TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
21 Nov 2024 04:11 PM IST
| TATAPOWER 28NOV2024 385 CE | ||||||||||
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Delta: 0.85
Vega: 0.13
Theta: -0.50
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 408.05 | 25.75 | 0.25 | 43.55 | 54 | 0 | 44 | |||
| 20 Nov | 408.10 | 25.5 | 0.00 | 40.00 | 16 | -1 | 43 | |||
| 19 Nov | 408.10 | 25.5 | 2.45 | 40.00 | 16 | -2 | 43 | |||
| 18 Nov | 404.70 | 23.05 | -0.60 | 36.17 | 47 | -7 | 46 | |||
| 14 Nov | 404.65 | 23.65 | 3.20 | 28.97 | 64 | 16 | 54 | |||
| 13 Nov | 399.35 | 20.45 | -10.65 | 27.95 | 80 | 34 | 38 | |||
| 12 Nov | 414.15 | 31.1 | -67.85 | 29.87 | 9 | 3 | 3 | |||
| 11 Nov | 431.50 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 432.75 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 429.05 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 440.05 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 427.00 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 425.40 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 425.70 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 422.10 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 438.00 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 437.70 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 435.85 | 98.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 453.55 | 98.95 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 385 expiring on 28NOV2024
Delta for 385 CE is 0.85
Historical price for 385 CE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 25.75, which was 0.25 higher than the previous day. The implied volatity was 43.55, the open interest changed by 0 which decreased total open position to 44
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 25.5, which was 0.00 lower than the previous day. The implied volatity was 40.00, the open interest changed by -1 which decreased total open position to 43
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 25.5, which was 2.45 higher than the previous day. The implied volatity was 40.00, the open interest changed by -2 which decreased total open position to 43
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 23.05, which was -0.60 lower than the previous day. The implied volatity was 36.17, the open interest changed by -7 which decreased total open position to 46
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 23.65, which was 3.20 higher than the previous day. The implied volatity was 28.97, the open interest changed by 16 which increased total open position to 54
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 20.45, which was -10.65 lower than the previous day. The implied volatity was 27.95, the open interest changed by 34 which increased total open position to 38
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 31.1, which was -67.85 lower than the previous day. The implied volatity was 29.87, the open interest changed by 3 which increased total open position to 3
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 98.95, 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 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 98.95, 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 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 98.95, 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 Nov TATAPOWER was trading at 449.30. The strike last trading price was 98.95, 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 Nov TATAPOWER was trading at 434.10. The strike last trading price was 98.95, 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 98.95, 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 98.95, 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 98.95, 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 98.95, 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 98.95, 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 98.95, 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 98.95, 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 98.95, 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 98.95, 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 98.95, 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 98.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAPOWER 28NOV2024 385 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 0.13
Theta: -0.38
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 408.05 | 1.9 | -0.20 | 42.70 | 1,886 | -38 | 455 |
| 20 Nov | 408.10 | 2.1 | 0.00 | 38.40 | 1,793 | -4 | 497 |
| 19 Nov | 408.10 | 2.1 | -0.35 | 38.40 | 1,793 | 0 | 497 |
| 18 Nov | 404.70 | 2.45 | -0.20 | 35.91 | 1,218 | -9 | 497 |
| 14 Nov | 404.65 | 2.65 | -1.25 | 32.30 | 2,026 | 170 | 505 |
| 13 Nov | 399.35 | 3.9 | 1.75 | 32.98 | 2,731 | 197 | 342 |
| 12 Nov | 414.15 | 2.15 | 1.25 | 33.99 | 301 | 63 | 154 |
| 11 Nov | 431.50 | 0.9 | -0.40 | 36.34 | 23 | -6 | 91 |
| 8 Nov | 432.75 | 1.3 | 0.40 | 35.98 | 274 | -5 | 92 |
| 7 Nov | 444.90 | 0.9 | 0.05 | 39.20 | 28 | 8 | 99 |
| 6 Nov | 449.30 | 0.85 | -0.95 | 40.31 | 48 | 5 | 93 |
| 5 Nov | 434.10 | 1.8 | -0.65 | 38.68 | 54 | -23 | 86 |
| 4 Nov | 429.05 | 2.45 | 1.00 | 38.35 | 225 | 33 | 109 |
| 1 Nov | 445.45 | 1.45 | -0.40 | 38.77 | 16 | 9 | 74 |
| 31 Oct | 440.05 | 1.85 | -2.50 | - | 289 | 24 | 55 |
| 30 Oct | 427.00 | 4.35 | -0.30 | - | 112 | -8 | 31 |
| 29 Oct | 425.40 | 4.65 | 0.25 | - | 28 | 11 | 38 |
| 28 Oct | 425.70 | 4.4 | -1.00 | - | 35 | 24 | 28 |
| 25 Oct | 422.10 | 5.4 | 2.30 | - | 6 | 4 | 4 |
| 24 Oct | 438.00 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 437.70 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 435.85 | 3.1 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 453.55 | 3.1 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 385 expiring on 28NOV2024
Delta for 385 PE is -0.15
Historical price for 385 PE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 1.9, which was -0.20 lower than the previous day. The implied volatity was 42.70, the open interest changed by -38 which decreased total open position to 455
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 2.1, which was 0.00 lower than the previous day. The implied volatity was 38.40, the open interest changed by -4 which decreased total open position to 497
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was 38.40, the open interest changed by 0 which decreased total open position to 497
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 2.45, which was -0.20 lower than the previous day. The implied volatity was 35.91, the open interest changed by -9 which decreased total open position to 497
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 2.65, which was -1.25 lower than the previous day. The implied volatity was 32.30, the open interest changed by 170 which increased total open position to 505
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 3.9, which was 1.75 higher than the previous day. The implied volatity was 32.98, the open interest changed by 197 which increased total open position to 342
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 2.15, which was 1.25 higher than the previous day. The implied volatity was 33.99, the open interest changed by 63 which increased total open position to 154
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 0.9, which was -0.40 lower than the previous day. The implied volatity was 36.34, the open interest changed by -6 which decreased total open position to 91
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 1.3, which was 0.40 higher than the previous day. The implied volatity was 35.98, the open interest changed by -5 which decreased total open position to 92
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 0.9, which was 0.05 higher than the previous day. The implied volatity was 39.20, the open interest changed by 8 which increased total open position to 99
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 0.85, which was -0.95 lower than the previous day. The implied volatity was 40.31, the open interest changed by 5 which increased total open position to 93
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 1.8, which was -0.65 lower than the previous day. The implied volatity was 38.68, the open interest changed by -23 which decreased total open position to 86
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 2.45, which was 1.00 higher than the previous day. The implied volatity was 38.35, the open interest changed by 33 which increased total open position to 109
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 1.45, which was -0.40 lower than the previous day. The implied volatity was 38.77, the open interest changed by 9 which increased total open position to 74
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 1.85, which was -2.50 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 4.35, which was -0.30 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 4.65, which was 0.25 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 4.4, which was -1.00 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 5.4, which was 2.30 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 3.1, 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 3.1, 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 3.1, 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 3.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
