587
On 17 Aug TATATECH was trading at 663.35. The strike last trading price was 45.25, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0
| TATATECH 30SEP2025 720 PE | |||||||
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Delta: -0.41
Vega: 0.49
Theta: -0.44
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 724.40 | 8.85 | -3.4 | 23.39 | 477 | 35 | 372 |
| 14 Sept | 702.10 | 26.2 | -0.35 | 29.61 | 14 | 3 | 134 |
| 17 Aug | 663.35 | 50.15 | 0 | - | 0 | 0 | 0 |
For Tata Technologies Limited - strike price 720 expiring on 30SEP2025
Delta for 720 PE is -0.41
Historical price for 720 PE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 8.85, which was -3.4 lower than the previous day. The implied volatity was 23.39, the open interest changed by 35 which increased total open position to 372
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 26.2, which was -0.35 lower than the previous day. The implied volatity was 29.61, the open interest changed by 3 which increased total open position to 134
On 17 Aug TATATECH was trading at 663.35. The strike last trading price was 50.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
