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

363.4 0.65 (0.18%)

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Historical option data for TATAPOWER

24 Jan 2025 04:11 PM IST
TATAPOWER 30JAN2025 350 CE
Delta: 0.83
Vega: 0.12
Theta: -0.38
Gamma: 0.02
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
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
Delta: -0.17
Vega: 0.12
Theta: -0.30
Gamma: 0.02
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