TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
20 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 385 CE | ||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 401.10 | 16.45 | -12.05 | - | 18 | -2 | 21 | |||
| 19 Dec | 412.60 | 28.5 | -3.55 | 26.99 | 12 | 4 | 22 | |||
| 18 Dec | 415.00 | 32.05 | -6.95 | 35.94 | 5 | 2 | 18 | |||
| 17 Dec | 420.90 | 39 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 425.50 | 39 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 13 Dec | 428.45 | 39 | -3.70 | - | 2 | 0 | 17 | |||
| 12 Dec | 433.55 | 42.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 434.80 | 42.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 435.20 | 42.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 440.75 | 42.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 439.70 | 42.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 430.85 | 42.7 | 3.05 | - | 2 | 0 | 17 | |||
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| 4 Dec | 425.65 | 39.65 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 3 Dec | 428.55 | 39.65 | 2.70 | - | 3 | 1 | 16 | |||
| 2 Dec | 416.50 | 36.95 | 0.30 | 33.95 | 28 | 6 | 10 | |||
| 29 Nov | 414.15 | 36.65 | -29.00 | 35.71 | 4 | 3 | 3 | |||
| 28 Nov | 414.50 | 65.65 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 417.65 | 65.65 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 410.30 | 65.65 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 412.35 | 65.65 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 413.75 | 65.65 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 408.05 | 65.65 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 408.10 | 65.65 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 408.10 | 65.65 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 404.70 | 65.65 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 404.65 | 65.65 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 399.35 | 65.65 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 431.50 | 65.65 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 385 expiring on 26DEC2024
Delta for 385 CE is -
Historical price for 385 CE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 16.45, which was -12.05 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 21
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 28.5, which was -3.55 lower than the previous day. The implied volatity was 26.99, the open interest changed by 4 which increased total open position to 22
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 32.05, which was -6.95 lower than the previous day. The implied volatity was 35.94, the open interest changed by 2 which increased total open position to 18
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 39, 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 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 39, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 39, which was -3.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 42.7, 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 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 42.7, 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 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 42.7, 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 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 42.7, 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 Dec TATAPOWER was trading at 439.70. The strike last trading price was 42.7, 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 Dec TATAPOWER was trading at 430.85. The strike last trading price was 42.7, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 39.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 39.65, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 16
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 36.95, which was 0.30 higher than the previous day. The implied volatity was 33.95, the open interest changed by 6 which increased total open position to 10
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 36.65, which was -29.00 lower than the previous day. The implied volatity was 35.71, the open interest changed by 3 which increased total open position to 3
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 65.65, 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 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 65.65, 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 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 65.65, 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 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 65.65, 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 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 65.65, 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 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 65.65, 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 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 65.65, 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 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 65.65, 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 Nov TATAPOWER was trading at 404.70. The strike last trading price was 65.65, 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 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 65.65, 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 Nov TATAPOWER was trading at 399.35. The strike last trading price was 65.65, 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 Nov TATAPOWER was trading at 431.50. The strike last trading price was 65.65, 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 385 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.11
Vega: 0.10
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 401.10 | 0.8 | 0.35 | 29.37 | 983 | -11 | 173 |
| 19 Dec | 412.60 | 0.45 | -0.05 | 32.73 | 480 | -18 | 188 |
| 18 Dec | 415.00 | 0.5 | 0.05 | 33.82 | 536 | 50 | 208 |
| 17 Dec | 420.90 | 0.45 | 0.05 | 34.73 | 6 | -3 | 157 |
| 16 Dec | 425.50 | 0.4 | -0.05 | 35.43 | 20 | -6 | 159 |
| 13 Dec | 428.45 | 0.45 | 0.10 | 33.73 | 378 | 52 | 171 |
| 12 Dec | 433.55 | 0.35 | -0.10 | 33.83 | 13 | -7 | 117 |
| 11 Dec | 434.80 | 0.45 | -0.05 | 34.84 | 22 | 3 | 125 |
| 10 Dec | 435.20 | 0.5 | -0.05 | 34.88 | 61 | -9 | 123 |
| 9 Dec | 440.75 | 0.55 | -0.05 | 37.24 | 87 | 8 | 132 |
| 6 Dec | 439.70 | 0.6 | -0.20 | 34.31 | 184 | -41 | 126 |
| 5 Dec | 430.85 | 0.8 | -0.35 | 32.74 | 359 | 7 | 168 |
| 4 Dec | 425.65 | 1.15 | 0.10 | 31.03 | 171 | -1 | 165 |
| 3 Dec | 428.55 | 1.05 | -1.35 | 31.03 | 595 | 19 | 164 |
| 2 Dec | 416.50 | 2.4 | -0.80 | 31.38 | 301 | -5 | 146 |
| 29 Nov | 414.15 | 3.2 | -0.45 | 31.72 | 576 | 12 | 157 |
| 28 Nov | 414.50 | 3.65 | 0.20 | 32.98 | 411 | 62 | 145 |
| 27 Nov | 417.65 | 3.45 | -1.85 | 33.27 | 114 | 14 | 70 |
| 26 Nov | 410.30 | 5.3 | 0.15 | 34.82 | 37 | 8 | 57 |
| 25 Nov | 412.35 | 5.15 | -0.40 | 34.50 | 113 | 5 | 52 |
| 22 Nov | 413.75 | 5.55 | -0.75 | 35.04 | 13 | 0 | 47 |
| 21 Nov | 408.05 | 6.3 | 1.55 | 33.41 | 18 | 14 | 48 |
| 20 Nov | 408.10 | 4.75 | 0.00 | 28.23 | 11 | 10 | 34 |
| 19 Nov | 408.10 | 4.75 | -1.60 | 28.23 | 11 | 10 | 34 |
| 18 Nov | 404.70 | 6.35 | 0.00 | 30.19 | 32 | 22 | 22 |
| 14 Nov | 404.65 | 6.35 | 0.00 | 5.47 | 0 | 0 | 0 |
| 13 Nov | 399.35 | 6.35 | 0.00 | 4.62 | 0 | 0 | 0 |
| 11 Nov | 431.50 | 6.35 | 9.89 | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 385 expiring on 26DEC2024
Delta for 385 PE is -0.11
Historical price for 385 PE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 0.8, which was 0.35 higher than the previous day. The implied volatity was 29.37, the open interest changed by -11 which decreased total open position to 173
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 32.73, the open interest changed by -18 which decreased total open position to 188
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 33.82, the open interest changed by 50 which increased total open position to 208
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 34.73, the open interest changed by -3 which decreased total open position to 157
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 35.43, the open interest changed by -6 which decreased total open position to 159
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 0.45, which was 0.10 higher than the previous day. The implied volatity was 33.73, the open interest changed by 52 which increased total open position to 171
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 33.83, the open interest changed by -7 which decreased total open position to 117
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 34.84, the open interest changed by 3 which increased total open position to 125
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 34.88, the open interest changed by -9 which decreased total open position to 123
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 37.24, the open interest changed by 8 which increased total open position to 132
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 34.31, the open interest changed by -41 which decreased total open position to 126
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 32.74, the open interest changed by 7 which increased total open position to 168
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 1.15, which was 0.10 higher than the previous day. The implied volatity was 31.03, the open interest changed by -1 which decreased total open position to 165
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 1.05, which was -1.35 lower than the previous day. The implied volatity was 31.03, the open interest changed by 19 which increased total open position to 164
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 2.4, which was -0.80 lower than the previous day. The implied volatity was 31.38, the open interest changed by -5 which decreased total open position to 146
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 3.2, which was -0.45 lower than the previous day. The implied volatity was 31.72, the open interest changed by 12 which increased total open position to 157
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 3.65, which was 0.20 higher than the previous day. The implied volatity was 32.98, the open interest changed by 62 which increased total open position to 145
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 3.45, which was -1.85 lower than the previous day. The implied volatity was 33.27, the open interest changed by 14 which increased total open position to 70
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 5.3, which was 0.15 higher than the previous day. The implied volatity was 34.82, the open interest changed by 8 which increased total open position to 57
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 5.15, which was -0.40 lower than the previous day. The implied volatity was 34.50, the open interest changed by 5 which increased total open position to 52
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 5.55, which was -0.75 lower than the previous day. The implied volatity was 35.04, the open interest changed by 0 which decreased total open position to 47
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 6.3, which was 1.55 higher than the previous day. The implied volatity was 33.41, the open interest changed by 14 which increased total open position to 48
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 4.75, which was 0.00 lower than the previous day. The implied volatity was 28.23, the open interest changed by 10 which increased total open position to 34
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 4.75, which was -1.60 lower than the previous day. The implied volatity was 28.23, the open interest changed by 10 which increased total open position to 34
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 30.19, the open interest changed by 22 which increased total open position to 22
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 6.35, which was 0.00 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 6.35, which was 0.00 lower than the previous day. The implied volatity was 4.62, 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 6.35, which was lower than the previous day. The implied volatity was 9.89, the open interest changed by 0 which decreased total open position to 0
