TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Jan 2025 04:11 PM IST
TATAPOWER 30JAN2025 355 CE | ||||||||||
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Delta: 0.75
Vega: 0.15
Theta: -0.43
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 363.40 | 10.65 | -0.05 | 28.82 | 729 | -78 | 340 | |||
23 Jan | 362.75 | 10.7 | 1.65 | 28.79 | 1,582 | 1 | 418 | |||
22 Jan | 358.85 | 9.05 | -5.35 | 29.50 | 2,451 | 168 | 415 | |||
21 Jan | 365.90 | 14.4 | -7.85 | 28.35 | 300 | -27 | 246 | |||
20 Jan | 374.45 | 22.25 | 1.15 | 35.58 | 248 | -65 | 274 | |||
17 Jan | 373.60 | 21.1 | 2.95 | 26.88 | 158 | -32 | 340 | |||
16 Jan | 368.90 | 18.15 | 2.25 | 29.44 | 294 | -31 | 372 | |||
15 Jan | 365.45 | 15.9 | 4.30 | 31.12 | 1,566 | -259 | 398 | |||
14 Jan | 356.95 | 11.6 | 7.60 | 30.58 | 4,564 | 78 | 658 | |||
13 Jan | 339.95 | 4 | -6.10 | 31.43 | 3,122 | 224 | 581 | |||
10 Jan | 356.35 | 10.1 | -13.90 | 25.83 | 1,207 | 340 | 354 | |||
9 Jan | 367.15 | 24 | 0.00 | 0.00 | 0 | 0 | 0 | |||
8 Jan | 374.05 | 24 | -5.20 | 29.51 | 2 | 0 | 14 | |||
7 Jan | 378.75 | 29.2 | 1.60 | 32.59 | 4 | 2 | 16 | |||
6 Jan | 378.65 | 27.6 | -13.15 | 23.63 | 11 | 3 | 13 | |||
3 Jan | 396.65 | 40.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
2 Jan | 395.50 | 40.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
1 Jan | 392.35 | 40.75 | -1.45 | 25.15 | 2 | 0 | 0 | |||
31 Dec | 392.40 | 42.2 | 3.30 | 31.13 | 5 | 1 | 9 | |||
30 Dec | 389.75 | 38.9 | -30.40 | - | 8 | 7 | 7 | |||
27 Dec | 399.00 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
26 Dec | 404.30 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
24 Dec | 399.40 | 69.3 | 0.00 | - | 0 | 0 | 0 | |||
23 Dec | 399.90 | 69.3 | 69.30 | - | 0 | 0 | 0 | |||
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20 Dec | 401.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
19 Dec | 412.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
4 Dec | 425.65 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 355 expiring on 30JAN2025
Delta for 355 CE is 0.75
Historical price for 355 CE is as follows
On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 10.65, which was -0.05 lower than the previous day. The implied volatity was 28.82, the open interest changed by -78 which decreased total open position to 340
On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 10.7, which was 1.65 higher than the previous day. The implied volatity was 28.79, the open interest changed by 1 which increased total open position to 418
On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 9.05, which was -5.35 lower than the previous day. The implied volatity was 29.50, the open interest changed by 168 which increased total open position to 415
On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 14.4, which was -7.85 lower than the previous day. The implied volatity was 28.35, the open interest changed by -27 which decreased total open position to 246
On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 22.25, which was 1.15 higher than the previous day. The implied volatity was 35.58, the open interest changed by -65 which decreased total open position to 274
On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 21.1, which was 2.95 higher than the previous day. The implied volatity was 26.88, the open interest changed by -32 which decreased total open position to 340
On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 18.15, which was 2.25 higher than the previous day. The implied volatity was 29.44, the open interest changed by -31 which decreased total open position to 372
On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 15.9, which was 4.30 higher than the previous day. The implied volatity was 31.12, the open interest changed by -259 which decreased total open position to 398
On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 11.6, which was 7.60 higher than the previous day. The implied volatity was 30.58, the open interest changed by 78 which increased total open position to 658
On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 4, which was -6.10 lower than the previous day. The implied volatity was 31.43, the open interest changed by 224 which increased total open position to 581
On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 10.1, which was -13.90 lower than the previous day. The implied volatity was 25.83, the open interest changed by 340 which increased total open position to 354
On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 24, 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 Jan TATAPOWER was trading at 374.05. The strike last trading price was 24, which was -5.20 lower than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 14
On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 29.2, which was 1.60 higher than the previous day. The implied volatity was 32.59, the open interest changed by 2 which increased total open position to 16
On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 27.6, which was -13.15 lower than the previous day. The implied volatity was 23.63, the open interest changed by 3 which increased total open position to 13
On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 40.75, 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 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 40.75, 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 40.75, which was -1.45 lower than the previous day. The implied volatity was 25.15, the open interest changed by 0 which decreased total open position to 0
On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 42.2, which was 3.30 higher than the previous day. The implied volatity was 31.13, the open interest changed by 1 which increased total open position to 9
On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 38.9, which was -30.40 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 7
On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 69.3, 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 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 69.3, 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 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 69.3, 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 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 69.3, which was 69.30 higher 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
TATAPOWER 30JAN2025 355 PE | |||||||
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Delta: -0.26
Vega: 0.15
Theta: -0.35
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 363.40 | 2.25 | -0.65 | 30.04 | 3,386 | 23 | 769 |
23 Jan | 362.75 | 2.75 | -1.65 | 30.15 | 2,637 | 35 | 752 |
22 Jan | 358.85 | 4.4 | 1.35 | 31.39 | 6,284 | 183 | 719 |
21 Jan | 365.90 | 3.05 | 1.10 | 34.16 | 2,450 | -17 | 537 |
20 Jan | 374.45 | 1.95 | -0.55 | 35.39 | 1,107 | -147 | 550 |
17 Jan | 373.60 | 2.5 | -1.15 | 33.60 | 1,247 | -36 | 704 |
16 Jan | 368.90 | 3.65 | -1.20 | 33.31 | 1,313 | -83 | 737 |
15 Jan | 365.45 | 4.85 | -3.05 | 32.70 | 2,750 | 146 | 823 |
14 Jan | 356.95 | 7.9 | -10.80 | 33.85 | 2,435 | 64 | 681 |
13 Jan | 339.95 | 18.7 | 9.90 | 34.38 | 2,253 | 67 | 626 |
10 Jan | 356.35 | 8.8 | 4.30 | 30.82 | 3,097 | 84 | 565 |
9 Jan | 367.15 | 4.5 | 0.95 | 29.20 | 843 | 71 | 483 |
8 Jan | 374.05 | 3.55 | 0.55 | 30.77 | 1,023 | 75 | 416 |
7 Jan | 378.75 | 3 | -1.10 | 31.91 | 432 | 76 | 342 |
6 Jan | 378.65 | 4.1 | 3.00 | 35.64 | 1,585 | 70 | 275 |
3 Jan | 396.65 | 1.1 | -0.10 | 30.76 | 272 | -12 | 208 |
2 Jan | 395.50 | 1.2 | -0.40 | 30.48 | 218 | 24 | 218 |
1 Jan | 392.35 | 1.6 | -0.10 | 30.45 | 112 | -32 | 185 |
31 Dec | 392.40 | 1.7 | 0.10 | 30.65 | 731 | 70 | 225 |
30 Dec | 389.75 | 1.6 | 0.35 | 29.81 | 464 | 87 | 157 |
27 Dec | 399.00 | 1.25 | -4.10 | 29.86 | 152 | 81 | 81 |
26 Dec | 404.30 | 5.35 | 0.00 | 13.41 | 0 | 0 | 0 |
24 Dec | 399.40 | 5.35 | 0.00 | 10.89 | 0 | 0 | 0 |
23 Dec | 399.90 | 5.35 | 5.35 | 10.86 | 0 | 0 | 0 |
20 Dec | 401.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Dec | 412.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Dec | 425.65 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 355 expiring on 30JAN2025
Delta for 355 PE is -0.26
Historical price for 355 PE is as follows
On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 2.25, which was -0.65 lower than the previous day. The implied volatity was 30.04, the open interest changed by 23 which increased total open position to 769
On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 2.75, which was -1.65 lower than the previous day. The implied volatity was 30.15, the open interest changed by 35 which increased total open position to 752
On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 4.4, which was 1.35 higher than the previous day. The implied volatity was 31.39, the open interest changed by 183 which increased total open position to 719
On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 3.05, which was 1.10 higher than the previous day. The implied volatity was 34.16, the open interest changed by -17 which decreased total open position to 537
On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 1.95, which was -0.55 lower than the previous day. The implied volatity was 35.39, the open interest changed by -147 which decreased total open position to 550
On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 33.60, the open interest changed by -36 which decreased total open position to 704
On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 3.65, which was -1.20 lower than the previous day. The implied volatity was 33.31, the open interest changed by -83 which decreased total open position to 737
On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 4.85, which was -3.05 lower than the previous day. The implied volatity was 32.70, the open interest changed by 146 which increased total open position to 823
On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 7.9, which was -10.80 lower than the previous day. The implied volatity was 33.85, the open interest changed by 64 which increased total open position to 681
On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 18.7, which was 9.90 higher than the previous day. The implied volatity was 34.38, the open interest changed by 67 which increased total open position to 626
On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 8.8, which was 4.30 higher than the previous day. The implied volatity was 30.82, the open interest changed by 84 which increased total open position to 565
On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 4.5, which was 0.95 higher than the previous day. The implied volatity was 29.20, the open interest changed by 71 which increased total open position to 483
On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 3.55, which was 0.55 higher than the previous day. The implied volatity was 30.77, the open interest changed by 75 which increased total open position to 416
On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 3, which was -1.10 lower than the previous day. The implied volatity was 31.91, the open interest changed by 76 which increased total open position to 342
On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 4.1, which was 3.00 higher than the previous day. The implied volatity was 35.64, the open interest changed by 70 which increased total open position to 275
On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 30.76, the open interest changed by -12 which decreased total open position to 208
On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 1.2, which was -0.40 lower than the previous day. The implied volatity was 30.48, the open interest changed by 24 which increased total open position to 218
On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 1.6, which was -0.10 lower than the previous day. The implied volatity was 30.45, the open interest changed by -32 which decreased total open position to 185
On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 1.7, which was 0.10 higher than the previous day. The implied volatity was 30.65, the open interest changed by 70 which increased total open position to 225
On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 29.81, the open interest changed by 87 which increased total open position to 157
On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 1.25, which was -4.10 lower than the previous day. The implied volatity was 29.86, the open interest changed by 81 which increased total open position to 81
On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 5.35, which was 0.00 lower than the previous day. The implied volatity was 13.41, the open interest changed by 0 which decreased total open position to 0
On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 5.35, which was 0.00 lower than the previous day. The implied volatity was 10.89, the open interest changed by 0 which decreased total open position to 0
On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 5.35, which was 5.35 higher than the previous day. The implied volatity was 10.86, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0