TATATECH
Tata Technologies Limited
Historical option data for TATATECH
21 Sep 2025 04:15 PM IST
| TATATECH 30SEP2025 770 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0.25
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 724.40 | 2.05 | -0.75 | 28.16 | 987 | -268 | 277 | |||||||||
| 14 Sept | 702.10 | 2.25 | -0.4 | 30.02 | 94 | -6 | 243 | |||||||||
For Tata Technologies Limited - strike price 770 expiring on 30SEP2025
Delta for 770 CE is 0.12
Historical price for 770 CE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 2.05, which was -0.75 lower than the previous day. The implied volatity was 28.16, the open interest changed by -268 which decreased total open position to 277
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 2.25, which was -0.4 lower than the previous day. The implied volatity was 30.02, the open interest changed by -6 which decreased total open position to 243
| TATATECH 30SEP2025 770 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.32
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 724.40 | 47.5 | -4.3 | 34.32 | 4 | -1 | 1 |
| 14 Sept | 702.10 | 94 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Technologies Limited - strike price 770 expiring on 30SEP2025
Delta for 770 PE is -0.83
Historical price for 770 PE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 47.5, which was -4.3 lower than the previous day. The implied volatity was 34.32, the open interest changed by -1 which decreased total open position to 1
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 94, 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
