TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
21 Nov 2024 04:11 PM IST
| TATAPOWER 28NOV2024 360 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 408.05 | 38.35 | -46.15 | - | 1 | 0 | 0 | |||
| 20 Nov | 408.10 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 408.10 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 404.70 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 404.65 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 399.35 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.15 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 431.50 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 432.75 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 429.05 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 31 Oct | 440.05 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 427.00 | 84.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 425.40 | 84.5 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 360 expiring on 28NOV2024
Delta for 360 CE is -
Historical price for 360 CE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 38.35, which was -46.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 84.5, 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 Nov TATAPOWER was trading at 408.10. The strike last trading price was 84.5, 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 Nov TATAPOWER was trading at 404.70. The strike last trading price was 84.5, 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 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 84.5, 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 Nov TATAPOWER was trading at 399.35. The strike last trading price was 84.5, 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 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 84.5, 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 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 84.5, 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 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 84.5, 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 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 84.5, 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 Nov TATAPOWER was trading at 449.30. The strike last trading price was 84.5, 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 Nov TATAPOWER was trading at 434.10. The strike last trading price was 84.5, 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 Nov TATAPOWER was trading at 429.05. The strike last trading price was 84.5, 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 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 84.5, 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 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 84.5, 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 30 Oct TATAPOWER was trading at 427.00. The strike last trading price was 84.5, 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 84.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAPOWER 28NOV2024 360 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.04
Vega: 0.05
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 408.05 | 0.45 | 0.10 | 52.45 | 796 | 0 | 374 |
| 20 Nov | 408.10 | 0.35 | 0.00 | 43.79 | 396 | -116 | 376 |
| 19 Nov | 408.10 | 0.35 | -0.25 | 43.79 | 396 | -114 | 376 |
| 18 Nov | 404.70 | 0.6 | -0.10 | 44.02 | 658 | 4 | 499 |
| 14 Nov | 404.65 | 0.7 | -0.35 | 39.26 | 1,041 | 48 | 496 |
| 13 Nov | 399.35 | 1.05 | 0.55 | 39.04 | 1,099 | 228 | 455 |
| 12 Nov | 414.15 | 0.5 | 0.20 | 38.63 | 97 | 19 | 232 |
| 11 Nov | 431.50 | 0.3 | -0.10 | 42.89 | 296 | 23 | 217 |
| 8 Nov | 432.75 | 0.4 | -0.10 | 40.97 | 124 | 66 | 194 |
| 7 Nov | 444.90 | 0.5 | 0.10 | 47.68 | 26 | -13 | 130 |
| 6 Nov | 449.30 | 0.4 | -0.40 | 47.05 | 161 | 1 | 143 |
| 5 Nov | 434.10 | 0.8 | -0.20 | 45.11 | 82 | 18 | 143 |
| 4 Nov | 429.05 | 1 | 0.25 | 43.79 | 221 | 48 | 128 |
| 1 Nov | 445.45 | 0.75 | -0.15 | 45.47 | 45 | 22 | 98 |
| 31 Oct | 440.05 | 0.9 | -0.85 | - | 113 | 44 | 75 |
| 30 Oct | 427.00 | 1.75 | -5.35 | - | 52 | 31 | 31 |
| 29 Oct | 425.40 | 7.1 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 360 expiring on 28NOV2024
Delta for 360 PE is -0.04
Historical price for 360 PE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 52.45, the open interest changed by 0 which decreased total open position to 374
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 43.79, the open interest changed by -116 which decreased total open position to 376
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 43.79, the open interest changed by -114 which decreased total open position to 376
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 44.02, the open interest changed by 4 which increased total open position to 499
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 39.26, the open interest changed by 48 which increased total open position to 496
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 1.05, which was 0.55 higher than the previous day. The implied volatity was 39.04, the open interest changed by 228 which increased total open position to 455
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 0.5, which was 0.20 higher than the previous day. The implied volatity was 38.63, the open interest changed by 19 which increased total open position to 232
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 42.89, the open interest changed by 23 which increased total open position to 217
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 40.97, the open interest changed by 66 which increased total open position to 194
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 47.68, the open interest changed by -13 which decreased total open position to 130
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 0.4, which was -0.40 lower than the previous day. The implied volatity was 47.05, the open interest changed by 1 which increased total open position to 143
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 45.11, the open interest changed by 18 which increased total open position to 143
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 43.79, the open interest changed by 48 which increased total open position to 128
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 45.47, the open interest changed by 22 which increased total open position to 98
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 0.9, which was -0.85 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 1.75, which was -5.35 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 7.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
