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TATAPOWER
Tata Power Co Ltd

404.65 5.30 (1.33%)

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Historical option data for TATAPOWER

14 Nov 2024 04:11 PM IST
TATAPOWER 28NOV2024 350 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 404.65 49.85 0.00 0.00 0 1 0
13 Nov 399.35 49.85 -44.05 - 1 0 10
12 Nov 414.15 93.9 0.00 0.00 0 0 0
11 Nov 431.50 93.9 0.00 0.00 0 0 0
8 Nov 432.75 93.9 0.00 0.00 0 0 0
7 Nov 444.90 93.9 0.00 0.00 0 0 0
6 Nov 449.30 93.9 0.00 0.00 0 0 0
5 Nov 434.10 93.9 0.00 0.00 0 0 0
4 Nov 429.05 93.9 0.00 0.00 0 0 0
1 Nov 445.45 93.9 0.00 0.00 0 10 0
31 Oct 440.05 93.9 1.30 - 10 5 5
30 Oct 427.00 92.6 0.00 - 0 0 0
29 Oct 425.40 92.6 - 0 0 0


For Tata Power Co Ltd - strike price 350 expiring on 28NOV2024

Delta for 350 CE is 0.00

Historical price for 350 CE is as follows

On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 49.85, 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 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 49.85, which was -44.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 93.9, 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 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 93.9, 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 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 93.9, 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 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 93.9, 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 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 93.9, 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 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 93.9, 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 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 93.9, 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 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 93.9, 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 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 93.9, which was 1.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct TATAPOWER was trading at 427.00. The strike last trading price was 92.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct TATAPOWER was trading at 425.40. The strike last trading price was 92.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATAPOWER 28NOV2024 350 PE
Delta: -0.03
Vega: 0.06
Theta: -0.08
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 404.65 0.45 -0.25 42.67 381 24 417
13 Nov 399.35 0.7 0.30 42.59 852 124 390
12 Nov 414.15 0.4 0.10 43.19 56 4 264
11 Nov 431.50 0.3 0.00 48.56 1 0 260
8 Nov 432.75 0.3 0.00 44.22 22 0 260
7 Nov 444.90 0.3 -0.05 48.85 20 -6 260
6 Nov 449.30 0.35 -0.20 50.93 65 -3 269
5 Nov 434.10 0.55 -0.20 47.21 251 51 272
4 Nov 429.05 0.75 0.20 46.61 81 41 222
1 Nov 445.45 0.55 -0.10 47.70 31 5 180
31 Oct 440.05 0.65 -0.75 - 135 11 178
30 Oct 427.00 1.4 0.15 - 273 130 167
29 Oct 425.40 1.25 - 102 35 35


For Tata Power Co Ltd - strike price 350 expiring on 28NOV2024

Delta for 350 PE is -0.03

Historical price for 350 PE is as follows

On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 42.67, the open interest changed by 24 which increased total open position to 417


On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 0.7, which was 0.30 higher than the previous day. The implied volatity was 42.59, the open interest changed by 124 which increased total open position to 390


On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 0.4, which was 0.10 higher than the previous day. The implied volatity was 43.19, the open interest changed by 4 which increased total open position to 264


On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 48.56, the open interest changed by 0 which decreased total open position to 260


On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 44.22, the open interest changed by 0 which decreased total open position to 260


On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 48.85, the open interest changed by -6 which decreased total open position to 260


On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 50.93, the open interest changed by -3 which decreased total open position to 269


On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 0.55, which was -0.20 lower than the previous day. The implied volatity was 47.21, the open interest changed by 51 which increased total open position to 272


On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 0.75, which was 0.20 higher than the previous day. The implied volatity was 46.61, the open interest changed by 41 which increased total open position to 222


On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 47.70, the open interest changed by 5 which increased total open position to 180


On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 0.65, which was -0.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct TATAPOWER was trading at 427.00. The strike last trading price was 1.4, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct TATAPOWER was trading at 425.40. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to