TATATECH
Tata Technologies Limited
Historical option data for TATATECH
21 Sep 2025 04:15 PM IST
| TATATECH 30SEP2025 730 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 0.50
Theta: -0.62
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 724.40 | 9.9 | 0.45 | 23.28 | 858 | 4 | 572 | |||||||||
| 14 Sept | 702.10 | 7.15 | -1.2 | 25.74 | 214 | 0 | 423 | |||||||||
| 17 Aug | 663.35 | 5.55 | -1.15 | 24.46 | 5 | -1 | 36 | |||||||||
For Tata Technologies Limited - strike price 730 expiring on 30SEP2025
Delta for 730 CE is 0.46
Historical price for 730 CE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 9.9, which was 0.45 higher than the previous day. The implied volatity was 23.28, the open interest changed by 4 which increased total open position to 572
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 7.15, which was -1.2 lower than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 423
On 17 Aug TATATECH was trading at 663.35. The strike last trading price was 5.55, which was -1.15 lower than the previous day. The implied volatity was 24.46, the open interest changed by -1 which decreased total open position to 36
| TATATECH 30SEP2025 730 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.50
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 724.40 | 13.8 | -4.65 | 23.48 | 115 | 68 | 144 |
| 14 Sept | 702.10 | 34.1 | 2.7 | 31.87 | 3 | 2 | 41 |
| 17 Aug | 663.35 | 47.8 | 0 | - | 0 | 0 | 0 |
For Tata Technologies Limited - strike price 730 expiring on 30SEP2025
Delta for 730 PE is -0.54
Historical price for 730 PE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 13.8, which was -4.65 lower than the previous day. The implied volatity was 23.48, the open interest changed by 68 which increased total open position to 144
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 34.1, which was 2.7 higher than the previous day. The implied volatity was 31.87, the open interest changed by 2 which increased total open position to 41
On 17 Aug TATATECH was trading at 663.35. The strike last trading price was 47.8, 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
