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TATAPOWER
Tata Power Co Ltd

363.4 0.65 (0.18%)

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Historical option data for TATAPOWER

24 Jan 2025 04:11 PM IST
TATAPOWER 30JAN2025 385 CE
Delta: 0.09
Vega: 0.08
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 363.40 0.65 -0.05 33.09 3,085 237 2,155
23 Jan 362.75 0.7 -0.05 31.67 1,278 0 1,922
22 Jan 358.85 0.75 -0.85 33.50 2,759 249 1,923
21 Jan 365.90 1.6 -2.25 30.74 3,552 -116 1,675
20 Jan 374.45 3.85 -0.10 30.91 2,732 679 1,799
17 Jan 373.60 3.95 0.40 28.14 1,811 -29 1,117
16 Jan 368.90 3.55 0.50 30.66 1,852 69 1,149
15 Jan 365.45 3.05 1.00 31.63 3,337 31 1,076
14 Jan 356.95 2.05 1.20 32.24 1,252 -38 1,053
13 Jan 339.95 0.85 -1.00 37.46 2,318 -211 1,059
10 Jan 356.35 1.85 -1.90 29.19 2,383 106 1,281
9 Jan 367.15 3.75 -2.45 26.76 1,596 214 1,177
8 Jan 374.05 6.2 -2.75 27.22 2,130 113 963
7 Jan 378.75 8.95 -0.55 28.17 2,094 228 850
6 Jan 378.65 9.5 -10.40 28.64 2,096 369 624
3 Jan 396.65 19.9 0.75 26.22 155 1 255
2 Jan 395.50 19.15 1.85 25.26 388 6 255
1 Jan 392.35 17.3 -0.40 26.32 200 -4 247
31 Dec 392.40 17.7 -0.40 26.21 723 145 251
30 Dec 389.75 18.1 -4.70 26.27 369 63 95
27 Dec 399.00 22.8 -5.80 24.20 14 -5 31
26 Dec 404.30 28.6 5.35 21.98 135 0 36
24 Dec 399.40 23.25 -2.75 24.03 21 10 33
23 Dec 399.90 26 -0.30 29.51 28 17 22
20 Dec 401.10 26.3 -20.85 24.05 8 4 4
19 Dec 412.60 47.15 0.00 - 0 0 0
18 Dec 415.00 47.15 0.00 - 0 0 0
17 Dec 420.90 47.15 0.00 - 0 0 0
16 Dec 425.50 47.15 0.00 - 0 0 0
13 Dec 428.45 47.15 0.00 - 0 0 0
12 Dec 433.55 47.15 0.00 - 0 0 0
11 Dec 434.80 47.15 0.00 - 0 0 0
10 Dec 435.20 47.15 0.00 - 0 0 0
9 Dec 440.75 47.15 0.00 - 0 0 0
6 Dec 439.70 47.15 0.00 - 0 0 0
5 Dec 430.85 47.15 0.00 - 0 0 0
4 Dec 425.65 47.15 0.00 - 0 0 0
3 Dec 428.55 47.15 0.00 - 0 0 0
2 Dec 416.50 47.15 0.00 - 0 0 0
29 Nov 414.15 47.15 - 0 0 0


For Tata Power Co Ltd - strike price 385 expiring on 30JAN2025

Delta for 385 CE is 0.09

Historical price for 385 CE is as follows

On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 33.09, the open interest changed by 237 which increased total open position to 2155


On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 1922


On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 0.75, which was -0.85 lower than the previous day. The implied volatity was 33.50, the open interest changed by 249 which increased total open position to 1923


On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 1.6, which was -2.25 lower than the previous day. The implied volatity was 30.74, the open interest changed by -116 which decreased total open position to 1675


On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 3.85, which was -0.10 lower than the previous day. The implied volatity was 30.91, the open interest changed by 679 which increased total open position to 1799


On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 3.95, which was 0.40 higher than the previous day. The implied volatity was 28.14, the open interest changed by -29 which decreased total open position to 1117


On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 3.55, which was 0.50 higher than the previous day. The implied volatity was 30.66, the open interest changed by 69 which increased total open position to 1149


On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 3.05, which was 1.00 higher than the previous day. The implied volatity was 31.63, the open interest changed by 31 which increased total open position to 1076


On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 2.05, which was 1.20 higher than the previous day. The implied volatity was 32.24, the open interest changed by -38 which decreased total open position to 1053


On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 0.85, which was -1.00 lower than the previous day. The implied volatity was 37.46, the open interest changed by -211 which decreased total open position to 1059


On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 1.85, which was -1.90 lower than the previous day. The implied volatity was 29.19, the open interest changed by 106 which increased total open position to 1281


On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 3.75, which was -2.45 lower than the previous day. The implied volatity was 26.76, the open interest changed by 214 which increased total open position to 1177


On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 6.2, which was -2.75 lower than the previous day. The implied volatity was 27.22, the open interest changed by 113 which increased total open position to 963


On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 8.95, which was -0.55 lower than the previous day. The implied volatity was 28.17, the open interest changed by 228 which increased total open position to 850


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 9.5, which was -10.40 lower than the previous day. The implied volatity was 28.64, the open interest changed by 369 which increased total open position to 624


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 19.9, which was 0.75 higher than the previous day. The implied volatity was 26.22, the open interest changed by 1 which increased total open position to 255


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 19.15, which was 1.85 higher than the previous day. The implied volatity was 25.26, the open interest changed by 6 which increased total open position to 255


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 17.3, which was -0.40 lower than the previous day. The implied volatity was 26.32, the open interest changed by -4 which decreased total open position to 247


On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 17.7, which was -0.40 lower than the previous day. The implied volatity was 26.21, the open interest changed by 145 which increased total open position to 251


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 18.1, which was -4.70 lower than the previous day. The implied volatity was 26.27, the open interest changed by 63 which increased total open position to 95


On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 22.8, which was -5.80 lower than the previous day. The implied volatity was 24.20, the open interest changed by -5 which decreased total open position to 31


On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 28.6, which was 5.35 higher than the previous day. The implied volatity was 21.98, the open interest changed by 0 which decreased total open position to 36


On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 23.25, which was -2.75 lower than the previous day. The implied volatity was 24.03, the open interest changed by 10 which increased total open position to 33


On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 26, which was -0.30 lower than the previous day. The implied volatity was 29.51, the open interest changed by 17 which increased total open position to 22


On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 26.3, which was -20.85 lower than the previous day. The implied volatity was 24.05, the open interest changed by 4 which increased total open position to 4


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 47.15, 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 Dec TATAPOWER was trading at 415.00. The strike last trading price was 47.15, 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 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 47.15, 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 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 47.15, 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 Dec TATAPOWER was trading at 428.45. The strike last trading price was 47.15, 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 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 47.15, 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 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 47.15, 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 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 47.15, 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 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 47.15, 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 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 47.15, 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 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 47.15, 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 Dec TATAPOWER was trading at 425.65. The strike last trading price was 47.15, 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 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 47.15, 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 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 47.15, 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 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 47.15, 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 30JAN2025 385 PE
Delta: -0.91
Vega: 0.08
Theta: -0.11
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 363.40 22 -1.05 32.85 44 -9 332
23 Jan 362.75 23.05 -3.40 37.65 26 -2 342
22 Jan 358.85 26.45 7.05 41.08 32 -8 343
21 Jan 365.90 19.4 5.90 32.39 338 2 351
20 Jan 374.45 13.5 -1.25 30.92 251 -15 347
17 Jan 373.60 14.75 -3.95 30.77 246 -25 364
16 Jan 368.90 18.7 -3.05 33.23 159 -26 392
15 Jan 365.45 21.75 -7.65 32.86 443 -25 414
14 Jan 356.95 29.4 -15.25 42.38 300 -68 439
13 Jan 339.95 44.65 14.25 37.35 57 -19 508
10 Jan 356.35 30.4 10.10 36.72 171 -21 528
9 Jan 367.15 20.3 4.30 29.98 159 4 549
8 Jan 374.05 16 3.00 29.41 509 -68 546
7 Jan 378.75 13 -1.90 28.88 575 11 614
6 Jan 378.65 14.9 9.20 33.62 2,439 52 610
3 Jan 396.65 5.7 0.00 27.40 1,503 13 558
2 Jan 395.50 5.7 -1.85 26.29 1,065 32 549
1 Jan 392.35 7.55 0.15 27.54 406 -21 520
31 Dec 392.40 7.4 0.00 27.06 1,549 220 543
30 Dec 389.75 7.4 1.80 26.88 928 44 318
27 Dec 399.00 5.6 1.70 26.65 600 116 266
26 Dec 404.30 3.9 -1.60 26.77 321 70 151
24 Dec 399.40 5.5 -1.75 25.43 82 14 81
23 Dec 399.90 7.25 -0.40 29.37 59 2 67
20 Dec 401.10 7.65 3.25 31.06 27 11 65
19 Dec 412.60 4.4 0.45 28.70 27 5 53
18 Dec 415.00 3.95 0.90 28.65 58 6 47
17 Dec 420.90 3.05 -0.55 27.90 31 26 41
16 Dec 425.50 3.6 0.00 0.00 0 0 0
13 Dec 428.45 3.6 0.00 0.00 0 0 0
12 Dec 433.55 3.6 0.00 0.00 0 0 0
11 Dec 434.80 3.6 0.00 0.00 0 0 0
10 Dec 435.20 3.6 0.00 0.00 0 0 0
9 Dec 440.75 3.6 0.00 0.00 0 0 0
6 Dec 439.70 3.6 0.00 0.00 0 0 0
5 Dec 430.85 3.6 0.00 0.00 0 3 0
4 Dec 425.65 3.6 0.20 28.60 3 2 14
3 Dec 428.55 3.4 -9.45 28.77 12 0 0
2 Dec 416.50 12.85 0.00 6.88 0 0 0
29 Nov 414.15 12.85 6.43 0 0 0


For Tata Power Co Ltd - strike price 385 expiring on 30JAN2025

Delta for 385 PE is -0.91

Historical price for 385 PE is as follows

On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 22, which was -1.05 lower than the previous day. The implied volatity was 32.85, the open interest changed by -9 which decreased total open position to 332


On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 23.05, which was -3.40 lower than the previous day. The implied volatity was 37.65, the open interest changed by -2 which decreased total open position to 342


On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 26.45, which was 7.05 higher than the previous day. The implied volatity was 41.08, the open interest changed by -8 which decreased total open position to 343


On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 19.4, which was 5.90 higher than the previous day. The implied volatity was 32.39, the open interest changed by 2 which increased total open position to 351


On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 13.5, which was -1.25 lower than the previous day. The implied volatity was 30.92, the open interest changed by -15 which decreased total open position to 347


On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 14.75, which was -3.95 lower than the previous day. The implied volatity was 30.77, the open interest changed by -25 which decreased total open position to 364


On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 18.7, which was -3.05 lower than the previous day. The implied volatity was 33.23, the open interest changed by -26 which decreased total open position to 392


On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 21.75, which was -7.65 lower than the previous day. The implied volatity was 32.86, the open interest changed by -25 which decreased total open position to 414


On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 29.4, which was -15.25 lower than the previous day. The implied volatity was 42.38, the open interest changed by -68 which decreased total open position to 439


On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 44.65, which was 14.25 higher than the previous day. The implied volatity was 37.35, the open interest changed by -19 which decreased total open position to 508


On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 30.4, which was 10.10 higher than the previous day. The implied volatity was 36.72, the open interest changed by -21 which decreased total open position to 528


On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 20.3, which was 4.30 higher than the previous day. The implied volatity was 29.98, the open interest changed by 4 which increased total open position to 549


On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 16, which was 3.00 higher than the previous day. The implied volatity was 29.41, the open interest changed by -68 which decreased total open position to 546


On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 13, which was -1.90 lower than the previous day. The implied volatity was 28.88, the open interest changed by 11 which increased total open position to 614


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 14.9, which was 9.20 higher than the previous day. The implied volatity was 33.62, the open interest changed by 52 which increased total open position to 610


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 5.7, which was 0.00 lower than the previous day. The implied volatity was 27.40, the open interest changed by 13 which increased total open position to 558


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 5.7, which was -1.85 lower than the previous day. The implied volatity was 26.29, the open interest changed by 32 which increased total open position to 549


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 7.55, which was 0.15 higher than the previous day. The implied volatity was 27.54, the open interest changed by -21 which decreased total open position to 520


On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 7.4, which was 0.00 lower than the previous day. The implied volatity was 27.06, the open interest changed by 220 which increased total open position to 543


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 7.4, which was 1.80 higher than the previous day. The implied volatity was 26.88, the open interest changed by 44 which increased total open position to 318


On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 5.6, which was 1.70 higher than the previous day. The implied volatity was 26.65, the open interest changed by 116 which increased total open position to 266


On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 3.9, which was -1.60 lower than the previous day. The implied volatity was 26.77, the open interest changed by 70 which increased total open position to 151


On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 5.5, which was -1.75 lower than the previous day. The implied volatity was 25.43, the open interest changed by 14 which increased total open position to 81


On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 7.25, which was -0.40 lower than the previous day. The implied volatity was 29.37, the open interest changed by 2 which increased total open position to 67


On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 7.65, which was 3.25 higher than the previous day. The implied volatity was 31.06, the open interest changed by 11 which increased total open position to 65


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 4.4, which was 0.45 higher than the previous day. The implied volatity was 28.70, the open interest changed by 5 which increased total open position to 53


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 3.95, which was 0.90 higher than the previous day. The implied volatity was 28.65, the open interest changed by 6 which increased total open position to 47


On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 3.05, which was -0.55 lower than the previous day. The implied volatity was 27.90, the open interest changed by 26 which increased total open position to 41


On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, 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 3.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 3.6, which was 0.20 higher than the previous day. The implied volatity was 28.60, the open interest changed by 2 which increased total open position to 14


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 3.4, which was -9.45 lower than the previous day. The implied volatity was 28.77, 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 12.85, which was 0.00 lower than the previous day. The implied volatity was 6.88, the open interest changed by 0 which decreased total open position to 0


On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 12.85, which was lower than the previous day. The implied volatity was 6.43, the open interest changed by 0 which decreased total open position to 0