TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
14 Nov 2024 04:11 PM IST
| TATAPOWER 28NOV2024 415 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.37
Vega: 0.30
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 404.65 | 5.35 | 0.75 | 27.70 | 5,929 | -58 | 951 | |||
| 13 Nov | 399.35 | 4.6 | -4.90 | 28.67 | 5,183 | 508 | 1,013 | |||
| 12 Nov | 414.15 | 9.5 | -13.45 | 27.80 | 1,142 | 408 | 496 | |||
| 11 Nov | 431.50 | 22.95 | -0.20 | 31.26 | 5 | -2 | 88 | |||
| 8 Nov | 432.75 | 23.15 | -12.00 | 31.84 | 58 | 7 | 91 | |||
| 7 Nov | 444.90 | 35.15 | -5.30 | 31.96 | 36 | 8 | 84 | |||
| 6 Nov | 449.30 | 40.45 | 13.75 | 33.01 | 59 | -25 | 76 | |||
| 5 Nov | 434.10 | 26.7 | 3.70 | 30.99 | 76 | -6 | 101 | |||
| 4 Nov | 429.05 | 23 | -12.10 | 31.15 | 70 | 14 | 105 | |||
| 1 Nov | 445.45 | 35.1 | 1.00 | 26.85 | 6 | -2 | 91 | |||
| 31 Oct | 440.05 | 34.1 | 7.95 | - | 209 | -16 | 91 | |||
| 30 Oct | 427.00 | 26.15 | 0.40 | - | 135 | 36 | 105 | |||
| 29 Oct | 425.40 | 25.75 | -2.00 | - | 183 | 42 | 69 | |||
| 28 Oct | 425.70 | 27.75 | 3.55 | - | 45 | 17 | 27 | |||
| 25 Oct | 422.10 | 24.2 | -9.35 | - | 14 | 8 | 10 | |||
| 24 Oct | 438.00 | 33.55 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 437.70 | 33.55 | 0.00 | - | 0 | 2 | 0 | |||
| 22 Oct | 435.85 | 33.55 | -40.40 | - | 5 | 2 | 2 | |||
| 21 Oct | 453.80 | 73.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 453.55 | 73.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 450.20 | 73.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 460.45 | 73.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 463.50 | 73.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 462.30 | 73.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 461.15 | 73.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 465.65 | 73.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 460.85 | 73.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 456.90 | 73.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 441.30 | 73.95 | 73.95 | - | 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 415 expiring on 28NOV2024
Delta for 415 CE is 0.37
Historical price for 415 CE is as follows
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 5.35, which was 0.75 higher than the previous day. The implied volatity was 27.70, the open interest changed by -58 which decreased total open position to 951
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 4.6, which was -4.90 lower than the previous day. The implied volatity was 28.67, the open interest changed by 508 which increased total open position to 1013
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 9.5, which was -13.45 lower than the previous day. The implied volatity was 27.80, the open interest changed by 408 which increased total open position to 496
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 22.95, which was -0.20 lower than the previous day. The implied volatity was 31.26, the open interest changed by -2 which decreased total open position to 88
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 23.15, which was -12.00 lower than the previous day. The implied volatity was 31.84, the open interest changed by 7 which increased total open position to 91
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 35.15, which was -5.30 lower than the previous day. The implied volatity was 31.96, the open interest changed by 8 which increased total open position to 84
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 40.45, which was 13.75 higher than the previous day. The implied volatity was 33.01, the open interest changed by -25 which decreased total open position to 76
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 26.7, which was 3.70 higher than the previous day. The implied volatity was 30.99, the open interest changed by -6 which decreased total open position to 101
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 23, which was -12.10 lower than the previous day. The implied volatity was 31.15, the open interest changed by 14 which increased total open position to 105
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 35.1, which was 1.00 higher than the previous day. The implied volatity was 26.85, the open interest changed by -2 which decreased total open position to 91
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 34.1, which was 7.95 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 26.15, which was 0.40 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 25.75, which was -2.00 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 27.75, which was 3.55 higher 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 24.2, which was -9.35 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 33.55, 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 33.55, 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 33.55, which was -40.40 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 73.95, 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 73.95, 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 73.95, 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 73.95, 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 73.95, 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 73.95, 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 73.95, 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 73.95, 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 73.95, 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 73.95, 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 73.95, which was 73.95 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 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.63
Vega: 0.30
Theta: -0.24
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 404.65 | 13.9 | -4.00 | 28.83 | 1,103 | -30 | 809 |
| 13 Nov | 399.35 | 17.9 | 6.75 | 32.66 | 2,369 | -158 | 844 |
| 12 Nov | 414.15 | 11.15 | 6.90 | 32.05 | 3,067 | 204 | 1,010 |
| 11 Nov | 431.50 | 4.25 | -1.50 | 30.68 | 776 | 16 | 806 |
| 8 Nov | 432.75 | 5.75 | 2.75 | 32.04 | 1,061 | 44 | 791 |
| 7 Nov | 444.90 | 3 | 0.60 | 32.67 | 1,253 | 191 | 748 |
| 6 Nov | 449.30 | 2.4 | -3.80 | 32.76 | 1,198 | 127 | 565 |
| 5 Nov | 434.10 | 6.2 | -1.95 | 34.31 | 943 | -16 | 440 |
| 4 Nov | 429.05 | 8.15 | 3.15 | 34.56 | 1,017 | 31 | 454 |
| 1 Nov | 445.45 | 5 | -0.50 | 35.50 | 34 | 0 | 428 |
| 31 Oct | 440.05 | 5.5 | -6.65 | - | 1,276 | 52 | 425 |
| 30 Oct | 427.00 | 12.15 | -0.15 | - | 410 | 29 | 373 |
| 29 Oct | 425.40 | 12.3 | 0.30 | - | 311 | 57 | 346 |
| 28 Oct | 425.70 | 12 | -1.80 | - | 269 | -5 | 289 |
| 25 Oct | 422.10 | 13.8 | 3.55 | - | 562 | 287 | 294 |
| 24 Oct | 438.00 | 10.25 | -0.15 | - | 4 | 0 | 7 |
| 23 Oct | 437.70 | 10.4 | 0.00 | - | 0 | 7 | 0 |
| 22 Oct | 435.85 | 10.4 | 2.70 | - | 16 | 6 | 6 |
| 21 Oct | 453.80 | 7.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 453.55 | 7.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 450.20 | 7.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 460.45 | 7.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 463.50 | 7.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 462.30 | 7.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 461.15 | 7.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 465.65 | 7.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 460.85 | 7.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 456.90 | 7.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 441.30 | 7.7 | 7.70 | - | 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 415 expiring on 28NOV2024
Delta for 415 PE is -0.63
Historical price for 415 PE is as follows
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 13.9, which was -4.00 lower than the previous day. The implied volatity was 28.83, the open interest changed by -30 which decreased total open position to 809
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 17.9, which was 6.75 higher than the previous day. The implied volatity was 32.66, the open interest changed by -158 which decreased total open position to 844
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 11.15, which was 6.90 higher than the previous day. The implied volatity was 32.05, the open interest changed by 204 which increased total open position to 1010
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 4.25, which was -1.50 lower than the previous day. The implied volatity was 30.68, the open interest changed by 16 which increased total open position to 806
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 5.75, which was 2.75 higher than the previous day. The implied volatity was 32.04, the open interest changed by 44 which increased total open position to 791
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 3, which was 0.60 higher than the previous day. The implied volatity was 32.67, the open interest changed by 191 which increased total open position to 748
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 2.4, which was -3.80 lower than the previous day. The implied volatity was 32.76, the open interest changed by 127 which increased total open position to 565
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 6.2, which was -1.95 lower than the previous day. The implied volatity was 34.31, the open interest changed by -16 which decreased total open position to 440
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 8.15, which was 3.15 higher than the previous day. The implied volatity was 34.56, the open interest changed by 31 which increased total open position to 454
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 5, which was -0.50 lower than the previous day. The implied volatity was 35.50, the open interest changed by 0 which decreased total open position to 428
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 5.5, which was -6.65 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 12.15, which was -0.15 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 12.3, which was 0.30 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 12, which was -1.80 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 13.8, which was 3.55 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 10.25, which was -0.15 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 10.4, 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 10.4, which was 2.70 higher 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 7.7, 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 7.7, 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 7.7, 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 7.7, 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 7.7, 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 7.7, 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 7.7, 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 7.7, 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 7.7, 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 7.7, 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 7.7, which was 7.70 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
