TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
14 Nov 2024 04:11 PM IST
| TATAPOWER 28NOV2024 380 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.87
Vega: 0.16
Theta: -0.27
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 404.65 | 28.25 | 4.05 | 31.18 | 89 | 7 | 46 | |||
| 13 Nov | 399.35 | 24.2 | -12.20 | 26.32 | 68 | 13 | 39 | |||
| 12 Nov | 414.15 | 36.4 | -19.30 | 35.62 | 10 | 4 | 26 | |||
| 11 Nov | 431.50 | 55.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 432.75 | 55.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 55.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 55.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 55.7 | -11.35 | - | 2 | 0 | 22 | |||
| 4 Nov | 429.05 | 67.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 67.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 440.05 | 67.05 | 20.75 | - | 1 | 0 | 22 | |||
| 30 Oct | 427.00 | 46.3 | 0.00 | - | 0 | 1 | 0 | |||
| 29 Oct | 425.40 | 46.3 | -1.45 | - | 2 | 0 | 21 | |||
| 28 Oct | 425.70 | 47.75 | 0.00 | - | 0 | 21 | 0 | |||
| 25 Oct | 422.10 | 47.75 | -21.70 | - | 21 | 9 | 9 | |||
| 24 Oct | 438.00 | 69.45 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 23 Oct | 437.70 | 69.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 435.85 | 69.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 453.55 | 69.45 | 69.45 | - | 0 | 0 | 0 | |||
| 9 Sept | 417.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 417.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 420.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 420.90 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 380 expiring on 28NOV2024
Delta for 380 CE is 0.87
Historical price for 380 CE is as follows
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 28.25, which was 4.05 higher than the previous day. The implied volatity was 31.18, the open interest changed by 7 which increased total open position to 46
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 24.2, which was -12.20 lower than the previous day. The implied volatity was 26.32, the open interest changed by 13 which increased total open position to 39
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 36.4, which was -19.30 lower than the previous day. The implied volatity was 35.62, the open interest changed by 4 which increased total open position to 26
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 55.7, 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 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 55.7, 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 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 55.7, 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 Nov TATAPOWER was trading at 449.30. The strike last trading price was 55.7, 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 Nov TATAPOWER was trading at 434.10. The strike last trading price was 55.7, which was -11.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 67.05, 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 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 67.05, 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 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 67.05, which was 20.75 higher 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 46.3, 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 46.3, which was -1.45 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 47.75, 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 47.75, which was -21.70 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 69.45, 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 23 Oct TATAPOWER was trading at 437.70. The strike last trading price was 69.45, 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 22 Oct TATAPOWER was trading at 435.85. The strike last trading price was 69.45, 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 18 Oct TATAPOWER was trading at 453.55. The strike last trading price was 69.45, which was 69.45 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept TATAPOWER was trading at 420.90. 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 4 Sept TATAPOWER was trading at 420.90. 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 380 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.18
Theta: -0.20
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 404.65 | 2 | -1.00 | 33.54 | 2,505 | 174 | 1,039 |
| 13 Nov | 399.35 | 3 | 1.30 | 34.15 | 3,696 | 132 | 872 |
| 12 Nov | 414.15 | 1.7 | 0.95 | 35.39 | 1,272 | 181 | 750 |
| 11 Nov | 431.50 | 0.75 | -0.30 | 37.98 | 299 | -2 | 569 |
| 8 Nov | 432.75 | 1.05 | 0.25 | 37.14 | 481 | 7 | 572 |
| 7 Nov | 444.90 | 0.8 | 0.05 | 40.94 | 475 | 49 | 566 |
| 6 Nov | 449.30 | 0.75 | -0.75 | 41.90 | 617 | 73 | 523 |
| 5 Nov | 434.10 | 1.5 | -0.55 | 39.80 | 376 | 11 | 450 |
| 4 Nov | 429.05 | 2.05 | 0.85 | 39.45 | 749 | 18 | 441 |
| 1 Nov | 445.45 | 1.2 | -0.35 | 39.63 | 184 | 25 | 423 |
| 31 Oct | 440.05 | 1.55 | -2.10 | - | 1,002 | 63 | 403 |
| 30 Oct | 427.00 | 3.65 | -0.25 | - | 652 | 114 | 340 |
| 29 Oct | 425.40 | 3.9 | 0.15 | - | 389 | 86 | 225 |
| 28 Oct | 425.70 | 3.75 | -0.90 | - | 206 | 32 | 139 |
| 25 Oct | 422.10 | 4.65 | 2.00 | - | 331 | 31 | 107 |
| 24 Oct | 438.00 | 2.65 | -0.25 | - | 74 | -1 | 76 |
| 23 Oct | 437.70 | 2.9 | -0.20 | - | 254 | 52 | 77 |
| 22 Oct | 435.85 | 3.1 | 2.10 | - | 86 | 22 | 23 |
| 18 Oct | 453.55 | 1 | -10.70 | - | 1 | 0 | 1 |
| 9 Sept | 417.85 | 11.7 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 417.00 | 11.7 | 0.00 | - | 0 | 0 | 0 |
| 5 Sept | 420.90 | 11.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 420.90 | 11.7 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 380 expiring on 28NOV2024
Delta for 380 PE is -0.14
Historical price for 380 PE is as follows
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 2, which was -1.00 lower than the previous day. The implied volatity was 33.54, the open interest changed by 174 which increased total open position to 1039
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 3, which was 1.30 higher than the previous day. The implied volatity was 34.15, the open interest changed by 132 which increased total open position to 872
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 1.7, which was 0.95 higher than the previous day. The implied volatity was 35.39, the open interest changed by 181 which increased total open position to 750
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 0.75, which was -0.30 lower than the previous day. The implied volatity was 37.98, the open interest changed by -2 which decreased total open position to 569
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 1.05, which was 0.25 higher than the previous day. The implied volatity was 37.14, the open interest changed by 7 which increased total open position to 572
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 40.94, the open interest changed by 49 which increased total open position to 566
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 0.75, which was -0.75 lower than the previous day. The implied volatity was 41.90, the open interest changed by 73 which increased total open position to 523
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 1.5, which was -0.55 lower than the previous day. The implied volatity was 39.80, the open interest changed by 11 which increased total open position to 450
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 2.05, which was 0.85 higher than the previous day. The implied volatity was 39.45, the open interest changed by 18 which increased total open position to 441
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 39.63, the open interest changed by 25 which increased total open position to 423
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 1.55, which was -2.10 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 3.65, which was -0.25 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 3.9, 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 3.75, which was -0.90 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 4.65, which was 2.00 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 2.65, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATAPOWER was trading at 437.70. The strike last trading price was 2.9, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TATAPOWER was trading at 435.85. The strike last trading price was 3.1, which was 2.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct TATAPOWER was trading at 453.55. The strike last trading price was 1, which was -10.70 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 11.7, 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 11.7, 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 5 Sept TATAPOWER was trading at 420.90. The strike last trading price was 11.7, 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 4 Sept TATAPOWER was trading at 420.90. The strike last trading price was 11.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
