`
[--[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 365 CE
Delta: 0.46
Vega: 0.18
Theta: -0.46
Gamma: 0.03
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
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
Delta: -0.54
Vega: 0.18
Theta: -0.36
Gamma: 0.03
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