TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
20 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 425 CE | ||||||||||
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Delta: 0.09
Vega: 0.08
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 401.10 | 0.6 | -1.05 | 29.86 | 4,906 | 35 | 1,775 | |||
| 19 Dec | 412.60 | 1.65 | -1.10 | 24.45 | 3,004 | -15 | 1,724 | |||
| 18 Dec | 415.00 | 2.75 | -2.20 | 24.54 | 5,584 | 225 | 1,748 | |||
| 17 Dec | 420.90 | 4.95 | -3.00 | 25.11 | 4,484 | 619 | 1,523 | |||
| 16 Dec | 425.50 | 7.95 | -2.30 | 26.24 | 2,400 | 117 | 907 | |||
| 13 Dec | 428.45 | 10.25 | -3.55 | 24.30 | 5,747 | 174 | 800 | |||
| 12 Dec | 433.55 | 13.8 | -2.30 | 23.72 | 711 | -78 | 625 | |||
| 11 Dec | 434.80 | 16.1 | -0.90 | 27.64 | 586 | -252 | 706 | |||
| 10 Dec | 435.20 | 17 | -3.55 | 27.60 | 414 | -78 | 958 | |||
| 9 Dec | 440.75 | 20.55 | 0.25 | 24.66 | 326 | -9 | 1,036 | |||
| 6 Dec | 439.70 | 20.3 | 3.35 | 25.25 | 1,442 | -142 | 1,044 | |||
| 5 Dec | 430.85 | 16.95 | 5.05 | 26.84 | 3,535 | 209 | 1,185 | |||
| 4 Dec | 425.65 | 11.9 | -2.10 | 24.88 | 1,783 | 98 | 975 | |||
| 3 Dec | 428.55 | 14 | 4.45 | 25.54 | 5,487 | -64 | 896 | |||
| 2 Dec | 416.50 | 9.55 | 0.55 | 28.54 | 1,682 | 119 | 958 | |||
| 29 Nov | 414.15 | 9 | -1.40 | 27.24 | 1,590 | 133 | 836 | |||
| 28 Nov | 414.50 | 10.4 | -0.75 | 29.42 | 2,491 | 352 | 701 | |||
| 27 Nov | 417.65 | 11.15 | 1.85 | 27.90 | 617 | 24 | 349 | |||
| 26 Nov | 410.30 | 9.3 | -0.95 | 29.28 | 314 | 35 | 327 | |||
| 25 Nov | 412.35 | 10.25 | -0.95 | 29.88 | 648 | 199 | 287 | |||
| 22 Nov | 413.75 | 11.2 | 1.55 | 29.02 | 391 | 36 | 124 | |||
| 21 Nov | 408.05 | 9.65 | 0.25 | 29.81 | 139 | 41 | 88 | |||
| 20 Nov | 408.10 | 9.4 | 0.00 | 28.94 | 48 | 19 | 41 | |||
| 19 Nov | 408.10 | 9.4 | 0.60 | 28.94 | 48 | 13 | 41 | |||
| 18 Nov | 404.70 | 8.8 | -1.20 | 29.43 | 39 | 17 | 27 | |||
| 14 Nov | 404.65 | 10 | -1.60 | 29.38 | 7 | 3 | 10 | |||
| 13 Nov | 399.35 | 11.6 | -1.60 | 34.87 | 3 | 0 | 8 | |||
| 12 Nov | 414.15 | 13.2 | -14.10 | 28.48 | 10 | 6 | 7 | |||
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| 11 Nov | 431.50 | 27.3 | -10.85 | 35.02 | 1 | 0 | 0 | |||
| 8 Nov | 432.75 | 38.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 38.15 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 38.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 38.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 429.05 | 38.15 | 38.15 | - | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 425 expiring on 26DEC2024
Delta for 425 CE is 0.09
Historical price for 425 CE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 0.6, which was -1.05 lower than the previous day. The implied volatity was 29.86, the open interest changed by 35 which increased total open position to 1775
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 1.65, which was -1.10 lower than the previous day. The implied volatity was 24.45, the open interest changed by -15 which decreased total open position to 1724
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 2.75, which was -2.20 lower than the previous day. The implied volatity was 24.54, the open interest changed by 225 which increased total open position to 1748
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 4.95, which was -3.00 lower than the previous day. The implied volatity was 25.11, the open interest changed by 619 which increased total open position to 1523
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 7.95, which was -2.30 lower than the previous day. The implied volatity was 26.24, the open interest changed by 117 which increased total open position to 907
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 10.25, which was -3.55 lower than the previous day. The implied volatity was 24.30, the open interest changed by 174 which increased total open position to 800
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 13.8, which was -2.30 lower than the previous day. The implied volatity was 23.72, the open interest changed by -78 which decreased total open position to 625
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 16.1, which was -0.90 lower than the previous day. The implied volatity was 27.64, the open interest changed by -252 which decreased total open position to 706
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 17, which was -3.55 lower than the previous day. The implied volatity was 27.60, the open interest changed by -78 which decreased total open position to 958
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 20.55, which was 0.25 higher than the previous day. The implied volatity was 24.66, the open interest changed by -9 which decreased total open position to 1036
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 20.3, which was 3.35 higher than the previous day. The implied volatity was 25.25, the open interest changed by -142 which decreased total open position to 1044
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 16.95, which was 5.05 higher than the previous day. The implied volatity was 26.84, the open interest changed by 209 which increased total open position to 1185
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 11.9, which was -2.10 lower than the previous day. The implied volatity was 24.88, the open interest changed by 98 which increased total open position to 975
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 14, which was 4.45 higher than the previous day. The implied volatity was 25.54, the open interest changed by -64 which decreased total open position to 896
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 9.55, which was 0.55 higher than the previous day. The implied volatity was 28.54, the open interest changed by 119 which increased total open position to 958
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 9, which was -1.40 lower than the previous day. The implied volatity was 27.24, the open interest changed by 133 which increased total open position to 836
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 10.4, which was -0.75 lower than the previous day. The implied volatity was 29.42, the open interest changed by 352 which increased total open position to 701
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 11.15, which was 1.85 higher than the previous day. The implied volatity was 27.90, the open interest changed by 24 which increased total open position to 349
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 9.3, which was -0.95 lower than the previous day. The implied volatity was 29.28, the open interest changed by 35 which increased total open position to 327
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 10.25, which was -0.95 lower than the previous day. The implied volatity was 29.88, the open interest changed by 199 which increased total open position to 287
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 11.2, which was 1.55 higher than the previous day. The implied volatity was 29.02, the open interest changed by 36 which increased total open position to 124
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 9.65, which was 0.25 higher than the previous day. The implied volatity was 29.81, the open interest changed by 41 which increased total open position to 88
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 9.4, which was 0.00 lower than the previous day. The implied volatity was 28.94, the open interest changed by 19 which increased total open position to 41
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 9.4, which was 0.60 higher than the previous day. The implied volatity was 28.94, the open interest changed by 13 which increased total open position to 41
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 8.8, which was -1.20 lower than the previous day. The implied volatity was 29.43, the open interest changed by 17 which increased total open position to 27
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 10, which was -1.60 lower than the previous day. The implied volatity was 29.38, the open interest changed by 3 which increased total open position to 10
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 11.6, which was -1.60 lower than the previous day. The implied volatity was 34.87, the open interest changed by 0 which decreased total open position to 8
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 13.2, which was -14.10 lower than the previous day. The implied volatity was 28.48, the open interest changed by 6 which increased total open position to 7
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 27.3, which was -10.85 lower than the previous day. The implied volatity was 35.02, 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 38.15, 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 38.15, 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 38.15, 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 38.15, 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 38.15, which was 38.15 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 425 PE | |||||||
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Delta: -0.80
Vega: 0.14
Theta: -0.47
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 401.10 | 24.55 | 10.55 | 47.37 | 191 | -65 | 728 |
| 19 Dec | 412.60 | 14 | 1.80 | 28.84 | 461 | -206 | 794 |
| 18 Dec | 415.00 | 12.2 | 2.90 | 28.83 | 804 | -73 | 1,000 |
| 17 Dec | 420.90 | 9.3 | 2.40 | 27.61 | 2,121 | 159 | 1,072 |
| 16 Dec | 425.50 | 6.9 | 1.60 | 26.65 | 2,857 | 123 | 917 |
| 13 Dec | 428.45 | 5.3 | 0.55 | 22.89 | 2,912 | -101 | 798 |
| 12 Dec | 433.55 | 4.75 | 0.25 | 26.32 | 1,399 | -141 | 906 |
| 11 Dec | 434.80 | 4.5 | -0.40 | 25.84 | 1,608 | -153 | 1,055 |
| 10 Dec | 435.20 | 4.9 | 0.85 | 27.16 | 1,793 | -52 | 1,213 |
| 9 Dec | 440.75 | 4.05 | -0.35 | 28.56 | 1,625 | 91 | 1,268 |
| 6 Dec | 439.70 | 4.4 | -2.45 | 26.38 | 3,066 | 216 | 1,173 |
| 5 Dec | 430.85 | 6.85 | -2.90 | 27.59 | 2,344 | 327 | 955 |
| 4 Dec | 425.65 | 9.75 | 1.25 | 26.95 | 1,895 | -20 | 631 |
| 3 Dec | 428.55 | 8.5 | -6.45 | 26.18 | 2,762 | 232 | 658 |
| 2 Dec | 416.50 | 14.95 | -1.95 | 27.55 | 417 | 1 | 427 |
| 29 Nov | 414.15 | 16.9 | -0.10 | 28.34 | 348 | 82 | 420 |
| 28 Nov | 414.50 | 17 | 1.00 | 28.64 | 463 | 133 | 337 |
| 27 Nov | 417.65 | 16 | -5.20 | 29.22 | 149 | 71 | 203 |
| 26 Nov | 410.30 | 21.2 | 0.65 | 32.30 | 45 | 6 | 131 |
| 25 Nov | 412.35 | 20.55 | 0.80 | 31.78 | 205 | 90 | 122 |
| 22 Nov | 413.75 | 19.75 | -2.90 | 30.71 | 50 | 18 | 50 |
| 21 Nov | 408.05 | 22.65 | -1.40 | 29.92 | 31 | 3 | 30 |
| 20 Nov | 408.10 | 24.05 | 0.00 | 31.24 | 68 | 27 | 28 |
| 19 Nov | 408.10 | 24.05 | 5.65 | 31.24 | 68 | 28 | 28 |
| 18 Nov | 404.70 | 18.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 404.65 | 18.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 399.35 | 18.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 414.15 | 18.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 431.50 | 18.4 | 0.00 | 2.43 | 0 | 0 | 0 |
| 8 Nov | 432.75 | 18.4 | 0.00 | 2.15 | 0 | 0 | 0 |
| 7 Nov | 444.90 | 18.4 | 0.00 | 4.83 | 0 | 0 | 0 |
| 6 Nov | 449.30 | 18.4 | 0.00 | 5.74 | 0 | 0 | 0 |
| 5 Nov | 434.10 | 18.4 | 0.00 | 2.87 | 0 | 0 | 0 |
| 4 Nov | 429.05 | 18.4 | 18.40 | 1.83 | 0 | 0 | 0 |
| 1 Nov | 445.45 | 0 | 4.71 | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 425 expiring on 26DEC2024
Delta for 425 PE is -0.80
Historical price for 425 PE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 24.55, which was 10.55 higher than the previous day. The implied volatity was 47.37, the open interest changed by -65 which decreased total open position to 728
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 14, which was 1.80 higher than the previous day. The implied volatity was 28.84, the open interest changed by -206 which decreased total open position to 794
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 12.2, which was 2.90 higher than the previous day. The implied volatity was 28.83, the open interest changed by -73 which decreased total open position to 1000
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 9.3, which was 2.40 higher than the previous day. The implied volatity was 27.61, the open interest changed by 159 which increased total open position to 1072
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 6.9, which was 1.60 higher than the previous day. The implied volatity was 26.65, the open interest changed by 123 which increased total open position to 917
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 5.3, which was 0.55 higher than the previous day. The implied volatity was 22.89, the open interest changed by -101 which decreased total open position to 798
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 4.75, which was 0.25 higher than the previous day. The implied volatity was 26.32, the open interest changed by -141 which decreased total open position to 906
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 4.5, which was -0.40 lower than the previous day. The implied volatity was 25.84, the open interest changed by -153 which decreased total open position to 1055
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 4.9, which was 0.85 higher than the previous day. The implied volatity was 27.16, the open interest changed by -52 which decreased total open position to 1213
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 4.05, which was -0.35 lower than the previous day. The implied volatity was 28.56, the open interest changed by 91 which increased total open position to 1268
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 4.4, which was -2.45 lower than the previous day. The implied volatity was 26.38, the open interest changed by 216 which increased total open position to 1173
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 6.85, which was -2.90 lower than the previous day. The implied volatity was 27.59, the open interest changed by 327 which increased total open position to 955
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 9.75, which was 1.25 higher than the previous day. The implied volatity was 26.95, the open interest changed by -20 which decreased total open position to 631
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 8.5, which was -6.45 lower than the previous day. The implied volatity was 26.18, the open interest changed by 232 which increased total open position to 658
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 14.95, which was -1.95 lower than the previous day. The implied volatity was 27.55, the open interest changed by 1 which increased total open position to 427
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 16.9, which was -0.10 lower than the previous day. The implied volatity was 28.34, the open interest changed by 82 which increased total open position to 420
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 17, which was 1.00 higher than the previous day. The implied volatity was 28.64, the open interest changed by 133 which increased total open position to 337
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 16, which was -5.20 lower than the previous day. The implied volatity was 29.22, the open interest changed by 71 which increased total open position to 203
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 21.2, which was 0.65 higher than the previous day. The implied volatity was 32.30, the open interest changed by 6 which increased total open position to 131
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 20.55, which was 0.80 higher than the previous day. The implied volatity was 31.78, the open interest changed by 90 which increased total open position to 122
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 19.75, which was -2.90 lower than the previous day. The implied volatity was 30.71, the open interest changed by 18 which increased total open position to 50
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 22.65, which was -1.40 lower than the previous day. The implied volatity was 29.92, the open interest changed by 3 which increased total open position to 30
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 24.05, which was 0.00 lower than the previous day. The implied volatity was 31.24, the open interest changed by 27 which increased total open position to 28
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 24.05, which was 5.65 higher than the previous day. The implied volatity was 31.24, the open interest changed by 28 which increased total open position to 28
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 18.4, 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 18.4, 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 18.4, 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 18.4, 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 18.4, which was 0.00 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 18.4, which was 0.00 lower than the previous day. The implied volatity was 2.15, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 18.4, which was 0.00 lower than the previous day. The implied volatity was 4.83, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 18.4, which was 0.00 lower than the previous day. The implied volatity was 5.74, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 18.4, which was 0.00 lower than the previous day. The implied volatity was 2.87, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 18.4, which was 18.40 higher than the previous day. The implied volatity was 1.83, 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 4.71, the open interest changed by 0 which decreased total open position to 0
