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

404.65 5.30 (1.33%)

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Historical option data for TATAPOWER

14 Nov 2024 04:11 PM IST
TATAPOWER 28NOV2024 375 CE
Delta: 0.89
Vega: 0.15
Theta: -0.27
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 404.65 33.05 4.45 34.16 12 5 18
13 Nov 399.35 28.6 -79.30 26.36 25 15 15
12 Nov 414.15 107.9 0.00 0.00 0 0 0
11 Nov 431.50 107.9 0.00 0.00 0 0 0
8 Nov 432.75 107.9 0.00 0.00 0 0 0
7 Nov 444.90 107.9 0.00 0.00 0 0 0
6 Nov 449.30 107.9 0.00 0.00 0 0 0
5 Nov 434.10 107.9 0.00 - 0 0 0
4 Nov 429.05 107.9 0.00 - 0 0 0
1 Nov 445.45 107.9 0.00 - 0 0 0
31 Oct 440.05 107.9 0.00 - 0 0 0
30 Oct 427.00 107.9 0.00 - 0 0 0
29 Oct 425.40 107.9 0.00 - 0 0 0
28 Oct 425.70 107.9 0.00 - 0 0 0
25 Oct 422.10 107.9 0.00 - 0 0 0
24 Oct 438.00 107.9 - 0 0 0


For Tata Power Co Ltd - strike price 375 expiring on 28NOV2024

Delta for 375 CE is 0.89

Historical price for 375 CE is as follows

On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 33.05, which was 4.45 higher than the previous day. The implied volatity was 34.16, the open interest changed by 5 which increased total open position to 18


On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 28.6, which was -79.30 lower than the previous day. The implied volatity was 26.36, the open interest changed by 15 which increased total open position to 15


On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 107.9, 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 Nov TATAPOWER was trading at 431.50. The strike last trading price was 107.9, 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 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 107.9, 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 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 107.9, 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 Nov TATAPOWER was trading at 449.30. The strike last trading price was 107.9, 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 Nov TATAPOWER was trading at 434.10. The strike last trading price was 107.9, 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 107.9, 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 107.9, 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 107.9, 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 107.9, 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 107.9, 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 107.9, 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 107.9, 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 107.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TATAPOWER 28NOV2024 375 PE
Delta: -0.11
Vega: 0.15
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 404.65 1.5 -0.80 34.74 1,837 386 614
13 Nov 399.35 2.3 1.00 35.26 1,595 188 238
12 Nov 414.15 1.3 0.75 36.45 42 -10 50
11 Nov 431.50 0.55 -0.30 38.61 1 0 61
8 Nov 432.75 0.85 0.15 38.32 67 7 54
7 Nov 444.90 0.7 0.05 42.53 88 -5 47
6 Nov 449.30 0.65 -0.55 43.31 75 3 70
5 Nov 434.10 1.2 -0.45 40.53 36 22 68
4 Nov 429.05 1.65 0.05 40.15 64 47 48
1 Nov 445.45 1.6 0.00 0.00 0 1 0
31 Oct 440.05 1.6 -0.55 - 1 0 0
30 Oct 427.00 2.15 0.00 - 0 0 0
29 Oct 425.40 2.15 0.00 - 0 0 0
28 Oct 425.70 2.15 0.00 - 0 0 0
25 Oct 422.10 2.15 0.00 - 0 0 0
24 Oct 438.00 2.15 - 0 0 0


For Tata Power Co Ltd - strike price 375 expiring on 28NOV2024

Delta for 375 PE is -0.11

Historical price for 375 PE is as follows

On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 1.5, which was -0.80 lower than the previous day. The implied volatity was 34.74, the open interest changed by 386 which increased total open position to 614


On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 2.3, which was 1.00 higher than the previous day. The implied volatity was 35.26, the open interest changed by 188 which increased total open position to 238


On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 1.3, which was 0.75 higher than the previous day. The implied volatity was 36.45, the open interest changed by -10 which decreased total open position to 50


On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 0.55, which was -0.30 lower than the previous day. The implied volatity was 38.61, the open interest changed by 0 which decreased total open position to 61


On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 0.85, which was 0.15 higher than the previous day. The implied volatity was 38.32, the open interest changed by 7 which increased total open position to 54


On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 0.7, which was 0.05 higher than the previous day. The implied volatity was 42.53, the open interest changed by -5 which decreased total open position to 47


On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 43.31, the open interest changed by 3 which increased total open position to 70


On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 40.53, the open interest changed by 22 which increased total open position to 68


On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 40.15, the open interest changed by 47 which increased total open position to 48


On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 1.6, 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 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 1.6, which was -0.55 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 2.15, 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 2.15, 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 2.15, 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 2.15, 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 2.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to