TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
20 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 400 CE | ||||||||||
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Delta: 0.63
Vega: 0.19
Theta: -0.37
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 401.10 | 5.55 | -8.50 | 18.67 | 2,133 | 312 | 664 | |||
| 19 Dec | 412.60 | 14.05 | -2.80 | 20.35 | 603 | 4 | 353 | |||
| 18 Dec | 415.00 | 16.85 | -4.75 | 19.39 | 406 | -31 | 348 | |||
| 17 Dec | 420.90 | 21.6 | -5.40 | 21.40 | 89 | 4 | 380 | |||
| 16 Dec | 425.50 | 27 | -3.75 | 29.38 | 39 | -5 | 376 | |||
| 13 Dec | 428.45 | 30.75 | -4.20 | 31.14 | 195 | 7 | 382 | |||
| 12 Dec | 433.55 | 34.95 | -3.55 | 22.77 | 27 | -1 | 376 | |||
| 11 Dec | 434.80 | 38.5 | 0.45 | 40.43 | 107 | -1 | 377 | |||
| 10 Dec | 435.20 | 38.05 | -4.35 | 31.91 | 100 | 9 | 378 | |||
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| 9 Dec | 440.75 | 42.4 | 0.05 | - | 31 | -1 | 370 | |||
| 6 Dec | 439.70 | 42.35 | 5.55 | 30.94 | 177 | -42 | 371 | |||
| 5 Dec | 430.85 | 36.8 | 6.95 | 29.02 | 179 | 5 | 413 | |||
| 4 Dec | 425.65 | 29.85 | -2.80 | 26.22 | 84 | -11 | 408 | |||
| 3 Dec | 428.55 | 32.65 | 8.20 | 27.43 | 475 | 33 | 417 | |||
| 2 Dec | 416.50 | 24.45 | 1.25 | 30.63 | 443 | -41 | 385 | |||
| 29 Nov | 414.15 | 23.2 | -1.65 | 28.73 | 305 | -9 | 425 | |||
| 28 Nov | 414.50 | 24.85 | -1.25 | 31.61 | 309 | 2 | 434 | |||
| 27 Nov | 417.65 | 26.1 | 4.05 | 29.63 | 414 | 83 | 432 | |||
| 26 Nov | 410.30 | 22.05 | -1.55 | 29.78 | 297 | 38 | 349 | |||
| 25 Nov | 412.35 | 23.6 | -1.30 | 31.16 | 298 | 13 | 310 | |||
| 22 Nov | 413.75 | 24.9 | 2.60 | 30.12 | 489 | 6 | 303 | |||
| 21 Nov | 408.05 | 22.3 | 0.95 | 31.60 | 756 | 96 | 297 | |||
| 20 Nov | 408.10 | 21.35 | 0.00 | 29.56 | 339 | 12 | 201 | |||
| 19 Nov | 408.10 | 21.35 | 0.70 | 29.56 | 339 | 12 | 201 | |||
| 18 Nov | 404.70 | 20.65 | -1.10 | 31.23 | 318 | 93 | 189 | |||
| 14 Nov | 404.65 | 21.75 | 3.05 | 30.29 | 149 | 21 | 96 | |||
| 13 Nov | 399.35 | 18.7 | -7.30 | 28.53 | 108 | 74 | 76 | |||
| 12 Nov | 414.15 | 26 | -30.00 | 27.72 | 1 | 0 | 1 | |||
| 11 Nov | 431.50 | 56 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 432.75 | 56 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 56 | 1.00 | 36.55 | 1 | 0 | 1 | |||
| 6 Nov | 449.30 | 55 | -36.35 | - | 1 | 0 | 0 | |||
| 5 Nov | 434.10 | 91.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 429.05 | 91.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 91.35 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 440.05 | 91.35 | 91.35 | - | 0 | 0 | 0 | |||
| 23 Oct | 437.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 441.30 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 CE is 0.63
Historical price for 400 CE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 5.55, which was -8.50 lower than the previous day. The implied volatity was 18.67, the open interest changed by 312 which increased total open position to 664
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 14.05, which was -2.80 lower than the previous day. The implied volatity was 20.35, the open interest changed by 4 which increased total open position to 353
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 16.85, which was -4.75 lower than the previous day. The implied volatity was 19.39, the open interest changed by -31 which decreased total open position to 348
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 21.6, which was -5.40 lower than the previous day. The implied volatity was 21.40, the open interest changed by 4 which increased total open position to 380
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 27, which was -3.75 lower than the previous day. The implied volatity was 29.38, the open interest changed by -5 which decreased total open position to 376
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 30.75, which was -4.20 lower than the previous day. The implied volatity was 31.14, the open interest changed by 7 which increased total open position to 382
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 34.95, which was -3.55 lower than the previous day. The implied volatity was 22.77, the open interest changed by -1 which decreased total open position to 376
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 38.5, which was 0.45 higher than the previous day. The implied volatity was 40.43, the open interest changed by -1 which decreased total open position to 377
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 38.05, which was -4.35 lower than the previous day. The implied volatity was 31.91, the open interest changed by 9 which increased total open position to 378
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 42.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 370
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 42.35, which was 5.55 higher than the previous day. The implied volatity was 30.94, the open interest changed by -42 which decreased total open position to 371
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 36.8, which was 6.95 higher than the previous day. The implied volatity was 29.02, the open interest changed by 5 which increased total open position to 413
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 29.85, which was -2.80 lower than the previous day. The implied volatity was 26.22, the open interest changed by -11 which decreased total open position to 408
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 32.65, which was 8.20 higher than the previous day. The implied volatity was 27.43, the open interest changed by 33 which increased total open position to 417
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 24.45, which was 1.25 higher than the previous day. The implied volatity was 30.63, the open interest changed by -41 which decreased total open position to 385
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 23.2, which was -1.65 lower than the previous day. The implied volatity was 28.73, the open interest changed by -9 which decreased total open position to 425
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 24.85, which was -1.25 lower than the previous day. The implied volatity was 31.61, the open interest changed by 2 which increased total open position to 434
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 26.1, which was 4.05 higher than the previous day. The implied volatity was 29.63, the open interest changed by 83 which increased total open position to 432
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 22.05, which was -1.55 lower than the previous day. The implied volatity was 29.78, the open interest changed by 38 which increased total open position to 349
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 23.6, which was -1.30 lower than the previous day. The implied volatity was 31.16, the open interest changed by 13 which increased total open position to 310
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 24.9, which was 2.60 higher than the previous day. The implied volatity was 30.12, the open interest changed by 6 which increased total open position to 303
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 22.3, which was 0.95 higher than the previous day. The implied volatity was 31.60, the open interest changed by 96 which increased total open position to 297
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 21.35, which was 0.00 lower than the previous day. The implied volatity was 29.56, the open interest changed by 12 which increased total open position to 201
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 21.35, which was 0.70 higher than the previous day. The implied volatity was 29.56, the open interest changed by 12 which increased total open position to 201
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 20.65, which was -1.10 lower than the previous day. The implied volatity was 31.23, the open interest changed by 93 which increased total open position to 189
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 21.75, which was 3.05 higher than the previous day. The implied volatity was 30.29, the open interest changed by 21 which increased total open position to 96
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 18.7, which was -7.30 lower than the previous day. The implied volatity was 28.53, the open interest changed by 74 which increased total open position to 76
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 26, which was -30.00 lower than the previous day. The implied volatity was 27.72, the open interest changed by 0 which decreased total open position to 1
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 56, 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 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 56, 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 56, which was 1.00 higher than the previous day. The implied volatity was 36.55, the open interest changed by 0 which decreased total open position to 1
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 55, which was -36.35 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 91.35, 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 91.35, 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 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 91.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 91.35, which was 91.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct TATAPOWER was trading at 437.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct TATAPOWER was trading at 441.30. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAPOWER 26DEC2024 400 PE | |||||||
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Delta: -0.41
Vega: 0.20
Theta: -0.42
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 401.10 | 4.35 | 2.80 | 28.05 | 8,802 | -257 | 1,761 |
| 19 Dec | 412.60 | 1.55 | 0.00 | 26.81 | 5,174 | 147 | 2,049 |
| 18 Dec | 415.00 | 1.55 | 0.30 | 28.46 | 4,000 | 7 | 1,901 |
| 17 Dec | 420.90 | 1.25 | 0.25 | 29.49 | 1,576 | 96 | 1,908 |
| 16 Dec | 425.50 | 1 | 0.10 | 30.17 | 1,001 | -78 | 1,819 |
| 13 Dec | 428.45 | 0.9 | 0.00 | 28.03 | 2,709 | 69 | 1,895 |
| 12 Dec | 433.55 | 0.9 | 0.00 | 30.41 | 877 | 31 | 1,830 |
| 11 Dec | 434.80 | 0.9 | -0.20 | 30.11 | 1,100 | -74 | 1,798 |
| 10 Dec | 435.20 | 1.1 | 0.10 | 31.20 | 796 | -12 | 1,875 |
| 9 Dec | 440.75 | 1 | -0.15 | 32.73 | 1,381 | -110 | 1,886 |
| 6 Dec | 439.70 | 1.15 | -0.60 | 30.52 | 2,701 | 109 | 2,000 |
| 5 Dec | 430.85 | 1.75 | -0.85 | 30.03 | 2,279 | 103 | 1,927 |
| 4 Dec | 425.65 | 2.6 | 0.30 | 28.71 | 1,229 | 142 | 1,830 |
| 3 Dec | 428.55 | 2.3 | -2.75 | 28.55 | 3,046 | -98 | 1,689 |
| 2 Dec | 416.50 | 5.05 | -1.15 | 29.54 | 1,397 | 35 | 1,797 |
| 29 Nov | 414.15 | 6.2 | -0.55 | 29.77 | 2,008 | 92 | 1,777 |
| 28 Nov | 414.50 | 6.75 | 0.45 | 30.99 | 2,904 | 420 | 1,698 |
| 27 Nov | 417.65 | 6.3 | -2.60 | 31.23 | 1,231 | 42 | 1,281 |
| 26 Nov | 410.30 | 8.9 | -0.20 | 32.42 | 1,206 | 146 | 1,238 |
| 25 Nov | 412.35 | 9.1 | 0.20 | 33.20 | 1,825 | 278 | 1,096 |
| 22 Nov | 413.75 | 8.9 | -2.20 | 32.49 | 1,238 | 218 | 1,036 |
| 21 Nov | 408.05 | 11.1 | -0.15 | 32.90 | 712 | 111 | 821 |
| 20 Nov | 408.10 | 11.25 | 0.00 | 31.88 | 327 | 30 | 710 |
| 19 Nov | 408.10 | 11.25 | -0.95 | 31.88 | 327 | 30 | 710 |
| 18 Nov | 404.70 | 12.2 | -0.30 | 31.22 | 385 | -16 | 680 |
| 14 Nov | 404.65 | 12.5 | -1.95 | 31.29 | 634 | 254 | 696 |
| 13 Nov | 399.35 | 14.45 | 5.00 | 31.62 | 465 | 248 | 442 |
| 12 Nov | 414.15 | 9.45 | 4.00 | 30.17 | 189 | 34 | 193 |
| 11 Nov | 431.50 | 5.45 | -0.45 | 31.39 | 41 | 3 | 155 |
| 8 Nov | 432.75 | 5.9 | 1.70 | 30.95 | 75 | 25 | 152 |
| 7 Nov | 444.90 | 4.2 | 0.25 | 32.62 | 108 | 35 | 131 |
| 6 Nov | 449.30 | 3.95 | -3.35 | 33.91 | 102 | 38 | 96 |
| 5 Nov | 434.10 | 7.3 | -0.75 | 34.95 | 54 | 35 | 59 |
| 4 Nov | 429.05 | 8.05 | 2.95 | 33.63 | 25 | 6 | 22 |
| 1 Nov | 445.45 | 5.1 | -1.50 | 33.39 | 1 | 0 | 15 |
| 31 Oct | 440.05 | 6.6 | -1.50 | - | 17 | 15 | 15 |
| 23 Oct | 437.70 | 8.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 441.30 | 8.1 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 400 expiring on 26DEC2024
Delta for 400 PE is -0.41
Historical price for 400 PE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 4.35, which was 2.80 higher than the previous day. The implied volatity was 28.05, the open interest changed by -257 which decreased total open position to 1761
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 26.81, the open interest changed by 147 which increased total open position to 2049
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 1.55, which was 0.30 higher than the previous day. The implied volatity was 28.46, the open interest changed by 7 which increased total open position to 1901
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 1.25, which was 0.25 higher than the previous day. The implied volatity was 29.49, the open interest changed by 96 which increased total open position to 1908
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 1, which was 0.10 higher than the previous day. The implied volatity was 30.17, the open interest changed by -78 which decreased total open position to 1819
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 28.03, the open interest changed by 69 which increased total open position to 1895
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 30.41, the open interest changed by 31 which increased total open position to 1830
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 0.9, which was -0.20 lower than the previous day. The implied volatity was 30.11, the open interest changed by -74 which decreased total open position to 1798
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 1.1, which was 0.10 higher than the previous day. The implied volatity was 31.20, the open interest changed by -12 which decreased total open position to 1875
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 32.73, the open interest changed by -110 which decreased total open position to 1886
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 30.52, the open interest changed by 109 which increased total open position to 2000
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 1.75, which was -0.85 lower than the previous day. The implied volatity was 30.03, the open interest changed by 103 which increased total open position to 1927
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 2.6, which was 0.30 higher than the previous day. The implied volatity was 28.71, the open interest changed by 142 which increased total open position to 1830
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 2.3, which was -2.75 lower than the previous day. The implied volatity was 28.55, the open interest changed by -98 which decreased total open position to 1689
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 5.05, which was -1.15 lower than the previous day. The implied volatity was 29.54, the open interest changed by 35 which increased total open position to 1797
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 6.2, which was -0.55 lower than the previous day. The implied volatity was 29.77, the open interest changed by 92 which increased total open position to 1777
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 6.75, which was 0.45 higher than the previous day. The implied volatity was 30.99, the open interest changed by 420 which increased total open position to 1698
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 6.3, which was -2.60 lower than the previous day. The implied volatity was 31.23, the open interest changed by 42 which increased total open position to 1281
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 8.9, which was -0.20 lower than the previous day. The implied volatity was 32.42, the open interest changed by 146 which increased total open position to 1238
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 9.1, which was 0.20 higher than the previous day. The implied volatity was 33.20, the open interest changed by 278 which increased total open position to 1096
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 8.9, which was -2.20 lower than the previous day. The implied volatity was 32.49, the open interest changed by 218 which increased total open position to 1036
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 11.1, which was -0.15 lower than the previous day. The implied volatity was 32.90, the open interest changed by 111 which increased total open position to 821
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 11.25, which was 0.00 lower than the previous day. The implied volatity was 31.88, the open interest changed by 30 which increased total open position to 710
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 11.25, which was -0.95 lower than the previous day. The implied volatity was 31.88, the open interest changed by 30 which increased total open position to 710
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 12.2, which was -0.30 lower than the previous day. The implied volatity was 31.22, the open interest changed by -16 which decreased total open position to 680
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 12.5, which was -1.95 lower than the previous day. The implied volatity was 31.29, the open interest changed by 254 which increased total open position to 696
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 14.45, which was 5.00 higher than the previous day. The implied volatity was 31.62, the open interest changed by 248 which increased total open position to 442
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 9.45, which was 4.00 higher than the previous day. The implied volatity was 30.17, the open interest changed by 34 which increased total open position to 193
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 5.45, which was -0.45 lower than the previous day. The implied volatity was 31.39, the open interest changed by 3 which increased total open position to 155
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 5.9, which was 1.70 higher than the previous day. The implied volatity was 30.95, the open interest changed by 25 which increased total open position to 152
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 4.2, which was 0.25 higher than the previous day. The implied volatity was 32.62, the open interest changed by 35 which increased total open position to 131
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 3.95, which was -3.35 lower than the previous day. The implied volatity was 33.91, the open interest changed by 38 which increased total open position to 96
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 7.3, which was -0.75 lower than the previous day. The implied volatity was 34.95, the open interest changed by 35 which increased total open position to 59
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 8.05, which was 2.95 higher than the previous day. The implied volatity was 33.63, the open interest changed by 6 which increased total open position to 22
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 5.1, which was -1.50 lower than the previous day. The implied volatity was 33.39, the open interest changed by 0 which decreased total open position to 15
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 6.6, which was -1.50 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 8.1, 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 7 Oct TATAPOWER was trading at 441.30. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
