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

363.4 0.65 (0.18%)

Back to Option Chain


Historical option data for TATAPOWER

24 Jan 2025 04:11 PM IST
TATAPOWER 30JAN2025 355 CE
Delta: 0.75
Vega: 0.15
Theta: -0.43
Gamma: 0.02
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
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
Delta: -0.26
Vega: 0.15
Theta: -0.35
Gamma: 0.02
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