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[--[65.84.65.76]--]
TATAPOWER
Tata Power Co Ltd

404.65 5.30 (1.33%)

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Historical option data for TATAPOWER

14 Nov 2024 04:11 PM IST
TATAPOWER 28NOV2024 385 CE
Delta: 0.84
Vega: 0.19
Theta: -0.29
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 0.84

Historical price for 385 CE is as follows

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
Delta: -0.18
Vega: 0.21
Theta: -0.22
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
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 -0.18

Historical price for 385 PE is as follows

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