TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
21 Nov 2024 04:11 PM IST
| TATAPOWER 28NOV2024 390 CE | ||||||||||
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Delta: 0.82
Vega: 0.15
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 408.05 | 20.8 | 1.05 | 37.48 | 435 | 22 | 633 | |||
| 20 Nov | 408.10 | 19.75 | 0.00 | 29.56 | 155 | -11 | 611 | |||
| 19 Nov | 408.10 | 19.75 | 1.00 | 29.56 | 155 | -11 | 611 | |||
| 18 Nov | 404.70 | 18.75 | -0.80 | 34.64 | 345 | 14 | 622 | |||
| 14 Nov | 404.65 | 19.55 | 2.90 | 28.38 | 699 | -1 | 606 | |||
| 13 Nov | 399.35 | 16.65 | -10.15 | 27.60 | 920 | 579 | 610 | |||
| 12 Nov | 414.15 | 26.8 | -17.45 | 29.64 | 31 | 7 | 32 | |||
| 11 Nov | 431.50 | 44.25 | 1.05 | 32.67 | 1 | 0 | 24 | |||
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| 8 Nov | 432.75 | 43.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 43.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 43.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 43.2 | -0.35 | - | 1 | 0 | 24 | |||
| 4 Nov | 429.05 | 43.55 | -13.60 | 35.62 | 25 | 7 | 23 | |||
| 1 Nov | 445.45 | 57.15 | 0.00 | 0.00 | 0 | 13 | 0 | |||
| 31 Oct | 440.05 | 57.15 | 11.05 | - | 18 | 10 | 13 | |||
| 30 Oct | 427.00 | 46.1 | -16.40 | - | 4 | 2 | 2 | |||
| 29 Oct | 425.40 | 62.5 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 425.70 | 62.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 422.10 | 62.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 438.00 | 62.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 437.70 | 62.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 435.85 | 62.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 453.80 | 62.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 453.55 | 62.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 450.20 | 62.5 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 460.45 | 62.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 463.50 | 62.5 | 62.50 | - | 0 | 0 | 0 | |||
| 19 Sept | 439.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 439.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 435.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 417.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 417.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 420.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 420.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 433.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 433.20 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 390 expiring on 28NOV2024
Delta for 390 CE is 0.82
Historical price for 390 CE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 20.8, which was 1.05 higher than the previous day. The implied volatity was 37.48, the open interest changed by 22 which increased total open position to 633
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 19.75, which was 0.00 lower than the previous day. The implied volatity was 29.56, the open interest changed by -11 which decreased total open position to 611
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 19.75, which was 1.00 higher than the previous day. The implied volatity was 29.56, the open interest changed by -11 which decreased total open position to 611
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 18.75, which was -0.80 lower than the previous day. The implied volatity was 34.64, the open interest changed by 14 which increased total open position to 622
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 19.55, which was 2.90 higher than the previous day. The implied volatity was 28.38, the open interest changed by -1 which decreased total open position to 606
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 16.65, which was -10.15 lower than the previous day. The implied volatity was 27.60, the open interest changed by 579 which increased total open position to 610
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 26.8, which was -17.45 lower than the previous day. The implied volatity was 29.64, the open interest changed by 7 which increased total open position to 32
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 44.25, which was 1.05 higher than the previous day. The implied volatity was 32.67, the open interest changed by 0 which decreased total open position to 24
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 43.2, 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 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 43.2, 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 Nov TATAPOWER was trading at 449.30. The strike last trading price was 43.2, 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 Nov TATAPOWER was trading at 434.10. The strike last trading price was 43.2, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 43.55, which was -13.60 lower than the previous day. The implied volatity was 35.62, the open interest changed by 7 which increased total open position to 23
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 57.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 57.15, which was 11.05 higher 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 46.1, which was -16.40 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 62.5, 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 62.5, 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 62.5, 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 62.5, 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 62.5, 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 62.5, 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 21 Oct TATAPOWER was trading at 453.80. The strike last trading price was 62.5, 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 62.5, 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 17 Oct TATAPOWER was trading at 450.20. The strike last trading price was 62.5, 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 16 Oct TATAPOWER was trading at 460.45. The strike last trading price was 62.5, 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 15 Oct TATAPOWER was trading at 463.50. The strike last trading price was 62.5, which was 62.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept TATAPOWER was trading at 439.60. The strike last trading price was 0, 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 12 Sept TATAPOWER was trading at 439.90. The strike last trading price was 0, 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 11 Sept TATAPOWER was trading at 435.65. The strike last trading price was 0, 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 9 Sept TATAPOWER was trading at 417.85. The strike last trading price was 0, 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 6 Sept TATAPOWER was trading at 417.00. The strike last trading price was 0, 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 5 Sept TATAPOWER was trading at 420.90. The strike last trading price was 0, 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 4 Sept TATAPOWER was trading at 420.90. The strike last trading price was 0, 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 3 Sept TATAPOWER was trading at 433.95. The strike last trading price was 0, 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 2 Sept TATAPOWER was trading at 433.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAPOWER 28NOV2024 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 0.15
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 408.05 | 2.45 | -0.25 | 40.13 | 5,931 | 92 | 1,282 |
| 20 Nov | 408.10 | 2.7 | 0.00 | 36.17 | 2,989 | -83 | 1,198 |
| 19 Nov | 408.10 | 2.7 | -0.45 | 36.17 | 2,989 | -75 | 1,198 |
| 18 Nov | 404.70 | 3.15 | -0.40 | 33.51 | 3,731 | 74 | 1,278 |
| 14 Nov | 404.65 | 3.55 | -1.65 | 31.28 | 3,647 | 32 | 1,207 |
| 13 Nov | 399.35 | 5.2 | 2.35 | 32.48 | 4,730 | 528 | 1,179 |
| 12 Nov | 414.15 | 2.85 | 1.65 | 33.16 | 1,079 | 108 | 657 |
| 11 Nov | 431.50 | 1.2 | -0.50 | 35.57 | 351 | -11 | 555 |
| 8 Nov | 432.75 | 1.7 | 0.55 | 35.34 | 798 | 74 | 576 |
| 7 Nov | 444.90 | 1.15 | 0.20 | 38.51 | 667 | 54 | 505 |
| 6 Nov | 449.30 | 0.95 | -1.20 | 38.58 | 648 | 72 | 459 |
| 5 Nov | 434.10 | 2.15 | -0.85 | 37.51 | 543 | 28 | 382 |
| 4 Nov | 429.05 | 3 | 1.15 | 37.56 | 671 | 23 | 355 |
| 1 Nov | 445.45 | 1.85 | -0.35 | 38.45 | 71 | -3 | 334 |
| 31 Oct | 440.05 | 2.2 | -2.90 | - | 1,138 | 34 | 336 |
| 30 Oct | 427.00 | 5.1 | -0.40 | - | 585 | 158 | 301 |
| 29 Oct | 425.40 | 5.5 | 0.30 | - | 143 | 55 | 140 |
| 28 Oct | 425.70 | 5.2 | -1.15 | - | 62 | 30 | 85 |
| 25 Oct | 422.10 | 6.35 | 2.65 | - | 137 | 6 | 55 |
| 24 Oct | 438.00 | 3.7 | -0.35 | - | 31 | 5 | 49 |
| 23 Oct | 437.70 | 4.05 | -0.25 | - | 39 | -8 | 43 |
| 22 Oct | 435.85 | 4.3 | 1.95 | - | 69 | 7 | 50 |
| 21 Oct | 453.80 | 2.35 | 0.75 | - | 44 | 22 | 43 |
| 18 Oct | 453.55 | 1.6 | -0.50 | - | 20 | 7 | 22 |
| 17 Oct | 450.20 | 2.1 | 0.50 | - | 9 | 4 | 16 |
| 16 Oct | 460.45 | 1.6 | 0.10 | - | 32 | -4 | 12 |
| 15 Oct | 463.50 | 1.5 | -13.10 | - | 26 | 6 | 16 |
| 19 Sept | 439.60 | 14.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 439.90 | 14.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 435.65 | 14.6 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 417.85 | 14.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 417.00 | 14.6 | 14.60 | - | 0 | 0 | 0 |
| 5 Sept | 420.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 420.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 433.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 433.20 | 0 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 390 expiring on 28NOV2024
Delta for 390 PE is -0.19
Historical price for 390 PE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 40.13, the open interest changed by 92 which increased total open position to 1282
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 36.17, the open interest changed by -83 which decreased total open position to 1198
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 2.7, which was -0.45 lower than the previous day. The implied volatity was 36.17, the open interest changed by -75 which decreased total open position to 1198
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 3.15, which was -0.40 lower than the previous day. The implied volatity was 33.51, the open interest changed by 74 which increased total open position to 1278
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 3.55, which was -1.65 lower than the previous day. The implied volatity was 31.28, the open interest changed by 32 which increased total open position to 1207
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 5.2, which was 2.35 higher than the previous day. The implied volatity was 32.48, the open interest changed by 528 which increased total open position to 1179
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 2.85, which was 1.65 higher than the previous day. The implied volatity was 33.16, the open interest changed by 108 which increased total open position to 657
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 1.2, which was -0.50 lower than the previous day. The implied volatity was 35.57, the open interest changed by -11 which decreased total open position to 555
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 1.7, which was 0.55 higher than the previous day. The implied volatity was 35.34, the open interest changed by 74 which increased total open position to 576
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 1.15, which was 0.20 higher than the previous day. The implied volatity was 38.51, the open interest changed by 54 which increased total open position to 505
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 0.95, which was -1.20 lower than the previous day. The implied volatity was 38.58, the open interest changed by 72 which increased total open position to 459
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 2.15, which was -0.85 lower than the previous day. The implied volatity was 37.51, the open interest changed by 28 which increased total open position to 382
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 3, which was 1.15 higher than the previous day. The implied volatity was 37.56, the open interest changed by 23 which increased total open position to 355
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 1.85, which was -0.35 lower than the previous day. The implied volatity was 38.45, the open interest changed by -3 which decreased total open position to 334
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 2.2, which was -2.90 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 5.1, which was -0.40 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 5.5, which was 0.30 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 5.2, which was -1.15 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 6.35, which was 2.65 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 3.7, which was -0.35 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 4.05, which was -0.25 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 4.3, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct TATAPOWER was trading at 453.80. The strike last trading price was 2.35, which was 0.75 higher 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 1.6, which was -0.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct TATAPOWER was trading at 450.20. The strike last trading price was 2.1, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct TATAPOWER was trading at 460.45. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct TATAPOWER was trading at 463.50. The strike last trading price was 1.5, which was -13.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept TATAPOWER was trading at 439.60. The strike last trading price was 14.6, 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 12 Sept TATAPOWER was trading at 439.90. The strike last trading price was 14.6, 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 11 Sept TATAPOWER was trading at 435.65. The strike last trading price was 14.6, 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 9 Sept TATAPOWER was trading at 417.85. The strike last trading price was 14.6, 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 6 Sept TATAPOWER was trading at 417.00. The strike last trading price was 14.6, which was 14.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept TATAPOWER was trading at 420.90. The strike last trading price was 0, 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 4 Sept TATAPOWER was trading at 420.90. The strike last trading price was 0, 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 3 Sept TATAPOWER was trading at 433.95. The strike last trading price was 0, 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 2 Sept TATAPOWER was trading at 433.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
