TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
20 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 455 CE | ||||||||||
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Delta: 0.02
Vega: 0.03
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 401.10 | 0.2 | -0.15 | 46.58 | 191 | -83 | 698 | |||
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| 19 Dec | 412.60 | 0.35 | -0.10 | 38.91 | 418 | -137 | 800 | |||
| 18 Dec | 415.00 | 0.45 | -0.15 | 35.76 | 725 | -222 | 941 | |||
| 17 Dec | 420.90 | 0.6 | -0.35 | 32.03 | 1,503 | -8 | 1,175 | |||
| 16 Dec | 425.50 | 0.95 | -0.50 | 29.96 | 982 | 11 | 1,198 | |||
| 13 Dec | 428.45 | 1.45 | -0.85 | 27.01 | 2,971 | -570 | 1,189 | |||
| 12 Dec | 433.55 | 2.3 | -0.75 | 25.95 | 2,305 | 303 | 1,761 | |||
| 11 Dec | 434.80 | 3.05 | -0.60 | 27.02 | 2,122 | 108 | 1,471 | |||
| 10 Dec | 435.20 | 3.65 | -1.60 | 27.51 | 3,327 | 406 | 1,364 | |||
| 9 Dec | 440.75 | 5.25 | 0.00 | 26.59 | 3,226 | 379 | 964 | |||
| 6 Dec | 439.70 | 5.25 | 1.00 | 25.69 | 2,786 | 193 | 584 | |||
| 5 Dec | 430.85 | 4.25 | 1.90 | 27.01 | 1,297 | 93 | 401 | |||
| 4 Dec | 425.65 | 2.35 | -0.65 | 25.34 | 772 | 36 | 307 | |||
| 3 Dec | 428.55 | 3 | 0.90 | 25.25 | 882 | 15 | 271 | |||
| 2 Dec | 416.50 | 2.1 | -0.05 | 28.60 | 310 | 32 | 254 | |||
| 29 Nov | 414.15 | 2.15 | -0.50 | 28.06 | 378 | 74 | 223 | |||
| 28 Nov | 414.50 | 2.65 | -0.25 | 29.19 | 370 | 55 | 149 | |||
| 27 Nov | 417.65 | 2.9 | 0.35 | 28.01 | 81 | 17 | 94 | |||
| 26 Nov | 410.30 | 2.55 | -0.55 | 29.79 | 116 | 15 | 77 | |||
| 25 Nov | 412.35 | 3.1 | -0.55 | 30.62 | 209 | 11 | 60 | |||
| 22 Nov | 413.75 | 3.65 | 0.70 | 30.04 | 102 | 4 | 53 | |||
| 21 Nov | 408.05 | 2.95 | -1.10 | 30.18 | 48 | 35 | 49 | |||
| 20 Nov | 408.10 | 4.05 | 0.00 | 32.98 | 12 | 10 | 11 | |||
| 19 Nov | 408.10 | 4.05 | 0.35 | 32.98 | 12 | 7 | 11 | |||
| 18 Nov | 404.70 | 3.7 | 0.00 | 33.01 | 1 | 0 | 3 | |||
| 14 Nov | 404.65 | 3.7 | -19.70 | 30.75 | 3 | 2 | 2 | |||
| 13 Nov | 399.35 | 23.4 | 0.00 | 9.27 | 0 | 0 | 0 | |||
| 12 Nov | 414.15 | 23.4 | 0.00 | 7.07 | 0 | 0 | 0 | |||
| 11 Nov | 431.50 | 23.4 | 0.00 | 3.49 | 0 | 0 | 0 | |||
| 8 Nov | 432.75 | 23.4 | 0.00 | 3.59 | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 23.4 | 0.00 | 0.83 | 0 | 0 | 0 | |||
| 6 Nov | 449.30 | 23.4 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 434.10 | 23.4 | 0.00 | 2.72 | 0 | 0 | 0 | |||
| 4 Nov | 429.05 | 23.4 | 23.40 | 3.69 | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 0 | 0.64 | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 455 expiring on 26DEC2024
Delta for 455 CE is 0.02
Historical price for 455 CE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 46.58, the open interest changed by -83 which decreased total open position to 698
On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 38.91, the open interest changed by -137 which decreased total open position to 800
On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 35.76, the open interest changed by -222 which decreased total open position to 941
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 32.03, the open interest changed by -8 which decreased total open position to 1175
On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 0.95, which was -0.50 lower than the previous day. The implied volatity was 29.96, the open interest changed by 11 which increased total open position to 1198
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 1.45, which was -0.85 lower than the previous day. The implied volatity was 27.01, the open interest changed by -570 which decreased total open position to 1189
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 2.3, which was -0.75 lower than the previous day. The implied volatity was 25.95, the open interest changed by 303 which increased total open position to 1761
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 3.05, which was -0.60 lower than the previous day. The implied volatity was 27.02, the open interest changed by 108 which increased total open position to 1471
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 3.65, which was -1.60 lower than the previous day. The implied volatity was 27.51, the open interest changed by 406 which increased total open position to 1364
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 5.25, which was 0.00 lower than the previous day. The implied volatity was 26.59, the open interest changed by 379 which increased total open position to 964
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 5.25, which was 1.00 higher than the previous day. The implied volatity was 25.69, the open interest changed by 193 which increased total open position to 584
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 4.25, which was 1.90 higher than the previous day. The implied volatity was 27.01, the open interest changed by 93 which increased total open position to 401
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 2.35, which was -0.65 lower than the previous day. The implied volatity was 25.34, the open interest changed by 36 which increased total open position to 307
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 3, which was 0.90 higher than the previous day. The implied volatity was 25.25, the open interest changed by 15 which increased total open position to 271
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 2.1, which was -0.05 lower than the previous day. The implied volatity was 28.60, the open interest changed by 32 which increased total open position to 254
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 2.15, which was -0.50 lower than the previous day. The implied volatity was 28.06, the open interest changed by 74 which increased total open position to 223
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 2.65, which was -0.25 lower than the previous day. The implied volatity was 29.19, the open interest changed by 55 which increased total open position to 149
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 2.9, which was 0.35 higher than the previous day. The implied volatity was 28.01, the open interest changed by 17 which increased total open position to 94
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 2.55, which was -0.55 lower than the previous day. The implied volatity was 29.79, the open interest changed by 15 which increased total open position to 77
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 3.1, which was -0.55 lower than the previous day. The implied volatity was 30.62, the open interest changed by 11 which increased total open position to 60
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 3.65, which was 0.70 higher than the previous day. The implied volatity was 30.04, the open interest changed by 4 which increased total open position to 53
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 2.95, which was -1.10 lower than the previous day. The implied volatity was 30.18, the open interest changed by 35 which increased total open position to 49
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 4.05, which was 0.00 lower than the previous day. The implied volatity was 32.98, the open interest changed by 10 which increased total open position to 11
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 4.05, which was 0.35 higher than the previous day. The implied volatity was 32.98, the open interest changed by 7 which increased total open position to 11
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 33.01, the open interest changed by 0 which decreased total open position to 3
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 3.7, which was -19.70 lower than the previous day. The implied volatity was 30.75, the open interest changed by 2 which increased total open position to 2
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 23.4, which was 0.00 lower than the previous day. The implied volatity was 9.27, 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 23.4, which was 0.00 lower than the previous day. The implied volatity was 7.07, 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 23.4, which was 0.00 lower than the previous day. The implied volatity was 3.49, 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 23.4, which was 0.00 lower than the previous day. The implied volatity was 3.59, 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 23.4, which was 0.00 lower than the previous day. The implied volatity was 0.83, 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 23.4, 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 23.4, which was 0.00 lower than the previous day. The implied volatity was 2.72, 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 23.4, which was 23.40 higher than the previous day. The implied volatity was 3.69, 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 0.64, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 26DEC2024 455 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 401.10 | 36.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 412.60 | 36.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Dec | 415.00 | 36.55 | 10.05 | - | 5 | 1 | 155 |
| 17 Dec | 420.90 | 26.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 425.50 | 26.5 | 0.00 | 0.00 | 0 | -2 | 0 |
| 13 Dec | 428.45 | 26.5 | 4.00 | 25.01 | 48 | -2 | 154 |
| 12 Dec | 433.55 | 22.5 | 1.15 | 26.55 | 25 | -16 | 157 |
| 11 Dec | 434.80 | 21.35 | -0.15 | 24.96 | 65 | -26 | 173 |
| 10 Dec | 435.20 | 21.5 | 2.70 | 27.30 | 154 | 47 | 199 |
| 9 Dec | 440.75 | 18.8 | -0.45 | 30.36 | 334 | 44 | 153 |
| 6 Dec | 439.70 | 19.25 | -4.35 | 26.88 | 285 | 31 | 114 |
| 5 Dec | 430.85 | 23.6 | -7.05 | 26.74 | 25 | 14 | 82 |
| 4 Dec | 425.65 | 30.65 | 3.50 | 30.50 | 7 | -1 | 68 |
| 3 Dec | 428.55 | 27.15 | -10.00 | 25.60 | 4 | 2 | 69 |
| 2 Dec | 416.50 | 37.15 | -2.55 | 26.05 | 22 | 11 | 67 |
| 29 Nov | 414.15 | 39.7 | -1.25 | 29.44 | 54 | 48 | 54 |
| 28 Nov | 414.50 | 40.95 | 7.65 | 34.45 | 8 | 5 | 5 |
| 27 Nov | 417.65 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 410.30 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 412.35 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 413.75 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 408.05 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 408.10 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 408.10 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 404.70 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 404.65 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 399.35 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 414.15 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 431.50 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 432.75 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 444.90 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 449.30 | 33.3 | 0.00 | 0.39 | 0 | 0 | 0 |
| 5 Nov | 434.10 | 33.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 429.05 | 33.3 | 33.30 | - | 0 | 0 | 0 |
| 1 Nov | 445.45 | 0 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 455 expiring on 26DEC2024
Delta for 455 PE is 0.00
Historical price for 455 PE is as follows
On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 36.55, 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 Dec TATAPOWER was trading at 412.60. The strike last trading price was 36.55, 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 Dec TATAPOWER was trading at 415.00. The strike last trading price was 36.55, which was 10.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 155
On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 26.5, 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 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 26.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 26.5, which was 4.00 higher than the previous day. The implied volatity was 25.01, the open interest changed by -2 which decreased total open position to 154
On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 22.5, which was 1.15 higher than the previous day. The implied volatity was 26.55, the open interest changed by -16 which decreased total open position to 157
On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 21.35, which was -0.15 lower than the previous day. The implied volatity was 24.96, the open interest changed by -26 which decreased total open position to 173
On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 21.5, which was 2.70 higher than the previous day. The implied volatity was 27.30, the open interest changed by 47 which increased total open position to 199
On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 18.8, which was -0.45 lower than the previous day. The implied volatity was 30.36, the open interest changed by 44 which increased total open position to 153
On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 19.25, which was -4.35 lower than the previous day. The implied volatity was 26.88, the open interest changed by 31 which increased total open position to 114
On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 23.6, which was -7.05 lower than the previous day. The implied volatity was 26.74, the open interest changed by 14 which increased total open position to 82
On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 30.65, which was 3.50 higher than the previous day. The implied volatity was 30.50, the open interest changed by -1 which decreased total open position to 68
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 27.15, which was -10.00 lower than the previous day. The implied volatity was 25.60, the open interest changed by 2 which increased total open position to 69
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 37.15, which was -2.55 lower than the previous day. The implied volatity was 26.05, the open interest changed by 11 which increased total open position to 67
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 39.7, which was -1.25 lower than the previous day. The implied volatity was 29.44, the open interest changed by 48 which increased total open position to 54
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 40.95, which was 7.65 higher than the previous day. The implied volatity was 34.45, the open interest changed by 5 which increased total open position to 5
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 33.3, 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 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 33.3, 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 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 33.3, 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 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 33.3, 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 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 33.3, 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 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 33.3, 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 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 33.3, 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 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 33.3, 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 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 33.3, 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 33.3, 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 33.3, 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 33.3, 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 33.3, 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 33.3, 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 33.3, which was 0.00 lower than the previous day. The implied volatity was 0.39, 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 33.3, 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 33.3, which was 33.30 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 -, the open interest changed by 0 which decreased total open position to 0
