TATATECH
Tata Technologies Limited
Historical option data for TATATECH
21 Sep 2025 04:15 PM IST
| TATATECH 30SEP2025 740 CE | ||||||||||||||||
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Delta: 0.34
Vega: 0.46
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 724.40 | 6.65 | -0.3 | 24.37 | 704 | -46 | 570 | |||||||||
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| 14 Sept | 702.10 | 5.15 | -1 | 26.47 | 237 | -13 | 509 | |||||||||
For Tata Technologies Limited - strike price 740 expiring on 30SEP2025
Delta for 740 CE is 0.34
Historical price for 740 CE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 6.65, which was -0.3 lower than the previous day. The implied volatity was 24.37, the open interest changed by -46 which decreased total open position to 570
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 5.15, which was -1 lower than the previous day. The implied volatity was 26.47, the open interest changed by -13 which decreased total open position to 509
| TATATECH 30SEP2025 740 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.66
Vega: 0.46
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 724.40 | 20.6 | -5.25 | 24.75 | 22 | -5 | 38 |
| 14 Sept | 702.10 | 41.3 | -2.2 | 31.85 | 1 | 0 | 37 |
For Tata Technologies Limited - strike price 740 expiring on 30SEP2025
Delta for 740 PE is -0.66
Historical price for 740 PE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 20.6, which was -5.25 lower than the previous day. The implied volatity was 24.75, the open interest changed by -5 which decreased total open position to 38
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 41.3, which was -2.2 lower than the previous day. The implied volatity was 31.85, the open interest changed by 0 which decreased total open position to 37
