TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
14 Nov 2024 04:11 PM IST
TATAPOWER 28NOV2024 340 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
14 Nov | 404.65 | 101 | 0.00 | - | 0 | 0 | 0 | |||
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13 Nov | 399.35 | 101 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 340 expiring on 28NOV2024
Delta for 340 CE is -
Historical price for 340 CE is as follows
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 101, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 101, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
TATAPOWER 28NOV2024 340 PE | |||||||
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Delta: -0.02
Vega: 0.04
Theta: -0.07
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
14 Nov | 404.65 | 0.35 | -0.20 | 47.40 | 81 | 2 | 40 |
13 Nov | 399.35 | 0.55 | 47.39 | 53 | 36 | 36 |
For Tata Power Co Ltd - strike price 340 expiring on 28NOV2024
Delta for 340 PE is -0.02
Historical price for 340 PE is as follows
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 47.40, the open interest changed by 2 which increased total open position to 40
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was 47.39, the open interest changed by 36 which increased total open position to 36