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TMPV TATA MOTORS PASS VEH LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

TATA MOTORS PASS VEH LTD — on this desk since 2 Jan 2006.

implied move
3.8%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
0.00%
the future traded level with the share
option prices
34
dearer than 34 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—57.4809,6002305,61,600+11,2000.10long build-up
—47.51044,80024015,80,800−70,4000.05—
————2453,24,800+8,0000.01short build-up
long build-up37.55+36,8001,71,20025018,92,800−56,0000.03long unwinding
————25511,77,600−6,4000.25short covering
short covering27.75−3,2002,76,80026018,81,600−3,96,8000.40long unwinding
long build-up22.70+4,8002,59,20026510,99,200+24,0000.65short build-up
short covering18.00−40,00013,13,60027024,46,400−2,32,0001.05long unwinding
long build-up13.60+52,80012,78,40027531,88,800+1,68,0001.70short build-up
short covering9.75−4,57,60035,72,80028047,20,000+3,05,6002.80short build-up
long build-up6.40+4,33,60086,67,200285at the moneywall47,26,400+6,57,6004.55short build-up
long build-up4.20+17,60058,72,00029035,13,600+2,03,2007.20short build-up
short covering2.70−17,60025,82,40029515,64,800+76,80010.75short build-up
short covering1.75−3,50,4001,25,76,000wall30031,87,200−92,80014.85long unwinding
short covering1.20−2,75,20023,74,4003054,48,000−6,40019.15long unwinding
long build-up0.85+2,46,40040,92,80031014,35,200−41,60023.80long unwinding
—0.60+3,20012,52,8003153,71,200−1,60027.73long unwinding
—0.45−24,00070,64,0003207,45,600−16,00033.35long unwinding
—0.35+3,20010,38,4003251,42,400+1,60037.43short build-up
—0.25−32,00019,76,0003308,49,600−1,60042.37long unwinding
—0.15−1,60034,44,80033546,400047.34—

The options were priced for a move of about 3.8% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 340 of 663 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded level with the share.

Not in the F&O ban this session; open interest stood at 65% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.8% by 27 Oct; over the sessions the desk holds it ranged 1.6–8.6%.

Option prices were dearer than 34 of the past 252 sessions.

Calls were priced dearer than puts the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30
  • 13 Aug 2026: options priced about 5.6%; the share moved 2.5% by 14 Aug.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover3.8%0.00%
Wed 14 Octshort build4.1%0.11%
Tue 13 Octlong build4.3%0.58%
Mon 12 Octshort cover4.7%-0.02%
Fri 9 Octshort cover4.9%-0.04%
Thu 8 Octshort build5.6%0.57%
Wed 7 Octshort build5.4%0.74%
Tue 6 Octshort build5.7%0.52%
Mon 5 Octshort cover6.1%0.12%
Thu 1 Octlong unwind6.6%-0.07%
Wed 30 Sepshort cover6.5%0.02%
Tue 29 Seplong unwind6.7%0.18%
Mon 28 Sepshort build6.9%0.41%
Fri 25 Sepshort build1.7%0.17%
Thu 24 Sepshort build2.2%0.24%
Wed 23 Seplong build2.4%0.27%
Tue 22 Sepshort build2.8%-0.18%
Mon 21 Sepshort build3.1%-0.07%
Fri 18 Sepshort build3.7%-0.23%
Thu 17 Sepshort cover4.0%0.46%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • This stock, on entering the ban: 3 of 3 times the close 5 sessions later was higher — too few to read much into.
  • This stock, on leaving it: 1 of 3 times the close 5 sessions later was higher — too few to read much into.
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 800 to 1,600 on 29 Apr 2026; contracts either side are compared in shares, not lots.