TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
21 Nov 2024 04:11 PM IST
| TATAPOWER 28NOV2024 375 CE | ||||||||||
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Delta: 0.87
Vega: 0.12
Theta: -0.59
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 408.05 | 36 | -0.25 | 58.13 | 8 | -3 | 15 | |||
| 20 Nov | 408.10 | 36.25 | 0.00 | 56.47 | 5 | -3 | 21 | |||
| 19 Nov | 408.10 | 36.25 | 1.70 | 56.47 | 5 | 0 | 21 | |||
| 18 Nov | 404.70 | 34.55 | 1.50 | 57.10 | 4 | 3 | 21 | |||
| 14 Nov | 404.65 | 33.05 | 4.45 | 34.16 | 12 | 5 | 18 | |||
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| 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 0.87
Historical price for 375 CE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 36, which was -0.25 lower than the previous day. The implied volatity was 58.13, the open interest changed by -3 which decreased total open position to 15
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 36.25, which was 0.00 lower than the previous day. The implied volatity was 56.47, the open interest changed by -3 which decreased total open position to 21
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 36.25, which was 1.70 higher than the previous day. The implied volatity was 56.47, the open interest changed by 0 which decreased total open position to 21
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 34.55, which was 1.50 higher than the previous day. The implied volatity was 57.10, the open interest changed by 3 which increased total open position to 21
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: -0.08
Vega: 0.09
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 408.05 | 1 | 0.00 | 45.90 | 1,405 | -18 | 593 |
| 20 Nov | 408.10 | 1 | 0.00 | 40.00 | 431 | -29 | 612 |
| 19 Nov | 408.10 | 1 | -0.25 | 40.00 | 431 | -28 | 612 |
| 18 Nov | 404.70 | 1.25 | -0.25 | 37.88 | 1,140 | 17 | 627 |
| 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 -0.08
Historical price for 375 PE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 45.90, the open interest changed by -18 which decreased total open position to 593
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 1, which was 0.00 lower than the previous day. The implied volatity was 40.00, the open interest changed by -29 which decreased total open position to 612
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 40.00, the open interest changed by -28 which decreased total open position to 612
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 37.88, the open interest changed by 17 which increased total open position to 627
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
