TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Jan 2025 04:11 PM IST
TATAPOWER 30JAN2025 400 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.04
Vega: 0.04
Theta: -0.14
Gamma: 0.00
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 363.40 | 0.3 | -0.05 | 41.67 | 3,896 | -508 | 6,698 | |||
23 Jan | 362.75 | 0.35 | 0.00 | 40.06 | 1,719 | 45 | 7,207 | |||
22 Jan | 358.85 | 0.35 | -0.35 | 40.25 | 4,223 | 121 | 7,164 | |||
21 Jan | 365.90 | 0.7 | -0.70 | 36.91 | 4,912 | 343 | 7,065 | |||
20 Jan | 374.45 | 1.4 | -0.15 | 33.99 | 4,609 | 291 | 6,738 | |||
17 Jan | 373.60 | 1.55 | -0.05 | 31.22 | 4,557 | -708 | 6,453 | |||
16 Jan | 368.90 | 1.6 | 0.15 | 34.18 | 2,888 | -6 | 7,218 | |||
15 Jan | 365.45 | 1.45 | 0.35 | 35.22 | 9,196 | 152 | 7,220 | |||
14 Jan | 356.95 | 1.1 | 0.55 | 36.67 | 7,586 | 220 | 7,140 | |||
13 Jan | 339.95 | 0.55 | -0.45 | 42.38 | 5,625 | 332 | 6,892 | |||
10 Jan | 356.35 | 1 | -0.75 | 33.16 | 5,009 | 466 | 6,544 | |||
9 Jan | 367.15 | 1.75 | -1.10 | 29.47 | 4,069 | 596 | 6,089 | |||
8 Jan | 374.05 | 2.85 | -1.40 | 28.82 | 6,577 | 808 | 5,491 | |||
7 Jan | 378.75 | 4.25 | -0.40 | 28.83 | 4,528 | 228 | 4,692 | |||
6 Jan | 378.65 | 4.65 | -6.35 | 29.21 | 8,683 | 1,153 | 4,479 | |||
3 Jan | 396.65 | 11 | 0.60 | 25.84 | 7,415 | 195 | 3,333 | |||
|
||||||||||
2 Jan | 395.50 | 10.4 | 1.00 | 24.92 | 5,252 | 350 | 3,131 | |||
1 Jan | 392.35 | 9.4 | -0.20 | 26.09 | 2,766 | 191 | 2,774 | |||
31 Dec | 392.40 | 9.6 | -0.50 | 25.69 | 4,900 | 245 | 2,574 | |||
30 Dec | 389.75 | 10.1 | -3.15 | 26.06 | 5,573 | 697 | 2,339 | |||
27 Dec | 399.00 | 13.25 | -5.25 | 23.78 | 2,182 | 265 | 1,584 | |||
26 Dec | 404.30 | 18.5 | 4.60 | 24.04 | 3,516 | 399 | 1,329 | |||
24 Dec | 399.40 | 13.9 | -2.40 | 23.92 | 1,551 | 392 | 936 | |||
23 Dec | 399.90 | 16.3 | -1.45 | 27.93 | 1,291 | 183 | 546 | |||
20 Dec | 401.10 | 17.75 | -6.85 | 26.35 | 323 | 80 | 362 | |||
19 Dec | 412.60 | 24.6 | -2.05 | 26.37 | 142 | 36 | 282 | |||
18 Dec | 415.00 | 26.65 | -3.45 | 25.80 | 55 | 16 | 246 | |||
17 Dec | 420.90 | 30.1 | -3.90 | 25.16 | 15 | 4 | 230 | |||
16 Dec | 425.50 | 34 | -2.85 | 25.02 | 47 | 36 | 226 | |||
13 Dec | 428.45 | 36.85 | -3.65 | 24.56 | 15 | 3 | 191 | |||
12 Dec | 433.55 | 40.5 | -4.40 | 21.45 | 20 | 14 | 187 | |||
11 Dec | 434.80 | 44.9 | 2.80 | 30.56 | 35 | 31 | 171 | |||
10 Dec | 435.20 | 42.1 | -5.70 | 20.29 | 62 | 59 | 138 | |||
9 Dec | 440.75 | 47.8 | 16.00 | 22.14 | 86 | 74 | 75 | |||
6 Dec | 439.70 | 31.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
5 Dec | 430.85 | 31.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
4 Dec | 425.65 | 31.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
3 Dec | 428.55 | 31.8 | 0.00 | 0.00 | 0 | 1 | 0 | |||
2 Dec | 416.50 | 31.8 | -30.45 | 27.98 | 2 | 1 | 1 | |||
29 Nov | 414.15 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
28 Nov | 414.50 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
27 Nov | 417.65 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
26 Nov | 410.30 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
25 Nov | 412.35 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
22 Nov | 413.75 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
21 Nov | 408.05 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
20 Nov | 408.10 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
19 Nov | 408.10 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
18 Nov | 404.70 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
14 Nov | 404.65 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
13 Nov | 399.35 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 414.15 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 431.50 | 62.25 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 432.75 | 62.25 | 62.25 | - | 0 | 0 | 0 | |||
7 Nov | 444.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 449.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 434.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
4 Nov | 429.05 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 400 expiring on 30JAN2025
Delta for 400 CE is 0.04
Historical price for 400 CE is as follows
On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 41.67, the open interest changed by -508 which decreased total open position to 6698
On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 40.06, the open interest changed by 45 which increased total open position to 7207
On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 40.25, the open interest changed by 121 which increased total open position to 7164
On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 0.7, which was -0.70 lower than the previous day. The implied volatity was 36.91, the open interest changed by 343 which increased total open position to 7065
On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 33.99, the open interest changed by 291 which increased total open position to 6738
On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 31.22, the open interest changed by -708 which decreased total open position to 6453
On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 1.6, which was 0.15 higher than the previous day. The implied volatity was 34.18, the open interest changed by -6 which decreased total open position to 7218
On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 1.45, which was 0.35 higher than the previous day. The implied volatity was 35.22, the open interest changed by 152 which increased total open position to 7220
On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 1.1, which was 0.55 higher than the previous day. The implied volatity was 36.67, the open interest changed by 220 which increased total open position to 7140
On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 0.55, which was -0.45 lower than the previous day. The implied volatity was 42.38, the open interest changed by 332 which increased total open position to 6892
On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 33.16, the open interest changed by 466 which increased total open position to 6544
On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 1.75, which was -1.10 lower than the previous day. The implied volatity was 29.47, the open interest changed by 596 which increased total open position to 6089
On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 2.85, which was -1.40 lower than the previous day. The implied volatity was 28.82, the open interest changed by 808 which increased total open position to 5491
On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 4.25, which was -0.40 lower than the previous day. The implied volatity was 28.83, the open interest changed by 228 which increased total open position to 4692
On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 4.65, which was -6.35 lower than the previous day. The implied volatity was 29.21, the open interest changed by 1153 which increased total open position to 4479
On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 11, which was 0.60 higher than the previous day. The implied volatity was 25.84, the open interest changed by 195 which increased total open position to 3333
On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 10.4, which was 1.00 higher than the previous day. The implied volatity was 24.92, the open interest changed by 350 which increased total open position to 3131
On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 9.4, which was -0.20 lower than the previous day. The implied volatity was 26.09, the open interest changed by 191 which increased total open position to 2774
On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 9.6, which was -0.50 lower than the previous day. The implied volatity was 25.69, the open interest changed by 245 which increased total open position to 2574
On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 10.1, which was -3.15 lower than the previous day. The implied volatity was 26.06, the open interest changed by 697 which increased total open position to 2339
On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 13.25, which was -5.25 lower than the previous day. The implied volatity was 23.78, the open interest changed by 265 which increased total open position to 1584
On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 18.5, which was 4.60 higher than the previous day. The implied volatity was 24.04, the open interest changed by 399 which increased total open position to 1329
On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 13.9, which was -2.40 lower than the previous day. The implied volatity was 23.92, the open interest changed by 392 which increased total open position to 936
On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 16.3, which was -1.45 lower than the previous day. The implied volatity was 27.93, the open interest changed by 183 which increased total open position to 546
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 17.75, which was -6.85 lower than the previous day. The implied volatity was 26.35, the open interest changed by 80 which increased total open position to 362
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 24.6, which was -2.05 lower than the previous day. The implied volatity was 26.37, the open interest changed by 36 which increased total open position to 282
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 26.65, which was -3.45 lower than the previous day. The implied volatity was 25.80, the open interest changed by 16 which increased total open position to 246
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 30.1, which was -3.90 lower than the previous day. The implied volatity was 25.16, the open interest changed by 4 which increased total open position to 230
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 34, which was -2.85 lower than the previous day. The implied volatity was 25.02, the open interest changed by 36 which increased total open position to 226
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 36.85, which was -3.65 lower than the previous day. The implied volatity was 24.56, the open interest changed by 3 which increased total open position to 191
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 40.5, which was -4.40 lower than the previous day. The implied volatity was 21.45, the open interest changed by 14 which increased total open position to 187
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 44.9, which was 2.80 higher than the previous day. The implied volatity was 30.56, the open interest changed by 31 which increased total open position to 171
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 42.1, which was -5.70 lower than the previous day. The implied volatity was 20.29, the open interest changed by 59 which increased total open position to 138
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 47.8, which was 16.00 higher than the previous day. The implied volatity was 22.14, the open interest changed by 74 which increased total open position to 75
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 31.8, 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 Dec TATAPOWER was trading at 430.85. The strike last trading price was 31.8, 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 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 31.8, 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 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 31.8, 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 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 31.8, which was -30.45 lower than the previous day. The implied volatity was 27.98, the open interest changed by 1 which increased total open position to 1
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 62.25, 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 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 62.25, 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 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 62.25, 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 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 62.25, 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 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 62.25, 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 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 62.25, 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 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 62.25, 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 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 62.25, 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 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 62.25, 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 Nov TATAPOWER was trading at 404.70. The strike last trading price was 62.25, 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 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 62.25, 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 62.25, 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 62.25, 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 62.25, 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 62.25, which was 62.25 higher 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 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 6 Nov TATAPOWER was trading at 449.30. 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 5 Nov TATAPOWER was trading at 434.10. 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 4 Nov TATAPOWER was trading at 429.05. 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 30JAN2025 400 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -0.96
Vega: 0.04
Theta: -0.02
Gamma: 0.00
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 363.40 | 36.6 | -0.9 | 40.52 | 87 | -55 | 1,820 |
23 Jan | 362.75 | 37.5 | -3.35 | 47.18 | 14 | -10 | 1,876 |
22 Jan | 358.85 | 40.85 | 6.80 | 49.96 | 81 | -43 | 1,887 |
21 Jan | 365.90 | 34.05 | 7.85 | 45.25 | 103 | 3 | 1,933 |
20 Jan | 374.45 | 26.2 | -1.05 | 35.40 | 116 | -39 | 1,930 |
17 Jan | 373.60 | 27.25 | -4.60 | 34.91 | 135 | -30 | 1,971 |
16 Jan | 368.90 | 31.85 | -3.25 | 38.83 | 58 | -26 | 2,004 |
15 Jan | 365.45 | 35.1 | -6.90 | 37.14 | 132 | -64 | 2,029 |
14 Jan | 356.95 | 42 | -16.60 | 42.14 | 196 | -84 | 2,094 |
13 Jan | 339.95 | 58.6 | 13.90 | - | 158 | -51 | 2,178 |
10 Jan | 356.35 | 44.7 | 11.50 | 44.57 | 435 | -158 | 2,232 |
9 Jan | 367.15 | 33.2 | 6.15 | 33.97 | 330 | -204 | 2,391 |
8 Jan | 374.05 | 27.05 | 3.75 | 29.80 | 216 | -44 | 2,595 |
7 Jan | 378.75 | 23.3 | -1.75 | 29.98 | 246 | -36 | 2,639 |
6 Jan | 378.65 | 25.05 | 13.30 | 35.23 | 1,473 | -190 | 2,678 |
3 Jan | 396.65 | 11.75 | -0.10 | 26.99 | 2,845 | 235 | 2,864 |
2 Jan | 395.50 | 11.85 | -2.50 | 25.85 | 1,495 | -126 | 2,630 |
1 Jan | 392.35 | 14.35 | 0.20 | 26.81 | 425 | 43 | 2,757 |
31 Dec | 392.40 | 14.15 | -0.15 | 26.41 | 942 | -25 | 2,710 |
30 Dec | 389.75 | 14.3 | 3.20 | 26.69 | 3,933 | 143 | 2,749 |
27 Dec | 399.00 | 11.1 | 3.20 | 26.19 | 2,475 | 218 | 2,500 |
26 Dec | 404.30 | 7.9 | -3.05 | 25.80 | 2,908 | 526 | 2,283 |
24 Dec | 399.40 | 10.95 | -2.15 | 24.98 | 1,566 | 400 | 1,757 |
23 Dec | 399.90 | 13.1 | -0.05 | 29.19 | 1,478 | 185 | 1,357 |
20 Dec | 401.10 | 13.15 | 4.90 | 30.67 | 942 | 184 | 1,171 |
19 Dec | 412.60 | 8.25 | 0.80 | 28.06 | 489 | 97 | 985 |
18 Dec | 415.00 | 7.45 | 1.30 | 27.96 | 373 | 107 | 888 |
17 Dec | 420.90 | 6.15 | 1.10 | 27.59 | 482 | 109 | 779 |
16 Dec | 425.50 | 5.05 | 0.50 | 27.30 | 230 | 82 | 671 |
13 Dec | 428.45 | 4.55 | 0.35 | 26.83 | 208 | 59 | 588 |
12 Dec | 433.55 | 4.2 | 0.25 | 28.01 | 131 | 30 | 532 |
11 Dec | 434.80 | 3.95 | -0.40 | 27.61 | 34 | 8 | 502 |
10 Dec | 435.20 | 4.35 | 0.30 | 28.71 | 127 | 58 | 494 |
9 Dec | 440.75 | 4.05 | 0.25 | 29.93 | 400 | 207 | 436 |
6 Dec | 439.70 | 3.8 | -1.40 | 27.98 | 187 | 37 | 227 |
5 Dec | 430.85 | 5.2 | -1.15 | 28.73 | 116 | 49 | 187 |
4 Dec | 425.65 | 6.35 | 0.45 | 27.74 | 79 | 36 | 137 |
3 Dec | 428.55 | 5.9 | -3.55 | 27.80 | 114 | 45 | 101 |
2 Dec | 416.50 | 9.45 | -0.90 | 28.78 | 12 | 9 | 55 |
29 Nov | 414.15 | 10.35 | -1.20 | 28.79 | 12 | 6 | 44 |
28 Nov | 414.50 | 11.55 | 1.00 | 30.78 | 17 | 1 | 38 |
27 Nov | 417.65 | 10.55 | -3.70 | 30.26 | 10 | 7 | 38 |
26 Nov | 410.30 | 14.25 | 0.75 | 32.71 | 16 | 8 | 31 |
25 Nov | 412.35 | 13.5 | -0.75 | 31.90 | 5 | 13 | 23 |
22 Nov | 413.75 | 14.25 | -0.55 | 33.23 | 26 | 12 | 22 |
21 Nov | 408.05 | 14.8 | 1.50 | 31.08 | 4 | 3 | 9 |
20 Nov | 408.10 | 13.3 | 0.00 | 28.14 | 1 | 0 | 6 |
19 Nov | 408.10 | 13.3 | -3.45 | 28.14 | 1 | 0 | 6 |
18 Nov | 404.70 | 16.75 | 0.00 | 0.00 | 0 | 1 | 0 |
14 Nov | 404.65 | 16.75 | 1.75 | 31.38 | 3 | 2 | 7 |
13 Nov | 399.35 | 15 | 1.00 | 26.62 | 2 | 1 | 4 |
12 Nov | 414.15 | 14 | -1.00 | 31.12 | 3 | 2 | 2 |
11 Nov | 431.50 | 15 | 0.00 | 5.96 | 0 | 0 | 0 |
8 Nov | 432.75 | 15 | 0.00 | 5.97 | 0 | 0 | 0 |
7 Nov | 444.90 | 15 | 0.00 | 8.40 | 0 | 0 | 0 |
6 Nov | 449.30 | 15 | 0.00 | 7.07 | 0 | 0 | 0 |
5 Nov | 434.10 | 15 | 0.00 | 5.79 | 0 | 0 | 0 |
4 Nov | 429.05 | 15 | 5.23 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 400 expiring on 30JAN2025
Delta for 400 PE is -0.96
Historical price for 400 PE is as follows
On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 36.6, which was -0.9 lower than the previous day. The implied volatity was 40.52, the open interest changed by -55 which decreased total open position to 1820
On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 37.5, which was -3.35 lower than the previous day. The implied volatity was 47.18, the open interest changed by -10 which decreased total open position to 1876
On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 40.85, which was 6.80 higher than the previous day. The implied volatity was 49.96, the open interest changed by -43 which decreased total open position to 1887
On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 34.05, which was 7.85 higher than the previous day. The implied volatity was 45.25, the open interest changed by 3 which increased total open position to 1933
On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 26.2, which was -1.05 lower than the previous day. The implied volatity was 35.40, the open interest changed by -39 which decreased total open position to 1930
On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 27.25, which was -4.60 lower than the previous day. The implied volatity was 34.91, the open interest changed by -30 which decreased total open position to 1971
On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 31.85, which was -3.25 lower than the previous day. The implied volatity was 38.83, the open interest changed by -26 which decreased total open position to 2004
On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 35.1, which was -6.90 lower than the previous day. The implied volatity was 37.14, the open interest changed by -64 which decreased total open position to 2029
On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 42, which was -16.60 lower than the previous day. The implied volatity was 42.14, the open interest changed by -84 which decreased total open position to 2094
On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 58.6, which was 13.90 higher than the previous day. The implied volatity was -, the open interest changed by -51 which decreased total open position to 2178
On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 44.7, which was 11.50 higher than the previous day. The implied volatity was 44.57, the open interest changed by -158 which decreased total open position to 2232
On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 33.2, which was 6.15 higher than the previous day. The implied volatity was 33.97, the open interest changed by -204 which decreased total open position to 2391
On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 27.05, which was 3.75 higher than the previous day. The implied volatity was 29.80, the open interest changed by -44 which decreased total open position to 2595
On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 23.3, which was -1.75 lower than the previous day. The implied volatity was 29.98, the open interest changed by -36 which decreased total open position to 2639
On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 25.05, which was 13.30 higher than the previous day. The implied volatity was 35.23, the open interest changed by -190 which decreased total open position to 2678
On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 11.75, which was -0.10 lower than the previous day. The implied volatity was 26.99, the open interest changed by 235 which increased total open position to 2864
On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 11.85, which was -2.50 lower than the previous day. The implied volatity was 25.85, the open interest changed by -126 which decreased total open position to 2630
On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 14.35, which was 0.20 higher than the previous day. The implied volatity was 26.81, the open interest changed by 43 which increased total open position to 2757
On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 14.15, which was -0.15 lower than the previous day. The implied volatity was 26.41, the open interest changed by -25 which decreased total open position to 2710
On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 14.3, which was 3.20 higher than the previous day. The implied volatity was 26.69, the open interest changed by 143 which increased total open position to 2749
On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 11.1, which was 3.20 higher than the previous day. The implied volatity was 26.19, the open interest changed by 218 which increased total open position to 2500
On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 7.9, which was -3.05 lower than the previous day. The implied volatity was 25.80, the open interest changed by 526 which increased total open position to 2283
On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 10.95, which was -2.15 lower than the previous day. The implied volatity was 24.98, the open interest changed by 400 which increased total open position to 1757
On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 13.1, which was -0.05 lower than the previous day. The implied volatity was 29.19, the open interest changed by 185 which increased total open position to 1357
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 13.15, which was 4.90 higher than the previous day. The implied volatity was 30.67, the open interest changed by 184 which increased total open position to 1171
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 8.25, which was 0.80 higher than the previous day. The implied volatity was 28.06, the open interest changed by 97 which increased total open position to 985
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 7.45, which was 1.30 higher than the previous day. The implied volatity was 27.96, the open interest changed by 107 which increased total open position to 888
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 6.15, which was 1.10 higher than the previous day. The implied volatity was 27.59, the open interest changed by 109 which increased total open position to 779
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 5.05, which was 0.50 higher than the previous day. The implied volatity was 27.30, the open interest changed by 82 which increased total open position to 671
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 4.55, which was 0.35 higher than the previous day. The implied volatity was 26.83, the open interest changed by 59 which increased total open position to 588
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 4.2, which was 0.25 higher than the previous day. The implied volatity was 28.01, the open interest changed by 30 which increased total open position to 532
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 3.95, which was -0.40 lower than the previous day. The implied volatity was 27.61, the open interest changed by 8 which increased total open position to 502
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 4.35, which was 0.30 higher than the previous day. The implied volatity was 28.71, the open interest changed by 58 which increased total open position to 494
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 4.05, which was 0.25 higher than the previous day. The implied volatity was 29.93, the open interest changed by 207 which increased total open position to 436
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 3.8, which was -1.40 lower than the previous day. The implied volatity was 27.98, the open interest changed by 37 which increased total open position to 227
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 5.2, which was -1.15 lower than the previous day. The implied volatity was 28.73, the open interest changed by 49 which increased total open position to 187
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 6.35, which was 0.45 higher than the previous day. The implied volatity was 27.74, the open interest changed by 36 which increased total open position to 137
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 5.9, which was -3.55 lower than the previous day. The implied volatity was 27.80, the open interest changed by 45 which increased total open position to 101
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 9.45, which was -0.90 lower than the previous day. The implied volatity was 28.78, the open interest changed by 9 which increased total open position to 55
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 10.35, which was -1.20 lower than the previous day. The implied volatity was 28.79, the open interest changed by 6 which increased total open position to 44
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 11.55, which was 1.00 higher than the previous day. The implied volatity was 30.78, the open interest changed by 1 which increased total open position to 38
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 10.55, which was -3.70 lower than the previous day. The implied volatity was 30.26, the open interest changed by 7 which increased total open position to 38
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 14.25, which was 0.75 higher than the previous day. The implied volatity was 32.71, the open interest changed by 8 which increased total open position to 31
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 13.5, which was -0.75 lower than the previous day. The implied volatity was 31.90, the open interest changed by 13 which increased total open position to 23
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 14.25, which was -0.55 lower than the previous day. The implied volatity was 33.23, the open interest changed by 12 which increased total open position to 22
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 14.8, which was 1.50 higher than the previous day. The implied volatity was 31.08, the open interest changed by 3 which increased total open position to 9
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 13.3, which was 0.00 lower than the previous day. The implied volatity was 28.14, the open interest changed by 0 which decreased total open position to 6
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 13.3, which was -3.45 lower than the previous day. The implied volatity was 28.14, the open interest changed by 0 which decreased total open position to 6
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 16.75, 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 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 16.75, which was 1.75 higher than the previous day. The implied volatity was 31.38, the open interest changed by 2 which increased total open position to 7
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 15, which was 1.00 higher than the previous day. The implied volatity was 26.62, the open interest changed by 1 which increased total open position to 4
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 14, which was -1.00 lower than the previous day. The implied volatity was 31.12, the open interest changed by 2 which increased total open position to 2
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 15, which was 0.00 lower than the previous day. The implied volatity was 5.96, 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 15, which was 0.00 lower than the previous day. The implied volatity was 5.97, 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 15, which was 0.00 lower than the previous day. The implied volatity was 8.40, 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 15, which was 0.00 lower than the previous day. The implied volatity was 7.07, 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 15, which was 0.00 lower than the previous day. The implied volatity was 5.79, 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 15, which was lower than the previous day. The implied volatity was 5.23, the open interest changed by 0 which decreased total open position to 0