TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
20 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 435 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.05
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 401.10 | 0.35 | -0.35 | 35.13 | 3,238 | -403 | 1,832 | |||
| 19 Dec | 412.60 | 0.7 | -0.55 | 27.74 | 3,087 | -100 | 2,031 | |||
| 18 Dec | 415.00 | 1.25 | -1.05 | 27.44 | 3,310 | 167 | 2,138 | |||
| 17 Dec | 420.90 | 2.3 | -1.65 | 26.74 | 3,931 | 171 | 1,970 | |||
| 16 Dec | 425.50 | 3.95 | -1.50 | 26.64 | 3,790 | 366 | 1,799 | |||
| 13 Dec | 428.45 | 5.45 | -2.80 | 24.30 | 6,421 | 281 | 1,445 | |||
| 12 Dec | 433.55 | 8.25 | -1.80 | 24.57 | 2,757 | 121 | 1,162 | |||
| 11 Dec | 434.80 | 10.05 | -0.95 | 27.08 | 2,374 | 52 | 1,043 | |||
| 10 Dec | 435.20 | 11 | -2.90 | 27.49 | 2,230 | 62 | 991 | |||
| 9 Dec | 440.75 | 13.9 | 0.15 | 25.48 | 1,379 | 0 | 928 | |||
| 6 Dec | 439.70 | 13.75 | 2.45 | 25.26 | 8,449 | 106 | 937 | |||
| 5 Dec | 430.85 | 11.3 | 3.95 | 26.75 | 4,467 | -48 | 792 | |||
| 4 Dec | 425.65 | 7.35 | -1.55 | 24.89 | 2,545 | 312 | 837 | |||
| 3 Dec | 428.55 | 8.9 | 2.90 | 25.21 | 3,003 | 138 | 525 | |||
| 2 Dec | 416.50 | 6 | 0.25 | 28.36 | 685 | 48 | 389 | |||
| 29 Nov | 414.15 | 5.75 | -0.85 | 27.38 | 592 | 40 | 342 | |||
| 28 Nov | 414.50 | 6.6 | -0.50 | 28.62 | 726 | 107 | 300 | |||
| 27 Nov | 417.65 | 7.1 | 1.15 | 27.18 | 152 | 29 | 192 | |||
| 26 Nov | 410.30 | 5.95 | -0.85 | 28.73 | 246 | 19 | 164 | |||
| 25 Nov | 412.35 | 6.8 | -0.90 | 29.50 | 304 | 82 | 143 | |||
| 22 Nov | 413.75 | 7.7 | 1.20 | 28.96 | 112 | 14 | 75 | |||
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| 21 Nov | 408.05 | 6.5 | -0.05 | 29.52 | 23 | 14 | 61 | |||
| 20 Nov | 408.10 | 6.55 | 0.00 | 29.20 | 35 | 23 | 47 | |||
| 19 Nov | 408.10 | 6.55 | 0.30 | 29.20 | 35 | 23 | 47 | |||
| 18 Nov | 404.70 | 6.25 | -7.60 | 29.92 | 25 | 20 | 23 | |||
| 14 Nov | 404.65 | 13.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 399.35 | 13.85 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 12 Nov | 414.15 | 13.85 | -5.10 | 36.34 | 3 | 1 | 3 | |||
| 11 Nov | 431.50 | 18.95 | -13.70 | 29.80 | 3 | 2 | 2 | |||
| 8 Nov | 432.75 | 32.65 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 32.65 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 32.65 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 32.65 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 429.05 | 32.65 | 32.65 | 0.12 | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 435 expiring on 26DEC2024
Delta for 435 CE is 0.05
Historical price for 435 CE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 35.13, the open interest changed by -403 which decreased total open position to 1832
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 0.7, which was -0.55 lower than the previous day. The implied volatity was 27.74, the open interest changed by -100 which decreased total open position to 2031
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 1.25, which was -1.05 lower than the previous day. The implied volatity was 27.44, the open interest changed by 167 which increased total open position to 2138
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 2.3, which was -1.65 lower than the previous day. The implied volatity was 26.74, the open interest changed by 171 which increased total open position to 1970
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 3.95, which was -1.50 lower than the previous day. The implied volatity was 26.64, the open interest changed by 366 which increased total open position to 1799
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 5.45, which was -2.80 lower than the previous day. The implied volatity was 24.30, the open interest changed by 281 which increased total open position to 1445
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 8.25, which was -1.80 lower than the previous day. The implied volatity was 24.57, the open interest changed by 121 which increased total open position to 1162
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 10.05, which was -0.95 lower than the previous day. The implied volatity was 27.08, the open interest changed by 52 which increased total open position to 1043
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 11, which was -2.90 lower than the previous day. The implied volatity was 27.49, the open interest changed by 62 which increased total open position to 991
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 13.9, which was 0.15 higher than the previous day. The implied volatity was 25.48, the open interest changed by 0 which decreased total open position to 928
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 13.75, which was 2.45 higher than the previous day. The implied volatity was 25.26, the open interest changed by 106 which increased total open position to 937
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 11.3, which was 3.95 higher than the previous day. The implied volatity was 26.75, the open interest changed by -48 which decreased total open position to 792
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 7.35, which was -1.55 lower than the previous day. The implied volatity was 24.89, the open interest changed by 312 which increased total open position to 837
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 8.9, which was 2.90 higher than the previous day. The implied volatity was 25.21, the open interest changed by 138 which increased total open position to 525
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 6, which was 0.25 higher than the previous day. The implied volatity was 28.36, the open interest changed by 48 which increased total open position to 389
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 5.75, which was -0.85 lower than the previous day. The implied volatity was 27.38, the open interest changed by 40 which increased total open position to 342
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 6.6, which was -0.50 lower than the previous day. The implied volatity was 28.62, the open interest changed by 107 which increased total open position to 300
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 7.1, which was 1.15 higher than the previous day. The implied volatity was 27.18, the open interest changed by 29 which increased total open position to 192
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 5.95, which was -0.85 lower than the previous day. The implied volatity was 28.73, the open interest changed by 19 which increased total open position to 164
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 6.8, which was -0.90 lower than the previous day. The implied volatity was 29.50, the open interest changed by 82 which increased total open position to 143
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 7.7, which was 1.20 higher than the previous day. The implied volatity was 28.96, the open interest changed by 14 which increased total open position to 75
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 6.5, which was -0.05 lower than the previous day. The implied volatity was 29.52, the open interest changed by 14 which increased total open position to 61
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 6.55, which was 0.00 lower than the previous day. The implied volatity was 29.20, the open interest changed by 23 which increased total open position to 47
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 6.55, which was 0.30 higher than the previous day. The implied volatity was 29.20, the open interest changed by 23 which increased total open position to 47
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 6.25, which was -7.60 lower than the previous day. The implied volatity was 29.92, the open interest changed by 20 which increased total open position to 23
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 13.85, 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 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 13.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 13.85, which was -5.10 lower than the previous day. The implied volatity was 36.34, the open interest changed by 1 which increased total open position to 3
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 18.95, which was -13.70 lower than the previous day. The implied volatity was 29.80, the open interest changed by 2 which increased total open position to 2
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 32.65, 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 32.65, 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 32.65, 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 32.65, 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 32.65, which was 32.65 higher than the previous day. The implied volatity was 0.12, 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 435 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.84
Vega: 0.13
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 401.10 | 34.4 | 11.45 | 58.38 | 192 | -126 | 367 |
| 19 Dec | 412.60 | 22.95 | 2.35 | 33.75 | 76 | -27 | 493 |
| 18 Dec | 415.00 | 20.6 | 4.05 | 32.92 | 178 | -86 | 526 |
| 17 Dec | 420.90 | 16.55 | 3.80 | 29.52 | 362 | -8 | 613 |
| 16 Dec | 425.50 | 12.75 | 2.25 | 26.60 | 548 | 28 | 621 |
| 13 Dec | 428.45 | 10.5 | 1.40 | 23.00 | 1,079 | -139 | 595 |
| 12 Dec | 433.55 | 9.1 | 0.75 | 26.69 | 1,306 | 1 | 738 |
| 11 Dec | 434.80 | 8.35 | -0.50 | 25.32 | 1,852 | 37 | 736 |
| 10 Dec | 435.20 | 8.85 | 1.45 | 27.08 | 2,121 | 66 | 698 |
| 9 Dec | 440.75 | 7.4 | -0.50 | 28.74 | 1,641 | -21 | 627 |
| 6 Dec | 439.70 | 7.9 | -3.25 | 26.47 | 3,745 | 302 | 651 |
| 5 Dec | 430.85 | 11.15 | -4.00 | 27.47 | 805 | 82 | 335 |
| 4 Dec | 425.65 | 15.15 | 1.75 | 27.01 | 430 | 45 | 252 |
| 3 Dec | 428.55 | 13.4 | -7.65 | 25.99 | 358 | 43 | 207 |
| 2 Dec | 416.50 | 21.05 | -2.35 | 26.51 | 47 | 5 | 164 |
| 29 Nov | 414.15 | 23.4 | 0.10 | 28.15 | 54 | 38 | 158 |
| 28 Nov | 414.50 | 23.3 | 1.70 | 28.19 | 103 | 55 | 119 |
| 27 Nov | 417.65 | 21.6 | -5.90 | 27.96 | 31 | 16 | 62 |
| 26 Nov | 410.30 | 27.5 | 0.35 | 31.43 | 15 | 13 | 45 |
| 25 Nov | 412.35 | 27.15 | -0.85 | 31.89 | 35 | 21 | 29 |
| 22 Nov | 413.75 | 28 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 408.05 | 28 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 408.10 | 28 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 408.10 | 28 | 0.00 | 0.00 | 0 | 8 | 0 |
| 18 Nov | 404.70 | 28 | 5.20 | 18.26 | 8 | 0 | 0 |
| 14 Nov | 404.65 | 22.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 399.35 | 22.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 414.15 | 22.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 431.50 | 22.8 | 0.00 | 0.44 | 0 | 0 | 0 |
| 8 Nov | 432.75 | 22.8 | 0.00 | 0.22 | 0 | 0 | 0 |
| 7 Nov | 444.90 | 22.8 | 0.00 | 3.00 | 0 | 0 | 0 |
| 6 Nov | 449.30 | 22.8 | 0.00 | 3.97 | 0 | 0 | 0 |
| 5 Nov | 434.10 | 22.8 | 0.00 | 1.07 | 0 | 0 | 0 |
| 4 Nov | 429.05 | 22.8 | 22.80 | - | 0 | 0 | 0 |
| 1 Nov | 445.45 | 0 | 2.97 | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 435 expiring on 26DEC2024
Delta for 435 PE is -0.84
Historical price for 435 PE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 34.4, which was 11.45 higher than the previous day. The implied volatity was 58.38, the open interest changed by -126 which decreased total open position to 367
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 22.95, which was 2.35 higher than the previous day. The implied volatity was 33.75, the open interest changed by -27 which decreased total open position to 493
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 20.6, which was 4.05 higher than the previous day. The implied volatity was 32.92, the open interest changed by -86 which decreased total open position to 526
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 16.55, which was 3.80 higher than the previous day. The implied volatity was 29.52, the open interest changed by -8 which decreased total open position to 613
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 12.75, which was 2.25 higher than the previous day. The implied volatity was 26.60, the open interest changed by 28 which increased total open position to 621
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 10.5, which was 1.40 higher than the previous day. The implied volatity was 23.00, the open interest changed by -139 which decreased total open position to 595
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 9.1, which was 0.75 higher than the previous day. The implied volatity was 26.69, the open interest changed by 1 which increased total open position to 738
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 8.35, which was -0.50 lower than the previous day. The implied volatity was 25.32, the open interest changed by 37 which increased total open position to 736
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 8.85, which was 1.45 higher than the previous day. The implied volatity was 27.08, the open interest changed by 66 which increased total open position to 698
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 7.4, which was -0.50 lower than the previous day. The implied volatity was 28.74, the open interest changed by -21 which decreased total open position to 627
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 7.9, which was -3.25 lower than the previous day. The implied volatity was 26.47, the open interest changed by 302 which increased total open position to 651
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 11.15, which was -4.00 lower than the previous day. The implied volatity was 27.47, the open interest changed by 82 which increased total open position to 335
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 15.15, which was 1.75 higher than the previous day. The implied volatity was 27.01, the open interest changed by 45 which increased total open position to 252
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 13.4, which was -7.65 lower than the previous day. The implied volatity was 25.99, the open interest changed by 43 which increased total open position to 207
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 21.05, which was -2.35 lower than the previous day. The implied volatity was 26.51, the open interest changed by 5 which increased total open position to 164
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 23.4, which was 0.10 higher than the previous day. The implied volatity was 28.15, the open interest changed by 38 which increased total open position to 158
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 23.3, which was 1.70 higher than the previous day. The implied volatity was 28.19, the open interest changed by 55 which increased total open position to 119
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 21.6, which was -5.90 lower than the previous day. The implied volatity was 27.96, the open interest changed by 16 which increased total open position to 62
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 27.5, which was 0.35 higher than the previous day. The implied volatity was 31.43, the open interest changed by 13 which increased total open position to 45
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 27.15, which was -0.85 lower than the previous day. The implied volatity was 31.89, the open interest changed by 21 which increased total open position to 29
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 28, 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 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 28, 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 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 28, 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 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 28, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 28, which was 5.20 higher than the previous day. The implied volatity was 18.26, 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 22.8, 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 22.8, 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 22.8, 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 22.8, which was 0.00 lower than the previous day. The implied volatity was 0.44, 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 22.8, which was 0.00 lower than the previous day. The implied volatity was 0.22, 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 22.8, which was 0.00 lower than the previous day. The implied volatity was 3.00, 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 22.8, which was 0.00 lower than the previous day. The implied volatity was 3.97, 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 22.8, which was 0.00 lower than the previous day. The implied volatity was 1.07, 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 22.8, which was 22.80 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 2.97, the open interest changed by 0 which decreased total open position to 0
