TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Jan 2025 04:11 PM IST
TATAPOWER 30JAN2025 365 CE | ||||||||||
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Delta: 0.46
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 | 4.3 | -0.2 | 26.71 | 5,546 | -93 | 1,307 | |||
23 Jan | 362.75 | 4.45 | 0.65 | 26.41 | 4,975 | 9 | 1,400 | |||
22 Jan | 358.85 | 3.8 | -3.70 | 27.86 | 5,446 | 349 | 1,383 | |||
21 Jan | 365.90 | 7.5 | -6.50 | 27.22 | 2,097 | -40 | 1,027 | |||
20 Jan | 374.45 | 14 | 0.30 | 31.97 | 564 | -45 | 1,067 | |||
17 Jan | 373.60 | 13.7 | 2.25 | 28.28 | 1,039 | -68 | 1,114 | |||
16 Jan | 368.90 | 11.45 | 1.75 | 29.63 | 1,288 | -64 | 1,182 | |||
15 Jan | 365.45 | 9.7 | 3.15 | 30.32 | 5,032 | -264 | 1,253 | |||
14 Jan | 356.95 | 6.55 | 4.55 | 29.72 | 3,477 | 7 | 1,530 | |||
13 Jan | 339.95 | 2 | -3.70 | 31.59 | 3,718 | 600 | 1,303 | |||
10 Jan | 356.35 | 5.7 | -5.75 | 26.10 | 4,339 | 387 | 704 | |||
9 Jan | 367.15 | 11.45 | -4.85 | 26.18 | 878 | 223 | 317 | |||
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8 Jan | 374.05 | 16.3 | -4.70 | 27.60 | 184 | 32 | 93 | |||
7 Jan | 378.75 | 21 | 0.10 | 30.06 | 16 | 3 | 62 | |||
6 Jan | 378.65 | 20.9 | -15.40 | 28.43 | 49 | 25 | 60 | |||
3 Jan | 396.65 | 36.3 | 0.90 | 28.83 | 12 | 2 | 35 | |||
2 Jan | 395.50 | 35.4 | 3.50 | 27.42 | 21 | 9 | 34 | |||
1 Jan | 392.35 | 31.9 | -0.75 | 25.47 | 3 | 0 | 0 | |||
31 Dec | 392.40 | 32.65 | -0.55 | 26.73 | 10 | 5 | 24 | |||
30 Dec | 389.75 | 33.2 | -5.90 | 27.44 | 21 | 12 | 17 | |||
27 Dec | 399.00 | 39.1 | -22.30 | 24.06 | 5 | 0 | 0 | |||
26 Dec | 404.30 | 61.4 | 0.00 | - | 0 | 0 | 0 | |||
24 Dec | 399.40 | 61.4 | 0.00 | - | 0 | 0 | 0 | |||
23 Dec | 399.90 | 61.4 | 61.40 | - | 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 | |||
18 Dec | 415.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
16 Dec | 425.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
13 Dec | 428.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
6 Dec | 439.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
5 Dec | 430.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
4 Dec | 425.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
29 Nov | 414.15 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 365 expiring on 30JAN2025
Delta for 365 CE is 0.46
Historical price for 365 CE is as follows
On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 4.3, which was -0.2 lower than the previous day. The implied volatity was 26.71, the open interest changed by -93 which decreased total open position to 1307
On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 4.45, which was 0.65 higher than the previous day. The implied volatity was 26.41, the open interest changed by 9 which increased total open position to 1400
On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 3.8, which was -3.70 lower than the previous day. The implied volatity was 27.86, the open interest changed by 349 which increased total open position to 1383
On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 7.5, which was -6.50 lower than the previous day. The implied volatity was 27.22, the open interest changed by -40 which decreased total open position to 1027
On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 14, which was 0.30 higher than the previous day. The implied volatity was 31.97, the open interest changed by -45 which decreased total open position to 1067
On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 13.7, which was 2.25 higher than the previous day. The implied volatity was 28.28, the open interest changed by -68 which decreased total open position to 1114
On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 11.45, which was 1.75 higher than the previous day. The implied volatity was 29.63, the open interest changed by -64 which decreased total open position to 1182
On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 9.7, which was 3.15 higher than the previous day. The implied volatity was 30.32, the open interest changed by -264 which decreased total open position to 1253
On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 6.55, which was 4.55 higher than the previous day. The implied volatity was 29.72, the open interest changed by 7 which increased total open position to 1530
On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 2, which was -3.70 lower than the previous day. The implied volatity was 31.59, the open interest changed by 600 which increased total open position to 1303
On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 5.7, which was -5.75 lower than the previous day. The implied volatity was 26.10, the open interest changed by 387 which increased total open position to 704
On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 11.45, which was -4.85 lower than the previous day. The implied volatity was 26.18, the open interest changed by 223 which increased total open position to 317
On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 16.3, which was -4.70 lower than the previous day. The implied volatity was 27.60, the open interest changed by 32 which increased total open position to 93
On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 21, which was 0.10 higher than the previous day. The implied volatity was 30.06, the open interest changed by 3 which increased total open position to 62
On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 20.9, which was -15.40 lower than the previous day. The implied volatity was 28.43, the open interest changed by 25 which increased total open position to 60
On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 36.3, which was 0.90 higher than the previous day. The implied volatity was 28.83, the open interest changed by 2 which increased total open position to 35
On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 35.4, which was 3.50 higher than the previous day. The implied volatity was 27.42, the open interest changed by 9 which increased total open position to 34
On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 31.9, which was -0.75 lower than the previous day. The implied volatity was 25.47, 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 32.65, which was -0.55 lower than the previous day. The implied volatity was 26.73, the open interest changed by 5 which increased total open position to 24
On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 33.2, which was -5.90 lower than the previous day. The implied volatity was 27.44, the open interest changed by 12 which increased total open position to 17
On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 39.1, which was -22.30 lower than the previous day. The implied volatity was 24.06, 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 61.4, 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 61.4, 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 61.4, which was 61.40 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 18 Dec TATAPOWER was trading at 415.00. 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 16 Dec TATAPOWER was trading at 425.50. 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 13 Dec TATAPOWER was trading at 428.45. 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 6 Dec TATAPOWER was trading at 439.70. 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 5 Dec TATAPOWER was trading at 430.85. 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 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 29 Nov TATAPOWER was trading at 414.15. 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 365 PE | |||||||
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Delta: -0.54
Vega: 0.18
Theta: -0.36
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 363.40 | 5.75 | -0.9 | 26.98 | 6,514 | 199 | 1,099 |
23 Jan | 362.75 | 6.55 | -2.70 | 27.91 | 1,385 | -16 | 901 |
22 Jan | 358.85 | 9.25 | 3.20 | 30.31 | 1,768 | -280 | 918 |
21 Jan | 365.90 | 6.05 | 2.35 | 31.40 | 4,265 | 481 | 1,197 |
20 Jan | 374.45 | 3.7 | -0.80 | 31.96 | 1,244 | -30 | 722 |
17 Jan | 373.60 | 4.5 | -1.95 | 30.70 | 2,152 | 51 | 760 |
16 Jan | 368.90 | 6.45 | -2.10 | 31.07 | 1,786 | 30 | 717 |
15 Jan | 365.45 | 8.55 | -4.40 | 31.51 | 2,525 | 158 | 688 |
14 Jan | 356.95 | 12.95 | -13.00 | 33.45 | 750 | -138 | 529 |
13 Jan | 339.95 | 25.95 | 11.75 | 31.84 | 663 | -98 | 667 |
10 Jan | 356.35 | 14.2 | 6.25 | 30.75 | 2,026 | 123 | 766 |
9 Jan | 367.15 | 7.95 | 1.70 | 28.49 | 1,260 | 117 | 644 |
8 Jan | 374.05 | 6.25 | 1.20 | 30.00 | 1,007 | -2 | 529 |
7 Jan | 378.75 | 5.05 | -1.45 | 30.51 | 594 | 76 | 530 |
6 Jan | 378.65 | 6.5 | 4.60 | 34.54 | 1,651 | 241 | 465 |
3 Jan | 396.65 | 1.9 | -0.10 | 29.26 | 412 | 16 | 222 |
2 Jan | 395.50 | 2 | -0.70 | 28.75 | 539 | 68 | 205 |
1 Jan | 392.35 | 2.7 | -0.05 | 29.07 | 299 | 19 | 136 |
31 Dec | 392.40 | 2.75 | 0.10 | 29.00 | 754 | -30 | 113 |
30 Dec | 389.75 | 2.65 | 0.60 | 28.34 | 866 | 82 | 147 |
27 Dec | 399.00 | 2.05 | 0.60 | 28.46 | 300 | 46 | 69 |
26 Dec | 404.30 | 1.45 | -1.65 | 28.99 | 46 | 14 | 27 |
24 Dec | 399.40 | 3.1 | 0.00 | 0.00 | 0 | 13 | 0 |
23 Dec | 399.90 | 3.1 | 3.10 | 31.03 | 21 | 12 | 12 |
20 Dec | 401.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
19 Dec | 412.60 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
18 Dec | 415.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Dec | 425.50 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Dec | 428.45 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
6 Dec | 439.70 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Dec | 430.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
4 Dec | 425.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
29 Nov | 414.15 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 365 expiring on 30JAN2025
Delta for 365 PE is -0.54
Historical price for 365 PE is as follows
On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 5.75, which was -0.9 lower than the previous day. The implied volatity was 26.98, the open interest changed by 199 which increased total open position to 1099
On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 6.55, which was -2.70 lower than the previous day. The implied volatity was 27.91, the open interest changed by -16 which decreased total open position to 901
On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 9.25, which was 3.20 higher than the previous day. The implied volatity was 30.31, the open interest changed by -280 which decreased total open position to 918
On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 6.05, which was 2.35 higher than the previous day. The implied volatity was 31.40, the open interest changed by 481 which increased total open position to 1197
On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 3.7, which was -0.80 lower than the previous day. The implied volatity was 31.96, the open interest changed by -30 which decreased total open position to 722
On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 4.5, which was -1.95 lower than the previous day. The implied volatity was 30.70, the open interest changed by 51 which increased total open position to 760
On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 6.45, which was -2.10 lower than the previous day. The implied volatity was 31.07, the open interest changed by 30 which increased total open position to 717
On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 8.55, which was -4.40 lower than the previous day. The implied volatity was 31.51, the open interest changed by 158 which increased total open position to 688
On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 12.95, which was -13.00 lower than the previous day. The implied volatity was 33.45, the open interest changed by -138 which decreased total open position to 529
On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 25.95, which was 11.75 higher than the previous day. The implied volatity was 31.84, the open interest changed by -98 which decreased total open position to 667
On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 14.2, which was 6.25 higher than the previous day. The implied volatity was 30.75, the open interest changed by 123 which increased total open position to 766
On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 7.95, which was 1.70 higher than the previous day. The implied volatity was 28.49, the open interest changed by 117 which increased total open position to 644
On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 6.25, which was 1.20 higher than the previous day. The implied volatity was 30.00, the open interest changed by -2 which decreased total open position to 529
On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 5.05, which was -1.45 lower than the previous day. The implied volatity was 30.51, the open interest changed by 76 which increased total open position to 530
On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 6.5, which was 4.60 higher than the previous day. The implied volatity was 34.54, the open interest changed by 241 which increased total open position to 465
On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 29.26, the open interest changed by 16 which increased total open position to 222
On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 2, which was -0.70 lower than the previous day. The implied volatity was 28.75, the open interest changed by 68 which increased total open position to 205
On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 29.07, the open interest changed by 19 which increased total open position to 136
On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 2.75, which was 0.10 higher than the previous day. The implied volatity was 29.00, the open interest changed by -30 which decreased total open position to 113
On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 2.65, which was 0.60 higher than the previous day. The implied volatity was 28.34, the open interest changed by 82 which increased total open position to 147
On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 2.05, which was 0.60 higher than the previous day. The implied volatity was 28.46, the open interest changed by 46 which increased total open position to 69
On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 1.45, which was -1.65 lower than the previous day. The implied volatity was 28.99, the open interest changed by 14 which increased total open position to 27
On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 3.1, which was 3.10 higher than the previous day. The implied volatity was 31.03, the open interest changed by 12 which increased total open position to 12
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 18 Dec TATAPOWER was trading at 415.00. 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 16 Dec TATAPOWER was trading at 425.50. 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 13 Dec TATAPOWER was trading at 428.45. 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 6 Dec TATAPOWER was trading at 439.70. 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 5 Dec TATAPOWER was trading at 430.85. 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 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 29 Nov TATAPOWER was trading at 414.15. 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