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

380.85 2.20 (0.58%)

Back to Option Chain


Historical option data for TATAPOWER

07 Jan 2025 01:31 PM IST
TATAPOWER 30JAN2025 350 CE
Delta: 0.93
Vega: 0.12
Theta: -0.15
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Jan 380.50 33.5 1.85 24.33 41 12 43
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 0.93

Historical price for 350 CE is as follows

On 7 Jan TATAPOWER was trading at 380.50. The strike last trading price was 33.5, which was 1.85 higher than the previous day. The implied volatity was 24.33, the open interest changed by 12 which increased total open position to 43


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: -0.13
Vega: 0.20
Theta: -0.13
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
7 Jan 380.50 2.2 -1.05 33.36 896 230 1,188
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 -0.13

Historical price for 350 PE is as follows

On 7 Jan TATAPOWER was trading at 380.50. The strike last trading price was 2.2, which was -1.05 lower than the previous day. The implied volatity was 33.36, the open interest changed by 230 which increased total open position to 1188


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