TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
20 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 415 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0.14
Theta: -0.30
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 401.10 | 1.25 | -3.10 | 24.72 | 10,725 | 367 | 1,372 | |||
| 19 Dec | 412.60 | 4.35 | -2.00 | 22.39 | 6,360 | 249 | 1,006 | |||
| 18 Dec | 415.00 | 6.35 | -3.55 | 22.82 | 3,597 | 213 | 753 | |||
| 17 Dec | 420.90 | 9.9 | -4.30 | 24.00 | 348 | -6 | 538 | |||
| 16 Dec | 425.50 | 14.2 | -3.15 | 26.45 | 85 | -6 | 542 | |||
| 13 Dec | 428.45 | 17.35 | -4.10 | 25.72 | 599 | -41 | 549 | |||
|
|
||||||||||
| 12 Dec | 433.55 | 21.45 | -2.30 | 23.94 | 24 | -2 | 590 | |||
| 11 Dec | 434.80 | 23.75 | -0.85 | 28.90 | 26 | -4 | 592 | |||
| 10 Dec | 435.20 | 24.6 | -4.50 | 28.43 | 51 | -3 | 599 | |||
| 9 Dec | 440.75 | 29.1 | 0.80 | 26.22 | 134 | -66 | 607 | |||
| 6 Dec | 439.70 | 28.3 | 4.45 | 25.89 | 157 | -20 | 673 | |||
| 5 Dec | 430.85 | 23.85 | 5.80 | 26.62 | 699 | 30 | 695 | |||
| 4 Dec | 425.65 | 18.05 | -2.45 | 25.13 | 345 | -63 | 663 | |||
| 3 Dec | 428.55 | 20.5 | 5.90 | 25.89 | 1,458 | -347 | 729 | |||
| 2 Dec | 416.50 | 14.6 | 0.90 | 29.34 | 1,978 | -171 | 1,077 | |||
| 29 Nov | 414.15 | 13.7 | -1.60 | 27.68 | 2,550 | 123 | 1,280 | |||
| 28 Nov | 414.50 | 15.3 | -1.10 | 30.15 | 2,336 | 419 | 1,161 | |||
| 27 Nov | 417.65 | 16.4 | 2.95 | 28.68 | 1,629 | 227 | 742 | |||
| 26 Nov | 410.30 | 13.45 | -1.25 | 29.24 | 780 | 199 | 521 | |||
| 25 Nov | 412.35 | 14.7 | -0.95 | 30.18 | 693 | 202 | 313 | |||
| 22 Nov | 413.75 | 15.65 | 1.95 | 28.95 | 653 | 68 | 179 | |||
| 21 Nov | 408.05 | 13.7 | 0.25 | 30.00 | 481 | -21 | 112 | |||
| 20 Nov | 408.10 | 13.45 | 0.00 | 29.25 | 175 | 61 | 134 | |||
| 19 Nov | 408.10 | 13.45 | 0.75 | 29.25 | 175 | 62 | 134 | |||
| 18 Nov | 404.70 | 12.7 | -0.60 | 29.93 | 80 | 65 | 73 | |||
| 14 Nov | 404.65 | 13.3 | -30.90 | 28.46 | 13 | 8 | 8 | |||
| 13 Nov | 399.35 | 44.2 | 0.00 | 1.99 | 0 | 0 | 0 | |||
| 12 Nov | 414.15 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 431.50 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 432.75 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 44.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 429.05 | 44.2 | 44.20 | - | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 415 expiring on 26DEC2024
Delta for 415 CE is 0.18
Historical price for 415 CE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 1.25, which was -3.10 lower than the previous day. The implied volatity was 24.72, the open interest changed by 367 which increased total open position to 1372
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 4.35, which was -2.00 lower than the previous day. The implied volatity was 22.39, the open interest changed by 249 which increased total open position to 1006
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 6.35, which was -3.55 lower than the previous day. The implied volatity was 22.82, the open interest changed by 213 which increased total open position to 753
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 9.9, which was -4.30 lower than the previous day. The implied volatity was 24.00, the open interest changed by -6 which decreased total open position to 538
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 14.2, which was -3.15 lower than the previous day. The implied volatity was 26.45, the open interest changed by -6 which decreased total open position to 542
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 17.35, which was -4.10 lower than the previous day. The implied volatity was 25.72, the open interest changed by -41 which decreased total open position to 549
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 21.45, which was -2.30 lower than the previous day. The implied volatity was 23.94, the open interest changed by -2 which decreased total open position to 590
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 23.75, which was -0.85 lower than the previous day. The implied volatity was 28.90, the open interest changed by -4 which decreased total open position to 592
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 24.6, which was -4.50 lower than the previous day. The implied volatity was 28.43, the open interest changed by -3 which decreased total open position to 599
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 29.1, which was 0.80 higher than the previous day. The implied volatity was 26.22, the open interest changed by -66 which decreased total open position to 607
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 28.3, which was 4.45 higher than the previous day. The implied volatity was 25.89, the open interest changed by -20 which decreased total open position to 673
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 23.85, which was 5.80 higher than the previous day. The implied volatity was 26.62, the open interest changed by 30 which increased total open position to 695
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 18.05, which was -2.45 lower than the previous day. The implied volatity was 25.13, the open interest changed by -63 which decreased total open position to 663
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 20.5, which was 5.90 higher than the previous day. The implied volatity was 25.89, the open interest changed by -347 which decreased total open position to 729
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 14.6, which was 0.90 higher than the previous day. The implied volatity was 29.34, the open interest changed by -171 which decreased total open position to 1077
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 13.7, which was -1.60 lower than the previous day. The implied volatity was 27.68, the open interest changed by 123 which increased total open position to 1280
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 15.3, which was -1.10 lower than the previous day. The implied volatity was 30.15, the open interest changed by 419 which increased total open position to 1161
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 16.4, which was 2.95 higher than the previous day. The implied volatity was 28.68, the open interest changed by 227 which increased total open position to 742
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 13.45, which was -1.25 lower than the previous day. The implied volatity was 29.24, the open interest changed by 199 which increased total open position to 521
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 14.7, which was -0.95 lower than the previous day. The implied volatity was 30.18, the open interest changed by 202 which increased total open position to 313
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 15.65, which was 1.95 higher than the previous day. The implied volatity was 28.95, the open interest changed by 68 which increased total open position to 179
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 13.7, which was 0.25 higher than the previous day. The implied volatity was 30.00, the open interest changed by -21 which decreased total open position to 112
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 13.45, which was 0.00 lower than the previous day. The implied volatity was 29.25, the open interest changed by 61 which increased total open position to 134
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 13.45, which was 0.75 higher than the previous day. The implied volatity was 29.25, the open interest changed by 62 which increased total open position to 134
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 12.7, which was -0.60 lower than the previous day. The implied volatity was 29.93, the open interest changed by 65 which increased total open position to 73
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 13.3, which was -30.90 lower than the previous day. The implied volatity was 28.46, the open interest changed by 8 which increased total open position to 8
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 44.2, which was 0.00 lower than the previous day. The implied volatity was 1.99, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, 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 44.2, which was 44.20 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 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 0.17
Theta: -0.44
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 401.10 | 15 | 8.25 | 36.39 | 2,944 | -157 | 763 |
| 19 Dec | 412.60 | 6.75 | 0.95 | 25.89 | 2,305 | -188 | 932 |
| 18 Dec | 415.00 | 5.8 | 1.45 | 26.55 | 4,202 | -63 | 1,123 |
| 17 Dec | 420.90 | 4.35 | 1.15 | 26.97 | 2,113 | -24 | 1,187 |
| 16 Dec | 425.50 | 3.2 | 0.75 | 27.04 | 1,713 | 106 | 1,210 |
| 13 Dec | 428.45 | 2.45 | 0.10 | 23.97 | 3,651 | -118 | 1,115 |
| 12 Dec | 433.55 | 2.35 | 0.05 | 27.17 | 1,291 | 151 | 1,233 |
| 11 Dec | 434.80 | 2.3 | -0.30 | 26.98 | 1,102 | 53 | 1,081 |
| 10 Dec | 435.20 | 2.6 | 0.40 | 28.08 | 872 | -2 | 1,031 |
| 9 Dec | 440.75 | 2.2 | -0.30 | 29.51 | 1,230 | 51 | 1,032 |
| 6 Dec | 439.70 | 2.5 | -1.50 | 27.59 | 2,209 | 30 | 976 |
| 5 Dec | 430.85 | 4 | -1.85 | 28.18 | 2,033 | 19 | 951 |
| 4 Dec | 425.65 | 5.85 | 0.70 | 27.17 | 1,394 | -142 | 931 |
| 3 Dec | 428.55 | 5.15 | -4.80 | 26.88 | 2,486 | -188 | 1,079 |
| 2 Dec | 416.50 | 9.95 | -1.75 | 28.07 | 3,052 | 180 | 1,260 |
| 29 Nov | 414.15 | 11.7 | -0.40 | 28.82 | 1,662 | 200 | 1,085 |
| 28 Nov | 414.50 | 12.1 | 0.65 | 29.64 | 2,372 | 245 | 888 |
| 27 Nov | 417.65 | 11.45 | -3.95 | 30.28 | 1,502 | 309 | 648 |
| 26 Nov | 410.30 | 15.4 | 0.15 | 32.10 | 416 | 93 | 337 |
| 25 Nov | 412.35 | 15.25 | 0.80 | 32.40 | 451 | 143 | 243 |
| 22 Nov | 413.75 | 14.45 | -2.90 | 30.94 | 174 | 46 | 146 |
| 21 Nov | 408.05 | 17.35 | -1.05 | 31.21 | 94 | 5 | 97 |
| 20 Nov | 408.10 | 18.4 | 0.00 | 31.83 | 126 | 92 | 91 |
| 19 Nov | 408.10 | 18.4 | 3.85 | 31.83 | 126 | 91 | 91 |
| 18 Nov | 404.70 | 14.55 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 404.65 | 14.55 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 399.35 | 14.55 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 414.15 | 14.55 | 0.00 | 0.71 | 0 | 0 | 0 |
| 11 Nov | 431.50 | 14.55 | 0.00 | 4.41 | 0 | 0 | 0 |
| 8 Nov | 432.75 | 14.55 | 0.00 | 4.08 | 0 | 0 | 0 |
| 7 Nov | 444.90 | 14.55 | 0.00 | 6.61 | 0 | 0 | 0 |
| 6 Nov | 449.30 | 14.55 | 0.00 | 7.45 | 0 | 0 | 0 |
| 5 Nov | 434.10 | 14.55 | 0.00 | 4.70 | 0 | 0 | 0 |
| 4 Nov | 429.05 | 14.55 | 14.55 | 3.67 | 0 | 0 | 0 |
| 1 Nov | 445.45 | 0 | 6.39 | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 415 expiring on 26DEC2024
Delta for 415 PE is -0.73
Historical price for 415 PE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 15, which was 8.25 higher than the previous day. The implied volatity was 36.39, the open interest changed by -157 which decreased total open position to 763
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 6.75, which was 0.95 higher than the previous day. The implied volatity was 25.89, the open interest changed by -188 which decreased total open position to 932
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 5.8, which was 1.45 higher than the previous day. The implied volatity was 26.55, the open interest changed by -63 which decreased total open position to 1123
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 4.35, which was 1.15 higher than the previous day. The implied volatity was 26.97, the open interest changed by -24 which decreased total open position to 1187
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 3.2, which was 0.75 higher than the previous day. The implied volatity was 27.04, the open interest changed by 106 which increased total open position to 1210
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 2.45, which was 0.10 higher than the previous day. The implied volatity was 23.97, the open interest changed by -118 which decreased total open position to 1115
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 2.35, which was 0.05 higher than the previous day. The implied volatity was 27.17, the open interest changed by 151 which increased total open position to 1233
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 2.3, which was -0.30 lower than the previous day. The implied volatity was 26.98, the open interest changed by 53 which increased total open position to 1081
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 2.6, which was 0.40 higher than the previous day. The implied volatity was 28.08, the open interest changed by -2 which decreased total open position to 1031
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 2.2, which was -0.30 lower than the previous day. The implied volatity was 29.51, the open interest changed by 51 which increased total open position to 1032
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 2.5, which was -1.50 lower than the previous day. The implied volatity was 27.59, the open interest changed by 30 which increased total open position to 976
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 4, which was -1.85 lower than the previous day. The implied volatity was 28.18, the open interest changed by 19 which increased total open position to 951
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 5.85, which was 0.70 higher than the previous day. The implied volatity was 27.17, the open interest changed by -142 which decreased total open position to 931
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 5.15, which was -4.80 lower than the previous day. The implied volatity was 26.88, the open interest changed by -188 which decreased total open position to 1079
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 9.95, which was -1.75 lower than the previous day. The implied volatity was 28.07, the open interest changed by 180 which increased total open position to 1260
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 11.7, which was -0.40 lower than the previous day. The implied volatity was 28.82, the open interest changed by 200 which increased total open position to 1085
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 12.1, which was 0.65 higher than the previous day. The implied volatity was 29.64, the open interest changed by 245 which increased total open position to 888
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 11.45, which was -3.95 lower than the previous day. The implied volatity was 30.28, the open interest changed by 309 which increased total open position to 648
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 15.4, which was 0.15 higher than the previous day. The implied volatity was 32.10, the open interest changed by 93 which increased total open position to 337
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 15.25, which was 0.80 higher than the previous day. The implied volatity was 32.40, the open interest changed by 143 which increased total open position to 243
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 14.45, which was -2.90 lower than the previous day. The implied volatity was 30.94, the open interest changed by 46 which increased total open position to 146
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 17.35, which was -1.05 lower than the previous day. The implied volatity was 31.21, the open interest changed by 5 which increased total open position to 97
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 18.4, which was 0.00 lower than the previous day. The implied volatity was 31.83, the open interest changed by 92 which increased total open position to 91
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 18.4, which was 3.85 higher than the previous day. The implied volatity was 31.83, the open interest changed by 91 which increased total open position to 91
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 14.55, 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 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 14.55, 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 Nov TATAPOWER was trading at 399.35. The strike last trading price was 14.55, 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 Nov TATAPOWER was trading at 414.15. The strike last trading price was 14.55, which was 0.00 lower than the previous day. The implied volatity was 0.71, 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 14.55, which was 0.00 lower than the previous day. The implied volatity was 4.41, 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 14.55, which was 0.00 lower than the previous day. The implied volatity was 4.08, 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 14.55, which was 0.00 lower than the previous day. The implied volatity was 6.61, 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 14.55, which was 0.00 lower than the previous day. The implied volatity was 7.45, 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 14.55, which was 0.00 lower than the previous day. The implied volatity was 4.70, 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 14.55, which was 14.55 higher than the previous day. The implied volatity was 3.67, 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 6.39, the open interest changed by 0 which decreased total open position to 0
