TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
03 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 380 CE | ||||||||||
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Delta: 0.93
Vega: 0.15
Theta: -0.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 428.55 | 51.8 | 10.50 | 35.66 | 430 | 148 | 435 | |||
| 2 Dec | 416.50 | 41.3 | 1.90 | 34.70 | 22 | -2 | 287 | |||
| 29 Nov | 414.15 | 39.4 | -1.60 | 30.73 | 94 | 28 | 290 | |||
| 28 Nov | 414.50 | 41 | -1.20 | 35.00 | 11 | 4 | 263 | |||
| 27 Nov | 417.65 | 42.2 | 4.80 | 29.67 | 15 | 0 | 259 | |||
| 26 Nov | 410.30 | 37.4 | -0.95 | 31.83 | 7 | 1 | 259 | |||
| 25 Nov | 412.35 | 38.35 | -1.65 | 31.39 | 41 | 34 | 258 | |||
| 22 Nov | 413.75 | 40 | 3.10 | 30.81 | 17 | 0 | 224 | |||
| 21 Nov | 408.05 | 36.9 | -1.10 | 34.05 | 233 | 219 | 224 | |||
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| 20 Nov | 408.10 | 38 | 0.00 | 37.20 | 13 | 3 | 8 | |||
| 19 Nov | 408.10 | 38 | 4.50 | 37.20 | 13 | 6 | 8 | |||
| 18 Nov | 404.70 | 33.5 | 4.50 | 30.78 | 1 | 0 | 1 | |||
| 14 Nov | 404.65 | 29 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 399.35 | 29 | -78.75 | 22.63 | 1 | 0 | 0 | |||
| 11 Nov | 431.50 | 107.75 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 380 expiring on 26DEC2024
Delta for 380 CE is 0.93
Historical price for 380 CE is as follows
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 51.8, which was 10.50 higher than the previous day. The implied volatity was 35.66, the open interest changed by 148 which increased total open position to 435
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 41.3, which was 1.90 higher than the previous day. The implied volatity was 34.70, the open interest changed by -2 which decreased total open position to 287
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 39.4, which was -1.60 lower than the previous day. The implied volatity was 30.73, the open interest changed by 28 which increased total open position to 290
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 41, which was -1.20 lower than the previous day. The implied volatity was 35.00, the open interest changed by 4 which increased total open position to 263
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 42.2, which was 4.80 higher than the previous day. The implied volatity was 29.67, the open interest changed by 0 which decreased total open position to 259
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 37.4, which was -0.95 lower than the previous day. The implied volatity was 31.83, the open interest changed by 1 which increased total open position to 259
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 38.35, which was -1.65 lower than the previous day. The implied volatity was 31.39, the open interest changed by 34 which increased total open position to 258
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 40, which was 3.10 higher than the previous day. The implied volatity was 30.81, the open interest changed by 0 which decreased total open position to 224
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 36.9, which was -1.10 lower than the previous day. The implied volatity was 34.05, the open interest changed by 219 which increased total open position to 224
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 38, which was 0.00 lower than the previous day. The implied volatity was 37.20, the open interest changed by 3 which increased total open position to 8
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 38, which was 4.50 higher than the previous day. The implied volatity was 37.20, the open interest changed by 6 which increased total open position to 8
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 33.5, which was 4.50 higher than the previous day. The implied volatity was 30.78, the open interest changed by 0 which decreased total open position to 1
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 29, 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 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 29, which was -78.75 lower than the previous day. The implied volatity was 22.63, 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 107.75, 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 26DEC2024 380 PE | |||||||
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Delta: -0.06
Vega: 0.12
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 428.55 | 0.9 | -1.00 | 32.66 | 1,035 | 73 | 845 |
| 2 Dec | 416.50 | 1.9 | -0.65 | 32.28 | 596 | 96 | 771 |
| 29 Nov | 414.15 | 2.55 | -0.55 | 32.44 | 1,111 | 215 | 674 |
| 28 Nov | 414.50 | 3.1 | 0.25 | 34.27 | 639 | 35 | 464 |
| 27 Nov | 417.65 | 2.85 | -1.35 | 34.07 | 314 | 95 | 429 |
| 26 Nov | 410.30 | 4.2 | 0.05 | 34.89 | 270 | 77 | 334 |
| 25 Nov | 412.35 | 4.15 | -0.20 | 34.80 | 435 | 118 | 258 |
| 22 Nov | 413.75 | 4.35 | -1.40 | 34.76 | 254 | 35 | 175 |
| 21 Nov | 408.05 | 5.75 | 0.25 | 35.36 | 130 | 23 | 140 |
| 20 Nov | 408.10 | 5.5 | 0.00 | 33.41 | 83 | 4 | 116 |
| 19 Nov | 408.10 | 5.5 | -0.85 | 33.41 | 83 | 3 | 116 |
| 18 Nov | 404.70 | 6.35 | 0.00 | 33.55 | 142 | 36 | 112 |
| 14 Nov | 404.65 | 6.35 | -1.90 | 32.67 | 142 | -8 | 76 |
| 13 Nov | 399.35 | 8.25 | 3.45 | 34.44 | 187 | 81 | 81 |
| 11 Nov | 431.50 | 4.8 | 10.73 | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 380 expiring on 26DEC2024
Delta for 380 PE is -0.06
Historical price for 380 PE is as follows
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 0.9, which was -1.00 lower than the previous day. The implied volatity was 32.66, the open interest changed by 73 which increased total open position to 845
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 1.9, which was -0.65 lower than the previous day. The implied volatity was 32.28, the open interest changed by 96 which increased total open position to 771
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 2.55, which was -0.55 lower than the previous day. The implied volatity was 32.44, the open interest changed by 215 which increased total open position to 674
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 3.1, which was 0.25 higher than the previous day. The implied volatity was 34.27, the open interest changed by 35 which increased total open position to 464
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 2.85, which was -1.35 lower than the previous day. The implied volatity was 34.07, the open interest changed by 95 which increased total open position to 429
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 4.2, which was 0.05 higher than the previous day. The implied volatity was 34.89, the open interest changed by 77 which increased total open position to 334
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 4.15, which was -0.20 lower than the previous day. The implied volatity was 34.80, the open interest changed by 118 which increased total open position to 258
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 4.35, which was -1.40 lower than the previous day. The implied volatity was 34.76, the open interest changed by 35 which increased total open position to 175
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 5.75, which was 0.25 higher than the previous day. The implied volatity was 35.36, the open interest changed by 23 which increased total open position to 140
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 33.41, the open interest changed by 4 which increased total open position to 116
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 5.5, which was -0.85 lower than the previous day. The implied volatity was 33.41, the open interest changed by 3 which increased total open position to 116
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 6.35, which was 0.00 lower than the previous day. The implied volatity was 33.55, the open interest changed by 36 which increased total open position to 112
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 6.35, which was -1.90 lower than the previous day. The implied volatity was 32.67, the open interest changed by -8 which decreased total open position to 76
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 8.25, which was 3.45 higher than the previous day. The implied volatity was 34.44, the open interest changed by 81 which increased total open position to 81
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 4.8, which was lower than the previous day. The implied volatity was 10.73, the open interest changed by 0 which decreased total open position to 0
