TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
14 Nov 2024 04:11 PM IST
| TATAPOWER 28NOV2024 445 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.12
Theta: -0.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 404.65 | 0.95 | -0.05 | 32.39 | 1,450 | -58 | 1,780 | |||
| 13 Nov | 399.35 | 1 | -1.10 | 34.31 | 2,574 | 56 | 1,849 | |||
| 12 Nov | 414.15 | 2.1 | -4.15 | 31.64 | 3,010 | 470 | 1,782 | |||
| 11 Nov | 431.50 | 6.25 | -0.20 | 29.23 | 2,335 | 38 | 1,320 | |||
| 8 Nov | 432.75 | 6.45 | -6.70 | 28.47 | 4,213 | 381 | 1,265 | |||
| 7 Nov | 444.90 | 13.15 | -3.20 | 27.93 | 2,547 | 348 | 922 | |||
| 6 Nov | 449.30 | 16.35 | 6.95 | 27.03 | 4,116 | -180 | 573 | |||
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| 5 Nov | 434.10 | 9.4 | 1.15 | 29.81 | 2,221 | -221 | 750 | |||
| 4 Nov | 429.05 | 8.25 | -7.15 | 31.51 | 2,420 | 55 | 970 | |||
| 1 Nov | 445.45 | 15.4 | 0.40 | 28.92 | 1,044 | 159 | 915 | |||
| 31 Oct | 440.05 | 15 | 3.75 | - | 7,525 | 558 | 761 | |||
| 30 Oct | 427.00 | 11.25 | 0.35 | - | 421 | 91 | 202 | |||
| 29 Oct | 425.40 | 10.9 | -0.50 | - | 128 | 43 | 109 | |||
| 28 Oct | 425.70 | 11.4 | -0.10 | - | 58 | 12 | 65 | |||
| 25 Oct | 422.10 | 11.5 | -4.20 | - | 62 | 25 | 53 | |||
| 24 Oct | 438.00 | 15.7 | -1.90 | - | 28 | 8 | 28 | |||
| 23 Oct | 437.70 | 17.6 | -0.40 | - | 36 | 4 | 20 | |||
| 22 Oct | 435.85 | 18 | -12.75 | - | 15 | 12 | 15 | |||
| 21 Oct | 453.80 | 30.75 | 5.05 | - | 4 | 1 | 3 | |||
| 18 Oct | 453.55 | 25.7 | -2.10 | - | 7 | 1 | 2 | |||
| 17 Oct | 450.20 | 27.8 | -24.75 | - | 1 | 0 | 0 | |||
| 16 Oct | 460.45 | 52.55 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 463.50 | 52.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 462.30 | 52.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 461.15 | 52.55 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 465.65 | 52.55 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 460.85 | 52.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 456.90 | 52.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 441.30 | 52.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 466.65 | 52.55 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 471.80 | 52.55 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 481.25 | 52.55 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 482.60 | 52.55 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 485.50 | 52.55 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 445 expiring on 28NOV2024
Delta for 445 CE is 0.08
Historical price for 445 CE is as follows
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 32.39, the open interest changed by -58 which decreased total open position to 1780
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 1, which was -1.10 lower than the previous day. The implied volatity was 34.31, the open interest changed by 56 which increased total open position to 1849
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 2.1, which was -4.15 lower than the previous day. The implied volatity was 31.64, the open interest changed by 470 which increased total open position to 1782
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 6.25, which was -0.20 lower than the previous day. The implied volatity was 29.23, the open interest changed by 38 which increased total open position to 1320
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 6.45, which was -6.70 lower than the previous day. The implied volatity was 28.47, the open interest changed by 381 which increased total open position to 1265
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 13.15, which was -3.20 lower than the previous day. The implied volatity was 27.93, the open interest changed by 348 which increased total open position to 922
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 16.35, which was 6.95 higher than the previous day. The implied volatity was 27.03, the open interest changed by -180 which decreased total open position to 573
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 9.4, which was 1.15 higher than the previous day. The implied volatity was 29.81, the open interest changed by -221 which decreased total open position to 750
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 8.25, which was -7.15 lower than the previous day. The implied volatity was 31.51, the open interest changed by 55 which increased total open position to 970
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 15.4, which was 0.40 higher than the previous day. The implied volatity was 28.92, the open interest changed by 159 which increased total open position to 915
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 15, which was 3.75 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 11.25, which was 0.35 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 10.9, which was -0.50 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 11.4, 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 25 Oct TATAPOWER was trading at 422.10. The strike last trading price was 11.5, which was -4.20 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 15.7, which was -1.90 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 17.6, 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 22 Oct TATAPOWER was trading at 435.85. The strike last trading price was 18, which was -12.75 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 30.75, 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 18 Oct TATAPOWER was trading at 453.55. The strike last trading price was 25.7, which was -2.10 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 27.8, which was -24.75 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 52.55, 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 52.55, 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 52.55, 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 52.55, 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 52.55, 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 52.55, 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 52.55, 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 52.55, 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 52.55, 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 52.55, 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 52.55, 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 52.55, 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 52.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAPOWER 28NOV2024 445 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.15
Theta: -0.08
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 404.65 | 39.55 | -4.45 | 36.12 | 51 | -19 | 533 |
| 13 Nov | 399.35 | 44 | 10.40 | 41.29 | 72 | -36 | 552 |
| 12 Nov | 414.15 | 33.6 | 16.05 | 38.09 | 256 | -53 | 609 |
| 11 Nov | 431.50 | 17.55 | -2.65 | 29.13 | 770 | -128 | 663 |
| 8 Nov | 432.75 | 20.2 | 9.10 | 32.15 | 1,629 | 5 | 798 |
| 7 Nov | 444.90 | 11.1 | 2.85 | 29.00 | 2,140 | 218 | 837 |
| 6 Nov | 449.30 | 8.25 | -10.60 | 27.21 | 1,983 | 167 | 617 |
| 5 Nov | 434.10 | 18.85 | -4.20 | 32.85 | 497 | -129 | 448 |
| 4 Nov | 429.05 | 23.05 | 9.05 | 34.32 | 687 | -119 | 579 |
| 1 Nov | 445.45 | 14 | -2.10 | 32.19 | 506 | 211 | 695 |
| 31 Oct | 440.05 | 16.1 | -11.10 | - | 1,570 | 394 | 486 |
| 30 Oct | 427.00 | 27.2 | -0.20 | - | 119 | 62 | 92 |
| 29 Oct | 425.40 | 27.4 | 0.00 | - | 30 | -3 | 29 |
| 28 Oct | 425.70 | 27.4 | -4.95 | - | 30 | 7 | 32 |
| 25 Oct | 422.10 | 32.35 | 11.15 | - | 11 | 4 | 25 |
| 24 Oct | 438.00 | 21.2 | 0.25 | - | 18 | 1 | 20 |
| 23 Oct | 437.70 | 20.95 | -2.90 | - | 22 | 14 | 18 |
| 22 Oct | 435.85 | 23.85 | 11.35 | - | 4 | 1 | 3 |
| 21 Oct | 453.80 | 12.5 | -3.45 | - | 2 | 1 | 2 |
| 18 Oct | 453.55 | 15.95 | 0.00 | - | 0 | 1 | 0 |
| 17 Oct | 450.20 | 15.95 | 0.05 | - | 1 | 0 | 0 |
| 16 Oct | 460.45 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 463.50 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 462.30 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 461.15 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 465.65 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 460.85 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 456.90 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 441.30 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 466.65 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 471.80 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 481.25 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 482.60 | 15.9 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 485.50 | 15.9 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 445 expiring on 28NOV2024
Delta for 445 PE is -0.89
Historical price for 445 PE is as follows
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 39.55, which was -4.45 lower than the previous day. The implied volatity was 36.12, the open interest changed by -19 which decreased total open position to 533
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 44, which was 10.40 higher than the previous day. The implied volatity was 41.29, the open interest changed by -36 which decreased total open position to 552
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 33.6, which was 16.05 higher than the previous day. The implied volatity was 38.09, the open interest changed by -53 which decreased total open position to 609
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 17.55, which was -2.65 lower than the previous day. The implied volatity was 29.13, the open interest changed by -128 which decreased total open position to 663
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 20.2, which was 9.10 higher than the previous day. The implied volatity was 32.15, the open interest changed by 5 which increased total open position to 798
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 11.1, which was 2.85 higher than the previous day. The implied volatity was 29.00, the open interest changed by 218 which increased total open position to 837
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 8.25, which was -10.60 lower than the previous day. The implied volatity was 27.21, the open interest changed by 167 which increased total open position to 617
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 18.85, which was -4.20 lower than the previous day. The implied volatity was 32.85, the open interest changed by -129 which decreased total open position to 448
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 23.05, which was 9.05 higher than the previous day. The implied volatity was 34.32, the open interest changed by -119 which decreased total open position to 579
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 14, which was -2.10 lower than the previous day. The implied volatity was 32.19, the open interest changed by 211 which increased total open position to 695
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 16.1, which was -11.10 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 27.2, 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 29 Oct TATAPOWER was trading at 425.40. The strike last trading price was 27.4, 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 28 Oct TATAPOWER was trading at 425.70. The strike last trading price was 27.4, which was -4.95 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 32.35, which was 11.15 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 21.2, 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 23 Oct TATAPOWER was trading at 437.70. The strike last trading price was 20.95, which was -2.90 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 23.85, which was 11.35 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 12.5, which was -3.45 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 15.95, 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 15.95, 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 16 Oct TATAPOWER was trading at 460.45. The strike last trading price was 15.9, 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 15.9, 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 15.9, 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 15.9, 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 15.9, 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 15.9, 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 15.9, 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 15.9, 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 15.9, 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 15.9, 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 15.9, 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 15.9, 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 15.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
