TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
21 Nov 2024 04:11 PM IST
| TATAPOWER 28NOV2024 405 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.22
Theta: -0.61
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 408.05 | 9.8 | 0.55 | 34.62 | 6,809 | -30 | 418 | |||
| 20 Nov | 408.10 | 9.25 | 0.00 | 29.69 | 2,114 | -144 | 449 | |||
| 19 Nov | 408.10 | 9.25 | 0.60 | 29.69 | 2,114 | -143 | 449 | |||
| 18 Nov | 404.70 | 8.65 | -1.05 | 31.65 | 4,656 | -1 | 594 | |||
| 14 Nov | 404.65 | 9.7 | 1.60 | 27.85 | 5,772 | 109 | 594 | |||
| 13 Nov | 399.35 | 8.1 | -7.00 | 28.14 | 2,568 | 429 | 496 | |||
| 12 Nov | 414.15 | 15.1 | -15.90 | 27.64 | 173 | 45 | 66 | |||
| 11 Nov | 431.50 | 31 | 1.40 | 32.30 | 27 | -3 | 20 | |||
| 8 Nov | 432.75 | 29.6 | -12.85 | 27.72 | 27 | 4 | 23 | |||
| 7 Nov | 444.90 | 42.45 | -0.35 | 20.76 | 1 | 0 | 19 | |||
| 6 Nov | 449.30 | 42.8 | 8.60 | - | 9 | 1 | 19 | |||
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| 5 Nov | 434.10 | 34.2 | 3.85 | 30.01 | 44 | -3 | 18 | |||
| 4 Nov | 429.05 | 30.35 | -13.70 | 31.69 | 6 | 2 | 21 | |||
| 1 Nov | 445.45 | 44.05 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 31 Oct | 440.05 | 44.05 | 11.25 | - | 4 | -3 | 18 | |||
| 30 Oct | 427.00 | 32.8 | 3.05 | - | 15 | 7 | 21 | |||
| 29 Oct | 425.40 | 29.75 | -3.30 | - | 21 | 7 | 13 | |||
| 28 Oct | 425.70 | 33.05 | -48.90 | - | 14 | 7 | 7 | |||
| 25 Oct | 422.10 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 438.00 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 437.70 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 435.85 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 453.80 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 453.55 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 450.20 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 460.45 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 463.50 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 462.30 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 461.15 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 465.65 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 460.85 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 456.90 | 81.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 441.30 | 81.95 | 81.95 | - | 0 | 0 | 0 | |||
| 4 Oct | 466.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 471.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 481.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 482.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 485.50 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 405 expiring on 28NOV2024
Delta for 405 CE is 0.59
Historical price for 405 CE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 9.8, which was 0.55 higher than the previous day. The implied volatity was 34.62, the open interest changed by -30 which decreased total open position to 418
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 9.25, which was 0.00 lower than the previous day. The implied volatity was 29.69, the open interest changed by -144 which decreased total open position to 449
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 9.25, which was 0.60 higher than the previous day. The implied volatity was 29.69, the open interest changed by -143 which decreased total open position to 449
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 8.65, which was -1.05 lower than the previous day. The implied volatity was 31.65, the open interest changed by -1 which decreased total open position to 594
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 9.7, which was 1.60 higher than the previous day. The implied volatity was 27.85, the open interest changed by 109 which increased total open position to 594
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 8.1, which was -7.00 lower than the previous day. The implied volatity was 28.14, the open interest changed by 429 which increased total open position to 496
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 15.1, which was -15.90 lower than the previous day. The implied volatity was 27.64, the open interest changed by 45 which increased total open position to 66
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 31, which was 1.40 higher than the previous day. The implied volatity was 32.30, the open interest changed by -3 which decreased total open position to 20
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 29.6, which was -12.85 lower than the previous day. The implied volatity was 27.72, the open interest changed by 4 which increased total open position to 23
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 42.45, which was -0.35 lower than the previous day. The implied volatity was 20.76, the open interest changed by 0 which decreased total open position to 19
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 42.8, which was 8.60 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 19
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 34.2, which was 3.85 higher than the previous day. The implied volatity was 30.01, the open interest changed by -3 which decreased total open position to 18
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 30.35, which was -13.70 lower than the previous day. The implied volatity was 31.69, the open interest changed by 2 which increased total open position to 21
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 44.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 44.05, which was 11.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATAPOWER was trading at 427.00. The strike last trading price was 32.8, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATAPOWER was trading at 425.40. The strike last trading price was 29.75, which was -3.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATAPOWER was trading at 425.70. The strike last trading price was 33.05, which was -48.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATAPOWER was trading at 422.10. The strike last trading price was 81.95, 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 24 Oct TATAPOWER was trading at 438.00. The strike last trading price was 81.95, 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 23 Oct TATAPOWER was trading at 437.70. The strike last trading price was 81.95, 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 22 Oct TATAPOWER was trading at 435.85. The strike last trading price was 81.95, 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 21 Oct TATAPOWER was trading at 453.80. The strike last trading price was 81.95, 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 18 Oct TATAPOWER was trading at 453.55. The strike last trading price was 81.95, 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 17 Oct TATAPOWER was trading at 450.20. The strike last trading price was 81.95, 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 16 Oct TATAPOWER was trading at 460.45. The strike last trading price was 81.95, 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 15 Oct TATAPOWER was trading at 463.50. The strike last trading price was 81.95, 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 14 Oct TATAPOWER was trading at 462.30. The strike last trading price was 81.95, 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 11 Oct TATAPOWER was trading at 461.15. The strike last trading price was 81.95, 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 10 Oct TATAPOWER was trading at 465.65. The strike last trading price was 81.95, 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 9 Oct TATAPOWER was trading at 460.85. The strike last trading price was 81.95, 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 8 Oct TATAPOWER was trading at 456.90. The strike last trading price was 81.95, 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 81.95, which was 81.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct TATAPOWER was trading at 466.65. 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 3 Oct TATAPOWER was trading at 471.80. 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 1 Oct TATAPOWER was trading at 481.25. 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 30 Sept TATAPOWER was trading at 482.60. 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 27 Sept TATAPOWER was trading at 485.50. 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 28NOV2024 405 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.41
Vega: 0.22
Theta: -0.50
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 408.05 | 6.05 | -1.05 | 34.74 | 6,202 | -83 | 622 |
| 20 Nov | 408.10 | 7.1 | 0.00 | 33.87 | 4,096 | 4 | 703 |
| 19 Nov | 408.10 | 7.1 | -0.75 | 33.87 | 4,096 | 2 | 703 |
| 18 Nov | 404.70 | 7.85 | -0.60 | 30.18 | 3,199 | 102 | 708 |
| 14 Nov | 404.65 | 8.45 | -3.10 | 29.44 | 4,153 | 22 | 614 |
| 13 Nov | 399.35 | 11.55 | 4.85 | 32.03 | 4,440 | 240 | 595 |
| 12 Nov | 414.15 | 6.7 | 4.20 | 31.97 | 2,882 | 133 | 413 |
| 11 Nov | 431.50 | 2.5 | -1.00 | 32.22 | 450 | 29 | 286 |
| 8 Nov | 432.75 | 3.5 | 1.45 | 32.93 | 1,047 | -27 | 265 |
| 7 Nov | 444.90 | 2.05 | 0.35 | 35.06 | 377 | 40 | 293 |
| 6 Nov | 449.30 | 1.7 | -2.35 | 35.38 | 1,035 | 94 | 255 |
| 5 Nov | 434.10 | 4.05 | -1.40 | 35.30 | 701 | -4 | 161 |
| 4 Nov | 429.05 | 5.45 | 2.20 | 35.40 | 315 | 26 | 169 |
| 1 Nov | 445.45 | 3.25 | -0.50 | 36.09 | 71 | 18 | 142 |
| 31 Oct | 440.05 | 3.75 | -5.05 | - | 809 | 3 | 125 |
| 30 Oct | 427.00 | 8.8 | -0.20 | - | 159 | 43 | 122 |
| 29 Oct | 425.40 | 9 | 0.20 | - | 118 | 31 | 79 |
| 28 Oct | 425.70 | 8.8 | -2.35 | - | 112 | 33 | 50 |
| 25 Oct | 422.10 | 11.15 | 5.55 | - | 72 | 16 | 17 |
| 24 Oct | 438.00 | 5.6 | -0.20 | - | 1 | 0 | 0 |
| 23 Oct | 437.70 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 435.85 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 453.80 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 453.55 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 450.20 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 460.45 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 463.50 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 462.30 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 461.15 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 465.65 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 460.85 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 456.90 | 5.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 441.30 | 5.8 | 5.80 | - | 0 | 0 | 0 |
| 4 Oct | 466.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 471.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 481.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 482.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 485.50 | 0 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 405 expiring on 28NOV2024
Delta for 405 PE is -0.41
Historical price for 405 PE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 6.05, which was -1.05 lower than the previous day. The implied volatity was 34.74, the open interest changed by -83 which decreased total open position to 622
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 7.1, which was 0.00 lower than the previous day. The implied volatity was 33.87, the open interest changed by 4 which increased total open position to 703
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 7.1, which was -0.75 lower than the previous day. The implied volatity was 33.87, the open interest changed by 2 which increased total open position to 703
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 7.85, which was -0.60 lower than the previous day. The implied volatity was 30.18, the open interest changed by 102 which increased total open position to 708
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 8.45, which was -3.10 lower than the previous day. The implied volatity was 29.44, the open interest changed by 22 which increased total open position to 614
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 11.55, which was 4.85 higher than the previous day. The implied volatity was 32.03, the open interest changed by 240 which increased total open position to 595
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 6.7, which was 4.20 higher than the previous day. The implied volatity was 31.97, the open interest changed by 133 which increased total open position to 413
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 2.5, which was -1.00 lower than the previous day. The implied volatity was 32.22, the open interest changed by 29 which increased total open position to 286
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 3.5, which was 1.45 higher than the previous day. The implied volatity was 32.93, the open interest changed by -27 which decreased total open position to 265
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 2.05, which was 0.35 higher than the previous day. The implied volatity was 35.06, the open interest changed by 40 which increased total open position to 293
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 1.7, which was -2.35 lower than the previous day. The implied volatity was 35.38, the open interest changed by 94 which increased total open position to 255
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 4.05, which was -1.40 lower than the previous day. The implied volatity was 35.30, the open interest changed by -4 which decreased total open position to 161
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 5.45, which was 2.20 higher than the previous day. The implied volatity was 35.40, the open interest changed by 26 which increased total open position to 169
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 3.25, which was -0.50 lower than the previous day. The implied volatity was 36.09, the open interest changed by 18 which increased total open position to 142
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 3.75, which was -5.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TATAPOWER was trading at 427.00. The strike last trading price was 8.8, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TATAPOWER was trading at 425.40. The strike last trading price was 9, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TATAPOWER was trading at 425.70. The strike last trading price was 8.8, which was -2.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TATAPOWER was trading at 422.10. The strike last trading price was 11.15, which was 5.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct TATAPOWER was trading at 438.00. The strike last trading price was 5.6, which was -0.20 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 5.8, 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 22 Oct TATAPOWER was trading at 435.85. The strike last trading price was 5.8, 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 21 Oct TATAPOWER was trading at 453.80. The strike last trading price was 5.8, 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 18 Oct TATAPOWER was trading at 453.55. The strike last trading price was 5.8, 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 17 Oct TATAPOWER was trading at 450.20. The strike last trading price was 5.8, 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 16 Oct TATAPOWER was trading at 460.45. The strike last trading price was 5.8, 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 15 Oct TATAPOWER was trading at 463.50. The strike last trading price was 5.8, 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 14 Oct TATAPOWER was trading at 462.30. The strike last trading price was 5.8, 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 11 Oct TATAPOWER was trading at 461.15. The strike last trading price was 5.8, 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 10 Oct TATAPOWER was trading at 465.65. The strike last trading price was 5.8, 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 9 Oct TATAPOWER was trading at 460.85. The strike last trading price was 5.8, 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 8 Oct TATAPOWER was trading at 456.90. The strike last trading price was 5.8, 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 5.8, which was 5.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct TATAPOWER was trading at 466.65. 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 3 Oct TATAPOWER was trading at 471.80. 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 1 Oct TATAPOWER was trading at 481.25. 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 30 Sept TATAPOWER was trading at 482.60. 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 27 Sept TATAPOWER was trading at 485.50. 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
