TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
07 Jan 2025 01:31 PM IST
TATAPOWER 30JAN2025 425 CE | ||||||||||
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Delta: 0.09
Vega: 0.16
Theta: -0.12
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 380.50 | 1.25 | 0.00 | 30.62 | 506 | 35 | 976 | |||
6 Jan | 378.65 | 1.25 | -1.90 | 30.84 | 1,658 | 62 | 949 | |||
3 Jan | 396.65 | 3.15 | 0.50 | 26.20 | 1,023 | 69 | 911 | |||
2 Jan | 395.50 | 2.65 | -0.05 | 24.59 | 694 | 23 | 844 | |||
1 Jan | 392.35 | 2.7 | -0.15 | 26.56 | 286 | 35 | 818 | |||
31 Dec | 392.40 | 2.85 | -0.25 | 26.38 | 1,296 | 67 | 789 | |||
30 Dec | 389.75 | 3.1 | -1.25 | 26.58 | 1,466 | 217 | 728 | |||
27 Dec | 399.00 | 4.35 | -2.25 | 24.41 | 1,066 | 134 | 512 | |||
26 Dec | 404.30 | 6.6 | 2.10 | 23.69 | 917 | 82 | 377 | |||
24 Dec | 399.40 | 4.5 | -2.05 | 23.67 | 321 | 117 | 296 | |||
23 Dec | 399.90 | 6.55 | -1.15 | 27.85 | 173 | 61 | 179 | |||
20 Dec | 401.10 | 7.7 | -4.00 | 27.22 | 126 | 47 | 117 | |||
19 Dec | 412.60 | 11.7 | -1.15 | 26.94 | 42 | 13 | 68 | |||
18 Dec | 415.00 | 12.85 | -2.90 | 26.19 | 46 | 19 | 54 | |||
17 Dec | 420.90 | 15.75 | -2.80 | 26.78 | 36 | 24 | 34 | |||
16 Dec | 425.50 | 18.55 | 0.25 | 26.73 | 21 | 8 | 9 | |||
13 Dec | 428.45 | 18.3 | -7.05 | 22.19 | 7 | 3 | 3 | |||
12 Dec | 433.55 | 25.35 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 434.80 | 25.35 | 0.00 | - | 0 | 0 | 0 | |||
10 Dec | 435.20 | 25.35 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 440.75 | 25.35 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 439.70 | 25.35 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 430.85 | 25.35 | 0.00 | - | 0 | 0 | 0 | |||
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4 Dec | 425.65 | 25.35 | 0.00 | - | 0 | 0 | 0 | |||
3 Dec | 428.55 | 25.35 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 416.50 | 25.35 | 0.00 | 0.31 | 0 | 0 | 0 | |||
29 Nov | 414.15 | 25.35 | 0.66 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 425 expiring on 30JAN2025
Delta for 425 CE is 0.09
Historical price for 425 CE is as follows
On 7 Jan TATAPOWER was trading at 380.50. The strike last trading price was 1.25, which was 0.00 lower than the previous day. The implied volatity was 30.62, the open interest changed by 35 which increased total open position to 976
On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 1.25, which was -1.90 lower than the previous day. The implied volatity was 30.84, the open interest changed by 62 which increased total open position to 949
On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 3.15, which was 0.50 higher than the previous day. The implied volatity was 26.20, the open interest changed by 69 which increased total open position to 911
On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 2.65, which was -0.05 lower than the previous day. The implied volatity was 24.59, the open interest changed by 23 which increased total open position to 844
On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 2.7, which was -0.15 lower than the previous day. The implied volatity was 26.56, the open interest changed by 35 which increased total open position to 818
On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 2.85, which was -0.25 lower than the previous day. The implied volatity was 26.38, the open interest changed by 67 which increased total open position to 789
On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 3.1, which was -1.25 lower than the previous day. The implied volatity was 26.58, the open interest changed by 217 which increased total open position to 728
On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 4.35, which was -2.25 lower than the previous day. The implied volatity was 24.41, the open interest changed by 134 which increased total open position to 512
On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 6.6, which was 2.10 higher than the previous day. The implied volatity was 23.69, the open interest changed by 82 which increased total open position to 377
On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 4.5, which was -2.05 lower than the previous day. The implied volatity was 23.67, the open interest changed by 117 which increased total open position to 296
On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 6.55, which was -1.15 lower than the previous day. The implied volatity was 27.85, the open interest changed by 61 which increased total open position to 179
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 7.7, which was -4.00 lower than the previous day. The implied volatity was 27.22, the open interest changed by 47 which increased total open position to 117
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 11.7, which was -1.15 lower than the previous day. The implied volatity was 26.94, the open interest changed by 13 which increased total open position to 68
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 12.85, which was -2.90 lower than the previous day. The implied volatity was 26.19, the open interest changed by 19 which increased total open position to 54
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 15.75, which was -2.80 lower than the previous day. The implied volatity was 26.78, the open interest changed by 24 which increased total open position to 34
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 18.55, which was 0.25 higher than the previous day. The implied volatity was 26.73, the open interest changed by 8 which increased total open position to 9
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 18.3, which was -7.05 lower than the previous day. The implied volatity was 22.19, the open interest changed by 3 which increased total open position to 3
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 25.35, 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 Dec TATAPOWER was trading at 434.80. The strike last trading price was 25.35, 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 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 25.35, 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 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 25.35, 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 Dec TATAPOWER was trading at 439.70. The strike last trading price was 25.35, 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 Dec TATAPOWER was trading at 430.85. The strike last trading price was 25.35, 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 Dec TATAPOWER was trading at 425.65. The strike last trading price was 25.35, 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 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 25.35, 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 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 25.35, which was 0.00 lower than the previous day. The implied volatity was 0.31, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 25.35, which was lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
TATAPOWER 30JAN2025 425 PE | |||||||
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Delta: -0.87
Vega: 0.20
Theta: -0.05
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 380.50 | 43.85 | -3.15 | 34.94 | 3 | 0 | 153 |
6 Jan | 378.65 | 47 | 18.80 | 42.87 | 16 | 4 | 152 |
3 Jan | 396.65 | 28.2 | -1.70 | 26.14 | 17 | -3 | 147 |
2 Jan | 395.50 | 29.9 | -2.90 | 29.05 | 16 | -7 | 151 |
1 Jan | 392.35 | 32.8 | 1.00 | 28.79 | 1 | 0 | 0 |
31 Dec | 392.40 | 31.8 | -2.20 | 26.14 | 16 | 0 | 158 |
30 Dec | 389.75 | 34 | 7.10 | 33.05 | 31 | 6 | 156 |
27 Dec | 399.00 | 26.9 | 6.30 | 27.14 | 67 | 42 | 148 |
26 Dec | 404.30 | 20.6 | -5.80 | 25.10 | 125 | 55 | 108 |
24 Dec | 399.40 | 26.4 | -2.10 | 25.20 | 49 | 25 | 52 |
23 Dec | 399.90 | 28.5 | 4.00 | 30.16 | 19 | 7 | 27 |
20 Dec | 401.10 | 24.5 | 4.50 | 25.05 | 8 | 3 | 17 |
19 Dec | 412.60 | 20 | 1.85 | 28.32 | 2 | 1 | 14 |
18 Dec | 415.00 | 18.15 | 2.40 | 27.65 | 2 | 0 | 11 |
17 Dec | 420.90 | 15.75 | 1.50 | 27.37 | 6 | 2 | 10 |
16 Dec | 425.50 | 14.25 | 0.65 | 28.28 | 7 | 3 | 7 |
13 Dec | 428.45 | 13.6 | 1.70 | 28.64 | 1 | 0 | 3 |
12 Dec | 433.55 | 11.9 | 1.40 | 28.89 | 5 | 2 | 3 |
11 Dec | 434.80 | 10.5 | 0.25 | 26.97 | 1 | 0 | 1 |
10 Dec | 435.20 | 10.25 | 0.00 | 0.00 | 0 | -1 | 0 |
9 Dec | 440.75 | 10.25 | -7.50 | 29.63 | 2 | 0 | 2 |
6 Dec | 439.70 | 17.75 | 0.00 | 0.00 | 0 | 0 | 0 |
5 Dec | 430.85 | 17.75 | 4.05 | 36.53 | 1 | 0 | 2 |
4 Dec | 425.65 | 13.7 | -16.85 | 25.55 | 4 | 2 | 2 |
3 Dec | 428.55 | 30.55 | 0.00 | 1.80 | 0 | 0 | 0 |
2 Dec | 416.50 | 30.55 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 414.15 | 30.55 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 425 expiring on 30JAN2025
Delta for 425 PE is -0.87
Historical price for 425 PE is as follows
On 7 Jan TATAPOWER was trading at 380.50. The strike last trading price was 43.85, which was -3.15 lower than the previous day. The implied volatity was 34.94, the open interest changed by 0 which decreased total open position to 153
On 6 Jan TATAPOWER was trading at 378.65. The strike last trading price was 47, which was 18.80 higher than the previous day. The implied volatity was 42.87, the open interest changed by 4 which increased total open position to 152
On 3 Jan TATAPOWER was trading at 396.65. The strike last trading price was 28.2, which was -1.70 lower than the previous day. The implied volatity was 26.14, the open interest changed by -3 which decreased total open position to 147
On 2 Jan TATAPOWER was trading at 395.50. The strike last trading price was 29.9, which was -2.90 lower than the previous day. The implied volatity was 29.05, the open interest changed by -7 which decreased total open position to 151
On 1 Jan TATAPOWER was trading at 392.35. The strike last trading price was 32.8, which was 1.00 higher than the previous day. The implied volatity was 28.79, the open interest changed by 0 which decreased total open position to 0
On 31 Dec TATAPOWER was trading at 392.40. The strike last trading price was 31.8, which was -2.20 lower than the previous day. The implied volatity was 26.14, the open interest changed by 0 which decreased total open position to 158
On 30 Dec TATAPOWER was trading at 389.75. The strike last trading price was 34, which was 7.10 higher than the previous day. The implied volatity was 33.05, the open interest changed by 6 which increased total open position to 156
On 27 Dec TATAPOWER was trading at 399.00. The strike last trading price was 26.9, which was 6.30 higher than the previous day. The implied volatity was 27.14, the open interest changed by 42 which increased total open position to 148
On 26 Dec TATAPOWER was trading at 404.30. The strike last trading price was 20.6, which was -5.80 lower than the previous day. The implied volatity was 25.10, the open interest changed by 55 which increased total open position to 108
On 24 Dec TATAPOWER was trading at 399.40. The strike last trading price was 26.4, which was -2.10 lower than the previous day. The implied volatity was 25.20, the open interest changed by 25 which increased total open position to 52
On 23 Dec TATAPOWER was trading at 399.90. The strike last trading price was 28.5, which was 4.00 higher than the previous day. The implied volatity was 30.16, the open interest changed by 7 which increased total open position to 27
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 24.5, which was 4.50 higher than the previous day. The implied volatity was 25.05, the open interest changed by 3 which increased total open position to 17
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 20, which was 1.85 higher than the previous day. The implied volatity was 28.32, the open interest changed by 1 which increased total open position to 14
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 18.15, which was 2.40 higher than the previous day. The implied volatity was 27.65, the open interest changed by 0 which decreased total open position to 11
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 15.75, which was 1.50 higher than the previous day. The implied volatity was 27.37, the open interest changed by 2 which increased total open position to 10
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 14.25, which was 0.65 higher than the previous day. The implied volatity was 28.28, the open interest changed by 3 which increased total open position to 7
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 13.6, which was 1.70 higher than the previous day. The implied volatity was 28.64, the open interest changed by 0 which decreased total open position to 3
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 11.9, which was 1.40 higher than the previous day. The implied volatity was 28.89, the open interest changed by 2 which increased total open position to 3
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 10.5, which was 0.25 higher than the previous day. The implied volatity was 26.97, the open interest changed by 0 which decreased total open position to 1
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 10.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 10.25, which was -7.50 lower than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 2
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 17.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 17.75, which was 4.05 higher than the previous day. The implied volatity was 36.53, the open interest changed by 0 which decreased total open position to 2
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 13.7, which was -16.85 lower than the previous day. The implied volatity was 25.55, the open interest changed by 2 which increased total open position to 2
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 30.55, which was 0.00 lower than the previous day. The implied volatity was 1.80, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 30.55, 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 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 30.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0