TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
20 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 395 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.12
Theta: -0.24
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 401.10 | 8.65 | -10.15 | 15.19 | 227 | 14 | 60 | |||
| 19 Dec | 412.60 | 18.8 | -2.35 | 23.02 | 38 | 19 | 45 | |||
| 18 Dec | 415.00 | 21.15 | -13.70 | - | 19 | -2 | 24 | |||
| 17 Dec | 420.90 | 34.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 425.50 | 34.85 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 13 Dec | 428.45 | 34.85 | -3.25 | 27.11 | 9 | 4 | 26 | |||
| 12 Dec | 433.55 | 38.1 | -8.35 | - | 2 | 0 | 22 | |||
| 11 Dec | 434.80 | 46.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 435.20 | 46.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 440.75 | 46.45 | 11.45 | - | 2 | 0 | 22 | |||
| 6 Dec | 439.70 | 35 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 5 Dec | 430.85 | 35 | -3.25 | - | 11 | 1 | 21 | |||
| 4 Dec | 425.65 | 38.25 | 1.35 | 42.58 | 2 | 0 | 18 | |||
| 3 Dec | 428.55 | 36.9 | 7.90 | 27.00 | 13 | 9 | 18 | |||
| 2 Dec | 416.50 | 29 | 0.10 | 33.42 | 2 | 1 | 10 | |||
| 29 Nov | 414.15 | 28.9 | -0.10 | 34.69 | 9 | 4 | 8 | |||
| 28 Nov | 414.50 | 29 | 9.35 | 33.43 | 1 | 0 | 4 | |||
| 27 Nov | 417.65 | 19.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 410.30 | 19.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 412.35 | 19.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 22 Nov | 413.75 | 19.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 408.05 | 19.65 | -0.20 | 17.93 | 1 | 0 | 4 | |||
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| 20 Nov | 408.10 | 19.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 408.10 | 19.85 | 0.00 | 0.00 | 0 | 4 | 0 | |||
| 18 Nov | 404.70 | 19.85 | -38.15 | 23.42 | 5 | 4 | 4 | |||
| 14 Nov | 404.65 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 399.35 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 414.15 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 431.50 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 432.75 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 58 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 429.05 | 58 | 58.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 395 expiring on 26DEC2024
Delta for 395 CE is 0.85
Historical price for 395 CE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 8.65, which was -10.15 lower than the previous day. The implied volatity was 15.19, the open interest changed by 14 which increased total open position to 60
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 18.8, which was -2.35 lower than the previous day. The implied volatity was 23.02, the open interest changed by 19 which increased total open position to 45
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 21.15, which was -13.70 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 24
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 34.85, 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 34.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 34.85, which was -3.25 lower than the previous day. The implied volatity was 27.11, the open interest changed by 4 which increased total open position to 26
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 38.1, which was -8.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 46.45, 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 46.45, 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 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 46.45, which was 11.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 35, which was -3.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 38.25, which was 1.35 higher than the previous day. The implied volatity was 42.58, the open interest changed by 0 which decreased total open position to 18
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 36.9, which was 7.90 higher than the previous day. The implied volatity was 27.00, the open interest changed by 9 which increased total open position to 18
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 29, which was 0.10 higher than the previous day. The implied volatity was 33.42, the open interest changed by 1 which increased total open position to 10
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 28.9, which was -0.10 lower than the previous day. The implied volatity was 34.69, the open interest changed by 4 which increased total open position to 8
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 29, which was 9.35 higher than the previous day. The implied volatity was 33.43, the open interest changed by 0 which decreased total open position to 4
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 19.65, 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 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 19.65, 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 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 19.65, 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 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 19.65, 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 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 19.65, which was -0.20 lower than the previous day. The implied volatity was 17.93, the open interest changed by 0 which decreased total open position to 4
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 19.85, 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 19.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 19.85, which was -38.15 lower than the previous day. The implied volatity was 23.42, the open interest changed by 4 which increased total open position to 4
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, 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 58, which was 58.00 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 26DEC2024 395 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.17
Theta: -0.37
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 401.10 | 2.5 | 1.55 | 27.65 | 4,078 | 73 | 522 |
| 19 Dec | 412.60 | 0.95 | -0.05 | 28.22 | 1,222 | 69 | 447 |
| 18 Dec | 415.00 | 1 | 0.15 | 29.78 | 1,285 | 65 | 385 |
| 17 Dec | 420.90 | 0.85 | 0.10 | 30.93 | 405 | 11 | 320 |
| 16 Dec | 425.50 | 0.75 | 0.10 | 32.13 | 473 | -26 | 300 |
| 13 Dec | 428.45 | 0.65 | 0.00 | 29.38 | 1,348 | 64 | 334 |
| 12 Dec | 433.55 | 0.65 | 0.00 | 31.48 | 314 | -26 | 272 |
| 11 Dec | 434.80 | 0.65 | -0.20 | 31.10 | 185 | 17 | 304 |
| 10 Dec | 435.20 | 0.85 | 0.10 | 32.48 | 241 | -15 | 287 |
| 9 Dec | 440.75 | 0.75 | -0.10 | 33.62 | 215 | 14 | 322 |
| 6 Dec | 439.70 | 0.85 | -0.50 | 31.20 | 833 | -7 | 308 |
| 5 Dec | 430.85 | 1.35 | -0.60 | 30.92 | 810 | 46 | 325 |
| 4 Dec | 425.65 | 1.95 | 0.15 | 29.29 | 543 | 40 | 280 |
| 3 Dec | 428.55 | 1.8 | -2.10 | 29.48 | 871 | 53 | 242 |
| 2 Dec | 416.50 | 3.9 | -1.05 | 29.91 | 562 | 3 | 195 |
| 29 Nov | 414.15 | 4.95 | -0.60 | 30.26 | 475 | 21 | 195 |
| 28 Nov | 414.50 | 5.55 | 0.40 | 31.70 | 378 | 22 | 176 |
| 27 Nov | 417.65 | 5.15 | -2.35 | 31.82 | 163 | 70 | 154 |
| 26 Nov | 410.30 | 7.5 | -0.30 | 33.18 | 66 | 30 | 82 |
| 25 Nov | 412.35 | 7.8 | 0.35 | 34.16 | 86 | 30 | 51 |
| 22 Nov | 413.75 | 7.45 | -2.00 | 32.93 | 24 | 8 | 29 |
| 21 Nov | 408.05 | 9.45 | 1.30 | 33.44 | 58 | 0 | 21 |
| 20 Nov | 408.10 | 8.15 | 0.00 | 29.33 | 25 | 20 | 22 |
| 19 Nov | 408.10 | 8.15 | -0.25 | 29.33 | 25 | 21 | 22 |
| 18 Nov | 404.70 | 8.4 | -0.15 | 27.55 | 1 | 0 | 0 |
| 14 Nov | 404.65 | 8.55 | 0.00 | 3.32 | 0 | 0 | 0 |
| 13 Nov | 399.35 | 8.55 | 0.00 | 2.45 | 0 | 0 | 0 |
| 12 Nov | 414.15 | 8.55 | 0.00 | 4.87 | 0 | 0 | 0 |
| 11 Nov | 431.50 | 8.55 | 0.00 | 8.19 | 0 | 0 | 0 |
| 8 Nov | 432.75 | 8.55 | 0.00 | 7.81 | 0 | 0 | 0 |
| 7 Nov | 444.90 | 8.55 | 0.00 | 10.03 | 0 | 0 | 0 |
| 6 Nov | 449.30 | 8.55 | 0.00 | 10.45 | 0 | 0 | 0 |
| 5 Nov | 434.10 | 8.55 | 0.00 | 8.24 | 0 | 0 | 0 |
| 4 Nov | 429.05 | 8.55 | 8.55 | 7.63 | 0 | 0 | 0 |
| 1 Nov | 445.45 | 0 | 9.61 | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 395 expiring on 26DEC2024
Delta for 395 PE is -0.28
Historical price for 395 PE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 2.5, which was 1.55 higher than the previous day. The implied volatity was 27.65, the open interest changed by 73 which increased total open position to 522
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 28.22, the open interest changed by 69 which increased total open position to 447
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 1, which was 0.15 higher than the previous day. The implied volatity was 29.78, the open interest changed by 65 which increased total open position to 385
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 30.93, the open interest changed by 11 which increased total open position to 320
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 0.75, which was 0.10 higher than the previous day. The implied volatity was 32.13, the open interest changed by -26 which decreased total open position to 300
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 29.38, the open interest changed by 64 which increased total open position to 334
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 31.48, the open interest changed by -26 which decreased total open position to 272
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 31.10, the open interest changed by 17 which increased total open position to 304
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 0.85, which was 0.10 higher than the previous day. The implied volatity was 32.48, the open interest changed by -15 which decreased total open position to 287
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 0.75, which was -0.10 lower than the previous day. The implied volatity was 33.62, the open interest changed by 14 which increased total open position to 322
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 0.85, which was -0.50 lower than the previous day. The implied volatity was 31.20, the open interest changed by -7 which decreased total open position to 308
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 1.35, which was -0.60 lower than the previous day. The implied volatity was 30.92, the open interest changed by 46 which increased total open position to 325
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 29.29, the open interest changed by 40 which increased total open position to 280
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 1.8, which was -2.10 lower than the previous day. The implied volatity was 29.48, the open interest changed by 53 which increased total open position to 242
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 3.9, which was -1.05 lower than the previous day. The implied volatity was 29.91, the open interest changed by 3 which increased total open position to 195
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 4.95, which was -0.60 lower than the previous day. The implied volatity was 30.26, the open interest changed by 21 which increased total open position to 195
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 5.55, which was 0.40 higher than the previous day. The implied volatity was 31.70, the open interest changed by 22 which increased total open position to 176
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 5.15, which was -2.35 lower than the previous day. The implied volatity was 31.82, the open interest changed by 70 which increased total open position to 154
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 7.5, which was -0.30 lower than the previous day. The implied volatity was 33.18, the open interest changed by 30 which increased total open position to 82
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 7.8, which was 0.35 higher than the previous day. The implied volatity was 34.16, the open interest changed by 30 which increased total open position to 51
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 7.45, which was -2.00 lower than the previous day. The implied volatity was 32.93, the open interest changed by 8 which increased total open position to 29
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 9.45, which was 1.30 higher than the previous day. The implied volatity was 33.44, the open interest changed by 0 which decreased total open position to 21
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 8.15, which was 0.00 lower than the previous day. The implied volatity was 29.33, the open interest changed by 20 which increased total open position to 22
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 8.15, which was -0.25 lower than the previous day. The implied volatity was 29.33, the open interest changed by 21 which increased total open position to 22
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 8.4, which was -0.15 lower than the previous day. The implied volatity was 27.55, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 8.55, which was 0.00 lower than the previous day. The implied volatity was 3.32, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 2.45, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 4.87, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 8.19, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 7.81, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 10.03, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 10.45, 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 8.55, which was 0.00 lower than the previous day. The implied volatity was 8.24, 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 8.55, which was 8.55 higher than the previous day. The implied volatity was 7.63, 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 lower than the previous day. The implied volatity was 9.61, the open interest changed by 0 which decreased total open position to 0
