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[--[65.84.65.76]--]
TATAPOWER
Tata Power Co Ltd

378.75 0.10 (0.03%)

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Historical option data for TATAPOWER

07 Jan 2025 04:01 PM IST
TATAPOWER 30JAN2025 345 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
7 Jan 378.75 36 0.00 0.00 0 3 0
6 Jan 378.65 36 -41.60 - 3 2 2
3 Jan 396.65 77.6 0.00 - 0 0 0
2 Jan 395.50 77.6 0.00 - 0 0 0
1 Jan 392.35 77.6 0.00 - 0 0 0
31 Dec 392.40 77.6 77.60 - 0 0 0
30 Dec 389.75 0 0.00 0.00 0 0 0
27 Dec 399.00 0 0.00 0.00 0 0 0
26 Dec 404.30 0 0.00 0.00 0 0 0
24 Dec 399.40 0 0.00 0.00 0 0 0
23 Dec 399.90 0 0.00 0.00 0 0 0
20 Dec 401.10 0 0.00 0.00 0 0 0
4 Dec 425.65 0 0.00 0 0 0


For Tata Power Co Ltd - strike price 345 expiring on 30JAN2025

Delta for 345 CE is 0.00

Historical price for 345 CE is as follows

On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 36, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 36, which was -41.60 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 77.6, 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 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 77.6, 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 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 77.6, 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 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 77.6, which was 77.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 0, which was 0.00 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 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 0, which was 0.00 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 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 0, which was 0.00 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 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 0, which was 0.00 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 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 0, which was 0.00 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 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 0, which was 0.00 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 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


TATAPOWER 30JAN2025 345 PE
Delta: -0.11
Vega: 0.18
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Jan 378.75 1.75 -0.80 33.52 344 75 191
6 Jan 378.65 2.55 2.00 37.07 436 22 119
3 Jan 396.65 0.55 -0.15 31.47 24 5 99
2 Jan 395.50 0.7 -0.30 32.09 125 10 96
1 Jan 392.35 1 0.05 32.40 173 34 76
31 Dec 392.40 0.95 0.95 31.67 205 44 44
30 Dec 389.75 0 0.00 0.00 0 0 0
27 Dec 399.00 0 0.00 0.00 0 0 0
26 Dec 404.30 0 0.00 0.00 0 0 0
24 Dec 399.40 0 0.00 0.00 0 0 0
23 Dec 399.90 0 0.00 0.00 0 0 0
20 Dec 401.10 0 0.00 0.00 0 0 0
4 Dec 425.65 0 0.00 0 0 0


For Tata Power Co Ltd - strike price 345 expiring on 30JAN2025

Delta for 345 PE is -0.11

Historical price for 345 PE is as follows

On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 1.75, which was -0.80 lower than the previous day. The implied volatity was 33.52, the open interest changed by 75 which increased total open position to 191


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 2.55, which was 2.00 higher than the previous day. The implied volatity was 37.07, the open interest changed by 22 which increased total open position to 119


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 31.47, the open interest changed by 5 which increased total open position to 99


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 0.7, which was -0.30 lower than the previous day. The implied volatity was 32.09, the open interest changed by 10 which increased total open position to 96


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 32.40, the open interest changed by 34 which increased total open position to 76


On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 0.95, which was 0.95 higher than the previous day. The implied volatity was 31.67, the open interest changed by 44 which increased total open position to 44


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 0, which was 0.00 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 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 0, which was 0.00 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 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 0, which was 0.00 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 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 0, which was 0.00 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 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 0, which was 0.00 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 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 0, which was 0.00 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 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0