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TATAPOWER
Tata Power Co Ltd

363.4 0.65 (0.18%)

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Historical option data for TATAPOWER

24 Jan 2025 04:11 PM IST
TATAPOWER 30JAN2025 360 CE
Delta: 0.62
Vega: 0.18
Theta: -0.46
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
24 Jan 363.40 7.05 -0.2 27.35 3,777 -219 868
23 Jan 362.75 7.15 1.05 27.11 5,292 -96 1,087
22 Jan 358.85 6.1 -4.45 28.66 7,150 651 1,197
21 Jan 365.90 10.55 -7.45 27.13 988 -71 547
20 Jan 374.45 18 0.60 33.82 279 -61 620
17 Jan 373.60 17.4 2.50 28.70 841 -15 683
16 Jan 368.90 14.9 2.15 30.79 1,078 -111 698
15 Jan 365.45 12.75 3.85 31.28 6,626 -514 798
14 Jan 356.95 8.9 6.00 30.29 8,798 -336 1,275
13 Jan 339.95 2.9 -4.75 31.69 6,340 571 1,612
10 Jan 356.35 7.65 -6.70 25.89 5,121 937 1,055
9 Jan 367.15 14.35 -5.85 25.85 271 76 118
8 Jan 374.05 20.2 -4.40 29.17 42 6 42
7 Jan 378.75 24.6 -0.30 29.87 16 4 35
6 Jan 378.65 24.9 -16.85 29.48 32 14 31
3 Jan 396.65 41.75 3.05 34.28 3 -1 17
2 Jan 395.50 38.7 2.55 15.67 4 1 18
1 Jan 392.35 36.15 -3.30 24.84 4 0 0
31 Dec 392.40 39.45 4.55 36.87 4 1 15
30 Dec 389.75 34.9 -57.25 - 30 14 14
27 Dec 399.00 92.15 0.00 - 0 0 0
26 Dec 404.30 92.15 0.00 - 0 0 0
24 Dec 399.40 92.15 0.00 - 0 0 0
23 Dec 399.90 92.15 0.00 - 0 0 0
20 Dec 401.10 92.15 0.00 - 0 0 0
19 Dec 412.60 92.15 0.00 - 0 0 0
18 Dec 415.00 92.15 0.00 - 0 0 0
16 Dec 425.50 92.15 0.00 - 0 0 0
13 Dec 428.45 92.15 0.00 - 0 0 0
6 Dec 439.70 92.15 0.00 - 0 0 0
5 Dec 430.85 92.15 0.00 - 0 0 0
4 Dec 425.65 92.15 0.00 - 0 0 0
29 Nov 414.15 92.15 92.15 - 0 0 0
18 Nov 404.70 0 - 0 0 0


For Tata Power Co Ltd - strike price 360 expiring on 30JAN2025

Delta for 360 CE is 0.62

Historical price for 360 CE is as follows

On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 7.05, which was -0.2 lower than the previous day. The implied volatity was 27.35, the open interest changed by -219 which decreased total open position to 868


On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 7.15, which was 1.05 higher than the previous day. The implied volatity was 27.11, the open interest changed by -96 which decreased total open position to 1087


On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 6.1, which was -4.45 lower than the previous day. The implied volatity was 28.66, the open interest changed by 651 which increased total open position to 1197


On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 10.55, which was -7.45 lower than the previous day. The implied volatity was 27.13, the open interest changed by -71 which decreased total open position to 547


On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 18, which was 0.60 higher than the previous day. The implied volatity was 33.82, the open interest changed by -61 which decreased total open position to 620


On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 17.4, which was 2.50 higher than the previous day. The implied volatity was 28.70, the open interest changed by -15 which decreased total open position to 683


On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 14.9, which was 2.15 higher than the previous day. The implied volatity was 30.79, the open interest changed by -111 which decreased total open position to 698


On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 12.75, which was 3.85 higher than the previous day. The implied volatity was 31.28, the open interest changed by -514 which decreased total open position to 798


On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 8.9, which was 6.00 higher than the previous day. The implied volatity was 30.29, the open interest changed by -336 which decreased total open position to 1275


On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 2.9, which was -4.75 lower than the previous day. The implied volatity was 31.69, the open interest changed by 571 which increased total open position to 1612


On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 7.65, which was -6.70 lower than the previous day. The implied volatity was 25.89, the open interest changed by 937 which increased total open position to 1055


On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 14.35, which was -5.85 lower than the previous day. The implied volatity was 25.85, the open interest changed by 76 which increased total open position to 118


On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 20.2, which was -4.40 lower than the previous day. The implied volatity was 29.17, the open interest changed by 6 which increased total open position to 42


On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 24.6, which was -0.30 lower than the previous day. The implied volatity was 29.87, the open interest changed by 4 which increased total open position to 35


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 24.9, which was -16.85 lower than the previous day. The implied volatity was 29.48, the open interest changed by 14 which increased total open position to 31


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 41.75, which was 3.05 higher than the previous day. The implied volatity was 34.28, the open interest changed by -1 which decreased total open position to 17


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 38.7, which was 2.55 higher than the previous day. The implied volatity was 15.67, the open interest changed by 1 which increased total open position to 18


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 36.15, which was -3.30 lower than the previous day. The implied volatity was 24.84, 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 39.45, which was 4.55 higher than the previous day. The implied volatity was 36.87, the open interest changed by 1 which increased total open position to 15


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 34.9, which was -57.25 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 14


On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 92.15, 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 92.15, 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 92.15, 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 92.15, 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 92.15, 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 92.15, 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 Dec TATAPOWER was trading at 415.00. The strike last trading price was 92.15, 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 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 92.15, 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 Dec TATAPOWER was trading at 428.45. The strike last trading price was 92.15, 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 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 92.15, 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 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 92.15, 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 92.15, 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 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 92.15, which was 92.15 higher 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 0, 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 360 PE
Delta: -0.38
Vega: 0.18
Theta: -0.38
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
24 Jan 363.40 3.6 -0.75 28.15 9,688 -209 1,721
23 Jan 362.75 4.3 -2.05 28.86 4,163 218 1,959
22 Jan 358.85 6.35 2.10 30.02 5,633 -175 1,754
21 Jan 365.90 4.25 1.55 32.39 5,630 6 1,941
20 Jan 374.45 2.7 -0.65 33.74 1,940 91 1,952
17 Jan 373.60 3.35 -1.55 32.09 3,004 243 1,885
16 Jan 368.90 4.9 -1.55 32.27 2,593 33 1,640
15 Jan 365.45 6.45 -3.85 31.91 6,732 695 1,603
14 Jan 356.95 10.3 -12.25 33.88 1,624 -162 906
13 Jan 339.95 22.55 11.40 34.90 1,752 -201 1,063
10 Jan 356.35 11.15 5.10 30.30 5,117 285 1,268
9 Jan 367.15 6.05 1.25 28.86 2,020 40 986
8 Jan 374.05 4.8 0.90 30.54 2,170 20 955
7 Jan 378.75 3.9 -1.30 31.17 1,518 157 934
6 Jan 378.65 5.2 3.75 35.12 2,895 174 782
3 Jan 396.65 1.45 -0.10 30.01 638 -53 606
2 Jan 395.50 1.55 -0.55 29.61 614 66 670
1 Jan 392.35 2.1 0.00 29.82 646 45 602
31 Dec 392.40 2.1 0.05 29.55 1,098 81 586
30 Dec 389.75 2.05 0.50 29.01 1,010 163 501
27 Dec 399.00 1.55 0.35 28.89 344 42 347
26 Dec 404.30 1.2 -0.35 30.07 273 45 303
24 Dec 399.40 1.55 -0.90 27.78 268 10 255
23 Dec 399.90 2.45 -0.20 31.43 285 36 245
20 Dec 401.10 2.65 1.20 32.36 211 124 208
19 Dec 412.60 1.45 0.10 30.97 77 15 83
18 Dec 415.00 1.35 0.50 31.20 45 1 67
16 Dec 425.50 0.85 -0.15 30.66 22 19 64
13 Dec 428.45 1 -0.30 31.74 30 21 43
6 Dec 439.70 1.3 -0.05 35.01 19 -2 22
5 Dec 430.85 1.35 -0.15 33.09 13 8 23
4 Dec 425.65 1.5 -1.30 31.39 16 7 14
29 Nov 414.15 2.8 2.80 31.86 7 5 5
18 Nov 404.70 0 8.64 0 0 0


For Tata Power Co Ltd - strike price 360 expiring on 30JAN2025

Delta for 360 PE is -0.38

Historical price for 360 PE is as follows

On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 3.6, which was -0.75 lower than the previous day. The implied volatity was 28.15, the open interest changed by -209 which decreased total open position to 1721


On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 4.3, which was -2.05 lower than the previous day. The implied volatity was 28.86, the open interest changed by 218 which increased total open position to 1959


On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 6.35, which was 2.10 higher than the previous day. The implied volatity was 30.02, the open interest changed by -175 which decreased total open position to 1754


On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 4.25, which was 1.55 higher than the previous day. The implied volatity was 32.39, the open interest changed by 6 which increased total open position to 1941


On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 2.7, which was -0.65 lower than the previous day. The implied volatity was 33.74, the open interest changed by 91 which increased total open position to 1952


On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 3.35, which was -1.55 lower than the previous day. The implied volatity was 32.09, the open interest changed by 243 which increased total open position to 1885


On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 4.9, which was -1.55 lower than the previous day. The implied volatity was 32.27, the open interest changed by 33 which increased total open position to 1640


On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 6.45, which was -3.85 lower than the previous day. The implied volatity was 31.91, the open interest changed by 695 which increased total open position to 1603


On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 10.3, which was -12.25 lower than the previous day. The implied volatity was 33.88, the open interest changed by -162 which decreased total open position to 906


On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 22.55, which was 11.40 higher than the previous day. The implied volatity was 34.90, the open interest changed by -201 which decreased total open position to 1063


On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 11.15, which was 5.10 higher than the previous day. The implied volatity was 30.30, the open interest changed by 285 which increased total open position to 1268


On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 6.05, which was 1.25 higher than the previous day. The implied volatity was 28.86, the open interest changed by 40 which increased total open position to 986


On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 4.8, which was 0.90 higher than the previous day. The implied volatity was 30.54, the open interest changed by 20 which increased total open position to 955


On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 3.9, which was -1.30 lower than the previous day. The implied volatity was 31.17, the open interest changed by 157 which increased total open position to 934


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 5.2, which was 3.75 higher than the previous day. The implied volatity was 35.12, the open interest changed by 174 which increased total open position to 782


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 1.45, which was -0.10 lower than the previous day. The implied volatity was 30.01, the open interest changed by -53 which decreased total open position to 606


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 29.61, the open interest changed by 66 which increased total open position to 670


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 29.82, the open interest changed by 45 which increased total open position to 602


On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 29.55, the open interest changed by 81 which increased total open position to 586


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 2.05, which was 0.50 higher than the previous day. The implied volatity was 29.01, the open interest changed by 163 which increased total open position to 501


On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 1.55, which was 0.35 higher than the previous day. The implied volatity was 28.89, the open interest changed by 42 which increased total open position to 347


On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 30.07, the open interest changed by 45 which increased total open position to 303


On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 1.55, which was -0.90 lower than the previous day. The implied volatity was 27.78, the open interest changed by 10 which increased total open position to 255


On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 2.45, which was -0.20 lower than the previous day. The implied volatity was 31.43, the open interest changed by 36 which increased total open position to 245


On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 2.65, which was 1.20 higher than the previous day. The implied volatity was 32.36, the open interest changed by 124 which increased total open position to 208


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 1.45, which was 0.10 higher than the previous day. The implied volatity was 30.97, the open interest changed by 15 which increased total open position to 83


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 1.35, which was 0.50 higher than the previous day. The implied volatity was 31.20, the open interest changed by 1 which increased total open position to 67


On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 30.66, the open interest changed by 19 which increased total open position to 64


On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 1, which was -0.30 lower than the previous day. The implied volatity was 31.74, the open interest changed by 21 which increased total open position to 43


On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 35.01, the open interest changed by -2 which decreased total open position to 22


On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 33.09, the open interest changed by 8 which increased total open position to 23


On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 1.5, which was -1.30 lower than the previous day. The implied volatity was 31.39, the open interest changed by 7 which increased total open position to 14


On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 2.8, which was 2.80 higher than the previous day. The implied volatity was 31.86, the open interest changed by 5 which increased total open position to 5


On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 8.64, the open interest changed by 0 which decreased total open position to 0