TATATECH
Tata Technologies Limited
Historical option data for TATATECH
21 Sep 2025 04:15 PM IST
| TATATECH 30SEP2025 800 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.13
Theta: -0.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 724.40 | 0.85 | -0.35 | 32.96 | 110 | 25 | 350 | |||||||||
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| 14 Sept | 702.10 | 1.05 | -0.2 | 33.29 | 38 | -9 | 231 | |||||||||
For Tata Technologies Limited - strike price 800 expiring on 30SEP2025
Delta for 800 CE is 0.05
Historical price for 800 CE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 0.85, which was -0.35 lower than the previous day. The implied volatity was 32.96, the open interest changed by 25 which increased total open position to 350
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 1.05, which was -0.2 lower than the previous day. The implied volatity was 33.29, the open interest changed by -9 which decreased total open position to 231
| TATATECH 30SEP2025 800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.85
Vega: 0.29
Theta: -0.48
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 724.40 | 78.3 | -10.9 | 51.12 | 5 | 0 | 63 |
| 14 Sept | 702.10 | 95.1 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Technologies Limited - strike price 800 expiring on 30SEP2025
Delta for 800 PE is -0.85
Historical price for 800 PE is as follows
On 21 Sept TATATECH was trading at 724.40. The strike last trading price was 78.3, which was -10.9 lower than the previous day. The implied volatity was 51.12, the open interest changed by 0 which decreased total open position to 63
On 14 Sept TATATECH was trading at 702.10. The strike last trading price was 95.1, 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
