TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
20 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 350 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| 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 | |||
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| 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
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| 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
