TATATECH
Tata Technologies Limited
Historical option data for TATATECH
21 Sep 2025 04:15 PM IST
| TATATECH 30SEP2025 760 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.32
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 724.40 | 3.15 | -0.65 | 27.30 | 1,360 | -368 | 1,124 | |||||||||
| 14 Sept | 702.10 | 3 | -0.65 | 29.03 | 149 | -3 | 1,062 | |||||||||
For Tata Technologies Limited - strike price 760 expiring on 30SEP2025
Delta for 760 CE is 0.17
Historical price for 760 CE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 3.15, which was -0.65 lower than the previous day. The implied volatity was 27.30, the open interest changed by -368 which decreased total open position to 1124
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 29.03, the open interest changed by -3 which decreased total open position to 1062
| TATATECH 30SEP2025 760 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 724.40 | 52.45 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 702.10 | 76.5 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Technologies Limited - strike price 760 expiring on 30SEP2025
Delta for 760 PE is 0.00
Historical price for 760 PE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 52.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 76.5, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
