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[--[65.84.65.76]--]
TATAPOWER
Tata Power Co Ltd

401.1 -11.50 (-2.79%)

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Historical option data for TATAPOWER

20 Dec 2024 04:11 PM IST
TATAPOWER 26DEC2024 370 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 401.10 116.35 0.00 - 0 0 0
19 Dec 412.60 116.35 0.00 - 0 0 0
18 Dec 415.00 116.35 0.00 - 0 0 0
17 Dec 420.90 116.35 0.00 - 0 0 0
16 Dec 425.50 116.35 0.00 - 0 0 0
13 Dec 428.45 116.35 0.00 - 0 0 0
12 Dec 433.55 116.35 0.00 - 0 0 0
11 Dec 434.80 116.35 0.00 - 0 0 0
10 Dec 435.20 116.35 0.00 - 0 0 0
9 Dec 440.75 116.35 0.00 - 0 0 0
6 Dec 439.70 116.35 0.00 - 0 0 0
5 Dec 430.85 116.35 0.00 - 0 0 0
4 Dec 425.65 116.35 0.00 - 0 0 0
3 Dec 428.55 116.35 0.00 - 0 0 0
2 Dec 416.50 116.35 0.00 - 0 0 0
29 Nov 414.15 116.35 0.00 - 0 0 0
28 Nov 414.50 116.35 0.00 - 0 0 0
27 Nov 417.65 116.35 0.00 - 0 0 0
26 Nov 410.30 116.35 0.00 - 0 0 0
25 Nov 412.35 116.35 0.00 - 0 0 0
22 Nov 413.75 116.35 0.00 - 0 0 0
21 Nov 408.05 116.35 0.00 - 0 0 0
20 Nov 408.10 116.35 0.00 - 0 0 0
19 Nov 408.10 116.35 0.00 - 0 0 0
18 Nov 404.70 116.35 0.00 - 0 0 0
14 Nov 404.65 116.35 0.00 - 0 0 0
13 Nov 399.35 116.35 0.00 - 0 0 0
11 Nov 431.50 116.35 - 0 0 0


For Tata Power Co Ltd - strike price 370 expiring on 26DEC2024

Delta for 370 CE is -

Historical price for 370 CE is as follows

On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 116.35, 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 116.35, 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 116.35, 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 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 116.35, 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 116.35, 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 116.35, 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 Dec TATAPOWER was trading at 433.55. The strike last trading price was 116.35, 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 Dec TATAPOWER was trading at 434.80. The strike last trading price was 116.35, 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 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 116.35, 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 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 116.35, 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 116.35, 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 116.35, 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 116.35, 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 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 116.35, 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 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 116.35, 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 116.35, 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 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 116.35, 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 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 116.35, 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 Nov TATAPOWER was trading at 410.30. The strike last trading price was 116.35, 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 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 116.35, 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 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 116.35, 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 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 116.35, 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 Nov TATAPOWER was trading at 408.10. The strike last trading price was 116.35, 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 116.35, 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 116.35, 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 116.35, 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 116.35, 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 116.35, 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 26DEC2024 370 PE
Delta: -0.03
Vega: 0.04
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 401.10 0.25 0.10 36.80 27 -13 234
19 Dec 412.60 0.15 -0.10 38.90 47 -18 248
18 Dec 415.00 0.25 0.05 41.53 143 -57 278
17 Dec 420.90 0.2 -0.05 40.81 15 -10 335
16 Dec 425.50 0.25 0.00 43.05 82 -6 345
13 Dec 428.45 0.25 0.05 39.51 146 -10 349
12 Dec 433.55 0.2 -0.15 39.31 18 -9 359
11 Dec 434.80 0.35 0.05 42.05 2 1 368
10 Dec 435.20 0.3 0.00 40.13 34 -11 365
9 Dec 440.75 0.3 -0.05 41.43 62 -22 376
6 Dec 439.70 0.35 -0.10 38.52 518 -6 398
5 Dec 430.85 0.45 -0.15 36.83 302 7 405
4 Dec 425.65 0.6 0.05 34.69 284 -50 398
3 Dec 428.55 0.55 -0.65 34.55 598 -8 446
2 Dec 416.50 1.2 -0.45 34.22 298 36 455
29 Nov 414.15 1.65 -0.40 34.18 631 51 426
28 Nov 414.50 2.05 0.20 35.86 277 53 376
27 Nov 417.65 1.85 -0.90 35.44 241 60 329
26 Nov 410.30 2.75 -0.15 35.96 208 27 265
25 Nov 412.35 2.9 -0.10 36.55 226 55 234
22 Nov 413.75 3 -1.10 36.11 182 -23 156
21 Nov 408.05 4.1 0.40 36.83 133 -10 180
20 Nov 408.10 3.7 0.00 34.25 167 45 192
19 Nov 408.10 3.7 -0.80 34.25 167 47 192
18 Nov 404.70 4.5 -0.05 34.97 83 18 143
14 Nov 404.65 4.55 -1.15 33.98 198 100 125
13 Nov 399.35 5.7 2.10 34.76 49 24 24
11 Nov 431.50 3.6 13.37 0 0 0


For Tata Power Co Ltd - strike price 370 expiring on 26DEC2024

Delta for 370 PE is -0.03

Historical price for 370 PE is as follows

On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 0.25, which was 0.10 higher than the previous day. The implied volatity was 36.80, the open interest changed by -13 which decreased total open position to 234


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 38.90, the open interest changed by -18 which decreased total open position to 248


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 41.53, the open interest changed by -57 which decreased total open position to 278


On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 40.81, the open interest changed by -10 which decreased total open position to 335


On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 43.05, the open interest changed by -6 which decreased total open position to 345


On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 39.51, the open interest changed by -10 which decreased total open position to 349


On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 39.31, the open interest changed by -9 which decreased total open position to 359


On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 42.05, the open interest changed by 1 which increased total open position to 368


On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 40.13, the open interest changed by -11 which decreased total open position to 365


On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 41.43, the open interest changed by -22 which decreased total open position to 376


On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 38.52, the open interest changed by -6 which decreased total open position to 398


On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 36.83, the open interest changed by 7 which increased total open position to 405


On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 0.6, which was 0.05 higher than the previous day. The implied volatity was 34.69, the open interest changed by -50 which decreased total open position to 398


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 0.55, which was -0.65 lower than the previous day. The implied volatity was 34.55, the open interest changed by -8 which decreased total open position to 446


On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 34.22, the open interest changed by 36 which increased total open position to 455


On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 1.65, which was -0.40 lower than the previous day. The implied volatity was 34.18, the open interest changed by 51 which increased total open position to 426


On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 2.05, which was 0.20 higher than the previous day. The implied volatity was 35.86, the open interest changed by 53 which increased total open position to 376


On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 1.85, which was -0.90 lower than the previous day. The implied volatity was 35.44, the open interest changed by 60 which increased total open position to 329


On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 35.96, the open interest changed by 27 which increased total open position to 265


On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 2.9, which was -0.10 lower than the previous day. The implied volatity was 36.55, the open interest changed by 55 which increased total open position to 234


On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 3, which was -1.10 lower than the previous day. The implied volatity was 36.11, the open interest changed by -23 which decreased total open position to 156


On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 4.1, which was 0.40 higher than the previous day. The implied volatity was 36.83, the open interest changed by -10 which decreased total open position to 180


On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 34.25, the open interest changed by 45 which increased total open position to 192


On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 3.7, which was -0.80 lower than the previous day. The implied volatity was 34.25, the open interest changed by 47 which increased total open position to 192


On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 4.5, which was -0.05 lower than the previous day. The implied volatity was 34.97, the open interest changed by 18 which increased total open position to 143


On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 4.55, which was -1.15 lower than the previous day. The implied volatity was 33.98, the open interest changed by 100 which increased total open position to 125


On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 5.7, which was 2.10 higher than the previous day. The implied volatity was 34.76, the open interest changed by 24 which increased total open position to 24


On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 3.6, which was lower than the previous day. The implied volatity was 13.37, the open interest changed by 0 which decreased total open position to 0