TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Jan 2025 04:11 PM IST
TATAPOWER 30JAN2025 350 CE | ||||||||||
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Delta: 0.83
Vega: 0.12
Theta: -0.38
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 363.40 | 14.9 | 0.1 | 31.44 | 356 | -35 | 354 | |||
23 Jan | 362.75 | 14.75 | 2.00 | 30.53 | 843 | -21 | 391 | |||
22 Jan | 358.85 | 12.75 | -5.65 | 31.37 | 1,053 | 31 | 411 | |||
21 Jan | 365.90 | 18.4 | -8.60 | 27.73 | 455 | -97 | 380 | |||
20 Jan | 374.45 | 27 | 1.05 | 39.63 | 101 | -10 | 476 | |||
17 Jan | 373.60 | 25.95 | 3.50 | 30.64 | 141 | -6 | 486 | |||
16 Jan | 368.90 | 22.45 | 2.75 | 31.31 | 224 | -32 | 499 | |||
15 Jan | 365.45 | 19.7 | 4.80 | 32.07 | 1,877 | -272 | 528 | |||
14 Jan | 356.95 | 14.9 | 9.45 | 31.53 | 5,777 | -298 | 802 | |||
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13 Jan | 339.95 | 5.45 | -7.50 | 31.26 | 5,351 | 897 | 1,103 | |||
10 Jan | 356.35 | 12.95 | -8.75 | 25.58 | 688 | 129 | 200 | |||
9 Jan | 367.15 | 21.7 | -7.25 | 26.39 | 52 | 19 | 72 | |||
8 Jan | 374.05 | 28.95 | -6.10 | 33.68 | 37 | 7 | 48 | |||
7 Jan | 378.75 | 35.05 | 3.40 | 40.19 | 42 | 11 | 42 | |||
6 Jan | 378.65 | 31.65 | -19.70 | 20.00 | 25 | 11 | 30 | |||
3 Jan | 396.65 | 51.35 | 7.30 | 38.96 | 12 | 5 | 20 | |||
2 Jan | 395.50 | 44.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
1 Jan | 392.35 | 44.05 | 0.00 | 0.00 | 0 | 2 | 0 | |||
31 Dec | 392.40 | 44.05 | -1.95 | - | 2 | 1 | 14 | |||
30 Dec | 389.75 | 46 | -7.10 | 23.30 | 2 | 0 | 13 | |||
27 Dec | 399.00 | 53.1 | -6.80 | 23.72 | 1 | 0 | 13 | |||
26 Dec | 404.30 | 59.9 | 4.90 | - | 4 | 1 | 13 | |||
24 Dec | 399.40 | 55 | -45.55 | 35.19 | 12 | 11 | 11 | |||
23 Dec | 399.90 | 100.55 | 0.00 | - | 0 | 0 | 0 | |||
20 Dec | 401.10 | 100.55 | 0.00 | - | 0 | 0 | 0 | |||
19 Dec | 412.60 | 100.55 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 425.65 | 100.55 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 350 expiring on 30JAN2025
Delta for 350 CE is 0.83
Historical price for 350 CE is as follows
On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 14.9, which was 0.1 higher than the previous day. The implied volatity was 31.44, the open interest changed by -35 which decreased total open position to 354
On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 14.75, which was 2.00 higher than the previous day. The implied volatity was 30.53, the open interest changed by -21 which decreased total open position to 391
On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 12.75, which was -5.65 lower than the previous day. The implied volatity was 31.37, the open interest changed by 31 which increased total open position to 411
On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 18.4, which was -8.60 lower than the previous day. The implied volatity was 27.73, the open interest changed by -97 which decreased total open position to 380
On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 27, which was 1.05 higher than the previous day. The implied volatity was 39.63, the open interest changed by -10 which decreased total open position to 476
On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 25.95, which was 3.50 higher than the previous day. The implied volatity was 30.64, the open interest changed by -6 which decreased total open position to 486
On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 22.45, which was 2.75 higher than the previous day. The implied volatity was 31.31, the open interest changed by -32 which decreased total open position to 499
On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 19.7, which was 4.80 higher than the previous day. The implied volatity was 32.07, the open interest changed by -272 which decreased total open position to 528
On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 14.9, which was 9.45 higher than the previous day. The implied volatity was 31.53, the open interest changed by -298 which decreased total open position to 802
On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 5.45, which was -7.50 lower than the previous day. The implied volatity was 31.26, the open interest changed by 897 which increased total open position to 1103
On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 12.95, which was -8.75 lower than the previous day. The implied volatity was 25.58, the open interest changed by 129 which increased total open position to 200
On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 21.7, which was -7.25 lower than the previous day. The implied volatity was 26.39, the open interest changed by 19 which increased total open position to 72
On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 28.95, which was -6.10 lower than the previous day. The implied volatity was 33.68, the open interest changed by 7 which increased total open position to 48
On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 35.05, which was 3.40 higher than the previous day. The implied volatity was 40.19, the open interest changed by 11 which increased total open position to 42
On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 31.65, which was -19.70 lower than the previous day. The implied volatity was 20.00, the open interest changed by 11 which increased total open position to 30
On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 51.35, which was 7.30 higher than the previous day. The implied volatity was 38.96, the open interest changed by 5 which increased total open position to 20
On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 44.05, 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 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 44.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 44.05, which was -1.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 14
On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 46, which was -7.10 lower than the previous day. The implied volatity was 23.30, the open interest changed by 0 which decreased total open position to 13
On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 53.1, which was -6.80 lower than the previous day. The implied volatity was 23.72, the open interest changed by 0 which decreased total open position to 13
On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 59.9, which was 4.90 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 13
On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 55, which was -45.55 lower than the previous day. The implied volatity was 35.19, the open interest changed by 11 which increased total open position to 11
On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 100.55, 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 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 100.55, 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 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 100.55, 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 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 100.55, 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 30JAN2025 350 PE | |||||||
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Delta: -0.17
Vega: 0.12
Theta: -0.30
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 363.40 | 1.4 | -0.5 | 32.08 | 3,940 | 19 | 1,507 |
23 Jan | 362.75 | 1.85 | -1.15 | 32.50 | 3,262 | 194 | 1,500 |
22 Jan | 358.85 | 3 | 0.90 | 32.89 | 5,137 | 66 | 1,312 |
21 Jan | 365.90 | 2.1 | 0.55 | 35.42 | 2,843 | -168 | 1,262 |
20 Jan | 374.45 | 1.55 | -0.35 | 38.18 | 1,081 | -70 | 1,430 |
17 Jan | 373.60 | 1.9 | -0.80 | 35.34 | 1,678 | 30 | 1,515 |
16 Jan | 368.90 | 2.7 | -1.00 | 34.42 | 1,534 | 47 | 1,491 |
15 Jan | 365.45 | 3.7 | -2.50 | 33.99 | 4,508 | 165 | 1,436 |
14 Jan | 356.95 | 6.2 | -8.95 | 34.94 | 4,772 | 293 | 1,276 |
13 Jan | 339.95 | 15.15 | 8.50 | 33.89 | 4,950 | -130 | 975 |
10 Jan | 356.35 | 6.65 | 3.30 | 30.79 | 4,379 | 2 | 1,103 |
9 Jan | 367.15 | 3.35 | 0.60 | 29.84 | 1,534 | -70 | 1,101 |
8 Jan | 374.05 | 2.75 | 0.45 | 31.80 | 1,724 | -16 | 1,173 |
7 Jan | 378.75 | 2.3 | -0.95 | 32.71 | 1,029 | 235 | 1,193 |
6 Jan | 378.65 | 3.25 | 2.35 | 36.37 | 1,373 | 59 | 966 |
3 Jan | 396.65 | 0.9 | 0.00 | 32.08 | 576 | 43 | 889 |
2 Jan | 395.50 | 0.9 | -0.35 | 31.14 | 611 | 84 | 845 |
1 Jan | 392.35 | 1.25 | -0.05 | 31.33 | 348 | 13 | 787 |
31 Dec | 392.40 | 1.3 | 0.05 | 31.30 | 1,003 | 75 | 783 |
30 Dec | 389.75 | 1.25 | 0.20 | 30.64 | 890 | 103 | 708 |
27 Dec | 399.00 | 1.05 | 0.20 | 31.11 | 525 | 162 | 610 |
26 Dec | 404.30 | 0.85 | -0.10 | 32.43 | 581 | 255 | 444 |
24 Dec | 399.40 | 0.95 | -0.65 | 29.24 | 227 | 44 | 190 |
23 Dec | 399.90 | 1.6 | 0.10 | 32.81 | 213 | 43 | 146 |
20 Dec | 401.10 | 1.5 | 0.50 | 32.28 | 134 | 63 | 68 |
19 Dec | 412.60 | 1 | -0.10 | 32.72 | 6 | 3 | 4 |
4 Dec | 425.65 | 1.1 | 33.00 | 4 | 1 | 1 |
For Tata Power Co Ltd - strike price 350 expiring on 30JAN2025
Delta for 350 PE is -0.17
Historical price for 350 PE is as follows
On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 1.4, which was -0.5 lower than the previous day. The implied volatity was 32.08, the open interest changed by 19 which increased total open position to 1507
On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 1.85, which was -1.15 lower than the previous day. The implied volatity was 32.50, the open interest changed by 194 which increased total open position to 1500
On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 3, which was 0.90 higher than the previous day. The implied volatity was 32.89, the open interest changed by 66 which increased total open position to 1312
On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 2.1, which was 0.55 higher than the previous day. The implied volatity was 35.42, the open interest changed by -168 which decreased total open position to 1262
On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 1.55, which was -0.35 lower than the previous day. The implied volatity was 38.18, the open interest changed by -70 which decreased total open position to 1430
On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 1.9, which was -0.80 lower than the previous day. The implied volatity was 35.34, the open interest changed by 30 which increased total open position to 1515
On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 2.7, which was -1.00 lower than the previous day. The implied volatity was 34.42, the open interest changed by 47 which increased total open position to 1491
On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 3.7, which was -2.50 lower than the previous day. The implied volatity was 33.99, the open interest changed by 165 which increased total open position to 1436
On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 6.2, which was -8.95 lower than the previous day. The implied volatity was 34.94, the open interest changed by 293 which increased total open position to 1276
On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 15.15, which was 8.50 higher than the previous day. The implied volatity was 33.89, the open interest changed by -130 which decreased total open position to 975
On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 6.65, which was 3.30 higher than the previous day. The implied volatity was 30.79, the open interest changed by 2 which increased total open position to 1103
On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 3.35, which was 0.60 higher than the previous day. The implied volatity was 29.84, the open interest changed by -70 which decreased total open position to 1101
On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 2.75, which was 0.45 higher than the previous day. The implied volatity was 31.80, the open interest changed by -16 which decreased total open position to 1173
On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 2.3, which was -0.95 lower than the previous day. The implied volatity was 32.71, the open interest changed by 235 which increased total open position to 1193
On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 3.25, which was 2.35 higher than the previous day. The implied volatity was 36.37, the open interest changed by 59 which increased total open position to 966
On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 32.08, the open interest changed by 43 which increased total open position to 889
On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 0.9, which was -0.35 lower than the previous day. The implied volatity was 31.14, the open interest changed by 84 which increased total open position to 845
On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 31.33, the open interest changed by 13 which increased total open position to 787
On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 31.30, the open interest changed by 75 which increased total open position to 783
On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 1.25, which was 0.20 higher than the previous day. The implied volatity was 30.64, the open interest changed by 103 which increased total open position to 708
On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 1.05, which was 0.20 higher than the previous day. The implied volatity was 31.11, the open interest changed by 162 which increased total open position to 610
On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 0.85, which was -0.10 lower than the previous day. The implied volatity was 32.43, the open interest changed by 255 which increased total open position to 444
On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 29.24, the open interest changed by 44 which increased total open position to 190
On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 32.81, the open interest changed by 43 which increased total open position to 146
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 1.5, which was 0.50 higher than the previous day. The implied volatity was 32.28, the open interest changed by 63 which increased total open position to 68
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 1, which was -0.10 lower than the previous day. The implied volatity was 32.72, the open interest changed by 3 which increased total open position to 4
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 1.1, which was lower than the previous day. The implied volatity was 33.00, the open interest changed by 1 which increased total open position to 1