TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
21 Nov 2024 04:11 PM IST
| TATAPOWER 28NOV2024 370 CE | ||||||||||
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Delta: 0.97
Vega: 0.04
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 408.05 | 39 | 3.20 | 39.62 | 9 | 3 | 22 | |||
| 20 Nov | 408.10 | 35.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 408.10 | 35.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 404.70 | 35.8 | -1.30 | 34.15 | 2 | 0 | 18 | |||
| 14 Nov | 404.65 | 37.1 | 4.10 | 29.64 | 19 | 3 | 19 | |||
| 13 Nov | 399.35 | 33 | -43.75 | 23.68 | 26 | 16 | 16 | |||
| 12 Nov | 414.15 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 431.50 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 432.75 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 429.05 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 440.05 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 427.00 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 425.40 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 425.70 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 422.10 | 76.75 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 438.00 | 76.75 | 76.75 | - | 0 | 0 | 0 | |||
| 9 Sept | 417.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 417.00 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 370 expiring on 28NOV2024
Delta for 370 CE is 0.97
Historical price for 370 CE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 39, which was 3.20 higher than the previous day. The implied volatity was 39.62, the open interest changed by 3 which increased total open position to 22
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 35.8, 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 Nov TATAPOWER was trading at 408.10. The strike last trading price was 35.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 35.8, which was -1.30 lower than the previous day. The implied volatity was 34.15, the open interest changed by 0 which decreased total open position to 18
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 37.1, which was 4.10 higher than the previous day. The implied volatity was 29.64, the open interest changed by 3 which increased total open position to 19
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 33, which was -43.75 lower than the previous day. The implied volatity was 23.68, the open interest changed by 16 which increased total open position to 16
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 76.75, 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 28 Oct TATAPOWER was trading at 425.70. The strike last trading price was 76.75, 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 25 Oct TATAPOWER was trading at 422.10. The strike last trading price was 76.75, 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 24 Oct TATAPOWER was trading at 438.00. The strike last trading price was 76.75, which was 76.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept TATAPOWER was trading at 417.85. The strike last trading price was 0, 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 6 Sept TATAPOWER was trading at 417.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAPOWER 28NOV2024 370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.06
Vega: 0.07
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 408.05 | 0.75 | 0.00 | 47.91 | 1,660 | 10 | 576 |
| 20 Nov | 408.10 | 0.75 | 0.00 | 41.80 | 1,435 | -217 | 571 |
| 19 Nov | 408.10 | 0.75 | -0.25 | 41.80 | 1,435 | -212 | 571 |
| 18 Nov | 404.70 | 1 | -0.15 | 40.22 | 1,187 | -69 | 791 |
| 14 Nov | 404.65 | 1.15 | -0.60 | 36.16 | 1,613 | 70 | 872 |
| 13 Nov | 399.35 | 1.75 | 0.80 | 36.39 | 2,143 | 411 | 816 |
| 12 Nov | 414.15 | 0.95 | 0.45 | 37.14 | 458 | 7 | 403 |
| 11 Nov | 431.50 | 0.5 | -0.15 | 40.83 | 121 | -9 | 397 |
| 8 Nov | 432.75 | 0.65 | 0.15 | 39.05 | 197 | -6 | 404 |
| 7 Nov | 444.90 | 0.5 | -0.05 | 42.54 | 235 | 58 | 411 |
| 6 Nov | 449.30 | 0.55 | -0.50 | 44.52 | 351 | -18 | 374 |
| 5 Nov | 434.10 | 1.05 | -0.30 | 42.09 | 370 | -35 | 395 |
| 4 Nov | 429.05 | 1.35 | 0.40 | 41.04 | 473 | 41 | 424 |
| 1 Nov | 445.45 | 0.95 | -0.15 | 42.60 | 70 | 20 | 386 |
| 31 Oct | 440.05 | 1.1 | -1.35 | - | 921 | -31 | 367 |
| 30 Oct | 427.00 | 2.45 | -0.30 | - | 538 | 128 | 398 |
| 29 Oct | 425.40 | 2.75 | 0.15 | - | 362 | 59 | 271 |
| 28 Oct | 425.70 | 2.6 | -0.85 | - | 258 | -17 | 212 |
| 25 Oct | 422.10 | 3.45 | 1.65 | - | 680 | 205 | 229 |
| 24 Oct | 438.00 | 1.8 | -7.40 | - | 30 | 24 | 24 |
| 9 Sept | 417.85 | 9.2 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 417.00 | 9.2 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 370 expiring on 28NOV2024
Delta for 370 PE is -0.06
Historical price for 370 PE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 47.91, the open interest changed by 10 which increased total open position to 576
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 41.80, the open interest changed by -217 which decreased total open position to 571
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 0.75, which was -0.25 lower than the previous day. The implied volatity was 41.80, the open interest changed by -212 which decreased total open position to 571
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 40.22, the open interest changed by -69 which decreased total open position to 791
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 36.16, the open interest changed by 70 which increased total open position to 872
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 1.75, which was 0.80 higher than the previous day. The implied volatity was 36.39, the open interest changed by 411 which increased total open position to 816
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 0.95, which was 0.45 higher than the previous day. The implied volatity was 37.14, the open interest changed by 7 which increased total open position to 403
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 40.83, the open interest changed by -9 which decreased total open position to 397
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 0.65, which was 0.15 higher than the previous day. The implied volatity was 39.05, the open interest changed by -6 which decreased total open position to 404
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 42.54, the open interest changed by 58 which increased total open position to 411
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 0.55, which was -0.50 lower than the previous day. The implied volatity was 44.52, the open interest changed by -18 which decreased total open position to 374
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 42.09, the open interest changed by -35 which decreased total open position to 395
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 1.35, which was 0.40 higher than the previous day. The implied volatity was 41.04, the open interest changed by 41 which increased total open position to 424
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 42.60, the open interest changed by 20 which increased total open position to 386
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 1.1, which was -1.35 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 2.45, which was -0.30 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 2.75, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATAPOWER was trading at 425.70. The strike last trading price was 2.6, 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 25 Oct TATAPOWER was trading at 422.10. The strike last trading price was 3.45, which was 1.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATAPOWER was trading at 438.00. The strike last trading price was 1.8, which was -7.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept TATAPOWER was trading at 417.85. The strike last trading price was 9.2, 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 6 Sept TATAPOWER was trading at 417.00. The strike last trading price was 9.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
