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TATAPOWER
Tata Power Co Ltd

363.4 0.65 (0.18%)

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Historical option data for TATAPOWER

24 Jan 2025 04:11 PM IST
TATAPOWER 30JAN2025 375 CE
Delta: 0.20
Vega: 0.13
Theta: -0.33
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
24 Jan 363.40 1.45 -0.1 28.16 7,410 18 1,767
23 Jan 362.75 1.55 0.05 27.35 2,449 -2 1,747
22 Jan 358.85 1.5 -1.90 29.40 4,607 388 1,781
21 Jan 365.90 3.4 -4.25 28.01 5,754 278 1,393
20 Jan 374.45 7.65 0.00 30.30 3,274 -78 1,123
17 Jan 373.60 7.65 1.20 27.50 3,808 53 1,209
16 Jan 368.90 6.45 1.00 29.44 3,042 19 1,161
15 Jan 365.45 5.45 1.80 30.34 5,086 -256 1,150
14 Jan 356.95 3.65 2.45 30.68 3,350 42 1,404
13 Jan 339.95 1.2 -1.85 34.02 3,721 -94 1,386
10 Jan 356.35 3.05 -3.60 26.83 4,127 372 1,494
9 Jan 367.15 6.65 -3.60 25.99 2,393 727 1,128
8 Jan 374.05 10.25 -3.85 26.79 1,816 218 394
7 Jan 378.75 14.1 -0.40 28.56 446 27 177
6 Jan 378.65 14.5 -13.30 28.55 303 66 151
3 Jan 396.65 27.8 3.95 27.85 23 2 81
2 Jan 395.50 23.85 -0.45 10.87 13 1 78
1 Jan 392.35 24.3 -0.25 26.81 14 2 78
31 Dec 392.40 24.55 -0.85 26.19 86 36 75
30 Dec 389.75 25.4 -6.80 27.55 58 29 36
27 Dec 399.00 32.2 -21.85 29.57 9 3 3
26 Dec 404.30 54.05 0.00 - 0 0 0
24 Dec 399.40 54.05 0.00 - 0 0 0
23 Dec 399.90 54.05 0.00 - 0 0 0
20 Dec 401.10 54.05 0.00 - 0 0 0
19 Dec 412.60 54.05 0.00 - 0 0 0
18 Dec 415.00 54.05 0.00 - 0 0 0
17 Dec 420.90 54.05 0.00 - 0 0 0
16 Dec 425.50 54.05 0.00 - 0 0 0
13 Dec 428.45 54.05 0.00 - 0 0 0
12 Dec 433.55 54.05 0.00 - 0 0 0
11 Dec 434.80 54.05 0.00 - 0 0 0
10 Dec 435.20 54.05 0.00 - 0 0 0
9 Dec 440.75 54.05 0.00 - 0 0 0
6 Dec 439.70 54.05 0.00 - 0 0 0
5 Dec 430.85 54.05 0.00 - 0 0 0
4 Dec 425.65 54.05 0.00 - 0 0 0
3 Dec 428.55 54.05 0.00 - 0 0 0
2 Dec 416.50 54.05 0.00 - 0 0 0
29 Nov 414.15 54.05 - 0 0 0


For Tata Power Co Ltd - strike price 375 expiring on 30JAN2025

Delta for 375 CE is 0.20

Historical price for 375 CE is as follows

On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 1.45, which was -0.1 lower than the previous day. The implied volatity was 28.16, the open interest changed by 18 which increased total open position to 1767


On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 27.35, the open interest changed by -2 which decreased total open position to 1747


On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 1.5, which was -1.90 lower than the previous day. The implied volatity was 29.40, the open interest changed by 388 which increased total open position to 1781


On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 3.4, which was -4.25 lower than the previous day. The implied volatity was 28.01, the open interest changed by 278 which increased total open position to 1393


On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 7.65, which was 0.00 lower than the previous day. The implied volatity was 30.30, the open interest changed by -78 which decreased total open position to 1123


On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 7.65, which was 1.20 higher than the previous day. The implied volatity was 27.50, the open interest changed by 53 which increased total open position to 1209


On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 6.45, which was 1.00 higher than the previous day. The implied volatity was 29.44, the open interest changed by 19 which increased total open position to 1161


On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 5.45, which was 1.80 higher than the previous day. The implied volatity was 30.34, the open interest changed by -256 which decreased total open position to 1150


On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 3.65, which was 2.45 higher than the previous day. The implied volatity was 30.68, the open interest changed by 42 which increased total open position to 1404


On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 1.2, which was -1.85 lower than the previous day. The implied volatity was 34.02, the open interest changed by -94 which decreased total open position to 1386


On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 3.05, which was -3.60 lower than the previous day. The implied volatity was 26.83, the open interest changed by 372 which increased total open position to 1494


On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 6.65, which was -3.60 lower than the previous day. The implied volatity was 25.99, the open interest changed by 727 which increased total open position to 1128


On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 10.25, which was -3.85 lower than the previous day. The implied volatity was 26.79, the open interest changed by 218 which increased total open position to 394


On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 14.1, which was -0.40 lower than the previous day. The implied volatity was 28.56, the open interest changed by 27 which increased total open position to 177


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 14.5, which was -13.30 lower than the previous day. The implied volatity was 28.55, the open interest changed by 66 which increased total open position to 151


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 27.8, which was 3.95 higher than the previous day. The implied volatity was 27.85, the open interest changed by 2 which increased total open position to 81


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 23.85, which was -0.45 lower than the previous day. The implied volatity was 10.87, the open interest changed by 1 which increased total open position to 78


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 24.3, which was -0.25 lower than the previous day. The implied volatity was 26.81, the open interest changed by 2 which increased total open position to 78


On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 24.55, which was -0.85 lower than the previous day. The implied volatity was 26.19, the open interest changed by 36 which increased total open position to 75


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 25.4, which was -6.80 lower than the previous day. The implied volatity was 27.55, the open interest changed by 29 which increased total open position to 36


On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 32.2, which was -21.85 lower than the previous day. The implied volatity was 29.57, the open interest changed by 3 which increased total open position to 3


On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 54.05, 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 54.05, 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 54.05, 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 Dec TATAPOWER was trading at 401.10. The strike last trading price was 54.05, 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 54.05, 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 54.05, 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 54.05, 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 54.05, 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 54.05, 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 54.05, 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 54.05, 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 54.05, 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 54.05, 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 54.05, 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 54.05, 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 54.05, 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 54.05, 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 54.05, 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 54.05, 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 30JAN2025 375 PE
Delta: -0.79
Vega: 0.13
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
24 Jan 363.40 12.95 -0.65 29.04 1,117 -91 347
23 Jan 362.75 13.4 -3.65 27.83 193 -4 438
22 Jan 358.85 17.05 5.10 33.60 295 -39 442
21 Jan 365.90 11.95 4.75 32.62 2,374 52 480
20 Jan 374.45 7.2 -1.20 29.80 999 37 427
17 Jan 373.60 8.4 -3.05 29.57 743 14 384
16 Jan 368.90 11.45 -2.85 30.98 523 32 376
15 Jan 365.45 14.3 -5.55 31.73 988 25 346
14 Jan 356.95 19.85 -16.00 34.40 711 -316 322
13 Jan 339.95 35.85 14.25 39.35 102 -44 639
10 Jan 356.35 21.6 8.40 32.72 453 -36 681
9 Jan 367.15 13.2 2.75 28.61 762 -94 719
8 Jan 374.05 10.45 2.15 29.82 1,842 58 836
7 Jan 378.75 8.3 -1.75 29.53 1,087 63 779
6 Jan 378.65 10.05 6.75 33.89 1,831 74 717
3 Jan 396.65 3.3 -0.15 28.07 2,187 101 644
2 Jan 395.50 3.45 -1.10 27.55 977 -144 538
1 Jan 392.35 4.55 0.05 28.04 401 -88 681
31 Dec 392.40 4.5 -0.05 27.71 934 63 773
30 Dec 389.75 4.55 1.20 27.61 1,542 531 711
27 Dec 399.00 3.35 0.90 27.22 513 70 190
26 Dec 404.30 2.45 -0.90 28.02 322 66 123
24 Dec 399.40 3.35 -1.35 26.19 86 50 56
23 Dec 399.90 4.7 -5.15 29.87 9 5 5
20 Dec 401.10 9.85 0.00 7.06 0 0 0
19 Dec 412.60 9.85 0.00 8.88 0 0 0
18 Dec 415.00 9.85 0.00 9.31 0 0 0
17 Dec 420.90 9.85 0.00 10.16 0 0 0
16 Dec 425.50 9.85 0.00 10.71 0 0 0
13 Dec 428.45 9.85 0.00 10.79 0 0 0
12 Dec 433.55 9.85 0.00 11.37 0 0 0
11 Dec 434.80 9.85 0.00 11.98 0 0 0
10 Dec 435.20 9.85 0.00 11.62 0 0 0
9 Dec 440.75 9.85 0.00 13.08 0 0 0
6 Dec 439.70 9.85 0.00 12.04 0 0 0
5 Dec 430.85 9.85 0.00 11.01 0 0 0
4 Dec 425.65 9.85 0.00 10.00 0 0 0
3 Dec 428.55 9.85 0.00 10.28 0 0 0
2 Dec 416.50 9.85 0.00 8.44 0 0 0
29 Nov 414.15 9.85 8.34 0 0 0


For Tata Power Co Ltd - strike price 375 expiring on 30JAN2025

Delta for 375 PE is -0.79

Historical price for 375 PE is as follows

On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 12.95, which was -0.65 lower than the previous day. The implied volatity was 29.04, the open interest changed by -91 which decreased total open position to 347


On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 13.4, which was -3.65 lower than the previous day. The implied volatity was 27.83, the open interest changed by -4 which decreased total open position to 438


On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 17.05, which was 5.10 higher than the previous day. The implied volatity was 33.60, the open interest changed by -39 which decreased total open position to 442


On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 11.95, which was 4.75 higher than the previous day. The implied volatity was 32.62, the open interest changed by 52 which increased total open position to 480


On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 7.2, which was -1.20 lower than the previous day. The implied volatity was 29.80, the open interest changed by 37 which increased total open position to 427


On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 8.4, which was -3.05 lower than the previous day. The implied volatity was 29.57, the open interest changed by 14 which increased total open position to 384


On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 11.45, which was -2.85 lower than the previous day. The implied volatity was 30.98, the open interest changed by 32 which increased total open position to 376


On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 14.3, which was -5.55 lower than the previous day. The implied volatity was 31.73, the open interest changed by 25 which increased total open position to 346


On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 19.85, which was -16.00 lower than the previous day. The implied volatity was 34.40, the open interest changed by -316 which decreased total open position to 322


On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 35.85, which was 14.25 higher than the previous day. The implied volatity was 39.35, the open interest changed by -44 which decreased total open position to 639


On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 21.6, which was 8.40 higher than the previous day. The implied volatity was 32.72, the open interest changed by -36 which decreased total open position to 681


On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 13.2, which was 2.75 higher than the previous day. The implied volatity was 28.61, the open interest changed by -94 which decreased total open position to 719


On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 10.45, which was 2.15 higher than the previous day. The implied volatity was 29.82, the open interest changed by 58 which increased total open position to 836


On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 8.3, which was -1.75 lower than the previous day. The implied volatity was 29.53, the open interest changed by 63 which increased total open position to 779


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 10.05, which was 6.75 higher than the previous day. The implied volatity was 33.89, the open interest changed by 74 which increased total open position to 717


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 3.3, which was -0.15 lower than the previous day. The implied volatity was 28.07, the open interest changed by 101 which increased total open position to 644


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 3.45, which was -1.10 lower than the previous day. The implied volatity was 27.55, the open interest changed by -144 which decreased total open position to 538


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 4.55, which was 0.05 higher than the previous day. The implied volatity was 28.04, the open interest changed by -88 which decreased total open position to 681


On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 4.5, which was -0.05 lower than the previous day. The implied volatity was 27.71, the open interest changed by 63 which increased total open position to 773


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 4.55, which was 1.20 higher than the previous day. The implied volatity was 27.61, the open interest changed by 531 which increased total open position to 711


On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 3.35, which was 0.90 higher than the previous day. The implied volatity was 27.22, the open interest changed by 70 which increased total open position to 190


On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 2.45, which was -0.90 lower than the previous day. The implied volatity was 28.02, the open interest changed by 66 which increased total open position to 123


On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 3.35, which was -1.35 lower than the previous day. The implied volatity was 26.19, the open interest changed by 50 which increased total open position to 56


On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 4.7, which was -5.15 lower than the previous day. The implied volatity was 29.87, the open interest changed by 5 which increased total open position to 5


On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 9.85, which was 0.00 lower than the previous day. The implied volatity was 7.06, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 8.88, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 9.31, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 10.16, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 10.71, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 10.79, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 11.37, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 11.98, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 11.62, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 13.08, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 12.04, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 11.01, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 10.00, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 10.28, 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 9.85, which was 0.00 lower than the previous day. The implied volatity was 8.44, 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 9.85, which was lower than the previous day. The implied volatity was 8.34, the open interest changed by 0 which decreased total open position to 0