TATATECH
Tata Technologies Limited
Historical option data for TATATECH
21 Sep 2025 04:15 PM IST
| TATATECH 30SEP2025 780 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.19
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 724.40 | 1.4 | -0.65 | 29.39 | 536 | -158 | 376 | |||||||||
| 14 Sept | 702.10 | 1.6 | -0.5 | 30.56 | 101 | 48 | 448 | |||||||||
For Tata Technologies Limited - strike price 780 expiring on 30SEP2025
Delta for 780 CE is 0.08
Historical price for 780 CE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 1.4, which was -0.65 lower than the previous day. The implied volatity was 29.39, the open interest changed by -158 which decreased total open position to 376
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 1.6, which was -0.5 lower than the previous day. The implied volatity was 30.56, the open interest changed by 48 which increased total open position to 448
| TATATECH 30SEP2025 780 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 | 59.5 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 702.10 | 74.7 | 0.7 | 29.58 | 2 | -1 | 13 |
For Tata Technologies Limited - strike price 780 expiring on 30SEP2025
Delta for 780 PE is 0.00
Historical price for 780 PE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 59.5, 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
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 74.7, which was 0.7 higher than the previous day. The implied volatity was 29.58, the open interest changed by -1 which decreased total open position to 13
