Historical option data for TATAPOWER
25 Jun 2026 02:45 PM IST
| TATAPOWER 30-Jun-2026 (5d) 420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0
Theta: -0.11
Gamma: 0.0049
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 390.25 | 0.2 | -0.15 (-42.86%) | 32.3 | 883 | -190 | 2,847 | |||||||||
| 24 Jun | 393.10 | 0.3 | -0.35 (-53.85%) | 30.45 | 1,632 | 4 | 3,095 | |||||||||
| 23 Jun | 398.30 | 0.65 | -0.9 (-58.06%) | 26.92 | 2,249 | -105 | 3,091 | |||||||||
| 22 Jun | 405.95 | 1.45 | -0.25 (-14.71%) | 23.85 | 4,312 | 25 | 3,197 | |||||||||
| 19 Jun | 402.35 | 1.65 | -0.3 (-15.38%) | 24.39 | 2,473 | 22 | 3,166 | |||||||||
| 18 Jun | 402.90 | 1.95 | 0 (0.00%) | 24.64 | 4,993 | 175 | 3,142 | |||||||||
| 17 Jun | 401.50 | 1.95 | -0.05 (-2.50%) | 25.06 | 3,552 | -67 | 2,972 | |||||||||
| 16 Jun | 402.25 | 1.9 | -1 (-34.48%) | 23.71 | 2,764 | 36 | 3,039 | |||||||||
| 15 Jun | 404.10 | 2.95 | 1.5 (103.45%) | 25.95 | 8,535 | 76 | 2,987 | |||||||||
| 12 Jun | 393.55 | 1.35 | 0.1 (8.00%) | 23.18 | 3,020 | 128 | 2,912 | |||||||||
| 11 Jun | 390.25 | 1.25 | -0.75 (-37.50%) | 24.65 | 4,232 | -107 | 2,783 | |||||||||
| 10 Jun | 394.75 | 1.8 | -0.95 (-34.55%) | 24.04 | 4,496 | 133 | 2,880 | |||||||||
| 9 Jun | 398.65 | 2.65 | -1.5 (-36.14%) | 24.65 | 2,725 | 208 | 2,749 | |||||||||
| 8 Jun | 404.20 | 4.15 | -1.9 (-31.40%) | 24.51 | 2,323 | 156 | 2,552 | |||||||||
| 5 Jun | 409.20 | 5.95 | -1.2 (-16.78%) | 22.89 | 2,679 | 224 | 2,393 | |||||||||
| 4 Jun | 410.80 | 7.35 | -0.55 (-6.96%) | 23.81 | 2,308 | -82 | 2,168 | |||||||||
| 3 Jun | 411.75 | 7.9 | -1.25 (-13.66%) | 23.77 | 2,907 | 367 | 2,258 | |||||||||
| 2 Jun | 414.90 | 8.95 | -1.9 (-17.51%) | 23.33 | 3,141 | 152 | 1,890 | |||||||||
| 1 Jun | 419.50 | 10.5 | -2.15 (-17.00%) | 21.44 | 2,669 | 172 | 1,745 | |||||||||
| 29 May | 420.75 | 13.1 | -2.65 (-16.83%) | 21.99 | 2,522 | -78 | 1,572 | |||||||||
| 27 May | 425.80 | 16.25 | 2.75 (20.37%) | 20.21 | 5,757 | -317 | 1,669 | |||||||||
| 26 May | 420.95 | 13.5 | 3.75 (38.46%) | 22.7 | 9,042 | 594 | 1,993 | |||||||||
| 25 May | 413.55 | 9.75 | 0.65 (7.14%) | 21.72 | 2,815 | 375 | 1,401 | |||||||||
| 22 May | 408.90 | 9 | -0.3 (-3.23%) | 23.95 | 1,689 | 463 | 1,028 | |||||||||
| 21 May | 410.50 | 9.35 | -2.65 (-22.08%) | 22.77 | 435 | 57 | 565 | |||||||||
| 20 May | 413.50 | 11.8 | -1.2 (-9.23%) | 24.41 | 502 | 140 | 508 | |||||||||
| 19 May | 415.00 | 13 | 4 (44.44%) | 25.96 | 823 | 38 | 355 | |||||||||
| 18 May | 404.35 | 8.4 | -1.6 (-16.00%) | 24.9 | 313 | 42 | 317 | |||||||||
| 15 May | 407.00 | 9.75 | -1.05 (-9.72%) | 24.3 | 182 | 47 | 275 | |||||||||
| 14 May | 407.85 | 10.85 | 0.3 (2.84%) | 25.31 | 113 | 19 | 227 | |||||||||
| 13 May | 404.45 | 10.6 | -8.4 (-44.21%) | 0 | 612 | 150 | 208 | |||||||||
| 12 May | 418.40 | 18.85 | -12.85 (-40.54%) | 0 | 137 | 55 | 57 | |||||||||
| 11 May | 433.20 | 31.7 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 8 May | 436.00 | 31.7 | -2.3 (-6.76%) | 30.03 | 1 | 0 | 1 | |||||||||
| 7 May | 439.25 | 34 | 0 (0.00%) | - | 0 | 0 | 1 | |||||||||
| 6 May | 443.25 | 34 | 0 (0.00%) | 27.37 | 0 | 0 | 1 | |||||||||
| 5 May | 442.65 | 34 | 22.9 (206.31%) | 27.37 | 1 | 0 | 0 | |||||||||
| 4 May | 441.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 444.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 451.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 461.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 453.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 435.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 430.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 436.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 436.05 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 433.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 427.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 426.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 421.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 409.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 399.35 | 0 | 0 (0.00%) | 1.96 | 0 | 0 | 0 | |||||||||
| 9 Apr | 394.70 | 11.1 | 0 (0.00%) | 2.61 | 0 | 0 | 0 | |||||||||
| 8 Apr | 394.95 | 11.1 | 0 (0.00%) | 2.64 | 0 | 0 | 0 | |||||||||
| 7 Apr | 387.70 | 11.1 | 0 (0.00%) | 4.49 | 0 | 0 | 0 | |||||||||
| 6 Apr | 383.85 | 11.1 | 0 (0.00%) | 4.5 | 0 | 0 | 0 | |||||||||
| 2 Apr | 385.00 | 11.1 | 0 (0.00%) | 3.67 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 420 expiring on 30JUN2026
Delta for 420 CE is 0.03
Historical price for 420 CE is as follows
On 25 Jun TATAPOWER was trading at 390.25. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 32.3, the open interest changed by -190 which decreased total open position to 2847
On 24 Jun TATAPOWER was trading at 393.10. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 30.45, the open interest changed by 4 which increased total open position to 3095
On 23 Jun TATAPOWER was trading at 398.30. The strike last trading price was 0.65, which was -0.9 lower than the previous day. The implied volatity was 26.92, the open interest changed by -105 which decreased total open position to 3091
On 22 Jun TATAPOWER was trading at 405.95. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 23.85, the open interest changed by 25 which increased total open position to 3197
On 19 Jun TATAPOWER was trading at 402.35. The strike last trading price was 1.65, which was -0.3 lower than the previous day. The implied volatity was 24.39, the open interest changed by 22 which increased total open position to 3166
On 18 Jun TATAPOWER was trading at 402.90. The strike last trading price was 1.95, which was 0 lower than the previous day. The implied volatity was 24.64, the open interest changed by 175 which increased total open position to 3142
On 17 Jun TATAPOWER was trading at 401.50. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 25.06, the open interest changed by -67 which decreased total open position to 2972
On 16 Jun TATAPOWER was trading at 402.25. The strike last trading price was 1.9, which was -1 lower than the previous day. The implied volatity was 23.71, the open interest changed by 36 which increased total open position to 3039
On 15 Jun TATAPOWER was trading at 404.10. The strike last trading price was 2.95, which was 1.5 higher than the previous day. The implied volatity was 25.95, the open interest changed by 76 which increased total open position to 2987
On 12 Jun TATAPOWER was trading at 393.55. The strike last trading price was 1.35, which was 0.1 higher than the previous day. The implied volatity was 23.18, the open interest changed by 128 which increased total open position to 2912
On 11 Jun TATAPOWER was trading at 390.25. The strike last trading price was 1.25, which was -0.75 lower than the previous day. The implied volatity was 24.65, the open interest changed by -107 which decreased total open position to 2783
On 10 Jun TATAPOWER was trading at 394.75. The strike last trading price was 1.8, which was -0.95 lower than the previous day. The implied volatity was 24.04, the open interest changed by 133 which increased total open position to 2880
On 9 Jun TATAPOWER was trading at 398.65. The strike last trading price was 2.65, which was -1.5 lower than the previous day. The implied volatity was 24.65, the open interest changed by 208 which increased total open position to 2749
On 8 Jun TATAPOWER was trading at 404.20. The strike last trading price was 4.15, which was -1.9 lower than the previous day. The implied volatity was 24.51, the open interest changed by 156 which increased total open position to 2552
On 5 Jun TATAPOWER was trading at 409.20. The strike last trading price was 5.95, which was -1.2 lower than the previous day. The implied volatity was 22.89, the open interest changed by 224 which increased total open position to 2393
On 4 Jun TATAPOWER was trading at 410.80. The strike last trading price was 7.35, which was -0.55 lower than the previous day. The implied volatity was 23.81, the open interest changed by -82 which decreased total open position to 2168
On 3 Jun TATAPOWER was trading at 411.75. The strike last trading price was 7.9, which was -1.25 lower than the previous day. The implied volatity was 23.77, the open interest changed by 367 which increased total open position to 2258
On 2 Jun TATAPOWER was trading at 414.90. The strike last trading price was 8.95, which was -1.9 lower than the previous day. The implied volatity was 23.33, the open interest changed by 152 which increased total open position to 1890
On 1 Jun TATAPOWER was trading at 419.50. The strike last trading price was 10.5, which was -2.15 lower than the previous day. The implied volatity was 21.44, the open interest changed by 172 which increased total open position to 1745
On 29 May TATAPOWER was trading at 420.75. The strike last trading price was 13.1, which was -2.65 lower than the previous day. The implied volatity was 21.99, the open interest changed by -78 which decreased total open position to 1572
On 27 May TATAPOWER was trading at 425.80. The strike last trading price was 16.25, which was 2.75 higher than the previous day. The implied volatity was 20.21, the open interest changed by -317 which decreased total open position to 1669
On 26 May TATAPOWER was trading at 420.95. The strike last trading price was 13.5, which was 3.75 higher than the previous day. The implied volatity was 22.7, the open interest changed by 594 which increased total open position to 1993
On 25 May TATAPOWER was trading at 413.55. The strike last trading price was 9.75, which was 0.65 higher than the previous day. The implied volatity was 21.72, the open interest changed by 375 which increased total open position to 1401
On 22 May TATAPOWER was trading at 408.90. The strike last trading price was 9, which was -0.3 lower than the previous day. The implied volatity was 23.95, the open interest changed by 463 which increased total open position to 1028
On 21 May TATAPOWER was trading at 410.50. The strike last trading price was 9.35, which was -2.65 lower than the previous day. The implied volatity was 22.77, the open interest changed by 57 which increased total open position to 565
On 20 May TATAPOWER was trading at 413.50. The strike last trading price was 11.8, which was -1.2 lower than the previous day. The implied volatity was 24.41, the open interest changed by 140 which increased total open position to 508
On 19 May TATAPOWER was trading at 415.00. The strike last trading price was 13, which was 4 higher than the previous day. The implied volatity was 25.96, the open interest changed by 38 which increased total open position to 355
On 18 May TATAPOWER was trading at 404.35. The strike last trading price was 8.4, which was -1.6 lower than the previous day. The implied volatity was 24.9, the open interest changed by 42 which increased total open position to 317
On 15 May TATAPOWER was trading at 407.00. The strike last trading price was 9.75, which was -1.05 lower than the previous day. The implied volatity was 24.3, the open interest changed by 47 which increased total open position to 275
On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 10.85, which was 0.3 higher than the previous day. The implied volatity was 25.31, the open interest changed by 19 which increased total open position to 227
On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 10.6, which was -8.4 lower than the previous day. The implied volatity was 0, the open interest changed by 150 which increased total open position to 208
On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 18.85, which was -12.85 lower than the previous day. The implied volatity was 0, the open interest changed by 55 which increased total open position to 57
On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 31.7, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2
On 8 May TATAPOWER was trading at 436.00. The strike last trading price was 31.7, which was -2.3 lower than the previous day. The implied volatity was 30.03, the open interest changed by 0 which decreased total open position to 1
On 7 May TATAPOWER was trading at 439.25. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 May TATAPOWER was trading at 443.25. The strike last trading price was 34, which was 0 lower than the previous day. The implied volatity was 27.37, the open interest changed by 0 which decreased total open position to 1
On 5 May TATAPOWER was trading at 442.65. The strike last trading price was 34, which was 22.9 higher than the previous day. The implied volatity was 27.37, the open interest changed by 0 which decreased total open position to 0
On 4 May TATAPOWER was trading at 441.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 2.61, the open interest changed by 0 which decreased total open position to 0
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 2.64, the open interest changed by 0 which decreased total open position to 0
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 4.49, the open interest changed by 0 which decreased total open position to 0
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 4.5, the open interest changed by 0 which decreased total open position to 0
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 11.1, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 30-Jun-2026 (5d) 420 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0
Theta: -0.1
Gamma: 0.00623
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 390.25 | 28.9 | 1.9 (7.04%) | 34.87 | 211 | -126 | 734 |
| 24 Jun | 393.10 | 27.2 | 4 (17.24%) | 31.39 | 17 | -10 | 860 |
| 23 Jun | 398.30 | 23.2 | 5.25 (29.25%) | 33.94 | 134 | -39 | 871 |
| 22 Jun | 405.95 | 18.5 | -2.5 (-11.90%) | 41.36 | 103 | -30 | 911 |
| 19 Jun | 402.35 | 20.45 | 0.45 (2.25%) | 36.21 | 74 | -10 | 941 |
| 18 Jun | 402.90 | 19.8 | -1.4 (-6.60%) | 31.49 | 64 | 7 | 951 |
| 17 Jun | 401.50 | 21.25 | 0.25 (1.19%) | 31.03 | 48 | 1 | 943 |
| 16 Jun | 402.25 | 21.65 | 2.65 (13.95%) | 33.43 | 74 | -5 | 942 |
| 15 Jun | 404.10 | 19.9 | -8.1 (-28.93%) | 31.23 | 161 | -33 | 947 |
| 12 Jun | 393.55 | 27.45 | -4.8 (-14.88%) | 29.8 | 49 | -3 | 980 |
| 11 Jun | 390.25 | 31.65 | 3.55 (12.63%) | 35.71 | 174 | -46 | 983 |
| 10 Jun | 394.75 | 28.15 | 4.2 (17.54%) | 31.5 | 316 | -215 | 1,030 |
| 9 Jun | 398.65 | 24.55 | 4.35 (21.53%) | 27.97 | 68 | -6 | 1,245 |
| 8 Jun | 404.20 | 20.7 | 4.65 (28.97%) | 28.19 | 101 | -3 | 1,251 |
| 5 Jun | 409.20 | 16.3 | 1.25 (8.31%) | 25.23 | 182 | -13 | 1,254 |
| 4 Jun | 410.80 | 14.75 | 0 (0.00%) | 24.12 | 215 | -6 | 1,267 |
| 3 Jun | 411.75 | 14.75 | 2.05 (16.14%) | 24.24 | 512 | -34 | 1,274 |
| 2 Jun | 414.90 | 13.1 | 1.25 (10.55%) | 23.85 | 1,483 | -18 | 1,308 |
| 1 Jun | 419.50 | 12 | 1.8 (17.65%) | 26.1 | 1,721 | -10 | 1,329 |
| 29 May | 420.75 | 9.8 | 1.4 (16.67%) | 23.36 | 1,944 | 5 | 1,338 |
| 27 May | 425.80 | 7.55 | -3.45 (-31.36%) | 23.03 | 1,946 | 142 | 1,329 |
| 26 May | 420.95 | 10.9 | -4.1 (-27.33%) | 23.92 | 2,667 | 520 | 1,187 |
| 25 May | 413.55 | 14.8 | -3.9 (-20.86%) | 24.73 | 329 | 75 | 667 |
| 22 May | 408.90 | 18.65 | 0.95 (5.37%) | 25.73 | 554 | 346 | 592 |
| 21 May | 410.50 | 17.7 | 0.1 (0.57%) | 26.08 | 50 | 18 | 246 |
| 20 May | 413.50 | 17.4 | 0.3 (1.75%) | 27.49 | 106 | 9 | 228 |
| 19 May | 415.00 | 17.5 | -5.7 (-24.57%) | 28.18 | 161 | 96 | 220 |
| 18 May | 404.35 | 23.2 | 1.9 (8.92%) | 29.36 | 26 | 23 | 124 |
| 15 May | 407.00 | 21.3 | 0 (0.00%) | 27.5 | 2 | 0 | 102 |
| 14 May | 407.85 | 21.3 | -2.65 (-11.06%) | 27.24 | 15 | 5 | 102 |
| 13 May | 404.45 | 24.05 | 6.9 (40.23%) | 0 | 47 | 7 | 96 |
| 12 May | 418.40 | 16.9 | 5.9 (53.64%) | 0 | 36 | 8 | 89 |
| 11 May | 433.20 | 11 | 1.1 (11.11%) | 0 | 20 | 7 | 87 |
| 8 May | 436.00 | 9.9 | 0.6 (6.45%) | 28.16 | 9 | 5 | 79 |
| 7 May | 439.25 | 9.3 | 0.8 (9.41%) | 27.8 | 9 | 6 | 73 |
| 6 May | 443.25 | 8.5 | -1.85 (-17.87%) | 28.16 | 12 | 3 | 65 |
| 5 May | 442.65 | 10.35 | 0.35 (3.50%) | 28.82 | 15 | 3 | 62 |
| 4 May | 441.40 | 10 | 1 (11.11%) | 29.1 | 17 | 7 | 59 |
| 30 Apr | 444.55 | 8.85 | 1 (12.74%) | 28.35 | 26 | -1 | 51 |
| 29 Apr | 451.50 | 7.9 | 2 (33.90%) | 28.86 | 38 | 14 | 51 |
| 28 Apr | 461.80 | 5.9 | -1.15 (-16.31%) | 28.83 | 10 | 8 | 36 |
| 27 Apr | 453.20 | 7.05 | -5.9 (-45.56%) | 28.39 | 28 | 2 | 27 |
| 24 Apr | 435.00 | 12.95 | -0.05 (-0.38%) | 26.3 | 4 | 2 | 25 |
| 23 Apr | 430.30 | 12.95 | -31.85 (-71.09%) | 26.77 | 32 | 23 | 23 |
| 22 Apr | 436.05 | - | - | - | 0 | 0 | 0 |
| 21 Apr | 436.05 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 433.60 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 427.60 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 426.60 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 421.85 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 409.55 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 399.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 394.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 394.95 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 387.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 383.85 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 385.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 420 expiring on 30JUN2026
Delta for 420 PE is -0.95
Historical price for 420 PE is as follows
On 25 Jun TATAPOWER was trading at 390.25. The strike last trading price was 28.9, which was 1.9 higher than the previous day. The implied volatity was 34.87, the open interest changed by -126 which decreased total open position to 734
On 24 Jun TATAPOWER was trading at 393.10. The strike last trading price was 27.2, which was 4 higher than the previous day. The implied volatity was 31.39, the open interest changed by -10 which decreased total open position to 860
On 23 Jun TATAPOWER was trading at 398.30. The strike last trading price was 23.2, which was 5.25 higher than the previous day. The implied volatity was 33.94, the open interest changed by -39 which decreased total open position to 871
On 22 Jun TATAPOWER was trading at 405.95. The strike last trading price was 18.5, which was -2.5 lower than the previous day. The implied volatity was 41.36, the open interest changed by -30 which decreased total open position to 911
On 19 Jun TATAPOWER was trading at 402.35. The strike last trading price was 20.45, which was 0.45 higher than the previous day. The implied volatity was 36.21, the open interest changed by -10 which decreased total open position to 941
On 18 Jun TATAPOWER was trading at 402.90. The strike last trading price was 19.8, which was -1.4 lower than the previous day. The implied volatity was 31.49, the open interest changed by 7 which increased total open position to 951
On 17 Jun TATAPOWER was trading at 401.50. The strike last trading price was 21.25, which was 0.25 higher than the previous day. The implied volatity was 31.03, the open interest changed by 1 which increased total open position to 943
On 16 Jun TATAPOWER was trading at 402.25. The strike last trading price was 21.65, which was 2.65 higher than the previous day. The implied volatity was 33.43, the open interest changed by -5 which decreased total open position to 942
On 15 Jun TATAPOWER was trading at 404.10. The strike last trading price was 19.9, which was -8.1 lower than the previous day. The implied volatity was 31.23, the open interest changed by -33 which decreased total open position to 947
On 12 Jun TATAPOWER was trading at 393.55. The strike last trading price was 27.45, which was -4.8 lower than the previous day. The implied volatity was 29.8, the open interest changed by -3 which decreased total open position to 980
On 11 Jun TATAPOWER was trading at 390.25. The strike last trading price was 31.65, which was 3.55 higher than the previous day. The implied volatity was 35.71, the open interest changed by -46 which decreased total open position to 983
On 10 Jun TATAPOWER was trading at 394.75. The strike last trading price was 28.15, which was 4.2 higher than the previous day. The implied volatity was 31.5, the open interest changed by -215 which decreased total open position to 1030
On 9 Jun TATAPOWER was trading at 398.65. The strike last trading price was 24.55, which was 4.35 higher than the previous day. The implied volatity was 27.97, the open interest changed by -6 which decreased total open position to 1245
On 8 Jun TATAPOWER was trading at 404.20. The strike last trading price was 20.7, which was 4.65 higher than the previous day. The implied volatity was 28.19, the open interest changed by -3 which decreased total open position to 1251
On 5 Jun TATAPOWER was trading at 409.20. The strike last trading price was 16.3, which was 1.25 higher than the previous day. The implied volatity was 25.23, the open interest changed by -13 which decreased total open position to 1254
On 4 Jun TATAPOWER was trading at 410.80. The strike last trading price was 14.75, which was 0 lower than the previous day. The implied volatity was 24.12, the open interest changed by -6 which decreased total open position to 1267
On 3 Jun TATAPOWER was trading at 411.75. The strike last trading price was 14.75, which was 2.05 higher than the previous day. The implied volatity was 24.24, the open interest changed by -34 which decreased total open position to 1274
On 2 Jun TATAPOWER was trading at 414.90. The strike last trading price was 13.1, which was 1.25 higher than the previous day. The implied volatity was 23.85, the open interest changed by -18 which decreased total open position to 1308
On 1 Jun TATAPOWER was trading at 419.50. The strike last trading price was 12, which was 1.8 higher than the previous day. The implied volatity was 26.1, the open interest changed by -10 which decreased total open position to 1329
On 29 May TATAPOWER was trading at 420.75. The strike last trading price was 9.8, which was 1.4 higher than the previous day. The implied volatity was 23.36, the open interest changed by 5 which increased total open position to 1338
On 27 May TATAPOWER was trading at 425.80. The strike last trading price was 7.55, which was -3.45 lower than the previous day. The implied volatity was 23.03, the open interest changed by 142 which increased total open position to 1329
On 26 May TATAPOWER was trading at 420.95. The strike last trading price was 10.9, which was -4.1 lower than the previous day. The implied volatity was 23.92, the open interest changed by 520 which increased total open position to 1187
On 25 May TATAPOWER was trading at 413.55. The strike last trading price was 14.8, which was -3.9 lower than the previous day. The implied volatity was 24.73, the open interest changed by 75 which increased total open position to 667
On 22 May TATAPOWER was trading at 408.90. The strike last trading price was 18.65, which was 0.95 higher than the previous day. The implied volatity was 25.73, the open interest changed by 346 which increased total open position to 592
On 21 May TATAPOWER was trading at 410.50. The strike last trading price was 17.7, which was 0.1 higher than the previous day. The implied volatity was 26.08, the open interest changed by 18 which increased total open position to 246
On 20 May TATAPOWER was trading at 413.50. The strike last trading price was 17.4, which was 0.3 higher than the previous day. The implied volatity was 27.49, the open interest changed by 9 which increased total open position to 228
On 19 May TATAPOWER was trading at 415.00. The strike last trading price was 17.5, which was -5.7 lower than the previous day. The implied volatity was 28.18, the open interest changed by 96 which increased total open position to 220
On 18 May TATAPOWER was trading at 404.35. The strike last trading price was 23.2, which was 1.9 higher than the previous day. The implied volatity was 29.36, the open interest changed by 23 which increased total open position to 124
On 15 May TATAPOWER was trading at 407.00. The strike last trading price was 21.3, which was 0 lower than the previous day. The implied volatity was 27.5, the open interest changed by 0 which decreased total open position to 102
On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 21.3, which was -2.65 lower than the previous day. The implied volatity was 27.24, the open interest changed by 5 which increased total open position to 102
On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 24.05, which was 6.9 higher than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 96
On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 16.9, which was 5.9 higher than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 89
On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 11, which was 1.1 higher than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 87
On 8 May TATAPOWER was trading at 436.00. The strike last trading price was 9.9, which was 0.6 higher than the previous day. The implied volatity was 28.16, the open interest changed by 5 which increased total open position to 79
On 7 May TATAPOWER was trading at 439.25. The strike last trading price was 9.3, which was 0.8 higher than the previous day. The implied volatity was 27.8, the open interest changed by 6 which increased total open position to 73
On 6 May TATAPOWER was trading at 443.25. The strike last trading price was 8.5, which was -1.85 lower than the previous day. The implied volatity was 28.16, the open interest changed by 3 which increased total open position to 65
On 5 May TATAPOWER was trading at 442.65. The strike last trading price was 10.35, which was 0.35 higher than the previous day. The implied volatity was 28.82, the open interest changed by 3 which increased total open position to 62
On 4 May TATAPOWER was trading at 441.40. The strike last trading price was 10, which was 1 higher than the previous day. The implied volatity was 29.1, the open interest changed by 7 which increased total open position to 59
On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 8.85, which was 1 higher than the previous day. The implied volatity was 28.35, the open interest changed by -1 which decreased total open position to 51
On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 7.9, which was 2 higher than the previous day. The implied volatity was 28.86, the open interest changed by 14 which increased total open position to 51
On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 5.9, which was -1.15 lower than the previous day. The implied volatity was 28.83, the open interest changed by 8 which increased total open position to 36
On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 7.05, which was -5.9 lower than the previous day. The implied volatity was 28.39, the open interest changed by 2 which increased total open position to 27
On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 12.95, which was -0.05 lower than the previous day. The implied volatity was 26.3, the open interest changed by 2 which increased total open position to 25
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 12.95, which was -31.85 lower than the previous day. The implied volatity was 26.77, the open interest changed by 23 which increased total open position to 23
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
