TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
07 Jan 2025 04:01 PM IST
TATAPOWER 30JAN2025 345 CE | ||||||||||
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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 | |||
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 | |||
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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 | |||||||
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Delta: -0.11
Vega: 0.18
Theta: -0.12
Gamma: 0.01
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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