TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Jan 2025 04:11 PM IST
TATAPOWER 30JAN2025 360 CE | ||||||||||
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Delta: 0.62
Vega: 0.18
Theta: -0.46
Gamma: 0.03
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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 | |||
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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 | |||||||
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Delta: -0.38
Vega: 0.18
Theta: -0.38
Gamma: 0.03
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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