TATATECH
Tata Technologies Limited
Historical option data for TATATECH
21 Sep 2025 04:15 PM IST
| TATATECH 30SEP2025 750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.24
Vega: 0.39
Theta: -0.51
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 724.40 | 4.6 | -0.5 | 25.94 | 1,242 | 17 | 1,713 | |||||||||
| 14 Sept | 702.10 | 4 | -0.9 | 27.98 | 320 | 29 | 1,724 | |||||||||
For Tata Technologies Limited - strike price 750 expiring on 30SEP2025
Delta for 750 CE is 0.24
Historical price for 750 CE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 4.6, which was -0.5 lower than the previous day. The implied volatity was 25.94, the open interest changed by 17 which increased total open position to 1713
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 4, which was -0.9 lower than the previous day. The implied volatity was 27.98, the open interest changed by 29 which increased total open position to 1724
| TATATECH 30SEP2025 750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 0.40
Theta: -0.34
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 724.40 | 28.75 | -4.75 | 26.96 | 49 | 1 | 111 |
| 14 Sept | 702.10 | 50.3 | 2.8 | 34.44 | 6 | 0 | 113 |
For Tata Technologies Limited - strike price 750 expiring on 30SEP2025
Delta for 750 PE is -0.75
Historical price for 750 PE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 28.75, which was -4.75 lower than the previous day. The implied volatity was 26.96, the open interest changed by 1 which increased total open position to 111
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 50.3, which was 2.8 higher than the previous day. The implied volatity was 34.44, the open interest changed by 0 which decreased total open position to 113
