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[--[65.84.65.76]--]
TATAPOWER
Tata Power Co Ltd

380.85 2.20 (0.58%)

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Historical option data for TATAPOWER

07 Jan 2025 01:31 PM IST
TATAPOWER 30JAN2025 425 CE
Delta: 0.09
Vega: 0.16
Theta: -0.12
Gamma: 0.01
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
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
Delta: -0.87
Vega: 0.20
Theta: -0.05
Gamma: 0.01
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