TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
21 Nov 2024 04:11 PM IST
| TATAPOWER 28NOV2024 395 CE | ||||||||||
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Delta: 0.75
Vega: 0.18
Theta: -0.55
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 408.05 | 16.9 | 1.00 | 37.30 | 510 | 16 | 175 | |||
| 20 Nov | 408.10 | 15.9 | 0.00 | 30.12 | 253 | -12 | 158 | |||
| 19 Nov | 408.10 | 15.9 | 1.20 | 30.12 | 253 | -13 | 158 | |||
| 18 Nov | 404.70 | 14.7 | -1.35 | 31.74 | 623 | 26 | 174 | |||
| 14 Nov | 404.65 | 16.05 | 2.55 | 28.88 | 1,222 | -30 | 146 | |||
| 13 Nov | 399.35 | 13.5 | -9.05 | 28.20 | 553 | 159 | 175 | |||
| 12 Nov | 414.15 | 22.55 | -17.70 | 28.64 | 40 | 8 | 14 | |||
| 11 Nov | 431.50 | 40.25 | -8.15 | 36.13 | 1 | 0 | 7 | |||
| 8 Nov | 432.75 | 48.4 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 48.4 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 6 Nov | 449.30 | 48.4 | 9.45 | - | 1 | 0 | 6 | |||
| 5 Nov | 434.10 | 38.95 | -4.70 | - | 3 | 0 | 6 | |||
| 4 Nov | 429.05 | 43.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 43.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 440.05 | 43.65 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 427.00 | 43.65 | 6.85 | - | 3 | 1 | 7 | |||
| 29 Oct | 425.40 | 36.8 | -53.50 | - | 7 | 5 | 5 | |||
| 28 Oct | 425.70 | 90.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 422.10 | 90.3 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 438.00 | 90.3 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 437.70 | 90.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 435.85 | 90.3 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 453.80 | 90.3 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 453.55 | 90.3 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 450.20 | 90.3 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 460.45 | 90.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 463.50 | 90.3 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 395 expiring on 28NOV2024
Delta for 395 CE is 0.75
Historical price for 395 CE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 16.9, which was 1.00 higher than the previous day. The implied volatity was 37.30, the open interest changed by 16 which increased total open position to 175
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 15.9, which was 0.00 lower than the previous day. The implied volatity was 30.12, the open interest changed by -12 which decreased total open position to 158
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 15.9, which was 1.20 higher than the previous day. The implied volatity was 30.12, the open interest changed by -13 which decreased total open position to 158
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 14.7, which was -1.35 lower than the previous day. The implied volatity was 31.74, the open interest changed by 26 which increased total open position to 174
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 16.05, which was 2.55 higher than the previous day. The implied volatity was 28.88, the open interest changed by -30 which decreased total open position to 146
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 13.5, which was -9.05 lower than the previous day. The implied volatity was 28.20, the open interest changed by 159 which increased total open position to 175
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 22.55, which was -17.70 lower than the previous day. The implied volatity was 28.64, the open interest changed by 8 which increased total open position to 14
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 40.25, which was -8.15 lower than the previous day. The implied volatity was 36.13, the open interest changed by 0 which decreased total open position to 7
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 48.4, 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 48.4, 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 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 48.4, which was 9.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 38.95, which was -4.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 43.65, 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 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 43.65, 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 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 43.65, 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 43.65, which was 6.85 higher 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 36.8, which was -53.50 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 90.3, 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 90.3, 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 90.3, 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 90.3, 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 90.3, 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 90.3, 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 90.3, 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 90.3, 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 90.3, 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 90.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAPOWER 28NOV2024 395 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.25
Vega: 0.18
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 408.05 | 3.35 | -0.50 | 38.45 | 3,539 | 20 | 581 |
| 20 Nov | 408.10 | 3.85 | 0.00 | 35.61 | 2,050 | -8 | 560 |
| 19 Nov | 408.10 | 3.85 | -0.50 | 35.61 | 2,050 | -9 | 560 |
| 18 Nov | 404.70 | 4.35 | -0.35 | 32.48 | 2,400 | 83 | 570 |
| 14 Nov | 404.65 | 4.7 | -2.10 | 30.20 | 3,254 | -104 | 486 |
| 13 Nov | 399.35 | 6.8 | 2.95 | 31.81 | 3,619 | 284 | 602 |
| 12 Nov | 414.15 | 3.85 | 2.35 | 32.73 | 1,407 | 66 | 321 |
| 11 Nov | 431.50 | 1.5 | -0.65 | 34.24 | 479 | 28 | 254 |
| 8 Nov | 432.75 | 2.15 | 0.75 | 34.42 | 334 | -10 | 227 |
| 7 Nov | 444.90 | 1.4 | 0.25 | 37.40 | 152 | 14 | 239 |
| 6 Nov | 449.30 | 1.15 | -1.55 | 37.50 | 593 | 53 | 229 |
| 5 Nov | 434.10 | 2.7 | -0.95 | 37.00 | 676 | 24 | 178 |
| 4 Nov | 429.05 | 3.65 | 1.50 | 36.74 | 353 | 60 | 160 |
| 1 Nov | 445.45 | 2.15 | -0.40 | 37.24 | 34 | 2 | 100 |
| 31 Oct | 440.05 | 2.55 | -3.30 | - | 524 | 15 | 100 |
| 30 Oct | 427.00 | 5.85 | -0.55 | - | 173 | 66 | 86 |
| 29 Oct | 425.40 | 6.4 | -0.05 | - | 8 | 5 | 19 |
| 28 Oct | 425.70 | 6.45 | -1.25 | - | 22 | 12 | 15 |
| 25 Oct | 422.10 | 7.7 | 3.40 | - | 9 | 3 | 3 |
| 24 Oct | 438.00 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 437.70 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 435.85 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 453.80 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 453.55 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 450.20 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 460.45 | 4.3 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 463.50 | 4.3 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 395 expiring on 28NOV2024
Delta for 395 PE is -0.25
Historical price for 395 PE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 3.35, which was -0.50 lower than the previous day. The implied volatity was 38.45, the open interest changed by 20 which increased total open position to 581
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 3.85, which was 0.00 lower than the previous day. The implied volatity was 35.61, the open interest changed by -8 which decreased total open position to 560
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 3.85, which was -0.50 lower than the previous day. The implied volatity was 35.61, the open interest changed by -9 which decreased total open position to 560
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 4.35, which was -0.35 lower than the previous day. The implied volatity was 32.48, the open interest changed by 83 which increased total open position to 570
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 4.7, which was -2.10 lower than the previous day. The implied volatity was 30.20, the open interest changed by -104 which decreased total open position to 486
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 6.8, which was 2.95 higher than the previous day. The implied volatity was 31.81, the open interest changed by 284 which increased total open position to 602
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 3.85, which was 2.35 higher than the previous day. The implied volatity was 32.73, the open interest changed by 66 which increased total open position to 321
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 1.5, which was -0.65 lower than the previous day. The implied volatity was 34.24, the open interest changed by 28 which increased total open position to 254
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 2.15, which was 0.75 higher than the previous day. The implied volatity was 34.42, the open interest changed by -10 which decreased total open position to 227
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 1.4, which was 0.25 higher than the previous day. The implied volatity was 37.40, the open interest changed by 14 which increased total open position to 239
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 1.15, which was -1.55 lower than the previous day. The implied volatity was 37.50, the open interest changed by 53 which increased total open position to 229
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 2.7, which was -0.95 lower than the previous day. The implied volatity was 37.00, the open interest changed by 24 which increased total open position to 178
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 3.65, which was 1.50 higher than the previous day. The implied volatity was 36.74, the open interest changed by 60 which increased total open position to 160
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 2.15, which was -0.40 lower than the previous day. The implied volatity was 37.24, the open interest changed by 2 which increased total open position to 100
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 2.55, which was -3.30 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 5.85, which was -0.55 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 6.4, which was -0.05 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 6.45, which was -1.25 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 7.7, which was 3.40 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 4.3, 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 4.3, 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 4.3, 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 4.3, 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 4.3, 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 4.3, 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 4.3, 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 4.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
