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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 415 CE
Delta: 0.02
Vega: 0.02
Theta: -0.09
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 363.40 0.15 0 48.75 187 -10 1,383
23 Jan 362.75 0.15 0.00 45.47 143 -47 1,394
22 Jan 358.85 0.15 -0.15 44.93 111 -13 1,441
21 Jan 365.90 0.3 -0.25 41.41 586 -134 1,441
20 Jan 374.45 0.55 -0.15 37.61 457 38 1,585
17 Jan 373.60 0.7 -0.05 35.09 318 -21 1,553
16 Jan 368.90 0.75 0.05 37.47 379 -35 1,574
15 Jan 365.45 0.7 0.10 38.31 1,962 655 1,610
14 Jan 356.95 0.6 0.25 40.31 186 -51 953
13 Jan 339.95 0.35 -0.25 46.35 362 -110 1,007
10 Jan 356.35 0.6 -0.25 37.06 551 72 1,134
9 Jan 367.15 0.85 -0.45 32.11 948 -336 1,074
8 Jan 374.05 1.3 -0.60 30.63 1,759 26 1,412
7 Jan 378.75 1.9 -0.15 29.86 837 -215 1,393
6 Jan 378.65 2.05 -3.25 29.73 2,945 193 1,630
3 Jan 396.65 5.3 0.50 25.75 1,824 37 1,438
2 Jan 395.50 4.8 0.30 24.60 2,284 250 1,399
1 Jan 392.35 4.5 -0.15 26.06 1,004 200 1,146
31 Dec 392.40 4.65 -0.45 25.73 1,660 99 945
30 Dec 389.75 5.1 -1.85 26.27 2,969 299 852
27 Dec 399.00 6.95 -3.25 24.00 1,122 157 559
26 Dec 404.30 10.2 3.10 23.42 1,051 137 403
24 Dec 399.40 7.1 -2.65 23.19 338 80 266
23 Dec 399.90 9.75 -1.35 28.00 261 40 185
20 Dec 401.10 11.1 -4.85 27.14 297 84 145
19 Dec 412.60 15.95 -1.50 26.49 101 32 59
18 Dec 415.00 17.45 -20.95 25.81 43 25 26
17 Dec 420.90 38.4 0.00 0.00 0 0 0
16 Dec 425.50 38.4 0.00 0.00 0 0 0
13 Dec 428.45 38.4 0.00 0.00 0 0 0
12 Dec 433.55 38.4 0.00 0.00 0 0 0
11 Dec 434.80 38.4 0.00 0.00 0 0 0
10 Dec 435.20 38.4 0.00 0.00 0 0 0
9 Dec 440.75 38.4 8.70 29.22 1 0 1
6 Dec 439.70 29.7 2.70 - 1 0 1
5 Dec 430.85 27 0.00 0.00 0 0 0
4 Dec 425.65 27 4.35 26.11 1 0 1
3 Dec 428.55 22.65 0.00 0.00 0 0 0
2 Dec 416.50 22.65 0.00 0.00 0 1 0
29 Nov 414.15 22.65 28.50 1 0 0


For Tata Power Co Ltd - strike price 415 expiring on 30JAN2025

Delta for 415 CE is 0.02

Historical price for 415 CE is as follows

On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 48.75, the open interest changed by -10 which decreased total open position to 1383


On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 45.47, the open interest changed by -47 which decreased total open position to 1394


On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 44.93, the open interest changed by -13 which decreased total open position to 1441


On 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 41.41, the open interest changed by -134 which decreased total open position to 1441


On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 37.61, the open interest changed by 38 which increased total open position to 1585


On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 35.09, the open interest changed by -21 which decreased total open position to 1553


On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 37.47, the open interest changed by -35 which decreased total open position to 1574


On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 0.7, which was 0.10 higher than the previous day. The implied volatity was 38.31, the open interest changed by 655 which increased total open position to 1610


On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 40.31, the open interest changed by -51 which decreased total open position to 953


On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 46.35, the open interest changed by -110 which decreased total open position to 1007


On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 37.06, the open interest changed by 72 which increased total open position to 1134


On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 0.85, which was -0.45 lower than the previous day. The implied volatity was 32.11, the open interest changed by -336 which decreased total open position to 1074


On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 1.3, which was -0.60 lower than the previous day. The implied volatity was 30.63, the open interest changed by 26 which increased total open position to 1412


On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 1.9, which was -0.15 lower than the previous day. The implied volatity was 29.86, the open interest changed by -215 which decreased total open position to 1393


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 2.05, which was -3.25 lower than the previous day. The implied volatity was 29.73, the open interest changed by 193 which increased total open position to 1630


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 5.3, which was 0.50 higher than the previous day. The implied volatity was 25.75, the open interest changed by 37 which increased total open position to 1438


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 4.8, which was 0.30 higher than the previous day. The implied volatity was 24.60, the open interest changed by 250 which increased total open position to 1399


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 4.5, which was -0.15 lower than the previous day. The implied volatity was 26.06, the open interest changed by 200 which increased total open position to 1146


On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 4.65, which was -0.45 lower than the previous day. The implied volatity was 25.73, the open interest changed by 99 which increased total open position to 945


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 5.1, which was -1.85 lower than the previous day. The implied volatity was 26.27, the open interest changed by 299 which increased total open position to 852


On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 6.95, which was -3.25 lower than the previous day. The implied volatity was 24.00, the open interest changed by 157 which increased total open position to 559


On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 10.2, which was 3.10 higher than the previous day. The implied volatity was 23.42, the open interest changed by 137 which increased total open position to 403


On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 7.1, which was -2.65 lower than the previous day. The implied volatity was 23.19, the open interest changed by 80 which increased total open position to 266


On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 9.75, which was -1.35 lower than the previous day. The implied volatity was 28.00, the open interest changed by 40 which increased total open position to 185


On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 11.1, which was -4.85 lower than the previous day. The implied volatity was 27.14, the open interest changed by 84 which increased total open position to 145


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 15.95, which was -1.50 lower than the previous day. The implied volatity was 26.49, the open interest changed by 32 which increased total open position to 59


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 17.45, which was -20.95 lower than the previous day. The implied volatity was 25.81, the open interest changed by 25 which increased total open position to 26


On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 38.4, 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 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 38.4, 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 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 38.4, 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 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 38.4, 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 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 38.4, 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 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 38.4, 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 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 38.4, which was 8.70 higher than the previous day. The implied volatity was 29.22, the open interest changed by 0 which decreased total open position to 1


On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 29.7, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 27, 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 27, which was 4.35 higher than the previous day. The implied volatity was 26.11, the open interest changed by 0 which decreased total open position to 1


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 22.65, 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 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 22.65, 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 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 22.65, which was lower than the previous day. The implied volatity was 28.50, the open interest changed by 0 which decreased total open position to 0


TATAPOWER 30JAN2025 415 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
24 Jan 363.40 50.45 0 0.00 0 -6 0
23 Jan 362.75 50.45 9.30 - 11 -5 298
22 Jan 358.85 41.15 0.00 0.00 0 0 0
21 Jan 365.90 41.15 0.00 0.00 0 -1 0
20 Jan 374.45 41.15 -1.80 48.45 4 0 304
17 Jan 373.60 42.95 -2.95 51.63 15 -9 303
16 Jan 368.90 45.9 0.15 44.14 10 -5 311
15 Jan 365.45 45.75 -15.10 - 14 2 317
14 Jan 356.95 60.85 -13.55 74.21 2 0 316
13 Jan 339.95 74.4 22.40 52.71 36 -6 319
10 Jan 356.35 52 5.20 - 34 -22 326
9 Jan 367.15 46.8 6.30 36.06 6 -1 348
8 Jan 374.05 40.5 5.50 32.65 23 -7 349
7 Jan 378.75 35 -2.45 27.34 4 -2 357
6 Jan 378.65 37.45 16.80 38.15 43 -6 359
3 Jan 396.65 20.65 -0.50 26.29 199 22 365
2 Jan 395.50 21.15 -3.20 25.71 54 -3 342
1 Jan 392.35 24.35 0.10 26.97 12 -1 346
31 Dec 392.40 24.25 -0.15 27.05 55 -7 348
30 Dec 389.75 24.4 4.90 27.57 172 17 356
27 Dec 399.00 19.5 5.45 26.16 260 36 336
26 Dec 404.30 14.05 -5.05 24.24 326 128 303
24 Dec 399.40 19.1 -2.10 24.52 187 85 174
23 Dec 399.90 21.2 -0.60 28.90 57 20 89
20 Dec 401.10 21.8 7.45 32.28 69 1 69
19 Dec 412.60 14.35 0.10 27.84 66 7 69
18 Dec 415.00 14.25 2.75 29.76 59 28 62
17 Dec 420.90 11.5 2.15 28.01 13 5 33
16 Dec 425.50 9.35 -0.30 26.96 10 3 27
13 Dec 428.45 9.65 2.75 28.61 4 0 23
12 Dec 433.55 6.9 0.00 0.00 0 0 0
11 Dec 434.80 6.9 0.00 0.00 0 0 0
10 Dec 435.20 6.9 0.00 0.00 0 14 0
9 Dec 440.75 6.9 -1.10 29.03 22 13 22
6 Dec 439.70 8 -1.00 29.70 2 0 7
5 Dec 430.85 9 -3.10 28.45 4 0 5
4 Dec 425.65 12.1 3.80 29.50 5 1 5
3 Dec 428.55 8.3 -16.95 24.47 4 2 2
2 Dec 416.50 25.25 0.00 1.51 0 0 0
29 Nov 414.15 25.25 1.18 0 0 0


For Tata Power Co Ltd - strike price 415 expiring on 30JAN2025

Delta for 415 PE is 0.00

Historical price for 415 PE is as follows

On 24 Jan TATAPOWER was trading at 363.40. The strike last trading price was 50.45, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0


On 23 Jan TATAPOWER was trading at 362.75. The strike last trading price was 50.45, which was 9.30 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 298


On 22 Jan TATAPOWER was trading at 358.85. The strike last trading price was 41.15, 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 21 Jan TATAPOWER was trading at 365.90. The strike last trading price was 41.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 20 Jan TATAPOWER was trading at 374.45. The strike last trading price was 41.15, which was -1.80 lower than the previous day. The implied volatity was 48.45, the open interest changed by 0 which decreased total open position to 304


On 17 Jan TATAPOWER was trading at 373.60. The strike last trading price was 42.95, which was -2.95 lower than the previous day. The implied volatity was 51.63, the open interest changed by -9 which decreased total open position to 303


On 16 Jan TATAPOWER was trading at 368.90. The strike last trading price was 45.9, which was 0.15 higher than the previous day. The implied volatity was 44.14, the open interest changed by -5 which decreased total open position to 311


On 15 Jan TATAPOWER was trading at 365.45. The strike last trading price was 45.75, which was -15.10 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 317


On 14 Jan TATAPOWER was trading at 356.95. The strike last trading price was 60.85, which was -13.55 lower than the previous day. The implied volatity was 74.21, the open interest changed by 0 which decreased total open position to 316


On 13 Jan TATAPOWER was trading at 339.95. The strike last trading price was 74.4, which was 22.40 higher than the previous day. The implied volatity was 52.71, the open interest changed by -6 which decreased total open position to 319


On 10 Jan TATAPOWER was trading at 356.35. The strike last trading price was 52, which was 5.20 higher than the previous day. The implied volatity was -, the open interest changed by -22 which decreased total open position to 326


On 9 Jan TATAPOWER was trading at 367.15. The strike last trading price was 46.8, which was 6.30 higher than the previous day. The implied volatity was 36.06, the open interest changed by -1 which decreased total open position to 348


On 8 Jan TATAPOWER was trading at 374.05. The strike last trading price was 40.5, which was 5.50 higher than the previous day. The implied volatity was 32.65, the open interest changed by -7 which decreased total open position to 349


On 7 Jan TATAPOWER was trading at 378.75. The strike last trading price was 35, which was -2.45 lower than the previous day. The implied volatity was 27.34, the open interest changed by -2 which decreased total open position to 357


On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 37.45, which was 16.80 higher than the previous day. The implied volatity was 38.15, the open interest changed by -6 which decreased total open position to 359


On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 20.65, which was -0.50 lower than the previous day. The implied volatity was 26.29, the open interest changed by 22 which increased total open position to 365


On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 21.15, which was -3.20 lower than the previous day. The implied volatity was 25.71, the open interest changed by -3 which decreased total open position to 342


On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 24.35, which was 0.10 higher than the previous day. The implied volatity was 26.97, the open interest changed by -1 which decreased total open position to 346


On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 24.25, which was -0.15 lower than the previous day. The implied volatity was 27.05, the open interest changed by -7 which decreased total open position to 348


On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 24.4, which was 4.90 higher than the previous day. The implied volatity was 27.57, the open interest changed by 17 which increased total open position to 356


On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 19.5, which was 5.45 higher than the previous day. The implied volatity was 26.16, the open interest changed by 36 which increased total open position to 336


On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 14.05, which was -5.05 lower than the previous day. The implied volatity was 24.24, the open interest changed by 128 which increased total open position to 303


On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 19.1, which was -2.10 lower than the previous day. The implied volatity was 24.52, the open interest changed by 85 which increased total open position to 174


On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 21.2, which was -0.60 lower than the previous day. The implied volatity was 28.90, the open interest changed by 20 which increased total open position to 89


On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 21.8, which was 7.45 higher than the previous day. The implied volatity was 32.28, the open interest changed by 1 which increased total open position to 69


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 14.35, which was 0.10 higher than the previous day. The implied volatity was 27.84, the open interest changed by 7 which increased total open position to 69


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 14.25, which was 2.75 higher than the previous day. The implied volatity was 29.76, the open interest changed by 28 which increased total open position to 62


On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 11.5, which was 2.15 higher than the previous day. The implied volatity was 28.01, the open interest changed by 5 which increased total open position to 33


On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 9.35, which was -0.30 lower than the previous day. The implied volatity was 26.96, the open interest changed by 3 which increased total open position to 27


On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 9.65, which was 2.75 higher than the previous day. The implied volatity was 28.61, the open interest changed by 0 which decreased total open position to 23


On 12 Dec TATAPOWER was trading at 433.55. 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 0 which decreased total open position to 0


On 11 Dec TATAPOWER was trading at 434.80. 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 0 which decreased total open position to 0


On 10 Dec TATAPOWER was trading at 435.20. 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 14 which increased total open position to 0


On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 6.9, which was -1.10 lower than the previous day. The implied volatity was 29.03, the open interest changed by 13 which increased total open position to 22


On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 8, which was -1.00 lower than the previous day. The implied volatity was 29.70, the open interest changed by 0 which decreased total open position to 7


On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 9, which was -3.10 lower than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 5


On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 12.1, which was 3.80 higher than the previous day. The implied volatity was 29.50, the open interest changed by 1 which increased total open position to 5


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 8.3, which was -16.95 lower than the previous day. The implied volatity was 24.47, the open interest changed by 2 which increased total open position to 2


On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 25.25, which was 0.00 lower than the previous day. The implied volatity was 1.51, 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 25.25, which was lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0