TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
02 Jan 2025 04:11 PM IST
| TATAPOWER 30JAN2025 410 CE | ||||||||||
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Delta: 0.36
Vega: 0.41
Theta: -0.22
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 2 Jan | 395.50 | 6.35 | 0.55 | 24.75 | 2,861 | 16 | 2,568 | |||
| 1 Jan | 392.35 | 5.8 | -0.25 | 25.97 | 1,470 | 102 | 2,554 | |||
| 31 Dec | 392.40 | 6.05 | -0.35 | 25.82 | 3,546 | 20 | 2,452 | |||
| 30 Dec | 389.75 | 6.4 | -2.35 | 26.00 | 4,463 | 733 | 2,437 | |||
| 27 Dec | 399.00 | 8.75 | -3.85 | 23.97 | 2,991 | 342 | 1,701 | |||
| 26 Dec | 404.30 | 12.6 | 3.50 | 23.54 | 3,165 | 265 | 1,355 | |||
| 24 Dec | 399.40 | 9.1 | -2.40 | 23.54 | 1,771 | 586 | 1,095 | |||
| 23 Dec | 399.90 | 11.5 | -1.65 | 27.64 | 1,102 | 208 | 510 | |||
| 20 Dec | 401.10 | 13.15 | -5.55 | 27.06 | 590 | 176 | 303 | |||
| 19 Dec | 412.60 | 18.7 | -1.55 | 26.70 | 319 | 111 | 129 | |||
| 18 Dec | 415.00 | 20.25 | -3.90 | 25.80 | 33 | 14 | 17 | |||
| 17 Dec | 420.90 | 24.15 | -31.65 | 26.95 | 4 | 2 | 2 | |||
| 16 Dec | 425.50 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 428.45 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Dec | 433.55 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 434.80 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 435.20 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 440.75 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 439.70 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 430.85 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 425.65 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 428.55 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 416.50 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 414.15 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 414.50 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 417.65 | 55.8 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 410.30 | 55.8 | 55.80 | - | 0 | 0 | 0 | |||
| 18 Nov | 404.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 431.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 8 Nov | 432.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 429.05 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 410 expiring on 30JAN2025
Delta for 410 CE is 0.36
Historical price for 410 CE is as follows
On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 6.35, which was 0.55 higher than the previous day. The implied volatity was 24.75, the open interest changed by 16 which increased total open position to 2568
On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 5.8, which was -0.25 lower than the previous day. The implied volatity was 25.97, the open interest changed by 102 which increased total open position to 2554
On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 6.05, which was -0.35 lower than the previous day. The implied volatity was 25.82, the open interest changed by 20 which increased total open position to 2452
On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 6.4, which was -2.35 lower than the previous day. The implied volatity was 26.00, the open interest changed by 733 which increased total open position to 2437
On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 8.75, which was -3.85 lower than the previous day. The implied volatity was 23.97, the open interest changed by 342 which increased total open position to 1701
On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 12.6, which was 3.50 higher than the previous day. The implied volatity was 23.54, the open interest changed by 265 which increased total open position to 1355
On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 9.1, which was -2.40 lower than the previous day. The implied volatity was 23.54, the open interest changed by 586 which increased total open position to 1095
On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 11.5, which was -1.65 lower than the previous day. The implied volatity was 27.64, the open interest changed by 208 which increased total open position to 510
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 13.15, which was -5.55 lower than the previous day. The implied volatity was 27.06, the open interest changed by 176 which increased total open position to 303
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 18.7, which was -1.55 lower than the previous day. The implied volatity was 26.70, the open interest changed by 111 which increased total open position to 129
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 20.25, which was -3.90 lower than the previous day. The implied volatity was 25.80, the open interest changed by 14 which increased total open position to 17
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 24.15, which was -31.65 lower than the previous day. The implied volatity was 26.95, the open interest changed by 2 which increased total open position to 2
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 55.8, 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 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 55.8, 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 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 55.8, 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 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 55.8, which was 55.80 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATAPOWER was trading at 404.70. 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 0 which decreased total open position to 0
On 11 Nov TATAPOWER was trading at 431.50. 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 8 Nov TATAPOWER was trading at 432.75. 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 7 Nov TATAPOWER was trading at 444.90. 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 0 which decreased total open position to 0
On 6 Nov TATAPOWER was trading at 449.30. 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 5 Nov TATAPOWER was trading at 434.10. 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 4 Nov TATAPOWER was trading at 429.05. 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 30JAN2025 410 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 0.41
Theta: -0.11
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 2 Jan | 395.50 | 17.55 | -3.20 | 25.32 | 153 | -41 | 1,181 |
| 1 Jan | 392.35 | 20.75 | 0.10 | 26.96 | 95 | -39 | 1,221 |
| 31 Dec | 392.40 | 20.65 | 0.10 | 26.94 | 152 | -41 | 1,261 |
| 30 Dec | 389.75 | 20.55 | 4.05 | 26.76 | 479 | 6 | 1,301 |
| 27 Dec | 399.00 | 16.5 | 4.55 | 26.37 | 1,324 | 88 | 1,292 |
| 26 Dec | 404.30 | 11.95 | -4.15 | 25.26 | 1,067 | 198 | 1,209 |
| 24 Dec | 399.40 | 16.1 | -2.05 | 24.71 | 1,405 | 656 | 1,011 |
| 23 Dec | 399.90 | 18.15 | -0.60 | 28.81 | 354 | 58 | 355 |
| 20 Dec | 401.10 | 18.75 | 6.65 | 31.86 | 390 | 65 | 296 |
| 19 Dec | 412.60 | 12.1 | 0.85 | 27.97 | 209 | 109 | 231 |
| 18 Dec | 415.00 | 11.25 | 1.80 | 28.29 | 88 | 13 | 122 |
| 17 Dec | 420.90 | 9.45 | 2.05 | 27.82 | 65 | 40 | 109 |
| 16 Dec | 425.50 | 7.4 | 0.50 | 26.48 | 27 | 10 | 70 |
| 13 Dec | 428.45 | 6.9 | -0.15 | 26.46 | 29 | 12 | 58 |
| 12 Dec | 433.55 | 7.05 | 1.25 | 29.16 | 3 | 1 | 45 |
| 11 Dec | 434.80 | 5.8 | -0.55 | 27.04 | 5 | 2 | 43 |
| 10 Dec | 435.20 | 6.35 | 0.35 | 28.20 | 24 | 15 | 40 |
| 9 Dec | 440.75 | 6 | 0.40 | 29.73 | 23 | 14 | 24 |
| 6 Dec | 439.70 | 5.6 | -3.85 | 27.52 | 8 | 5 | 9 |
| 5 Dec | 430.85 | 9.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 425.65 | 9.45 | 0.00 | 0.00 | 0 | 2 | 0 |
| 3 Dec | 428.55 | 9.45 | -4.55 | 29.20 | 2 | 1 | 3 |
| 2 Dec | 416.50 | 14 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 414.15 | 14 | 0.00 | 0.00 | 0 | 1 | 0 |
| 28 Nov | 414.50 | 14 | -0.50 | 28.55 | 1 | 0 | 1 |
| 27 Nov | 417.65 | 14.5 | -3.85 | 30.63 | 1 | 0 | 0 |
| 26 Nov | 410.30 | 18.35 | 0.00 | 1.31 | 0 | 0 | 0 |
| 18 Nov | 404.70 | 18.35 | 0.00 | 1.05 | 0 | 0 | 0 |
| 11 Nov | 431.50 | 18.35 | 0.00 | 4.50 | 0 | 0 | 0 |
| 8 Nov | 432.75 | 18.35 | 0.00 | 5.39 | 0 | 0 | 0 |
| 7 Nov | 444.90 | 18.35 | 0.00 | 6.62 | 0 | 0 | 0 |
| 6 Nov | 449.30 | 18.35 | 0.00 | 5.31 | 0 | 0 | 0 |
| 5 Nov | 434.10 | 18.35 | 0.00 | 4.48 | 0 | 0 | 0 |
| 4 Nov | 429.05 | 18.35 | 4.21 | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 410 expiring on 30JAN2025
Delta for 410 PE is -0.64
Historical price for 410 PE is as follows
On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 17.55, which was -3.20 lower than the previous day. The implied volatity was 25.32, the open interest changed by -41 which decreased total open position to 1181
On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 20.75, which was 0.10 higher than the previous day. The implied volatity was 26.96, the open interest changed by -39 which decreased total open position to 1221
On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 20.65, which was 0.10 higher than the previous day. The implied volatity was 26.94, the open interest changed by -41 which decreased total open position to 1261
On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 20.55, which was 4.05 higher than the previous day. The implied volatity was 26.76, the open interest changed by 6 which increased total open position to 1301
On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 16.5, which was 4.55 higher than the previous day. The implied volatity was 26.37, the open interest changed by 88 which increased total open position to 1292
On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 11.95, which was -4.15 lower than the previous day. The implied volatity was 25.26, the open interest changed by 198 which increased total open position to 1209
On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 16.1, which was -2.05 lower than the previous day. The implied volatity was 24.71, the open interest changed by 656 which increased total open position to 1011
On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 18.15, which was -0.60 lower than the previous day. The implied volatity was 28.81, the open interest changed by 58 which increased total open position to 355
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 18.75, which was 6.65 higher than the previous day. The implied volatity was 31.86, the open interest changed by 65 which increased total open position to 296
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 12.1, which was 0.85 higher than the previous day. The implied volatity was 27.97, the open interest changed by 109 which increased total open position to 231
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 11.25, which was 1.80 higher than the previous day. The implied volatity was 28.29, the open interest changed by 13 which increased total open position to 122
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 9.45, which was 2.05 higher than the previous day. The implied volatity was 27.82, the open interest changed by 40 which increased total open position to 109
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 7.4, which was 0.50 higher than the previous day. The implied volatity was 26.48, the open interest changed by 10 which increased total open position to 70
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 6.9, which was -0.15 lower than the previous day. The implied volatity was 26.46, the open interest changed by 12 which increased total open position to 58
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 7.05, which was 1.25 higher than the previous day. The implied volatity was 29.16, the open interest changed by 1 which increased total open position to 45
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 5.8, which was -0.55 lower than the previous day. The implied volatity was 27.04, the open interest changed by 2 which increased total open position to 43
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 6.35, which was 0.35 higher than the previous day. The implied volatity was 28.20, the open interest changed by 15 which increased total open position to 40
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 6, which was 0.40 higher than the previous day. The implied volatity was 29.73, the open interest changed by 14 which increased total open position to 24
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 5.6, which was -3.85 lower than the previous day. The implied volatity was 27.52, the open interest changed by 5 which increased total open position to 9
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 9.45, 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 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 9.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 9.45, which was -4.55 lower than the previous day. The implied volatity was 29.20, the open interest changed by 1 which increased total open position to 3
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 14, 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 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 14, which was -0.50 lower than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 1
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 14.5, which was -3.85 lower than the previous day. The implied volatity was 30.63, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 18.35, which was 0.00 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 18.35, which was 0.00 lower than the previous day. The implied volatity was 1.05, 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 18.35, which was 0.00 lower than the previous day. The implied volatity was 4.50, 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 18.35, which was 0.00 lower than the previous day. The implied volatity was 5.39, 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 18.35, which was 0.00 lower than the previous day. The implied volatity was 6.62, 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 18.35, 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 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 18.35, which was 0.00 lower than the previous day. The implied volatity was 4.48, 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 18.35, which was lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0
