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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 375 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 401.10 50.7 0.00 0.00 0 0 0
19 Dec 412.60 50.7 0.00 0.00 0 0 0
18 Dec 415.00 50.7 0.00 0.00 0 0 0
17 Dec 420.90 50.7 0.00 0.00 0 0 0
16 Dec 425.50 50.7 0.00 0.00 0 0 0
13 Dec 428.45 50.7 0.00 0.00 0 0 0
12 Dec 433.55 50.7 0.00 0.00 0 0 0
11 Dec 434.80 50.7 0.00 0.00 0 0 0
10 Dec 435.20 50.7 0.00 0.00 0 0 0
9 Dec 440.75 50.7 0.00 0.00 0 0 0
6 Dec 439.70 50.7 0.00 0.00 0 0 0
5 Dec 430.85 50.7 0.00 0.00 0 0 0
4 Dec 425.65 50.7 6.70 - 1 0 2
3 Dec 428.55 44 0.00 0.00 0 0 0
2 Dec 416.50 44 0.00 0.00 0 2 0
29 Nov 414.15 44 -29.80 32.00 2 1 1
28 Nov 414.50 73.8 0.00 - 0 0 0
27 Nov 417.65 73.8 0.00 - 0 0 0
26 Nov 410.30 73.8 0.00 - 0 0 0
25 Nov 412.35 73.8 0.00 - 0 0 0
22 Nov 413.75 73.8 0.00 - 0 0 0
21 Nov 408.05 73.8 0.00 - 0 0 0
20 Nov 408.10 73.8 0.00 - 0 0 0
19 Nov 408.10 73.8 0.00 - 0 0 0
18 Nov 404.70 73.8 0.00 - 0 0 0
14 Nov 404.65 73.8 0.00 - 0 0 0
13 Nov 399.35 73.8 73.80 - 0 0 0
11 Nov 431.50 0 0.00 0 0 0


For Tata Power Co Ltd - strike price 375 expiring on 26DEC2024

Delta for 375 CE is 0.00

Historical price for 375 CE is as follows

On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 50.7, 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 50.7, 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 50.7, 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 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 50.7, 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 50.7, 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 50.7, 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 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 50.7, 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 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 50.7, 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 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 50.7, 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 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 50.7, 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 50.7, 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 50.7, 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 50.7, which was 6.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 44, 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 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 44, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 44, which was -29.80 lower than the previous day. The implied volatity was 32.00, the open interest changed by 1 which increased total open position to 1


On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 73.8, 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 73.8, 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 73.8, 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 73.8, 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 73.8, 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 73.8, 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 73.8, 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 73.8, 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 73.8, 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 73.8, 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 73.8, which was 73.80 higher 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 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 26DEC2024 375 PE
Delta: -0.04
Vega: 0.05
Theta: -0.12
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 401.10 0.3 0.05 33.10 89 4 383
19 Dec 412.60 0.25 -0.10 37.78 59 7 379
18 Dec 415.00 0.35 0.05 39.83 67 31 374
17 Dec 420.90 0.3 0.05 39.76 103 36 343
16 Dec 425.50 0.25 -0.05 39.55 2 0 305
13 Dec 428.45 0.3 0.00 37.54 41 -15 305
12 Dec 433.55 0.3 0.05 38.87 7 -1 324
11 Dec 434.80 0.25 -0.10 37.04 20 -8 326
10 Dec 435.20 0.35 0.00 38.31 136 -18 334
9 Dec 440.75 0.35 -0.10 39.75 109 15 353
6 Dec 439.70 0.45 -0.15 37.66 381 171 339
5 Dec 430.85 0.6 -0.10 36.14 133 -4 171
4 Dec 425.65 0.7 0.00 33.06 190 -2 183
3 Dec 428.55 0.7 -0.80 33.57 269 -6 179
2 Dec 416.50 1.5 -0.55 33.19 251 50 186
29 Nov 414.15 2.05 -0.45 33.29 403 25 139
28 Nov 414.50 2.5 0.30 34.95 135 40 113
27 Nov 417.65 2.2 -1.20 34.39 58 22 73
26 Nov 410.30 3.4 0.65 35.39 24 3 50
25 Nov 412.35 2.75 -0.85 32.98 81 23 47
22 Nov 413.75 3.6 -1.25 35.37 49 14 38
21 Nov 408.05 4.85 0.30 36.06 36 23 23
20 Nov 408.10 4.55 0.00 8.26 0 0 0
19 Nov 408.10 4.55 0.00 8.26 0 0 0
18 Nov 404.70 4.55 0.00 7.62 0 0 0
14 Nov 404.65 4.55 0.00 7.54 0 0 0
13 Nov 399.35 4.55 4.55 6.72 0 0 0
11 Nov 431.50 0 0.00 0 0 0


For Tata Power Co Ltd - strike price 375 expiring on 26DEC2024

Delta for 375 PE is -0.04

Historical price for 375 PE is as follows

On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 33.10, the open interest changed by 4 which increased total open position to 383


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 37.78, the open interest changed by 7 which increased total open position to 379


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 39.83, the open interest changed by 31 which increased total open position to 374


On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 39.76, the open interest changed by 36 which increased total open position to 343


On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 39.55, the open interest changed by 0 which decreased total open position to 305


On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 37.54, the open interest changed by -15 which decreased total open position to 305


On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 38.87, the open interest changed by -1 which decreased total open position to 324


On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 37.04, the open interest changed by -8 which decreased total open position to 326


On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 38.31, the open interest changed by -18 which decreased total open position to 334


On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 39.75, the open interest changed by 15 which increased total open position to 353


On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 37.66, the open interest changed by 171 which increased total open position to 339


On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 36.14, the open interest changed by -4 which decreased total open position to 171


On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 33.06, the open interest changed by -2 which decreased total open position to 183


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 0.7, which was -0.80 lower than the previous day. The implied volatity was 33.57, the open interest changed by -6 which decreased total open position to 179


On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 33.19, the open interest changed by 50 which increased total open position to 186


On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 2.05, which was -0.45 lower than the previous day. The implied volatity was 33.29, the open interest changed by 25 which increased total open position to 139


On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 2.5, which was 0.30 higher than the previous day. The implied volatity was 34.95, the open interest changed by 40 which increased total open position to 113


On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 2.2, which was -1.20 lower than the previous day. The implied volatity was 34.39, the open interest changed by 22 which increased total open position to 73


On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 3.4, which was 0.65 higher than the previous day. The implied volatity was 35.39, the open interest changed by 3 which increased total open position to 50


On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 2.75, which was -0.85 lower than the previous day. The implied volatity was 32.98, the open interest changed by 23 which increased total open position to 47


On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 3.6, which was -1.25 lower than the previous day. The implied volatity was 35.37, the open interest changed by 14 which increased total open position to 38


On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 4.85, which was 0.30 higher than the previous day. The implied volatity was 36.06, the open interest changed by 23 which increased total open position to 23


On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 4.55, which was 0.00 lower than the previous day. The implied volatity was 8.26, 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 4.55, which was 0.00 lower than the previous day. The implied volatity was 8.26, 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 4.55, which was 0.00 lower than the previous day. The implied volatity was 7.62, 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 4.55, which was 0.00 lower than the previous day. The implied volatity was 7.54, 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 4.55, which was 4.55 higher than the previous day. The implied volatity was 6.72, 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 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