TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
20 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 390 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 401.10 | 12.5 | -11.20 | - | 223 | 5 | 120 | |||
| 19 Dec | 412.60 | 23.7 | -2.40 | 26.52 | 29 | -1 | 114 | |||
| 18 Dec | 415.00 | 26.1 | -11.05 | - | 136 | 43 | 116 | |||
| 17 Dec | 420.90 | 37.15 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 16 Dec | 425.50 | 37.15 | 5.15 | 39.61 | 1 | 0 | 74 | |||
| 13 Dec | 428.45 | 32 | -16.75 | - | 2 | 0 | 72 | |||
| 12 Dec | 433.55 | 48.75 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 11 Dec | 434.80 | 48.75 | -2.25 | 50.04 | 3 | -1 | 72 | |||
| 10 Dec | 435.20 | 51 | 0.00 | 0.00 | 0 | 1 | 0 | |||
|
|
||||||||||
| 9 Dec | 440.75 | 51 | 2.40 | - | 2 | 0 | 72 | |||
| 6 Dec | 439.70 | 48.6 | 8.40 | - | 2 | 0 | 73 | |||
| 5 Dec | 430.85 | 40.2 | 2.00 | - | 11 | 3 | 73 | |||
| 4 Dec | 425.65 | 38.2 | -1.80 | 22.29 | 9 | 3 | 70 | |||
| 3 Dec | 428.55 | 40 | 7.50 | - | 12 | 6 | 68 | |||
| 2 Dec | 416.50 | 32.5 | 1.75 | 32.37 | 32 | 1 | 60 | |||
| 29 Nov | 414.15 | 30.75 | -1.45 | 29.15 | 27 | 8 | 59 | |||
| 28 Nov | 414.50 | 32.2 | -2.05 | 32.05 | 26 | 18 | 52 | |||
| 27 Nov | 417.65 | 34.25 | 6.05 | 31.09 | 8 | 4 | 34 | |||
| 26 Nov | 410.30 | 28.2 | -4.45 | 27.57 | 11 | 10 | 29 | |||
| 25 Nov | 412.35 | 32.65 | 0.15 | 36.88 | 1 | 1 | 19 | |||
| 22 Nov | 413.75 | 32.5 | 4.00 | 31.67 | 1 | 0 | 18 | |||
| 21 Nov | 408.05 | 28.5 | -0.15 | 31.08 | 17 | 11 | 18 | |||
| 20 Nov | 408.10 | 28.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 408.10 | 28.65 | 0.00 | 0.00 | 0 | 7 | 0 | |||
| 18 Nov | 404.70 | 28.65 | -70.75 | 35.44 | 12 | 6 | 6 | |||
| 14 Nov | 404.65 | 99.4 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 399.35 | 99.4 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.15 | 99.4 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 431.50 | 99.4 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 432.75 | 99.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 99.4 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 99.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 99.4 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 429.05 | 99.4 | 99.40 | - | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 440.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 437.70 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 390 expiring on 26DEC2024
Delta for 390 CE is -
Historical price for 390 CE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 12.5, which was -11.20 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 120
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 23.7, which was -2.40 lower than the previous day. The implied volatity was 26.52, the open interest changed by -1 which decreased total open position to 114
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 26.1, which was -11.05 lower than the previous day. The implied volatity was -, the open interest changed by 43 which increased total open position to 116
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 37.15, 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 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 37.15, which was 5.15 higher than the previous day. The implied volatity was 39.61, the open interest changed by 0 which decreased total open position to 74
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 32, which was -16.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 48.75, 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 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 48.75, which was -2.25 lower than the previous day. The implied volatity was 50.04, the open interest changed by -1 which decreased total open position to 72
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 51, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 51, which was 2.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 48.6, which was 8.40 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 40.2, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 73
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 38.2, which was -1.80 lower than the previous day. The implied volatity was 22.29, the open interest changed by 3 which increased total open position to 70
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 40, which was 7.50 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 68
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 32.5, which was 1.75 higher than the previous day. The implied volatity was 32.37, the open interest changed by 1 which increased total open position to 60
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 30.75, which was -1.45 lower than the previous day. The implied volatity was 29.15, the open interest changed by 8 which increased total open position to 59
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 32.2, which was -2.05 lower than the previous day. The implied volatity was 32.05, the open interest changed by 18 which increased total open position to 52
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 34.25, which was 6.05 higher than the previous day. The implied volatity was 31.09, the open interest changed by 4 which increased total open position to 34
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 28.2, which was -4.45 lower than the previous day. The implied volatity was 27.57, the open interest changed by 10 which increased total open position to 29
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 32.65, which was 0.15 higher than the previous day. The implied volatity was 36.88, the open interest changed by 1 which increased total open position to 19
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 32.5, which was 4.00 higher than the previous day. The implied volatity was 31.67, the open interest changed by 0 which decreased total open position to 18
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 28.5, which was -0.15 lower than the previous day. The implied volatity was 31.08, the open interest changed by 11 which increased total open position to 18
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 28.65, 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 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 28.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 28.65, which was -70.75 lower than the previous day. The implied volatity was 35.44, the open interest changed by 6 which increased total open position to 6
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 99.4, 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 99.4, 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 Nov TATAPOWER was trading at 414.15. The strike last trading price was 99.4, 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 99.4, 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 99.4, 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 99.4, 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 99.4, 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 99.4, 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 99.4, which was 99.40 higher 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 0, 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 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 23 Oct TATAPOWER was trading at 437.70. 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 26DEC2024 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 0.13
Theta: -0.29
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 401.10 | 1.35 | 0.75 | 27.76 | 3,790 | 40 | 884 |
| 19 Dec | 412.60 | 0.6 | -0.10 | 29.91 | 1,665 | -77 | 846 |
| 18 Dec | 415.00 | 0.7 | 0.10 | 31.77 | 1,253 | 96 | 930 |
| 17 Dec | 420.90 | 0.6 | 0.10 | 32.65 | 629 | 28 | 835 |
| 16 Dec | 425.50 | 0.5 | -0.05 | 33.18 | 337 | 5 | 819 |
| 13 Dec | 428.45 | 0.55 | 0.10 | 31.71 | 956 | -61 | 815 |
| 12 Dec | 433.55 | 0.45 | -0.05 | 32.30 | 260 | -4 | 877 |
| 11 Dec | 434.80 | 0.5 | -0.15 | 32.50 | 222 | -20 | 881 |
| 10 Dec | 435.20 | 0.65 | 0.10 | 33.66 | 297 | -40 | 897 |
| 9 Dec | 440.75 | 0.55 | -0.15 | 34.39 | 644 | 47 | 937 |
| 6 Dec | 439.70 | 0.7 | -0.35 | 32.65 | 1,154 | -25 | 889 |
| 5 Dec | 430.85 | 1.05 | -0.45 | 31.90 | 1,103 | 44 | 909 |
| 4 Dec | 425.65 | 1.5 | 0.10 | 30.16 | 692 | 3 | 869 |
| 3 Dec | 428.55 | 1.4 | -1.65 | 30.39 | 1,259 | -93 | 866 |
| 2 Dec | 416.50 | 3.05 | -0.90 | 30.57 | 1,421 | 100 | 958 |
| 29 Nov | 414.15 | 3.95 | -0.55 | 30.86 | 1,392 | 73 | 859 |
| 28 Nov | 414.50 | 4.5 | 0.30 | 32.30 | 1,212 | 233 | 786 |
| 27 Nov | 417.65 | 4.2 | -1.80 | 32.47 | 705 | 182 | 553 |
| 26 Nov | 410.30 | 6 | -0.40 | 33.15 | 433 | 98 | 376 |
| 25 Nov | 412.35 | 6.4 | 0.15 | 34.40 | 397 | 32 | 279 |
| 22 Nov | 413.75 | 6.25 | -1.95 | 33.52 | 205 | 11 | 258 |
| 21 Nov | 408.05 | 8.2 | 0.35 | 34.44 | 175 | 12 | 246 |
| 20 Nov | 408.10 | 7.85 | 0.00 | 32.34 | 230 | 63 | 233 |
| 19 Nov | 408.10 | 7.85 | -0.90 | 32.34 | 230 | 62 | 233 |
| 18 Nov | 404.70 | 8.75 | -0.30 | 32.08 | 116 | 10 | 170 |
| 14 Nov | 404.65 | 9.05 | -0.90 | 32.01 | 125 | 46 | 160 |
| 13 Nov | 399.35 | 9.95 | 3.70 | 30.95 | 151 | 22 | 114 |
| 12 Nov | 414.15 | 6.25 | 2.65 | 29.93 | 39 | 17 | 91 |
| 11 Nov | 431.50 | 3.6 | -0.20 | 31.62 | 23 | 14 | 73 |
| 8 Nov | 432.75 | 3.8 | 0.80 | 30.77 | 28 | 18 | 58 |
| 7 Nov | 444.90 | 3 | 0.30 | 33.54 | 51 | 7 | 34 |
| 6 Nov | 449.30 | 2.7 | -4.30 | 34.29 | 127 | 12 | 27 |
| 5 Nov | 434.10 | 7 | 1.15 | 39.49 | 2 | 0 | 13 |
| 4 Nov | 429.05 | 5.85 | 1.15 | 34.15 | 12 | 7 | 12 |
| 1 Nov | 445.45 | 4.7 | 0.45 | 36.93 | 2 | 1 | 4 |
| 31 Oct | 440.05 | 4.25 | 4.25 | - | 4 | 1 | 2 |
| 23 Oct | 437.70 | 0 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 390 expiring on 26DEC2024
Delta for 390 PE is -0.17
Historical price for 390 PE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 1.35, which was 0.75 higher than the previous day. The implied volatity was 27.76, the open interest changed by 40 which increased total open position to 884
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 29.91, the open interest changed by -77 which decreased total open position to 846
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 31.77, the open interest changed by 96 which increased total open position to 930
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 0.6, which was 0.10 higher than the previous day. The implied volatity was 32.65, the open interest changed by 28 which increased total open position to 835
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 33.18, the open interest changed by 5 which increased total open position to 819
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 0.55, which was 0.10 higher than the previous day. The implied volatity was 31.71, the open interest changed by -61 which decreased total open position to 815
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 32.30, the open interest changed by -4 which decreased total open position to 877
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 32.50, the open interest changed by -20 which decreased total open position to 881
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 0.65, which was 0.10 higher than the previous day. The implied volatity was 33.66, the open interest changed by -40 which decreased total open position to 897
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 34.39, the open interest changed by 47 which increased total open position to 937
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 32.65, the open interest changed by -25 which decreased total open position to 889
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 31.90, the open interest changed by 44 which increased total open position to 909
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 1.5, which was 0.10 higher than the previous day. The implied volatity was 30.16, the open interest changed by 3 which increased total open position to 869
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 1.4, which was -1.65 lower than the previous day. The implied volatity was 30.39, the open interest changed by -93 which decreased total open position to 866
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 3.05, which was -0.90 lower than the previous day. The implied volatity was 30.57, the open interest changed by 100 which increased total open position to 958
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 3.95, which was -0.55 lower than the previous day. The implied volatity was 30.86, the open interest changed by 73 which increased total open position to 859
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 4.5, which was 0.30 higher than the previous day. The implied volatity was 32.30, the open interest changed by 233 which increased total open position to 786
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 4.2, which was -1.80 lower than the previous day. The implied volatity was 32.47, the open interest changed by 182 which increased total open position to 553
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 6, which was -0.40 lower than the previous day. The implied volatity was 33.15, the open interest changed by 98 which increased total open position to 376
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 6.4, which was 0.15 higher than the previous day. The implied volatity was 34.40, the open interest changed by 32 which increased total open position to 279
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 6.25, which was -1.95 lower than the previous day. The implied volatity was 33.52, the open interest changed by 11 which increased total open position to 258
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 8.2, which was 0.35 higher than the previous day. The implied volatity was 34.44, the open interest changed by 12 which increased total open position to 246
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 7.85, which was 0.00 lower than the previous day. The implied volatity was 32.34, the open interest changed by 63 which increased total open position to 233
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 7.85, which was -0.90 lower than the previous day. The implied volatity was 32.34, the open interest changed by 62 which increased total open position to 233
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 8.75, which was -0.30 lower than the previous day. The implied volatity was 32.08, the open interest changed by 10 which increased total open position to 170
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 9.05, which was -0.90 lower than the previous day. The implied volatity was 32.01, the open interest changed by 46 which increased total open position to 160
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 9.95, which was 3.70 higher than the previous day. The implied volatity was 30.95, the open interest changed by 22 which increased total open position to 114
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 6.25, which was 2.65 higher than the previous day. The implied volatity was 29.93, the open interest changed by 17 which increased total open position to 91
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 3.6, which was -0.20 lower than the previous day. The implied volatity was 31.62, the open interest changed by 14 which increased total open position to 73
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 3.8, which was 0.80 higher than the previous day. The implied volatity was 30.77, the open interest changed by 18 which increased total open position to 58
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 3, which was 0.30 higher than the previous day. The implied volatity was 33.54, the open interest changed by 7 which increased total open position to 34
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 2.7, which was -4.30 lower than the previous day. The implied volatity was 34.29, the open interest changed by 12 which increased total open position to 27
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 7, which was 1.15 higher than the previous day. The implied volatity was 39.49, the open interest changed by 0 which decreased total open position to 13
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 5.85, which was 1.15 higher than the previous day. The implied volatity was 34.15, the open interest changed by 7 which increased total open position to 12
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 4.7, which was 0.45 higher than the previous day. The implied volatity was 36.93, the open interest changed by 1 which increased total open position to 4
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 4.25, which was 4.25 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
