TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
21 Nov 2024 04:11 PM IST
| TATAPOWER 28NOV2024 425 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.20
Vega: 0.16
Theta: -0.39
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 408.05 | 2.05 | -0.20 | 32.78 | 4,528 | 82 | 1,632 | |||
| 20 Nov | 408.10 | 2.25 | 0.00 | 30.67 | 4,415 | -140 | 1,554 | |||
| 19 Nov | 408.10 | 2.25 | 0.10 | 30.67 | 4,415 | -136 | 1,554 | |||
| 18 Nov | 404.70 | 2.15 | -0.75 | 31.52 | 2,933 | 6 | 1,696 | |||
| 14 Nov | 404.65 | 2.9 | 0.25 | 28.72 | 3,300 | 166 | 1,685 | |||
| 13 Nov | 399.35 | 2.65 | -3.05 | 30.22 | 4,641 | 395 | 1,527 | |||
| 12 Nov | 414.15 | 5.7 | -10.05 | 28.53 | 4,169 | 800 | 1,139 | |||
| 11 Nov | 431.50 | 15.75 | 0.25 | 29.72 | 717 | 20 | 340 | |||
| 8 Nov | 432.75 | 15.5 | -11.30 | 28.49 | 735 | -118 | 317 | |||
| 7 Nov | 444.90 | 26.8 | -4.60 | 30.27 | 82 | -1 | 435 | |||
| 6 Nov | 449.30 | 31.4 | 11.80 | 29.85 | 535 | -68 | 437 | |||
| 5 Nov | 434.10 | 19.6 | 2.80 | 30.10 | 1,615 | -65 | 505 | |||
| 4 Nov | 429.05 | 16.8 | -11.20 | 30.93 | 998 | 300 | 571 | |||
| 1 Nov | 445.45 | 28 | 1.35 | 29.17 | 146 | -103 | 271 | |||
| 31 Oct | 440.05 | 26.65 | 6.50 | - | 2,240 | -73 | 374 | |||
| 30 Oct | 427.00 | 20.15 | 0.15 | - | 879 | 189 | 442 | |||
| 29 Oct | 425.40 | 20 | -0.20 | - | 583 | 142 | 253 | |||
| 28 Oct | 425.70 | 20.2 | 0.65 | - | 550 | 50 | 112 | |||
| 25 Oct | 422.10 | 19.55 | -46.80 | - | 184 | 62 | 62 | |||
| 24 Oct | 438.00 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 437.70 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 435.85 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 453.80 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 453.55 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 450.20 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 460.45 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 463.50 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 462.30 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 461.15 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
|
|
||||||||||
| 10 Oct | 465.65 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 460.85 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 456.90 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 441.30 | 66.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 466.65 | 66.35 | 66.35 | - | 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 425 expiring on 28NOV2024
Delta for 425 CE is 0.20
Historical price for 425 CE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 2.05, which was -0.20 lower than the previous day. The implied volatity was 32.78, the open interest changed by 82 which increased total open position to 1632
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 2.25, which was 0.00 lower than the previous day. The implied volatity was 30.67, the open interest changed by -140 which decreased total open position to 1554
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 2.25, which was 0.10 higher than the previous day. The implied volatity was 30.67, the open interest changed by -136 which decreased total open position to 1554
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 2.15, which was -0.75 lower than the previous day. The implied volatity was 31.52, the open interest changed by 6 which increased total open position to 1696
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 2.9, which was 0.25 higher than the previous day. The implied volatity was 28.72, the open interest changed by 166 which increased total open position to 1685
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 2.65, which was -3.05 lower than the previous day. The implied volatity was 30.22, the open interest changed by 395 which increased total open position to 1527
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 5.7, which was -10.05 lower than the previous day. The implied volatity was 28.53, the open interest changed by 800 which increased total open position to 1139
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 15.75, which was 0.25 higher than the previous day. The implied volatity was 29.72, the open interest changed by 20 which increased total open position to 340
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 15.5, which was -11.30 lower than the previous day. The implied volatity was 28.49, the open interest changed by -118 which decreased total open position to 317
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 26.8, which was -4.60 lower than the previous day. The implied volatity was 30.27, the open interest changed by -1 which decreased total open position to 435
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 31.4, which was 11.80 higher than the previous day. The implied volatity was 29.85, the open interest changed by -68 which decreased total open position to 437
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 19.6, which was 2.80 higher than the previous day. The implied volatity was 30.10, the open interest changed by -65 which decreased total open position to 505
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 16.8, which was -11.20 lower than the previous day. The implied volatity was 30.93, the open interest changed by 300 which increased total open position to 571
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 28, which was 1.35 higher than the previous day. The implied volatity was 29.17, the open interest changed by -103 which decreased total open position to 271
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 26.65, which was 6.50 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 20.15, which was 0.15 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 20, which was -0.20 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 20.2, which was 0.65 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 19.55, which was -46.80 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 66.35, 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 66.35, 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 66.35, 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 21 Oct TATAPOWER was trading at 453.80. The strike last trading price was 66.35, 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 66.35, 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 66.35, 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 66.35, 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 66.35, 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 66.35, 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 66.35, 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 66.35, 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 66.35, 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 66.35, 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 66.35, 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 4 Oct TATAPOWER was trading at 466.65. The strike last trading price was 66.35, which was 66.35 higher 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 425 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.17
Theta: -0.33
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 408.05 | 18.65 | -1.00 | 35.31 | 164 | -22 | 293 |
| 20 Nov | 408.10 | 19.65 | 0.00 | 34.07 | 558 | -100 | 331 |
| 19 Nov | 408.10 | 19.65 | -1.70 | 34.07 | 558 | -84 | 331 |
| 18 Nov | 404.70 | 21.35 | -0.30 | 29.61 | 478 | -107 | 423 |
| 14 Nov | 404.65 | 21.65 | -4.10 | 31.08 | 497 | -119 | 533 |
| 13 Nov | 399.35 | 25.75 | 8.40 | 34.55 | 725 | -27 | 785 |
| 12 Nov | 414.15 | 17.35 | 10.15 | 33.17 | 3,089 | 171 | 855 |
| 11 Nov | 431.50 | 7.2 | -1.90 | 29.79 | 1,174 | 12 | 685 |
| 8 Nov | 432.75 | 9.1 | 4.50 | 31.41 | 2,259 | -130 | 678 |
| 7 Nov | 444.90 | 4.6 | 1.00 | 30.85 | 1,077 | 83 | 811 |
| 6 Nov | 449.30 | 3.6 | -5.55 | 30.72 | 1,428 | 21 | 734 |
| 5 Nov | 434.10 | 9.15 | -2.90 | 33.24 | 1,851 | 54 | 718 |
| 4 Nov | 429.05 | 12.05 | 5.15 | 34.40 | 2,308 | 300 | 663 |
| 1 Nov | 445.45 | 6.9 | -1.10 | 33.61 | 258 | -31 | 363 |
| 31 Oct | 440.05 | 8 | -8.30 | - | 2,635 | -38 | 395 |
| 30 Oct | 427.00 | 16.3 | -0.05 | - | 863 | 228 | 439 |
| 29 Oct | 425.40 | 16.35 | 0.15 | - | 374 | 135 | 212 |
| 28 Oct | 425.70 | 16.2 | -2.45 | - | 198 | 20 | 76 |
| 25 Oct | 422.10 | 18.65 | 7.65 | - | 182 | 50 | 56 |
| 24 Oct | 438.00 | 11 | -0.85 | - | 6 | 2 | 3 |
| 23 Oct | 437.70 | 11.85 | 1.85 | - | 1 | 0 | 0 |
| 22 Oct | 435.85 | 10 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 453.80 | 10 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 453.55 | 10 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 450.20 | 10 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 460.45 | 10 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 463.50 | 10 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 462.30 | 10 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 461.15 | 10 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 465.65 | 10 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 460.85 | 10 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 456.90 | 10 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 441.30 | 10 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 466.65 | 10 | 10.00 | - | 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 425 expiring on 28NOV2024
Delta for 425 PE is -0.78
Historical price for 425 PE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 18.65, which was -1.00 lower than the previous day. The implied volatity was 35.31, the open interest changed by -22 which decreased total open position to 293
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 19.65, which was 0.00 lower than the previous day. The implied volatity was 34.07, the open interest changed by -100 which decreased total open position to 331
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 19.65, which was -1.70 lower than the previous day. The implied volatity was 34.07, the open interest changed by -84 which decreased total open position to 331
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 21.35, which was -0.30 lower than the previous day. The implied volatity was 29.61, the open interest changed by -107 which decreased total open position to 423
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 21.65, which was -4.10 lower than the previous day. The implied volatity was 31.08, the open interest changed by -119 which decreased total open position to 533
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 25.75, which was 8.40 higher than the previous day. The implied volatity was 34.55, the open interest changed by -27 which decreased total open position to 785
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 17.35, which was 10.15 higher than the previous day. The implied volatity was 33.17, the open interest changed by 171 which increased total open position to 855
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 7.2, which was -1.90 lower than the previous day. The implied volatity was 29.79, the open interest changed by 12 which increased total open position to 685
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 9.1, which was 4.50 higher than the previous day. The implied volatity was 31.41, the open interest changed by -130 which decreased total open position to 678
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 4.6, which was 1.00 higher than the previous day. The implied volatity was 30.85, the open interest changed by 83 which increased total open position to 811
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 3.6, which was -5.55 lower than the previous day. The implied volatity was 30.72, the open interest changed by 21 which increased total open position to 734
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 9.15, which was -2.90 lower than the previous day. The implied volatity was 33.24, the open interest changed by 54 which increased total open position to 718
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 12.05, which was 5.15 higher than the previous day. The implied volatity was 34.40, the open interest changed by 300 which increased total open position to 663
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 6.9, which was -1.10 lower than the previous day. The implied volatity was 33.61, the open interest changed by -31 which decreased total open position to 363
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 8, which was -8.30 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 16.3, which was -0.05 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 16.35, which was 0.15 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 16.2, which was -2.45 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 18.65, which was 7.65 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 11, which was -0.85 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 11.85, which was 1.85 higher 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, 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 21 Oct TATAPOWER was trading at 453.80. The strike last trading price was 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 10, 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 4 Oct TATAPOWER was trading at 466.65. The strike last trading price was 10, which was 10.00 higher 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
