TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
21 Nov 2024 04:01 PM IST
| TATAPOWER 28NOV2024 435 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 0.10
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 408.05 | 1 | -0.15 | 35.35 | 2,177 | 43 | 2,098 | |||
| 20 Nov | 408.10 | 1.15 | 0.00 | 32.95 | 3,431 | 324 | 2,054 | |||
| 19 Nov | 408.10 | 1.15 | 0.05 | 32.95 | 3,431 | 323 | 2,054 | |||
| 18 Nov | 404.70 | 1.1 | -0.50 | 33.30 | 2,485 | -20 | 1,733 | |||
| 14 Nov | 404.65 | 1.6 | -0.05 | 30.28 | 3,815 | 100 | 1,757 | |||
| 13 Nov | 399.35 | 1.65 | -1.80 | 32.52 | 2,885 | 69 | 1,676 | |||
| 12 Nov | 414.15 | 3.45 | -6.90 | 30.02 | 4,512 | 622 | 1,593 | |||
| 11 Nov | 431.50 | 10.35 | 0.20 | 29.63 | 3,012 | 131 | 965 | |||
| 8 Nov | 432.75 | 10.15 | -9.05 | 28.10 | 2,015 | 325 | 829 | |||
| 7 Nov | 444.90 | 19.2 | -4.25 | 28.50 | 547 | -164 | 532 | |||
| 6 Nov | 449.30 | 23.45 | 9.55 | 28.54 | 2,295 | -235 | 697 | |||
| 5 Nov | 434.10 | 13.9 | 1.90 | 29.95 | 3,402 | -62 | 933 | |||
| 4 Nov | 429.05 | 12 | -8.90 | 31.29 | 3,076 | 577 | 994 | |||
| 1 Nov | 445.45 | 20.9 | 0.65 | 28.45 | 218 | -98 | 418 | |||
| 31 Oct | 440.05 | 20.25 | 5.05 | - | 4,999 | 141 | 521 | |||
| 30 Oct | 427.00 | 15.2 | 0.20 | - | 902 | 176 | 374 | |||
| 29 Oct | 425.40 | 15 | -0.10 | - | 271 | 67 | 197 | |||
| 28 Oct | 425.70 | 15.1 | 0.05 | - | 285 | -16 | 130 | |||
| 25 Oct | 422.10 | 15.05 | -6.05 | - | 242 | 135 | 146 | |||
| 24 Oct | 438.00 | 21.1 | -0.90 | - | 24 | 7 | 10 | |||
| 23 Oct | 437.70 | 22 | -37.20 | - | 9 | 3 | 3 | |||
| 22 Oct | 435.85 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 453.80 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 453.55 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 450.20 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 460.45 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 463.50 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 462.30 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 461.15 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 465.65 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 460.85 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 456.90 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 441.30 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 466.65 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 471.80 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 481.25 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 482.60 | 59.2 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 485.50 | 59.2 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 435 expiring on 28NOV2024
Delta for 435 CE is 0.11
Historical price for 435 CE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 35.35, the open interest changed by 43 which increased total open position to 2098
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 32.95, the open interest changed by 324 which increased total open position to 2054
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 32.95, the open interest changed by 323 which increased total open position to 2054
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 1.1, which was -0.50 lower than the previous day. The implied volatity was 33.30, the open interest changed by -20 which decreased total open position to 1733
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 1.6, which was -0.05 lower than the previous day. The implied volatity was 30.28, the open interest changed by 100 which increased total open position to 1757
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 1.65, which was -1.80 lower than the previous day. The implied volatity was 32.52, the open interest changed by 69 which increased total open position to 1676
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 3.45, which was -6.90 lower than the previous day. The implied volatity was 30.02, the open interest changed by 622 which increased total open position to 1593
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 10.35, which was 0.20 higher than the previous day. The implied volatity was 29.63, the open interest changed by 131 which increased total open position to 965
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 10.15, which was -9.05 lower than the previous day. The implied volatity was 28.10, the open interest changed by 325 which increased total open position to 829
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 19.2, which was -4.25 lower than the previous day. The implied volatity was 28.50, the open interest changed by -164 which decreased total open position to 532
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 23.45, which was 9.55 higher than the previous day. The implied volatity was 28.54, the open interest changed by -235 which decreased total open position to 697
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 13.9, which was 1.90 higher than the previous day. The implied volatity was 29.95, the open interest changed by -62 which decreased total open position to 933
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 12, which was -8.90 lower than the previous day. The implied volatity was 31.29, the open interest changed by 577 which increased total open position to 994
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 20.9, which was 0.65 higher than the previous day. The implied volatity was 28.45, the open interest changed by -98 which decreased total open position to 418
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 20.25, which was 5.05 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 15.2, which was 0.20 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 15, which was -0.10 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 15.1, which was 0.05 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 15.05, which was -6.05 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 21.1, which was -0.90 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 22, which was -37.20 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 59.2, 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 59.2, 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 59.2, 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 59.2, 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 59.2, 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 59.2, 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 59.2, 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 59.2, 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 59.2, 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 59.2, 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 59.2, 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 59.2, 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 59.2, 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 3 Oct TATAPOWER was trading at 471.80. The strike last trading price was 59.2, 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 59.2, 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 59.2, 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 59.2, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAPOWER 28NOV2024 435 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.88
Vega: 0.11
Theta: -0.20
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 408.05 | 27.4 | -1.15 | 37.50 | 56 | -8 | 319 |
| 20 Nov | 408.10 | 28.55 | 0.00 | 37.86 | 120 | -67 | 327 |
| 19 Nov | 408.10 | 28.55 | -1.90 | 37.86 | 120 | -67 | 327 |
| 18 Nov | 404.70 | 30.45 | 0.20 | 31.94 | 178 | -66 | 395 |
| 14 Nov | 404.65 | 30.25 | -4.50 | 33.11 | 356 | -108 | 461 |
| 13 Nov | 399.35 | 34.75 | 9.75 | 38.21 | 462 | -231 | 570 |
| 12 Nov | 414.15 | 25 | 13.45 | 35.27 | 1,529 | 93 | 882 |
| 11 Nov | 431.50 | 11.55 | -2.45 | 29.15 | 2,472 | 90 | 794 |
| 8 Nov | 432.75 | 14 | 6.70 | 31.66 | 2,585 | 175 | 693 |
| 7 Nov | 444.90 | 7.3 | 2.00 | 29.91 | 1,538 | -40 | 542 |
| 6 Nov | 449.30 | 5.3 | -8.00 | 28.44 | 2,106 | 31 | 579 |
| 5 Nov | 434.10 | 13.3 | -3.60 | 32.68 | 1,206 | 22 | 551 |
| 4 Nov | 429.05 | 16.9 | 7.00 | 34.04 | 2,119 | -29 | 529 |
| 1 Nov | 445.45 | 9.9 | -1.60 | 32.70 | 299 | 14 | 556 |
| 31 Oct | 440.05 | 11.5 | -9.75 | - | 3,190 | 286 | 556 |
| 30 Oct | 427.00 | 21.25 | -0.10 | - | 307 | 103 | 270 |
| 29 Oct | 425.40 | 21.35 | 0.25 | - | 139 | 28 | 167 |
| 28 Oct | 425.70 | 21.1 | -2.80 | - | 61 | 0 | 139 |
| 25 Oct | 422.10 | 23.9 | 7.65 | - | 133 | 106 | 139 |
| 24 Oct | 438.00 | 16.25 | -0.40 | - | 21 | 4 | 32 |
| 23 Oct | 437.70 | 16.65 | -2.35 | - | 16 | 4 | 27 |
| 22 Oct | 435.85 | 19 | 10.40 | - | 25 | 16 | 21 |
| 21 Oct | 453.80 | 8.6 | 0.00 | - | 0 | 5 | 0 |
| 18 Oct | 453.55 | 8.6 | -4.15 | - | 9 | 5 | 5 |
| 17 Oct | 450.20 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 460.45 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 463.50 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 462.30 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 461.15 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 465.65 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 460.85 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 456.90 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 441.30 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 466.65 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 471.80 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 481.25 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 482.60 | 12.75 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 485.50 | 12.75 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 435 expiring on 28NOV2024
Delta for 435 PE is -0.88
Historical price for 435 PE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 27.4, which was -1.15 lower than the previous day. The implied volatity was 37.50, the open interest changed by -8 which decreased total open position to 319
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 28.55, which was 0.00 lower than the previous day. The implied volatity was 37.86, the open interest changed by -67 which decreased total open position to 327
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 28.55, which was -1.90 lower than the previous day. The implied volatity was 37.86, the open interest changed by -67 which decreased total open position to 327
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 30.45, which was 0.20 higher than the previous day. The implied volatity was 31.94, the open interest changed by -66 which decreased total open position to 395
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 30.25, which was -4.50 lower than the previous day. The implied volatity was 33.11, the open interest changed by -108 which decreased total open position to 461
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 34.75, which was 9.75 higher than the previous day. The implied volatity was 38.21, the open interest changed by -231 which decreased total open position to 570
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 25, which was 13.45 higher than the previous day. The implied volatity was 35.27, the open interest changed by 93 which increased total open position to 882
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 11.55, which was -2.45 lower than the previous day. The implied volatity was 29.15, the open interest changed by 90 which increased total open position to 794
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 14, which was 6.70 higher than the previous day. The implied volatity was 31.66, the open interest changed by 175 which increased total open position to 693
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 7.3, which was 2.00 higher than the previous day. The implied volatity was 29.91, the open interest changed by -40 which decreased total open position to 542
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 5.3, which was -8.00 lower than the previous day. The implied volatity was 28.44, the open interest changed by 31 which increased total open position to 579
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 13.3, which was -3.60 lower than the previous day. The implied volatity was 32.68, the open interest changed by 22 which increased total open position to 551
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 16.9, which was 7.00 higher than the previous day. The implied volatity was 34.04, the open interest changed by -29 which decreased total open position to 529
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 9.9, which was -1.60 lower than the previous day. The implied volatity was 32.70, the open interest changed by 14 which increased total open position to 556
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 11.5, which was -9.75 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 21.25, which was -0.10 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 21.35, which was 0.25 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 21.1, which was -2.80 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 23.9, 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 16.25, which was -0.40 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 16.65, which was -2.35 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 19, which was 10.40 higher 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 8.6, 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 8.6, which was -4.15 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 12.75, 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 12.75, 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 12.75, 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 12.75, 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 12.75, 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 12.75, 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 12.75, 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 12.75, 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 12.75, 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 12.75, 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 3 Oct TATAPOWER was trading at 471.80. The strike last trading price was 12.75, 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 12.75, 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 12.75, 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 12.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
