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TATAPOWER
Tata Power Co Ltd

363.4 0.65 (0.18%)

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Historical option data for TATAPOWER

24 Jan 2025 04:11 PM IST
TATAPOWER 30JAN2025 395 CE
Delta: 0.05
Vega: 0.05
Theta: -0.17
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 363.40 0.4 0 39.32 1,067 61 1,123
23 Jan 362.75 0.35 -0.15 35.83 379 -88 1,062
22 Jan 358.85 0.5 -0.35 39.02 1,211 -183 1,152
21 Jan 365.90 0.85 -1.10 34.33 1,545 -80 1,339
20 Jan 374.45 1.95 -0.15 32.86 924 74 1,420
17 Jan 373.60 2.1 0.05 30.11 1,140 -28 1,349
16 Jan 368.90 2.05 0.25 32.87 810 30 1,379
15 Jan 365.45 1.8 0.50 33.76 2,288 194 1,345
14 Jan 356.95 1.3 0.65 34.93 1,120 -103 1,165
13 Jan 339.95 0.65 -0.55 41.03 1,182 -16 1,267
10 Jan 356.35 1.2 -1.00 31.76 1,650 -229 1,277
9 Jan 367.15 2.2 -1.55 28.36 1,486 194 1,522
8 Jan 374.05 3.75 -1.70 28.41 1,870 131 1,334
7 Jan 378.75 5.45 -0.45 28.42 1,404 28 1,203
6 Jan 378.65 5.9 -7.70 28.82 3,794 523 1,189
3 Jan 396.65 13.6 0.60 25.91 1,456 53 667
2 Jan 395.50 13 1.30 25.11 2,277 -9 610
1 Jan 392.35 11.7 -0.25 26.17 1,334 -27 629
31 Dec 392.40 11.95 -0.55 25.82 2,490 165 663
30 Dec 389.75 12.5 -3.60 26.26 1,208 229 507
27 Dec 399.00 16.1 -5.95 23.89 328 95 197
26 Dec 404.30 22.05 5.45 24.64 359 -9 103
24 Dec 399.40 16.6 -2.55 23.73 115 21 110
23 Dec 399.90 19.15 -4.05 28.17 159 87 88
20 Dec 401.10 23.2 -17.65 31.39 1 0 0
19 Dec 412.60 40.85 0.00 - 0 0 0
18 Dec 415.00 40.85 0.00 - 0 0 0
17 Dec 420.90 40.85 0.00 - 0 0 0
16 Dec 425.50 40.85 0.00 - 0 0 0
13 Dec 428.45 40.85 0.00 - 0 0 0
12 Dec 433.55 40.85 0.00 - 0 0 0
11 Dec 434.80 40.85 0.00 - 0 0 0
10 Dec 435.20 40.85 0.00 - 0 0 0
9 Dec 440.75 40.85 0.00 - 0 0 0
6 Dec 439.70 40.85 0.00 - 0 0 0
5 Dec 430.85 40.85 0.00 - 0 0 0
4 Dec 425.65 40.85 0.00 - 0 0 0
3 Dec 428.55 40.85 0.00 - 0 0 0
2 Dec 416.50 40.85 0.00 - 0 0 0
29 Nov 414.15 40.85 - 0 0 0


For Tata Power Co Ltd - strike price 395 expiring on 30JAN2025

Delta for 395 CE is 0.05

Historical price for 395 CE is as follows

On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 39.32, the open interest changed by 61 which increased total open position to 1123


On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 35.83, the open interest changed by -88 which decreased total open position to 1062


On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 39.02, the open interest changed by -183 which decreased total open position to 1152


On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 0.85, which was -1.10 lower than the previous day. The implied volatity was 34.33, the open interest changed by -80 which decreased total open position to 1339


On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 1.95, which was -0.15 lower than the previous day. The implied volatity was 32.86, the open interest changed by 74 which increased total open position to 1420


On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 2.1, which was 0.05 higher than the previous day. The implied volatity was 30.11, the open interest changed by -28 which decreased total open position to 1349


On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 2.05, which was 0.25 higher than the previous day. The implied volatity was 32.87, the open interest changed by 30 which increased total open position to 1379


On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 1.8, which was 0.50 higher than the previous day. The implied volatity was 33.76, the open interest changed by 194 which increased total open position to 1345


On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 1.3, which was 0.65 higher than the previous day. The implied volatity was 34.93, the open interest changed by -103 which decreased total open position to 1165


On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 41.03, the open interest changed by -16 which decreased total open position to 1267


On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 1.2, which was -1.00 lower than the previous day. The implied volatity was 31.76, the open interest changed by -229 which decreased total open position to 1277


On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 2.2, which was -1.55 lower than the previous day. The implied volatity was 28.36, the open interest changed by 194 which increased total open position to 1522


On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 3.75, which was -1.70 lower than the previous day. The implied volatity was 28.41, the open interest changed by 131 which increased total open position to 1334


On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 5.45, which was -0.45 lower than the previous day. The implied volatity was 28.42, the open interest changed by 28 which increased total open position to 1203


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 5.9, which was -7.70 lower than the previous day. The implied volatity was 28.82, the open interest changed by 523 which increased total open position to 1189


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 13.6, which was 0.60 higher than the previous day. The implied volatity was 25.91, the open interest changed by 53 which increased total open position to 667


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 13, which was 1.30 higher than the previous day. The implied volatity was 25.11, the open interest changed by -9 which decreased total open position to 610


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 11.7, which was -0.25 lower than the previous day. The implied volatity was 26.17, the open interest changed by -27 which decreased total open position to 629


On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 11.95, which was -0.55 lower than the previous day. The implied volatity was 25.82, the open interest changed by 165 which increased total open position to 663


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 12.5, which was -3.60 lower than the previous day. The implied volatity was 26.26, the open interest changed by 229 which increased total open position to 507


On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 16.1, which was -5.95 lower than the previous day. The implied volatity was 23.89, the open interest changed by 95 which increased total open position to 197


On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 22.05, which was 5.45 higher than the previous day. The implied volatity was 24.64, the open interest changed by -9 which decreased total open position to 103


On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 16.6, which was -2.55 lower than the previous day. The implied volatity was 23.73, the open interest changed by 21 which increased total open position to 110


On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 19.15, which was -4.05 lower than the previous day. The implied volatity was 28.17, the open interest changed by 87 which increased total open position to 88


On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 23.2, which was -17.65 lower than the previous day. The implied volatity was 31.39, the open interest changed by 0 which decreased total open position to 0


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 40.85, 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 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 40.85, 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 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 40.85, 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 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 40.85, 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 Dec TATAPOWER was trading at 428.45. The strike last trading price was 40.85, 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 Dec TATAPOWER was trading at 433.55. The strike last trading price was 40.85, 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 Dec TATAPOWER was trading at 434.80. The strike last trading price was 40.85, 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 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 40.85, 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 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 40.85, 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 Dec TATAPOWER was trading at 439.70. The strike last trading price was 40.85, 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 Dec TATAPOWER was trading at 430.85. The strike last trading price was 40.85, 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 Dec TATAPOWER was trading at 425.65. The strike last trading price was 40.85, 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 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 40.85, 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 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 40.85, 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 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 40.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


TATAPOWER 30JAN2025 395 PE
Delta: -0.95
Vega: 0.05
Theta: -0.04
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 363.40 31.7 0.95 38.26 137 -48 329
23 Jan 362.75 30.75 -5.70 - 7 -1 378
22 Jan 358.85 36.45 6.90 51.56 7 -1 379
21 Jan 365.90 29.55 7.85 44.22 95 -23 379
20 Jan 374.45 21.7 -1.15 33.65 65 -2 399
17 Jan 373.60 22.85 -4.45 33.44 153 -38 401
16 Jan 368.90 27.3 -3.20 36.86 28 -8 439
15 Jan 365.45 30.5 -7.50 35.60 79 -34 448
14 Jan 356.95 38 -16.25 44.22 268 -70 486
13 Jan 339.95 54.25 15.60 38.78 89 -62 556
10 Jan 356.35 38.65 9.75 35.57 53 -20 618
9 Jan 367.15 28.9 5.20 33.23 98 -21 639
8 Jan 374.05 23.7 4.10 31.67 79 -40 662
7 Jan 378.75 19.6 -1.80 29.68 103 -26 703
6 Jan 378.65 21.4 12.10 34.63 1,566 77 742
3 Jan 396.65 9.3 -0.15 26.88 1,376 174 666
2 Jan 395.50 9.45 -2.25 25.97 1,350 47 493
1 Jan 392.35 11.7 0.15 26.91 722 -47 449
31 Dec 392.40 11.55 -0.05 26.57 1,157 11 494
30 Dec 389.75 11.6 2.70 26.57 1,487 142 503
27 Dec 399.00 8.9 2.60 26.18 732 52 265
26 Dec 404.30 6.3 -2.35 26.08 630 94 216
24 Dec 399.40 8.65 -2.25 24.74 173 41 122
23 Dec 399.90 10.9 -0.10 29.26 132 44 80
20 Dec 401.10 11 4.10 30.62 35 14 36
19 Dec 412.60 6.9 0.65 28.57 29 20 22
18 Dec 415.00 6.25 2.95 28.54 1 0 1
17 Dec 420.90 3.3 0.00 0.00 0 0 0
16 Dec 425.50 3.3 0.00 0.00 0 0 0
13 Dec 428.45 3.3 0.00 0.00 0 0 0
12 Dec 433.55 3.3 0.00 0.00 0 0 0
11 Dec 434.80 3.3 0.00 0.00 0 0 0
10 Dec 435.20 3.3 0.00 0.00 0 1 0
9 Dec 440.75 3.3 -13.10 30.16 1 0 0
6 Dec 439.70 16.4 0.00 8.98 0 0 0
5 Dec 430.85 16.4 0.00 7.60 0 0 0
4 Dec 425.65 16.4 0.00 6.67 0 0 0
3 Dec 428.55 16.4 0.00 7.00 0 0 0
2 Dec 416.50 16.4 0.00 5.10 0 0 0
29 Nov 414.15 16.4 4.69 0 0 0


For Tata Power Co Ltd - strike price 395 expiring on 30JAN2025

Delta for 395 PE is -0.95

Historical price for 395 PE is as follows

On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 31.7, which was 0.95 higher than the previous day. The implied volatity was 38.26, the open interest changed by -48 which decreased total open position to 329


On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 30.75, which was -5.70 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 378


On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 36.45, which was 6.90 higher than the previous day. The implied volatity was 51.56, the open interest changed by -1 which decreased total open position to 379


On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 29.55, which was 7.85 higher than the previous day. The implied volatity was 44.22, the open interest changed by -23 which decreased total open position to 379


On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 21.7, which was -1.15 lower than the previous day. The implied volatity was 33.65, the open interest changed by -2 which decreased total open position to 399


On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 22.85, which was -4.45 lower than the previous day. The implied volatity was 33.44, the open interest changed by -38 which decreased total open position to 401


On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 27.3, which was -3.20 lower than the previous day. The implied volatity was 36.86, the open interest changed by -8 which decreased total open position to 439


On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 30.5, which was -7.50 lower than the previous day. The implied volatity was 35.60, the open interest changed by -34 which decreased total open position to 448


On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 38, which was -16.25 lower than the previous day. The implied volatity was 44.22, the open interest changed by -70 which decreased total open position to 486


On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 54.25, which was 15.60 higher than the previous day. The implied volatity was 38.78, the open interest changed by -62 which decreased total open position to 556


On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 38.65, which was 9.75 higher than the previous day. The implied volatity was 35.57, the open interest changed by -20 which decreased total open position to 618


On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 28.9, which was 5.20 higher than the previous day. The implied volatity was 33.23, the open interest changed by -21 which decreased total open position to 639


On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 23.7, which was 4.10 higher than the previous day. The implied volatity was 31.67, the open interest changed by -40 which decreased total open position to 662


On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 19.6, which was -1.80 lower than the previous day. The implied volatity was 29.68, the open interest changed by -26 which decreased total open position to 703


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 21.4, which was 12.10 higher than the previous day. The implied volatity was 34.63, the open interest changed by 77 which increased total open position to 742


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 9.3, which was -0.15 lower than the previous day. The implied volatity was 26.88, the open interest changed by 174 which increased total open position to 666


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 9.45, which was -2.25 lower than the previous day. The implied volatity was 25.97, the open interest changed by 47 which increased total open position to 493


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 11.7, which was 0.15 higher than the previous day. The implied volatity was 26.91, the open interest changed by -47 which decreased total open position to 449


On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 11.55, which was -0.05 lower than the previous day. The implied volatity was 26.57, the open interest changed by 11 which increased total open position to 494


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 11.6, which was 2.70 higher than the previous day. The implied volatity was 26.57, the open interest changed by 142 which increased total open position to 503


On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 8.9, which was 2.60 higher than the previous day. The implied volatity was 26.18, the open interest changed by 52 which increased total open position to 265


On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 6.3, which was -2.35 lower than the previous day. The implied volatity was 26.08, the open interest changed by 94 which increased total open position to 216


On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 8.65, which was -2.25 lower than the previous day. The implied volatity was 24.74, the open interest changed by 41 which increased total open position to 122


On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 10.9, which was -0.10 lower than the previous day. The implied volatity was 29.26, the open interest changed by 44 which increased total open position to 80


On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 11, which was 4.10 higher than the previous day. The implied volatity was 30.62, the open interest changed by 14 which increased total open position to 36


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 6.9, which was 0.65 higher than the previous day. The implied volatity was 28.57, the open interest changed by 20 which increased total open position to 22


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 6.25, which was 2.95 higher than the previous day. The implied volatity was 28.54, the open interest changed by 0 which decreased total open position to 1


On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 3.3, 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 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 3.3, 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 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 3.3, 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 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 3.3, 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 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 3.3, 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 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 3.3, 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 3.3, which was -13.10 lower than the previous day. The implied volatity was 30.16, the open interest changed by 0 which decreased total open position to 0


On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 16.4, which was 0.00 lower than the previous day. The implied volatity was 8.98, the open interest changed by 0 which decreased total open position to 0


On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 16.4, which was 0.00 lower than the previous day. The implied volatity was 7.60, the open interest changed by 0 which decreased total open position to 0


On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 16.4, which was 0.00 lower than the previous day. The implied volatity was 6.67, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 16.4, which was 0.00 lower than the previous day. The implied volatity was 7.00, the open interest changed by 0 which decreased total open position to 0


On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 16.4, which was 0.00 lower than the previous day. The implied volatity was 5.10, the open interest changed by 0 which decreased total open position to 0


On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 16.4, which was lower than the previous day. The implied volatity was 4.69, the open interest changed by 0 which decreased total open position to 0