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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 405 CE
Delta: 0.03
Vega: 0.03
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 363.40 0.2 -0.05 42.95 412 -73 1,622
23 Jan 362.75 0.3 0.00 42.95 271 13 1,696
22 Jan 358.85 0.3 -0.25 42.85 812 -182 1,696
21 Jan 365.90 0.55 -0.50 38.86 1,361 119 1,876
20 Jan 374.45 1.05 -0.15 35.49 747 -15 1,757
17 Jan 373.60 1.2 -0.05 32.70 837 -109 1,770
16 Jan 368.90 1.25 0.15 35.40 552 58 1,878
15 Jan 365.45 1.1 0.20 36.01 1,243 -50 1,819
14 Jan 356.95 0.9 0.35 37.98 603 8 1,879
13 Jan 339.95 0.55 -0.25 45.00 666 -34 1,886
10 Jan 356.35 0.8 -0.55 34.15 1,489 -96 1,939
9 Jan 367.15 1.35 -0.85 30.25 1,546 6 2,038
8 Jan 374.05 2.2 -1.05 29.45 1,333 148 2,030
7 Jan 378.75 3.25 -0.25 29.09 1,254 205 1,883
6 Jan 378.65 3.5 -5.15 29.12 3,440 200 1,691
3 Jan 396.65 8.65 0.50 25.53 3,246 287 1,493
2 Jan 395.50 8.15 0.75 24.71 1,808 -85 1,206
1 Jan 392.35 7.4 -0.25 25.92 1,038 78 1,295
31 Dec 392.40 7.65 -0.50 25.71 2,123 128 1,221
30 Dec 389.75 8.15 -2.65 26.15 2,657 228 1,109
27 Dec 399.00 10.8 -4.70 23.81 1,678 222 887
26 Dec 404.30 15.5 4.15 24.01 1,727 230 674
24 Dec 399.40 11.35 -2.45 23.75 718 169 439
23 Dec 399.90 13.8 -1.70 27.85 403 129 272
20 Dec 401.10 15.5 -4.50 27.06 127 83 142
19 Dec 412.60 20 -15.10 23.60 67 60 60
18 Dec 415.00 35.1 0.00 - 0 0 0
17 Dec 420.90 35.1 0.00 - 0 0 0
16 Dec 425.50 35.1 0.00 - 0 0 0
13 Dec 428.45 35.1 0.00 - 0 0 0
12 Dec 433.55 35.1 0.00 - 0 0 0
11 Dec 434.80 35.1 0.00 - 0 0 0
10 Dec 435.20 35.1 0.00 - 0 0 0
9 Dec 440.75 35.1 0.00 - 0 0 0
6 Dec 439.70 35.1 0.00 - 0 0 0
5 Dec 430.85 35.1 0.00 - 0 0 0
4 Dec 425.65 35.1 0.00 - 0 0 0
3 Dec 428.55 35.1 0.00 - 0 0 0
2 Dec 416.50 35.1 0.00 - 0 0 0
29 Nov 414.15 35.1 - 0 0 0


For Tata Power Co Ltd - strike price 405 expiring on 30JAN2025

Delta for 405 CE is 0.03

Historical price for 405 CE is as follows

On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.95, the open interest changed by -73 which decreased total open position to 1622


On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 42.95, the open interest changed by 13 which increased total open position to 1696


On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 42.85, the open interest changed by -182 which decreased total open position to 1696


On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 0.55, which was -0.50 lower than the previous day. The implied volatity was 38.86, the open interest changed by 119 which increased total open position to 1876


On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 35.49, the open interest changed by -15 which decreased total open position to 1757


On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 32.70, the open interest changed by -109 which decreased total open position to 1770


On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 35.40, the open interest changed by 58 which increased total open position to 1878


On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 1.1, which was 0.20 higher than the previous day. The implied volatity was 36.01, the open interest changed by -50 which decreased total open position to 1819


On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 0.9, which was 0.35 higher than the previous day. The implied volatity was 37.98, the open interest changed by 8 which increased total open position to 1879


On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 45.00, the open interest changed by -34 which decreased total open position to 1886


On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 34.15, the open interest changed by -96 which decreased total open position to 1939


On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 1.35, which was -0.85 lower than the previous day. The implied volatity was 30.25, the open interest changed by 6 which increased total open position to 2038


On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 2.2, which was -1.05 lower than the previous day. The implied volatity was 29.45, the open interest changed by 148 which increased total open position to 2030


On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 29.09, the open interest changed by 205 which increased total open position to 1883


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 3.5, which was -5.15 lower than the previous day. The implied volatity was 29.12, the open interest changed by 200 which increased total open position to 1691


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 8.65, which was 0.50 higher than the previous day. The implied volatity was 25.53, the open interest changed by 287 which increased total open position to 1493


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 8.15, which was 0.75 higher than the previous day. The implied volatity was 24.71, the open interest changed by -85 which decreased total open position to 1206


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 7.4, which was -0.25 lower than the previous day. The implied volatity was 25.92, the open interest changed by 78 which increased total open position to 1295


On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 7.65, which was -0.50 lower than the previous day. The implied volatity was 25.71, the open interest changed by 128 which increased total open position to 1221


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 8.15, which was -2.65 lower than the previous day. The implied volatity was 26.15, the open interest changed by 228 which increased total open position to 1109


On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 10.8, which was -4.70 lower than the previous day. The implied volatity was 23.81, the open interest changed by 222 which increased total open position to 887


On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 15.5, which was 4.15 higher than the previous day. The implied volatity was 24.01, the open interest changed by 230 which increased total open position to 674


On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 11.35, which was -2.45 lower than the previous day. The implied volatity was 23.75, the open interest changed by 169 which increased total open position to 439


On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 13.8, which was -1.70 lower than the previous day. The implied volatity was 27.85, the open interest changed by 129 which increased total open position to 272


On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 15.5, which was -4.50 lower than the previous day. The implied volatity was 27.06, the open interest changed by 83 which increased total open position to 142


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 20, which was -15.10 lower than the previous day. The implied volatity was 23.60, the open interest changed by 60 which increased total open position to 60


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 35.1, 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 35.1, 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 35.1, 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 35.1, 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 35.1, 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 35.1, 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 35.1, 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 35.1, 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 35.1, 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 35.1, 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 35.1, 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 35.1, 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 35.1, 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 35.1, 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 405 PE
Delta: -0.92
Vega: 0.07
Theta: -0.25
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
24 Jan 363.40 42.35 0.05 59.17 12 -8 697
23 Jan 362.75 42.3 -7.95 48.66 148 -86 706
22 Jan 358.85 50.25 10.70 90.89 3 -1 793
21 Jan 365.90 39.55 8.85 54.15 2 -1 795
20 Jan 374.45 30.7 -1.25 36.01 34 -4 795
17 Jan 373.60 31.95 -4.45 37.39 27 -11 799
16 Jan 368.90 36.4 -3.50 40.21 32 10 808
15 Jan 365.45 39.9 -10.05 39.49 51 -14 798
14 Jan 356.95 49.95 -14.00 62.01 46 -24 813
13 Jan 339.95 63.95 15.00 38.95 27 -6 838
10 Jan 356.35 48.95 11.30 43.84 22 -7 843
9 Jan 367.15 37.65 7.15 34.77 85 -43 849
8 Jan 374.05 30.5 3.15 26.52 25 -13 893
7 Jan 378.75 27.35 -1.50 30.66 184 -37 907
6 Jan 378.65 28.85 14.45 35.64 489 -7 953
3 Jan 396.65 14.4 0.05 26.79 605 52 958
2 Jan 395.50 14.35 -3.15 25.17 262 -41 905
1 Jan 392.35 17.5 0.20 27.12 80 -8 944
31 Dec 392.40 17.3 0.10 26.78 305 -78 950
30 Dec 389.75 17.2 3.55 26.55 752 -4 1,029
27 Dec 399.00 13.65 3.80 26.28 1,955 323 1,030
26 Dec 404.30 9.85 -3.55 25.68 1,422 381 710
24 Dec 399.40 13.4 -1.85 24.90 403 165 328
23 Dec 399.90 15.25 -0.45 28.52 321 108 164
20 Dec 401.10 15.7 5.60 31.02 150 42 55
19 Dec 412.60 10.1 0.60 28.10 26 6 13
18 Dec 415.00 9.5 -11.05 28.66 9 6 6
17 Dec 420.90 20.55 0.00 4.24 0 0 0
16 Dec 425.50 20.55 0.00 5.13 0 0 0
13 Dec 428.45 20.55 0.00 5.59 0 0 0
12 Dec 433.55 20.55 0.00 6.42 0 0 0
11 Dec 434.80 20.55 0.00 6.63 0 0 0
10 Dec 435.20 20.55 0.00 6.69 0 0 0
9 Dec 440.75 20.55 0.00 7.54 0 0 0
6 Dec 439.70 20.55 0.00 7.12 0 0 0
5 Dec 430.85 20.55 0.00 6.16 0 0 0
4 Dec 425.65 20.55 0.00 4.93 0 0 0
3 Dec 428.55 20.55 0.00 5.31 0 0 0
2 Dec 416.50 20.55 0.00 3.32 0 0 0
29 Nov 414.15 20.55 2.97 0 0 0


For Tata Power Co Ltd - strike price 405 expiring on 30JAN2025

Delta for 405 PE is -0.92

Historical price for 405 PE is as follows

On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 42.35, which was 0.05 higher than the previous day. The implied volatity was 59.17, the open interest changed by -8 which decreased total open position to 697


On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 42.3, which was -7.95 lower than the previous day. The implied volatity was 48.66, the open interest changed by -86 which decreased total open position to 706


On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 50.25, which was 10.70 higher than the previous day. The implied volatity was 90.89, the open interest changed by -1 which decreased total open position to 793


On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 39.55, which was 8.85 higher than the previous day. The implied volatity was 54.15, the open interest changed by -1 which decreased total open position to 795


On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 30.7, which was -1.25 lower than the previous day. The implied volatity was 36.01, the open interest changed by -4 which decreased total open position to 795


On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 31.95, which was -4.45 lower than the previous day. The implied volatity was 37.39, the open interest changed by -11 which decreased total open position to 799


On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 36.4, which was -3.50 lower than the previous day. The implied volatity was 40.21, the open interest changed by 10 which increased total open position to 808


On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 39.9, which was -10.05 lower than the previous day. The implied volatity was 39.49, the open interest changed by -14 which decreased total open position to 798


On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 49.95, which was -14.00 lower than the previous day. The implied volatity was 62.01, the open interest changed by -24 which decreased total open position to 813


On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 63.95, which was 15.00 higher than the previous day. The implied volatity was 38.95, the open interest changed by -6 which decreased total open position to 838


On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 48.95, which was 11.30 higher than the previous day. The implied volatity was 43.84, the open interest changed by -7 which decreased total open position to 843


On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 37.65, which was 7.15 higher than the previous day. The implied volatity was 34.77, the open interest changed by -43 which decreased total open position to 849


On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 30.5, which was 3.15 higher than the previous day. The implied volatity was 26.52, the open interest changed by -13 which decreased total open position to 893


On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 27.35, which was -1.50 lower than the previous day. The implied volatity was 30.66, the open interest changed by -37 which decreased total open position to 907


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 28.85, which was 14.45 higher than the previous day. The implied volatity was 35.64, the open interest changed by -7 which decreased total open position to 953


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 14.4, which was 0.05 higher than the previous day. The implied volatity was 26.79, the open interest changed by 52 which increased total open position to 958


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 14.35, which was -3.15 lower than the previous day. The implied volatity was 25.17, the open interest changed by -41 which decreased total open position to 905


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 17.5, which was 0.20 higher than the previous day. The implied volatity was 27.12, the open interest changed by -8 which decreased total open position to 944


On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 17.3, which was 0.10 higher than the previous day. The implied volatity was 26.78, the open interest changed by -78 which decreased total open position to 950


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 17.2, which was 3.55 higher than the previous day. The implied volatity was 26.55, the open interest changed by -4 which decreased total open position to 1029


On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 13.65, which was 3.80 higher than the previous day. The implied volatity was 26.28, the open interest changed by 323 which increased total open position to 1030


On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 9.85, which was -3.55 lower than the previous day. The implied volatity was 25.68, the open interest changed by 381 which increased total open position to 710


On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 13.4, which was -1.85 lower than the previous day. The implied volatity was 24.90, the open interest changed by 165 which increased total open position to 328


On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 15.25, which was -0.45 lower than the previous day. The implied volatity was 28.52, the open interest changed by 108 which increased total open position to 164


On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 15.7, which was 5.60 higher than the previous day. The implied volatity was 31.02, the open interest changed by 42 which increased total open position to 55


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 10.1, which was 0.60 higher than the previous day. The implied volatity was 28.10, the open interest changed by 6 which increased total open position to 13


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 9.5, which was -11.05 lower than the previous day. The implied volatity was 28.66, the open interest changed by 6 which increased total open position to 6


On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 20.55, which was 0.00 lower than the previous day. The implied volatity was 4.24, 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 20.55, which was 0.00 lower than the previous day. The implied volatity was 5.13, 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 20.55, which was 0.00 lower than the previous day. The implied volatity was 5.59, 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 20.55, which was 0.00 lower than the previous day. The implied volatity was 6.42, 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 20.55, which was 0.00 lower than the previous day. The implied volatity was 6.63, 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 20.55, which was 0.00 lower than the previous day. The implied volatity was 6.69, 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 20.55, which was 0.00 lower than the previous day. The implied volatity was 7.54, 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 20.55, which was 0.00 lower than the previous day. The implied volatity was 7.12, 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 20.55, which was 0.00 lower than the previous day. The implied volatity was 6.16, 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 20.55, which was 0.00 lower than the previous day. The implied volatity was 4.93, 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 20.55, which was 0.00 lower than the previous day. The implied volatity was 5.31, 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 20.55, 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 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 20.55, which was lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0