TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
20 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 445 CE | ||||||||||
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Delta: 0.04
Vega: 0.04
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 401.10 | 0.3 | -0.20 | 42.12 | 901 | -52 | 1,709 | |||
| 19 Dec | 412.60 | 0.5 | -0.25 | 33.87 | 1,722 | -295 | 1,762 | |||
| 18 Dec | 415.00 | 0.75 | -0.40 | 32.03 | 2,074 | -59 | 2,057 | |||
| 17 Dec | 420.90 | 1.15 | -0.80 | 29.40 | 2,524 | -17 | 2,119 | |||
| 16 Dec | 425.50 | 1.95 | -0.90 | 28.26 | 1,905 | 199 | 2,129 | |||
| 13 Dec | 428.45 | 2.85 | -1.65 | 25.62 | 3,947 | 196 | 1,931 | |||
| 12 Dec | 433.55 | 4.5 | -1.25 | 25.19 | 2,094 | 117 | 1,728 | |||
| 11 Dec | 434.80 | 5.75 | -0.90 | 26.88 | 1,830 | 37 | 1,609 | |||
| 10 Dec | 435.20 | 6.65 | -2.30 | 27.64 | 3,268 | 68 | 1,578 | |||
| 9 Dec | 440.75 | 8.95 | 0.20 | 26.43 | 5,990 | 555 | 1,507 | |||
| 6 Dec | 439.70 | 8.75 | 1.70 | 25.42 | 7,379 | 399 | 958 | |||
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| 5 Dec | 430.85 | 7.05 | 2.80 | 26.65 | 1,975 | 44 | 562 | |||
| 4 Dec | 425.65 | 4.25 | -1.10 | 25.01 | 980 | 66 | 517 | |||
| 3 Dec | 428.55 | 5.35 | 1.80 | 25.23 | 980 | 56 | 451 | |||
| 2 Dec | 416.50 | 3.55 | 0.00 | 28.20 | 516 | 9 | 397 | |||
| 29 Nov | 414.15 | 3.55 | -0.55 | 27.64 | 1,292 | 114 | 390 | |||
| 28 Nov | 414.50 | 4.1 | -0.40 | 28.48 | 811 | 139 | 277 | |||
| 27 Nov | 417.65 | 4.5 | 0.65 | 27.32 | 144 | 24 | 137 | |||
| 26 Nov | 410.30 | 3.85 | -0.75 | 29.64 | 70 | 30 | 112 | |||
| 25 Nov | 412.35 | 4.6 | -0.70 | 29.99 | 48 | 54 | 81 | |||
| 22 Nov | 413.75 | 5.3 | 0.95 | 29.40 | 76 | 29 | 56 | |||
| 21 Nov | 408.05 | 4.35 | -1.40 | 29.66 | 7 | 2 | 27 | |||
| 20 Nov | 408.10 | 5.75 | 0.00 | 32.76 | 28 | 25 | 24 | |||
| 19 Nov | 408.10 | 5.75 | -22.00 | 32.76 | 28 | 24 | 24 | |||
| 18 Nov | 404.70 | 27.75 | 0.00 | 7.61 | 0 | 0 | 0 | |||
| 14 Nov | 404.65 | 27.75 | 0.00 | 7.02 | 0 | 0 | 0 | |||
| 13 Nov | 399.35 | 27.75 | 0.00 | 7.66 | 0 | 0 | 0 | |||
| 12 Nov | 414.15 | 27.75 | 0.00 | 5.31 | 0 | 0 | 0 | |||
| 11 Nov | 431.50 | 27.75 | 0.00 | 1.55 | 0 | 0 | 0 | |||
| 8 Nov | 432.75 | 27.75 | 0.00 | 1.77 | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 27.75 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 27.75 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 27.75 | 0.00 | 1.01 | 0 | 0 | 0 | |||
| 4 Nov | 429.05 | 27.75 | 27.75 | 1.94 | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 445 expiring on 26DEC2024
Delta for 445 CE is 0.04
Historical price for 445 CE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 0.3, which was -0.20 lower than the previous day. The implied volatity was 42.12, the open interest changed by -52 which decreased total open position to 1709
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 33.87, the open interest changed by -295 which decreased total open position to 1762
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 0.75, which was -0.40 lower than the previous day. The implied volatity was 32.03, the open interest changed by -59 which decreased total open position to 2057
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 1.15, which was -0.80 lower than the previous day. The implied volatity was 29.40, the open interest changed by -17 which decreased total open position to 2119
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 1.95, which was -0.90 lower than the previous day. The implied volatity was 28.26, the open interest changed by 199 which increased total open position to 2129
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 2.85, which was -1.65 lower than the previous day. The implied volatity was 25.62, the open interest changed by 196 which increased total open position to 1931
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 4.5, which was -1.25 lower than the previous day. The implied volatity was 25.19, the open interest changed by 117 which increased total open position to 1728
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 5.75, which was -0.90 lower than the previous day. The implied volatity was 26.88, the open interest changed by 37 which increased total open position to 1609
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 6.65, which was -2.30 lower than the previous day. The implied volatity was 27.64, the open interest changed by 68 which increased total open position to 1578
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 8.95, which was 0.20 higher than the previous day. The implied volatity was 26.43, the open interest changed by 555 which increased total open position to 1507
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 8.75, which was 1.70 higher than the previous day. The implied volatity was 25.42, the open interest changed by 399 which increased total open position to 958
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 7.05, which was 2.80 higher than the previous day. The implied volatity was 26.65, the open interest changed by 44 which increased total open position to 562
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 4.25, which was -1.10 lower than the previous day. The implied volatity was 25.01, the open interest changed by 66 which increased total open position to 517
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 5.35, which was 1.80 higher than the previous day. The implied volatity was 25.23, the open interest changed by 56 which increased total open position to 451
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 28.20, the open interest changed by 9 which increased total open position to 397
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 3.55, which was -0.55 lower than the previous day. The implied volatity was 27.64, the open interest changed by 114 which increased total open position to 390
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 4.1, which was -0.40 lower than the previous day. The implied volatity was 28.48, the open interest changed by 139 which increased total open position to 277
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 4.5, which was 0.65 higher than the previous day. The implied volatity was 27.32, the open interest changed by 24 which increased total open position to 137
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 3.85, which was -0.75 lower than the previous day. The implied volatity was 29.64, the open interest changed by 30 which increased total open position to 112
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 4.6, which was -0.70 lower than the previous day. The implied volatity was 29.99, the open interest changed by 54 which increased total open position to 81
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 5.3, which was 0.95 higher than the previous day. The implied volatity was 29.40, the open interest changed by 29 which increased total open position to 56
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 4.35, which was -1.40 lower than the previous day. The implied volatity was 29.66, the open interest changed by 2 which increased total open position to 27
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 5.75, which was 0.00 lower than the previous day. The implied volatity was 32.76, the open interest changed by 25 which increased total open position to 24
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 5.75, which was -22.00 lower than the previous day. The implied volatity was 32.76, the open interest changed by 24 which increased total open position to 24
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 27.75, which was 0.00 lower than the previous day. The implied volatity was 7.61, 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 27.75, which was 0.00 lower than the previous day. The implied volatity was 7.02, 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 27.75, which was 0.00 lower than the previous day. The implied volatity was 7.66, 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 27.75, which was 0.00 lower than the previous day. The implied volatity was 5.31, 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 27.75, which was 0.00 lower than the previous day. The implied volatity was 1.55, 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 27.75, which was 0.00 lower than the previous day. The implied volatity was 1.77, 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 27.75, 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 27.75, 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 27.75, which was 0.00 lower than the previous day. The implied volatity was 1.01, 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 27.75, which was 27.75 higher than the previous day. The implied volatity was 1.94, 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 445 PE | |||||||
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Delta: -0.90
Vega: 0.09
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 401.10 | 43.25 | 10.45 | 58.47 | 21 | -18 | 415 |
| 19 Dec | 412.60 | 32.8 | 2.70 | 42.35 | 46 | -16 | 439 |
| 18 Dec | 415.00 | 30.1 | 4.55 | 39.59 | 55 | -37 | 458 |
| 17 Dec | 420.90 | 25.55 | 4.75 | 34.42 | 33 | -11 | 497 |
| 16 Dec | 425.50 | 20.8 | 3.05 | 28.62 | 19 | -5 | 509 |
| 13 Dec | 428.45 | 17.75 | 2.40 | 23.51 | 173 | -82 | 516 |
| 12 Dec | 433.55 | 15.35 | 1.20 | 27.62 | 192 | -19 | 597 |
| 11 Dec | 434.80 | 14.15 | -0.20 | 25.44 | 358 | -1 | 620 |
| 10 Dec | 435.20 | 14.35 | 2.00 | 26.91 | 554 | 19 | 620 |
| 9 Dec | 440.75 | 12.35 | -0.35 | 29.38 | 1,773 | 244 | 600 |
| 6 Dec | 439.70 | 12.7 | -4.30 | 26.23 | 1,487 | 193 | 358 |
| 5 Dec | 430.85 | 17 | -5.15 | 27.80 | 161 | 53 | 159 |
| 4 Dec | 425.65 | 22.15 | 2.30 | 27.89 | 50 | 10 | 106 |
| 3 Dec | 428.55 | 19.85 | -8.75 | 26.26 | 30 | 12 | 96 |
| 2 Dec | 416.50 | 28.6 | -2.55 | 26.11 | 22 | 8 | 80 |
| 29 Nov | 414.15 | 31.15 | 0.80 | 28.64 | 53 | 45 | 69 |
| 28 Nov | 414.50 | 30.35 | 0.20 | 26.85 | 10 | 5 | 23 |
| 27 Nov | 417.65 | 30.15 | -7.35 | 31.43 | 6 | 4 | 17 |
| 26 Nov | 410.30 | 37.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 412.35 | 37.5 | 0.00 | 0.00 | 0 | 12 | 0 |
| 22 Nov | 413.75 | 37.5 | 0.00 | 0.00 | 0 | 12 | 0 |
| 21 Nov | 408.05 | 37.5 | 1.00 | 30.72 | 12 | 0 | 1 |
| 20 Nov | 408.10 | 36.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 408.10 | 36.5 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Nov | 404.70 | 36.5 | 8.75 | 17.30 | 1 | 0 | 0 |
| 14 Nov | 404.65 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 399.35 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 414.15 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 431.50 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 432.75 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 444.90 | 27.75 | 0.00 | 1.24 | 0 | 0 | 0 |
| 6 Nov | 449.30 | 27.75 | 0.00 | 2.16 | 0 | 0 | 0 |
| 5 Nov | 434.10 | 27.75 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 429.05 | 27.75 | 27.75 | - | 0 | 0 | 0 |
| 1 Nov | 445.45 | 0 | 1.21 | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 445 expiring on 26DEC2024
Delta for 445 PE is -0.90
Historical price for 445 PE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 43.25, which was 10.45 higher than the previous day. The implied volatity was 58.47, the open interest changed by -18 which decreased total open position to 415
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 32.8, which was 2.70 higher than the previous day. The implied volatity was 42.35, the open interest changed by -16 which decreased total open position to 439
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 30.1, which was 4.55 higher than the previous day. The implied volatity was 39.59, the open interest changed by -37 which decreased total open position to 458
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 25.55, which was 4.75 higher than the previous day. The implied volatity was 34.42, the open interest changed by -11 which decreased total open position to 497
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 20.8, which was 3.05 higher than the previous day. The implied volatity was 28.62, the open interest changed by -5 which decreased total open position to 509
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 17.75, which was 2.40 higher than the previous day. The implied volatity was 23.51, the open interest changed by -82 which decreased total open position to 516
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 15.35, which was 1.20 higher than the previous day. The implied volatity was 27.62, the open interest changed by -19 which decreased total open position to 597
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 14.15, which was -0.20 lower than the previous day. The implied volatity was 25.44, the open interest changed by -1 which decreased total open position to 620
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 14.35, which was 2.00 higher than the previous day. The implied volatity was 26.91, the open interest changed by 19 which increased total open position to 620
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 12.35, which was -0.35 lower than the previous day. The implied volatity was 29.38, the open interest changed by 244 which increased total open position to 600
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 12.7, which was -4.30 lower than the previous day. The implied volatity was 26.23, the open interest changed by 193 which increased total open position to 358
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 17, which was -5.15 lower than the previous day. The implied volatity was 27.80, the open interest changed by 53 which increased total open position to 159
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 22.15, which was 2.30 higher than the previous day. The implied volatity was 27.89, the open interest changed by 10 which increased total open position to 106
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 19.85, which was -8.75 lower than the previous day. The implied volatity was 26.26, the open interest changed by 12 which increased total open position to 96
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 28.6, which was -2.55 lower than the previous day. The implied volatity was 26.11, the open interest changed by 8 which increased total open position to 80
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 31.15, which was 0.80 higher than the previous day. The implied volatity was 28.64, the open interest changed by 45 which increased total open position to 69
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 30.35, which was 0.20 higher than the previous day. The implied volatity was 26.85, the open interest changed by 5 which increased total open position to 23
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 30.15, which was -7.35 lower than the previous day. The implied volatity was 31.43, the open interest changed by 4 which increased total open position to 17
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 37.5, 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 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 37.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 37.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 37.5, which was 1.00 higher than the previous day. The implied volatity was 30.72, the open interest changed by 0 which decreased total open position to 1
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 36.5, 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 36.5, 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 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 36.5, which was 8.75 higher than the previous day. The implied volatity was 17.30, 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 27.75, 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 27.75, 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 27.75, 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 27.75, 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 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 27.75, 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 27.75, which was 0.00 lower than the previous day. The implied volatity was 1.24, 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 27.75, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 27.75, 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 27.75, which was 27.75 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 1.21, the open interest changed by 0 which decreased total open position to 0
