TATAPOWER
Tata Power Co Ltd
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