TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
20 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 405 CE | ||||||||||
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Delta: 0.43
Vega: 0.20
Theta: -0.39
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 401.10 | 3.35 | -6.80 | 20.59 | 3,106 | 361 | 581 | |||
| 19 Dec | 412.60 | 10.15 | -2.65 | 21.52 | 1,399 | 109 | 221 | |||
| 18 Dec | 415.00 | 12.8 | -4.50 | 21.48 | 167 | 18 | 114 | |||
| 17 Dec | 420.90 | 17.3 | -5.20 | 23.10 | 35 | 5 | 96 | |||
| 16 Dec | 425.50 | 22.5 | -3.65 | 28.48 | 19 | 0 | 91 | |||
| 13 Dec | 428.45 | 26.15 | -3.50 | 29.39 | 74 | -8 | 91 | |||
| 12 Dec | 433.55 | 29.65 | -3.65 | - | 7 | -1 | 99 | |||
| 11 Dec | 434.80 | 33.3 | 1.55 | 35.30 | 8 | 1 | 100 | |||
| 10 Dec | 435.20 | 31.75 | -6.25 | - | 9 | 0 | 99 | |||
| 9 Dec | 440.75 | 38 | -0.05 | 24.99 | 6 | -1 | 99 | |||
| 6 Dec | 439.70 | 38.05 | 5.80 | 31.62 | 54 | -10 | 100 | |||
| 5 Dec | 430.85 | 32.25 | 6.70 | 27.88 | 44 | -1 | 111 | |||
| 4 Dec | 425.65 | 25.55 | -2.75 | 25.44 | 28 | -2 | 112 | |||
| 3 Dec | 428.55 | 28.3 | 7.45 | 26.60 | 116 | -4 | 113 | |||
| 2 Dec | 416.50 | 20.85 | 1.15 | 30.09 | 122 | -15 | 118 | |||
| 29 Nov | 414.15 | 19.7 | -1.45 | 28.26 | 248 | 6 | 132 | |||
| 28 Nov | 414.50 | 21.15 | -1.50 | 30.49 | 186 | 22 | 126 | |||
| 27 Nov | 417.65 | 22.65 | 4.00 | 29.17 | 142 | 6 | 104 | |||
| 26 Nov | 410.30 | 18.65 | -1.35 | 29.02 | 170 | 19 | 96 | |||
| 25 Nov | 412.35 | 20 | -1.60 | 30.00 | 122 | -10 | 75 | |||
| 22 Nov | 413.75 | 21.6 | 2.55 | 29.78 | 183 | -12 | 73 | |||
| 21 Nov | 408.05 | 19.05 | 0.40 | 30.77 | 165 | 38 | 84 | |||
| 20 Nov | 408.10 | 18.65 | 0.00 | 29.83 | 12 | -2 | 46 | |||
| 19 Nov | 408.10 | 18.65 | 1.50 | 29.83 | 12 | -2 | 46 | |||
| 18 Nov | 404.70 | 17.15 | -0.80 | 29.61 | 86 | 32 | 48 | |||
| 14 Nov | 404.65 | 17.95 | 1.55 | 28.29 | 22 | 13 | 15 | |||
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| 13 Nov | 399.35 | 16.4 | -34.45 | 29.03 | 3 | 2 | 2 | |||
| 12 Nov | 414.15 | 50.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 431.50 | 50.85 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 432.75 | 50.85 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 50.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 50.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 50.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 429.05 | 50.85 | 50.85 | - | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 405 expiring on 26DEC2024
Delta for 405 CE is 0.43
Historical price for 405 CE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 3.35, which was -6.80 lower than the previous day. The implied volatity was 20.59, the open interest changed by 361 which increased total open position to 581
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 10.15, which was -2.65 lower than the previous day. The implied volatity was 21.52, the open interest changed by 109 which increased total open position to 221
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 12.8, which was -4.50 lower than the previous day. The implied volatity was 21.48, the open interest changed by 18 which increased total open position to 114
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 17.3, which was -5.20 lower than the previous day. The implied volatity was 23.10, the open interest changed by 5 which increased total open position to 96
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 22.5, which was -3.65 lower than the previous day. The implied volatity was 28.48, the open interest changed by 0 which decreased total open position to 91
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 26.15, which was -3.50 lower than the previous day. The implied volatity was 29.39, the open interest changed by -8 which decreased total open position to 91
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 29.65, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 99
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 33.3, which was 1.55 higher than the previous day. The implied volatity was 35.30, the open interest changed by 1 which increased total open position to 100
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 31.75, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 99
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 38, which was -0.05 lower than the previous day. The implied volatity was 24.99, the open interest changed by -1 which decreased total open position to 99
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 38.05, which was 5.80 higher than the previous day. The implied volatity was 31.62, the open interest changed by -10 which decreased total open position to 100
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 32.25, which was 6.70 higher than the previous day. The implied volatity was 27.88, the open interest changed by -1 which decreased total open position to 111
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 25.55, which was -2.75 lower than the previous day. The implied volatity was 25.44, the open interest changed by -2 which decreased total open position to 112
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 28.3, which was 7.45 higher than the previous day. The implied volatity was 26.60, the open interest changed by -4 which decreased total open position to 113
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 20.85, which was 1.15 higher than the previous day. The implied volatity was 30.09, the open interest changed by -15 which decreased total open position to 118
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 19.7, which was -1.45 lower than the previous day. The implied volatity was 28.26, the open interest changed by 6 which increased total open position to 132
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 21.15, which was -1.50 lower than the previous day. The implied volatity was 30.49, the open interest changed by 22 which increased total open position to 126
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 22.65, which was 4.00 higher than the previous day. The implied volatity was 29.17, the open interest changed by 6 which increased total open position to 104
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 18.65, which was -1.35 lower than the previous day. The implied volatity was 29.02, the open interest changed by 19 which increased total open position to 96
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 20, which was -1.60 lower than the previous day. The implied volatity was 30.00, the open interest changed by -10 which decreased total open position to 75
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 21.6, which was 2.55 higher than the previous day. The implied volatity was 29.78, the open interest changed by -12 which decreased total open position to 73
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 19.05, which was 0.40 higher than the previous day. The implied volatity was 30.77, the open interest changed by 38 which increased total open position to 84
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 18.65, which was 0.00 lower than the previous day. The implied volatity was 29.83, the open interest changed by -2 which decreased total open position to 46
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 18.65, which was 1.50 higher than the previous day. The implied volatity was 29.83, the open interest changed by -2 which decreased total open position to 46
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 17.15, which was -0.80 lower than the previous day. The implied volatity was 29.61, the open interest changed by 32 which increased total open position to 48
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 17.95, which was 1.55 higher than the previous day. The implied volatity was 28.29, the open interest changed by 13 which increased total open position to 15
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 16.4, which was -34.45 lower than the previous day. The implied volatity was 29.03, the open interest changed by 2 which increased total open position to 2
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 50.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 50.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 50.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 50.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 50.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 50.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 50.85, which was 50.85 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 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 0.20
Theta: -0.44
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 401.10 | 7.05 | 4.50 | 29.24 | 5,775 | -26 | 702 |
| 19 Dec | 412.60 | 2.55 | 0.20 | 25.71 | 4,115 | 56 | 723 |
| 18 Dec | 415.00 | 2.35 | 0.45 | 27.01 | 2,472 | 144 | 663 |
| 17 Dec | 420.90 | 1.9 | 0.50 | 28.40 | 1,168 | -42 | 518 |
| 16 Dec | 425.50 | 1.4 | 0.20 | 28.53 | 756 | 25 | 563 |
| 13 Dec | 428.45 | 1.2 | 0.10 | 26.34 | 1,671 | -32 | 539 |
| 12 Dec | 433.55 | 1.1 | -0.10 | 28.36 | 777 | 56 | 572 |
| 11 Dec | 434.80 | 1.2 | -0.20 | 28.85 | 742 | -65 | 519 |
| 10 Dec | 435.20 | 1.4 | 0.20 | 29.75 | 831 | 37 | 586 |
| 9 Dec | 440.75 | 1.2 | -0.25 | 30.99 | 736 | -6 | 553 |
| 6 Dec | 439.70 | 1.45 | -0.85 | 29.31 | 1,403 | 226 | 559 |
| 5 Dec | 430.85 | 2.3 | -1.05 | 29.30 | 1,459 | -74 | 336 |
| 4 Dec | 425.65 | 3.35 | 0.35 | 27.85 | 1,002 | 173 | 412 |
| 3 Dec | 428.55 | 3 | -3.40 | 27.84 | 1,164 | -38 | 239 |
| 2 Dec | 416.50 | 6.4 | -1.30 | 29.04 | 356 | 9 | 278 |
| 29 Nov | 414.15 | 7.7 | -0.60 | 29.32 | 465 | 43 | 270 |
| 28 Nov | 414.50 | 8.3 | 0.60 | 30.60 | 305 | 55 | 228 |
| 27 Nov | 417.65 | 7.7 | -3.15 | 30.75 | 163 | 42 | 173 |
| 26 Nov | 410.30 | 10.85 | 0.05 | 32.40 | 160 | 39 | 131 |
| 25 Nov | 412.35 | 10.8 | 0.40 | 32.70 | 113 | 17 | 92 |
| 22 Nov | 413.75 | 10.4 | -2.65 | 31.71 | 67 | -8 | 67 |
| 21 Nov | 408.05 | 13.05 | 0.15 | 32.53 | 50 | 30 | 74 |
| 20 Nov | 408.10 | 12.9 | 0.00 | 30.89 | 23 | 0 | 45 |
| 19 Nov | 408.10 | 12.9 | -1.05 | 30.89 | 23 | 1 | 45 |
| 18 Nov | 404.70 | 13.95 | -0.80 | 30.19 | 52 | 35 | 43 |
| 14 Nov | 404.65 | 14.75 | 0.40 | 31.31 | 12 | 2 | 7 |
| 13 Nov | 399.35 | 14.35 | 6.75 | 27.01 | 9 | 1 | 3 |
| 12 Nov | 414.15 | 7.6 | -3.70 | 23.15 | 2 | 1 | 1 |
| 11 Nov | 431.50 | 11.3 | 0.00 | 6.33 | 0 | 0 | 0 |
| 8 Nov | 432.75 | 11.3 | 0.00 | 5.96 | 0 | 0 | 0 |
| 7 Nov | 444.90 | 11.3 | 0.00 | 8.33 | 0 | 0 | 0 |
| 6 Nov | 449.30 | 11.3 | 0.00 | 9.10 | 0 | 0 | 0 |
| 5 Nov | 434.10 | 11.3 | 0.00 | 6.49 | 0 | 0 | 0 |
| 4 Nov | 429.05 | 11.3 | 11.30 | 5.53 | 0 | 0 | 0 |
| 1 Nov | 445.45 | 0 | 8.03 | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 405 expiring on 26DEC2024
Delta for 405 PE is -0.54
Historical price for 405 PE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 7.05, which was 4.50 higher than the previous day. The implied volatity was 29.24, the open interest changed by -26 which decreased total open position to 702
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 2.55, which was 0.20 higher than the previous day. The implied volatity was 25.71, the open interest changed by 56 which increased total open position to 723
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 2.35, which was 0.45 higher than the previous day. The implied volatity was 27.01, the open interest changed by 144 which increased total open position to 663
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 1.9, which was 0.50 higher than the previous day. The implied volatity was 28.40, the open interest changed by -42 which decreased total open position to 518
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 1.4, which was 0.20 higher than the previous day. The implied volatity was 28.53, the open interest changed by 25 which increased total open position to 563
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 1.2, which was 0.10 higher than the previous day. The implied volatity was 26.34, the open interest changed by -32 which decreased total open position to 539
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 1.1, which was -0.10 lower than the previous day. The implied volatity was 28.36, the open interest changed by 56 which increased total open position to 572
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 1.2, which was -0.20 lower than the previous day. The implied volatity was 28.85, the open interest changed by -65 which decreased total open position to 519
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 1.4, which was 0.20 higher than the previous day. The implied volatity was 29.75, the open interest changed by 37 which increased total open position to 586
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 30.99, the open interest changed by -6 which decreased total open position to 553
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 1.45, which was -0.85 lower than the previous day. The implied volatity was 29.31, the open interest changed by 226 which increased total open position to 559
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 2.3, which was -1.05 lower than the previous day. The implied volatity was 29.30, the open interest changed by -74 which decreased total open position to 336
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 3.35, which was 0.35 higher than the previous day. The implied volatity was 27.85, the open interest changed by 173 which increased total open position to 412
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 3, which was -3.40 lower than the previous day. The implied volatity was 27.84, the open interest changed by -38 which decreased total open position to 239
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 6.4, which was -1.30 lower than the previous day. The implied volatity was 29.04, the open interest changed by 9 which increased total open position to 278
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 7.7, which was -0.60 lower than the previous day. The implied volatity was 29.32, the open interest changed by 43 which increased total open position to 270
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 8.3, which was 0.60 higher than the previous day. The implied volatity was 30.60, the open interest changed by 55 which increased total open position to 228
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 7.7, which was -3.15 lower than the previous day. The implied volatity was 30.75, the open interest changed by 42 which increased total open position to 173
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 10.85, which was 0.05 higher than the previous day. The implied volatity was 32.40, the open interest changed by 39 which increased total open position to 131
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 10.8, which was 0.40 higher than the previous day. The implied volatity was 32.70, the open interest changed by 17 which increased total open position to 92
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 10.4, which was -2.65 lower than the previous day. The implied volatity was 31.71, the open interest changed by -8 which decreased total open position to 67
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 13.05, which was 0.15 higher than the previous day. The implied volatity was 32.53, the open interest changed by 30 which increased total open position to 74
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 12.9, which was 0.00 lower than the previous day. The implied volatity was 30.89, the open interest changed by 0 which decreased total open position to 45
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 12.9, which was -1.05 lower than the previous day. The implied volatity was 30.89, the open interest changed by 1 which increased total open position to 45
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 13.95, which was -0.80 lower than the previous day. The implied volatity was 30.19, the open interest changed by 35 which increased total open position to 43
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 14.75, which was 0.40 higher than the previous day. The implied volatity was 31.31, 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 14.35, which was 6.75 higher than the previous day. The implied volatity was 27.01, the open interest changed by 1 which increased total open position to 3
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 7.6, which was -3.70 lower than the previous day. The implied volatity was 23.15, the open interest changed by 1 which increased total open position to 1
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 11.3, which was 0.00 lower than the previous day. The implied volatity was 6.33, 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 11.3, 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 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 11.3, which was 0.00 lower than the previous day. The implied volatity was 8.33, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 9.10, 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 11.3, which was 0.00 lower than the previous day. The implied volatity was 6.49, 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 11.3, which was 11.30 higher than the previous day. The implied volatity was 5.53, 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 8.03, the open interest changed by 0 which decreased total open position to 0
