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

401.1 -11.50 (-2.79%)

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Historical option data for TATAPOWER

20 Dec 2024 04:11 PM IST
TATAPOWER 26DEC2024 350 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 401.10 88.65 0.00 0.00 0 0 0
19 Dec 412.60 88.65 0.00 0.00 0 0 0
18 Dec 415.00 88.65 0.00 0.00 0 0 0
17 Dec 420.90 88.65 0.00 0.00 0 0 0
16 Dec 425.50 88.65 0.00 0.00 0 0 0
13 Dec 428.45 88.65 0.00 0.00 0 0 0
12 Dec 433.55 88.65 0.00 0.00 0 0 0
11 Dec 434.80 88.65 11.65 - 2 0 12
10 Dec 435.20 77 0.00 0.00 0 0 0
9 Dec 440.75 77 0.00 0.00 0 0 0
6 Dec 439.70 77 0.00 0.00 0 0 0
5 Dec 430.85 77 0.00 0.00 0 0 0
4 Dec 425.65 77 0.00 0.00 0 1 0
3 Dec 428.55 77 8.10 - 1 0 11
2 Dec 416.50 68.9 0.00 0.00 0 0 0
29 Nov 414.15 68.9 0.00 0.00 0 10 0
28 Nov 414.50 68.9 0.95 43.53 10 0 1
27 Nov 417.65 67.95 0.00 0.00 0 0 0
26 Nov 410.30 67.95 0.00 0.00 0 1 0
25 Nov 412.35 67.95 -61.40 48.89 1 0 0
22 Nov 413.75 129.35 0.00 - 0 0 0
21 Nov 408.05 129.35 0.00 - 0 0 0
20 Nov 408.10 129.35 0.00 - 0 0 0
19 Nov 408.10 129.35 0.00 - 0 0 0
18 Nov 404.70 129.35 0.00 - 0 0 0
14 Nov 404.65 129.35 0.00 - 0 0 0
13 Nov 399.35 129.35 - 0 0 0


For Tata Power Co Ltd - strike price 350 expiring on 26DEC2024

Delta for 350 CE is 0.00

Historical price for 350 CE is as follows

On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 88.65, 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 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 88.65, 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 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 88.65, 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 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 88.65, 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 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 88.65, 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 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 88.65, 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 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 88.65, 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 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 88.65, which was 11.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12


On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 77, 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 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 77, 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 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 77, 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 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 77, 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 77, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 77, which was 8.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 68.9, 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 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 68.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 68.9, which was 0.95 higher than the previous day. The implied volatity was 43.53, the open interest changed by 0 which decreased total open position to 1


On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 67.95, 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 Nov TATAPOWER was trading at 410.30. The strike last trading price was 67.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 67.95, which was -61.40 lower than the previous day. The implied volatity was 48.89, the open interest changed by 0 which decreased total open position to 0


On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 129.35, 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 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 129.35, 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 Nov TATAPOWER was trading at 408.10. The strike last trading price was 129.35, 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 Nov TATAPOWER was trading at 408.10. The strike last trading price was 129.35, 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 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 129.35, 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 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 129.35, 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 129.35, 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 26DEC2024 350 PE
Delta: -0.01
Vega: 0.02
Theta: -0.06
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 401.10 0.1 -0.10 48.96 71 27 331
19 Dec 412.60 0.2 0.05 - 24 -19 305
18 Dec 415.00 0.15 0.00 53.26 5 -3 326
17 Dec 420.90 0.15 0.00 52.97 13 -1 329
16 Dec 425.50 0.15 0.05 53.23 75 15 329
13 Dec 428.45 0.1 -0.05 45.83 62 -35 319
12 Dec 433.55 0.15 -0.05 48.90 123 -96 368
11 Dec 434.80 0.2 0.00 49.67 56 -22 465
10 Dec 435.20 0.2 0.05 48.48 52 -40 487
9 Dec 440.75 0.15 -0.10 47.49 78 -40 527
6 Dec 439.70 0.25 -0.05 46.46 154 -73 614
5 Dec 430.85 0.3 0.00 44.11 136 -27 686
4 Dec 425.65 0.3 0.00 40.43 27 5 713
3 Dec 428.55 0.3 -0.30 40.58 380 44 708
2 Dec 416.50 0.6 -0.20 39.77 399 135 671
29 Nov 414.15 0.8 -0.30 38.96 627 134 540
28 Nov 414.50 1.1 0.05 41.08 394 -1 409
27 Nov 417.65 1.05 -0.30 41.09 281 49 351
26 Nov 410.30 1.35 -0.05 40.01 102 36 302
25 Nov 412.35 1.4 -0.05 40.17 128 41 266
22 Nov 413.75 1.45 -0.65 39.36 175 36 261
21 Nov 408.05 2.1 0.35 40.26 270 71 224
20 Nov 408.10 1.75 0.00 37.21 38 9 153
19 Nov 408.10 1.75 -0.50 37.21 38 9 153
18 Nov 404.70 2.25 -0.20 37.93 90 16 144
14 Nov 404.65 2.45 -0.30 37.51 228 110 132
13 Nov 399.35 2.75 36.69 24 20 20


For Tata Power Co Ltd - strike price 350 expiring on 26DEC2024

Delta for 350 PE is -0.01

Historical price for 350 PE is as follows

On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 48.96, the open interest changed by 27 which increased total open position to 331


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -19 which decreased total open position to 305


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 53.26, the open interest changed by -3 which decreased total open position to 326


On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 52.97, the open interest changed by -1 which decreased total open position to 329


On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 53.23, the open interest changed by 15 which increased total open position to 329


On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 45.83, the open interest changed by -35 which decreased total open position to 319


On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 48.90, the open interest changed by -96 which decreased total open position to 368


On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 49.67, the open interest changed by -22 which decreased total open position to 465


On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 48.48, the open interest changed by -40 which decreased total open position to 487


On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 47.49, the open interest changed by -40 which decreased total open position to 527


On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 46.46, the open interest changed by -73 which decreased total open position to 614


On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 44.11, the open interest changed by -27 which decreased total open position to 686


On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 40.43, the open interest changed by 5 which increased total open position to 713


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 0.3, which was -0.30 lower than the previous day. The implied volatity was 40.58, the open interest changed by 44 which increased total open position to 708


On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 39.77, the open interest changed by 135 which increased total open position to 671


On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 0.8, which was -0.30 lower than the previous day. The implied volatity was 38.96, the open interest changed by 134 which increased total open position to 540


On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 41.08, the open interest changed by -1 which decreased total open position to 409


On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 41.09, the open interest changed by 49 which increased total open position to 351


On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 40.01, the open interest changed by 36 which increased total open position to 302


On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 40.17, the open interest changed by 41 which increased total open position to 266


On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 1.45, which was -0.65 lower than the previous day. The implied volatity was 39.36, the open interest changed by 36 which increased total open position to 261


On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 2.1, which was 0.35 higher than the previous day. The implied volatity was 40.26, the open interest changed by 71 which increased total open position to 224


On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 1.75, which was 0.00 lower than the previous day. The implied volatity was 37.21, the open interest changed by 9 which increased total open position to 153


On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 1.75, which was -0.50 lower than the previous day. The implied volatity was 37.21, the open interest changed by 9 which increased total open position to 153


On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 2.25, which was -0.20 lower than the previous day. The implied volatity was 37.93, the open interest changed by 16 which increased total open position to 144


On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 2.45, which was -0.30 lower than the previous day. The implied volatity was 37.51, the open interest changed by 110 which increased total open position to 132


On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was 36.69, the open interest changed by 20 which increased total open position to 20