`
[--[65.84.65.76]--]
TATAPOWER
Tata Power Co Ltd

401.1 -11.50 (-2.79%)

Back to Option Chain


Historical option data for TATAPOWER

20 Dec 2024 04:11 PM IST
TATAPOWER 26DEC2024 410 CE
Delta: 0.28
Vega: 0.17
Theta: -0.36
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
20 Dec 401.10 2 -4.90 22.49 11,203 688 1,637
19 Dec 412.60 6.9 -2.35 22.14 5,690 365 957
18 Dec 415.00 9.25 -4.00 22.29 966 147 592
17 Dec 420.90 13.25 -4.95 23.17 75 -5 445
16 Dec 425.50 18.2 -3.50 27.45 70 2 450
13 Dec 428.45 21.7 -4.10 27.73 245 -38 450
12 Dec 433.55 25.8 -2.60 24.24 42 -4 488
11 Dec 434.80 28.4 -0.45 31.64 17 1 492
10 Dec 435.20 28.85 -4.20 29.12 27 -1 491
9 Dec 440.75 33.05 0.05 22.44 71 -54 492
6 Dec 439.70 33 5.00 27.99 278 -46 546
5 Dec 430.85 28 6.40 27.43 496 -20 592
4 Dec 425.65 21.6 -2.70 25.13 309 -23 612
3 Dec 428.55 24.3 6.75 26.33 1,260 -347 635
2 Dec 416.50 17.55 1.00 29.64 848 -14 983
29 Nov 414.15 16.55 -1.65 27.97 1,808 133 1,039
28 Nov 414.50 18.2 -1.15 30.57 1,433 126 906
27 Nov 417.65 19.35 3.30 29.13 1,830 -6 781
26 Nov 410.30 16.05 -0.95 29.44 1,417 255 795
25 Nov 412.35 17 -1.40 29.64 875 -73 538
22 Nov 413.75 18.4 2.00 29.16 1,735 -64 547
21 Nov 408.05 16.4 0.60 30.69 1,188 289 612
20 Nov 408.10 15.8 0.00 29.30 390 33 321
19 Nov 408.10 15.8 0.85 29.30 390 31 321
18 Nov 404.70 14.95 -0.75 30.06 305 52 287
14 Nov 404.65 15.7 1.70 28.74 287 164 233
13 Nov 399.35 14 -69.65 28.80 106 68 68
12 Nov 414.15 83.65 0.00 - 0 0 0
11 Nov 431.50 83.65 0.00 - 0 0 0
8 Nov 432.75 83.65 0.00 - 0 0 0
7 Nov 444.90 83.65 0.00 - 0 0 0
6 Nov 449.30 83.65 0.00 - 0 0 0
5 Nov 434.10 83.65 0.00 - 0 0 0
4 Nov 429.05 83.65 83.65 - 0 0 0
1 Nov 445.45 0 0.00 - 0 0 0
31 Oct 440.05 0 0.00 - 0 0 0
23 Oct 437.70 0 0.00 - 0 0 0
18 Oct 453.55 0 0.00 - 0 0 0
8 Oct 456.90 0 0.00 - 0 0 0
7 Oct 441.30 0 - 0 0 0


For Tata Power Co Ltd - strike price 410 expiring on 26DEC2024

Delta for 410 CE is 0.28

Historical price for 410 CE is as follows

On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 2, which was -4.90 lower than the previous day. The implied volatity was 22.49, the open interest changed by 688 which increased total open position to 1637


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 6.9, which was -2.35 lower than the previous day. The implied volatity was 22.14, the open interest changed by 365 which increased total open position to 957


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 9.25, which was -4.00 lower than the previous day. The implied volatity was 22.29, the open interest changed by 147 which increased total open position to 592


On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 13.25, which was -4.95 lower than the previous day. The implied volatity was 23.17, the open interest changed by -5 which decreased total open position to 445


On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 18.2, which was -3.50 lower than the previous day. The implied volatity was 27.45, the open interest changed by 2 which increased total open position to 450


On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 21.7, which was -4.10 lower than the previous day. The implied volatity was 27.73, the open interest changed by -38 which decreased total open position to 450


On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 25.8, which was -2.60 lower than the previous day. The implied volatity was 24.24, the open interest changed by -4 which decreased total open position to 488


On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 28.4, which was -0.45 lower than the previous day. The implied volatity was 31.64, the open interest changed by 1 which increased total open position to 492


On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 28.85, which was -4.20 lower than the previous day. The implied volatity was 29.12, the open interest changed by -1 which decreased total open position to 491


On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 33.05, which was 0.05 higher than the previous day. The implied volatity was 22.44, the open interest changed by -54 which decreased total open position to 492


On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 33, which was 5.00 higher than the previous day. The implied volatity was 27.99, the open interest changed by -46 which decreased total open position to 546


On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 28, which was 6.40 higher than the previous day. The implied volatity was 27.43, the open interest changed by -20 which decreased total open position to 592


On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 21.6, which was -2.70 lower than the previous day. The implied volatity was 25.13, the open interest changed by -23 which decreased total open position to 612


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 24.3, which was 6.75 higher than the previous day. The implied volatity was 26.33, the open interest changed by -347 which decreased total open position to 635


On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 17.55, which was 1.00 higher than the previous day. The implied volatity was 29.64, the open interest changed by -14 which decreased total open position to 983


On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 16.55, which was -1.65 lower than the previous day. The implied volatity was 27.97, the open interest changed by 133 which increased total open position to 1039


On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 18.2, which was -1.15 lower than the previous day. The implied volatity was 30.57, the open interest changed by 126 which increased total open position to 906


On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 19.35, which was 3.30 higher than the previous day. The implied volatity was 29.13, the open interest changed by -6 which decreased total open position to 781


On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 16.05, which was -0.95 lower than the previous day. The implied volatity was 29.44, the open interest changed by 255 which increased total open position to 795


On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 17, which was -1.40 lower than the previous day. The implied volatity was 29.64, the open interest changed by -73 which decreased total open position to 538


On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 18.4, which was 2.00 higher than the previous day. The implied volatity was 29.16, the open interest changed by -64 which decreased total open position to 547


On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 16.4, which was 0.60 higher than the previous day. The implied volatity was 30.69, the open interest changed by 289 which increased total open position to 612


On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 15.8, which was 0.00 lower than the previous day. The implied volatity was 29.30, the open interest changed by 33 which increased total open position to 321


On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 15.8, which was 0.85 higher than the previous day. The implied volatity was 29.30, the open interest changed by 31 which increased total open position to 321


On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 14.95, which was -0.75 lower than the previous day. The implied volatity was 30.06, the open interest changed by 52 which increased total open position to 287


On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 15.7, which was 1.70 higher than the previous day. The implied volatity was 28.74, the open interest changed by 164 which increased total open position to 233


On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 14, which was -69.65 lower than the previous day. The implied volatity was 28.80, the open interest changed by 68 which increased total open position to 68


On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 83.65, 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 83.65, 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 83.65, 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 83.65, 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 83.65, 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 83.65, 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 83.65, which was 83.65 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 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 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 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 18 Oct TATAPOWER was trading at 453.55. 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 8 Oct TATAPOWER was trading at 456.90. 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 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 410 PE
Delta: -0.66
Vega: 0.19
Theta: -0.42
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 401.10 10.55 6.35 31.36 7,231 -231 1,220
19 Dec 412.60 4.2 0.50 25.26 5,825 34 1,452
18 Dec 415.00 3.7 0.90 26.34 5,457 19 1,417
17 Dec 420.90 2.8 0.70 27.12 2,875 -38 1,407
16 Dec 425.50 2.1 0.40 27.56 2,369 -12 1,443
13 Dec 428.45 1.7 0.05 25.07 5,041 -86 1,459
12 Dec 433.55 1.65 0.05 27.91 1,372 110 1,550
11 Dec 434.80 1.6 -0.30 27.56 1,135 -21 1,437
10 Dec 435.20 1.9 0.25 28.84 1,167 6 1,458
9 Dec 440.75 1.65 -0.25 30.35 1,399 -62 1,451
6 Dec 439.70 1.9 -1.10 28.42 2,647 73 1,512
5 Dec 430.85 3 -1.45 28.55 2,703 154 1,448
4 Dec 425.65 4.45 0.50 27.47 1,617 61 1,329
3 Dec 428.55 3.95 -4.05 27.34 2,814 145 1,269
2 Dec 416.50 8 -1.50 28.49 1,116 -5 1,126
29 Nov 414.15 9.5 -0.50 28.94 1,996 157 1,133
28 Nov 414.50 10 0.40 29.97 1,951 127 975
27 Nov 417.65 9.6 -3.35 30.70 1,156 188 846
26 Nov 410.30 12.95 -0.05 32.15 746 57 655
25 Nov 412.35 13 0.60 32.76 507 136 598
22 Nov 413.75 12.4 -2.75 31.52 555 82 544
21 Nov 408.05 15.15 -0.15 32.01 294 52 461
20 Nov 408.10 15.3 0.00 30.92 228 -16 410
19 Nov 408.10 15.3 -1.45 30.92 228 -15 410
18 Nov 404.70 16.75 -0.25 30.73 224 100 420
14 Nov 404.65 17 -3.55 30.91 183 106 320
13 Nov 399.35 20.55 7.30 33.50 228 167 214
12 Nov 414.15 13.25 6.45 29.86 30 18 47
11 Nov 431.50 6.8 -1.05 28.82 5 1 27
8 Nov 432.75 7.85 2.25 29.47 9 3 26
7 Nov 444.90 5.6 0.60 31.44 5 0 22
6 Nov 449.30 5 -4.70 32.07 18 11 21
5 Nov 434.10 9.7 -2.40 34.20 2 0 10
4 Nov 429.05 12.1 5.20 35.36 1 0 10
1 Nov 445.45 6.9 0.00 0.00 0 10 0
31 Oct 440.05 6.9 -3.30 - 10 2 2
23 Oct 437.70 10.2 0.00 - 0 0 0
18 Oct 453.55 10.2 10.20 - 0 0 0
8 Oct 456.90 0 0.00 - 0 0 0
7 Oct 441.30 0 - 0 0 0


For Tata Power Co Ltd - strike price 410 expiring on 26DEC2024

Delta for 410 PE is -0.66

Historical price for 410 PE is as follows

On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 10.55, which was 6.35 higher than the previous day. The implied volatity was 31.36, the open interest changed by -231 which decreased total open position to 1220


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 4.2, which was 0.50 higher than the previous day. The implied volatity was 25.26, the open interest changed by 34 which increased total open position to 1452


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 3.7, which was 0.90 higher than the previous day. The implied volatity was 26.34, the open interest changed by 19 which increased total open position to 1417


On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 2.8, which was 0.70 higher than the previous day. The implied volatity was 27.12, the open interest changed by -38 which decreased total open position to 1407


On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 2.1, which was 0.40 higher than the previous day. The implied volatity was 27.56, the open interest changed by -12 which decreased total open position to 1443


On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 1.7, which was 0.05 higher than the previous day. The implied volatity was 25.07, the open interest changed by -86 which decreased total open position to 1459


On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 27.91, the open interest changed by 110 which increased total open position to 1550


On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 1.6, which was -0.30 lower than the previous day. The implied volatity was 27.56, the open interest changed by -21 which decreased total open position to 1437


On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 1.9, which was 0.25 higher than the previous day. The implied volatity was 28.84, the open interest changed by 6 which increased total open position to 1458


On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 1.65, which was -0.25 lower than the previous day. The implied volatity was 30.35, the open interest changed by -62 which decreased total open position to 1451


On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 1.9, which was -1.10 lower than the previous day. The implied volatity was 28.42, the open interest changed by 73 which increased total open position to 1512


On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 3, which was -1.45 lower than the previous day. The implied volatity was 28.55, the open interest changed by 154 which increased total open position to 1448


On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 4.45, which was 0.50 higher than the previous day. The implied volatity was 27.47, the open interest changed by 61 which increased total open position to 1329


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 3.95, which was -4.05 lower than the previous day. The implied volatity was 27.34, the open interest changed by 145 which increased total open position to 1269


On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 8, which was -1.50 lower than the previous day. The implied volatity was 28.49, the open interest changed by -5 which decreased total open position to 1126


On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 9.5, which was -0.50 lower than the previous day. The implied volatity was 28.94, the open interest changed by 157 which increased total open position to 1133


On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 10, which was 0.40 higher than the previous day. The implied volatity was 29.97, the open interest changed by 127 which increased total open position to 975


On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 9.6, which was -3.35 lower than the previous day. The implied volatity was 30.70, the open interest changed by 188 which increased total open position to 846


On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 12.95, which was -0.05 lower than the previous day. The implied volatity was 32.15, the open interest changed by 57 which increased total open position to 655


On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 13, which was 0.60 higher than the previous day. The implied volatity was 32.76, the open interest changed by 136 which increased total open position to 598


On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 12.4, which was -2.75 lower than the previous day. The implied volatity was 31.52, the open interest changed by 82 which increased total open position to 544


On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 15.15, which was -0.15 lower than the previous day. The implied volatity was 32.01, the open interest changed by 52 which increased total open position to 461


On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 15.3, which was 0.00 lower than the previous day. The implied volatity was 30.92, the open interest changed by -16 which decreased total open position to 410


On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 15.3, which was -1.45 lower than the previous day. The implied volatity was 30.92, the open interest changed by -15 which decreased total open position to 410


On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 16.75, which was -0.25 lower than the previous day. The implied volatity was 30.73, the open interest changed by 100 which increased total open position to 420


On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 17, which was -3.55 lower than the previous day. The implied volatity was 30.91, the open interest changed by 106 which increased total open position to 320


On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 20.55, which was 7.30 higher than the previous day. The implied volatity was 33.50, the open interest changed by 167 which increased total open position to 214


On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 13.25, which was 6.45 higher than the previous day. The implied volatity was 29.86, the open interest changed by 18 which increased total open position to 47


On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 6.8, which was -1.05 lower than the previous day. The implied volatity was 28.82, the open interest changed by 1 which increased total open position to 27


On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 7.85, which was 2.25 higher than the previous day. The implied volatity was 29.47, the open interest changed by 3 which increased total open position to 26


On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 5.6, which was 0.60 higher than the previous day. The implied volatity was 31.44, the open interest changed by 0 which decreased total open position to 22


On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 5, which was -4.70 lower than the previous day. The implied volatity was 32.07, the open interest changed by 11 which increased total open position to 21


On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 9.7, which was -2.40 lower than the previous day. The implied volatity was 34.20, the open interest changed by 0 which decreased total open position to 10


On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 12.1, which was 5.20 higher than the previous day. The implied volatity was 35.36, the open interest changed by 0 which decreased total open position to 10


On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0


On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 6.9, 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 23 Oct TATAPOWER was trading at 437.70. The strike last trading price was 10.2, 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 10.2, which was 10.20 higher 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 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