TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
21 Nov 2024 04:11 PM IST
| TATAPOWER 28NOV2024 455 CE | ||||||||||
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Delta: 0.04
Vega: 0.05
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 408.05 | 0.4 | -0.05 | 43.68 | 446 | 9 | 1,127 | |||
| 20 Nov | 408.10 | 0.45 | 0.00 | 39.82 | 616 | -54 | 1,116 | |||
| 19 Nov | 408.10 | 0.45 | 0.00 | 39.82 | 616 | -56 | 1,116 | |||
| 18 Nov | 404.70 | 0.45 | -0.20 | 39.73 | 694 | -62 | 1,172 | |||
| 14 Nov | 404.65 | 0.65 | -0.15 | 35.25 | 1,157 | -62 | 1,236 | |||
| 13 Nov | 399.35 | 0.8 | -0.55 | 38.05 | 1,066 | 24 | 1,302 | |||
| 12 Nov | 414.15 | 1.35 | -2.40 | 33.65 | 2,173 | 259 | 1,318 | |||
| 11 Nov | 431.50 | 3.75 | -0.30 | 29.84 | 1,699 | 25 | 1,058 | |||
| 8 Nov | 432.75 | 4.05 | -4.55 | 29.28 | 2,688 | 72 | 1,023 | |||
| 7 Nov | 444.90 | 8.6 | -2.15 | 27.85 | 4,109 | 595 | 946 | |||
| 6 Nov | 449.30 | 10.75 | 4.65 | 26.27 | 2,699 | -124 | 355 | |||
| 5 Nov | 434.10 | 6.1 | 0.55 | 29.81 | 1,029 | 110 | 481 | |||
| 4 Nov | 429.05 | 5.55 | -5.15 | 31.91 | 812 | 107 | 373 | |||
| 1 Nov | 445.45 | 10.7 | 0.00 | 28.68 | 337 | 39 | 264 | |||
| 31 Oct | 440.05 | 10.7 | 2.50 | - | 2,555 | 55 | 233 | |||
| 30 Oct | 427.00 | 8.2 | 0.30 | - | 240 | 92 | 177 | |||
| 29 Oct | 425.40 | 7.9 | -0.10 | - | 55 | 9 | 85 | |||
| 28 Oct | 425.70 | 8 | -0.55 | - | 76 | 29 | 76 | |||
| 25 Oct | 422.10 | 8.55 | -3.80 | - | 39 | 5 | 47 | |||
| 24 Oct | 438.00 | 12.35 | -0.50 | - | 52 | 5 | 43 | |||
| 23 Oct | 437.70 | 12.85 | -1.25 | - | 15 | 6 | 38 | |||
| 22 Oct | 435.85 | 14.1 | -7.60 | - | 25 | 9 | 31 | |||
| 21 Oct | 453.80 | 21.7 | 0.40 | - | 43 | 11 | 21 | |||
| 18 Oct | 453.55 | 21.3 | 1.60 | - | 5 | 2 | 9 | |||
| 17 Oct | 450.20 | 19.7 | -7.50 | - | 6 | 2 | 7 | |||
| 16 Oct | 460.45 | 27.2 | -0.30 | - | 1 | 0 | 4 | |||
| 15 Oct | 463.50 | 27.5 | -1.40 | - | 1 | 0 | 4 | |||
| 14 Oct | 462.30 | 28.9 | 0.00 | - | 0 | -2 | 0 | |||
| 11 Oct | 461.15 | 28.9 | -3.65 | - | 2 | 0 | 6 | |||
| 10 Oct | 465.65 | 32.55 | 6.55 | - | 2 | 0 | 4 | |||
| 9 Oct | 460.85 | 26 | 0.00 | - | 0 | 4 | 0 | |||
| 8 Oct | 456.90 | 26 | -20.35 | - | 9 | 4 | 4 | |||
| 7 Oct | 441.30 | 46.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 466.65 | 46.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 471.80 | 46.35 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 481.25 | 46.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 482.60 | 46.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 485.50 | 46.35 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 455 expiring on 28NOV2024
Delta for 455 CE is 0.04
Historical price for 455 CE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 43.68, the open interest changed by 9 which increased total open position to 1127
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 39.82, the open interest changed by -54 which decreased total open position to 1116
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 0.45, which was 0.00 lower than the previous day. The implied volatity was 39.82, the open interest changed by -56 which decreased total open position to 1116
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 0.45, which was -0.20 lower than the previous day. The implied volatity was 39.73, the open interest changed by -62 which decreased total open position to 1172
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 35.25, the open interest changed by -62 which decreased total open position to 1236
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 38.05, the open interest changed by 24 which increased total open position to 1302
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 1.35, which was -2.40 lower than the previous day. The implied volatity was 33.65, the open interest changed by 259 which increased total open position to 1318
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 3.75, which was -0.30 lower than the previous day. The implied volatity was 29.84, the open interest changed by 25 which increased total open position to 1058
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 4.05, which was -4.55 lower than the previous day. The implied volatity was 29.28, the open interest changed by 72 which increased total open position to 1023
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 8.6, which was -2.15 lower than the previous day. The implied volatity was 27.85, the open interest changed by 595 which increased total open position to 946
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 10.75, which was 4.65 higher than the previous day. The implied volatity was 26.27, the open interest changed by -124 which decreased total open position to 355
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 6.1, which was 0.55 higher than the previous day. The implied volatity was 29.81, the open interest changed by 110 which increased total open position to 481
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 5.55, which was -5.15 lower than the previous day. The implied volatity was 31.91, the open interest changed by 107 which increased total open position to 373
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 10.7, which was 0.00 lower than the previous day. The implied volatity was 28.68, the open interest changed by 39 which increased total open position to 264
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 10.7, which was 2.50 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 8.2, which was 0.30 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 7.9, 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 8, which was -0.55 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 8.55, which was -3.80 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 12.35, 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 23 Oct TATAPOWER was trading at 437.70. The strike last trading price was 12.85, which was -1.25 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 14.1, which was -7.60 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 21.7, which was 0.40 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 21.3, which was 1.60 higher 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 19.7, which was -7.50 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 27.2, which was -0.30 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 27.5, which was -1.40 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 28.9, 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 28.9, which was -3.65 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 32.55, which was 6.55 higher 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 26, 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 26, which was -20.35 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 46.35, 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 46.35, 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 46.35, 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 46.35, 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 46.35, 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 46.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAPOWER 28NOV2024 455 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.93
Vega: 0.08
Theta: -0.16
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 408.05 | 47 | 6.85 | 51.19 | 2 | -1 | 195 |
| 20 Nov | 408.10 | 40.15 | 0.00 | - | 6 | -4 | 199 |
| 19 Nov | 408.10 | 40.15 | -5.55 | - | 6 | -1 | 199 |
| 18 Nov | 404.70 | 45.7 | -2.20 | - | 3 | -1 | 199 |
| 14 Nov | 404.65 | 47.9 | -5.50 | - | 12 | -7 | 200 |
| 13 Nov | 399.35 | 53.4 | 12.45 | 43.71 | 16 | -10 | 208 |
| 12 Nov | 414.15 | 40.95 | 16.05 | 30.74 | 22 | 0 | 217 |
| 11 Nov | 431.50 | 24.9 | -2.35 | 29.37 | 35 | -9 | 217 |
| 8 Nov | 432.75 | 27.25 | 10.75 | 32.04 | 395 | 7 | 226 |
| 7 Nov | 444.90 | 16.5 | 4.00 | 28.95 | 914 | 63 | 221 |
| 6 Nov | 449.30 | 12.5 | -13.25 | 26.23 | 743 | 72 | 155 |
| 5 Nov | 434.10 | 25.75 | -4.35 | 33.82 | 47 | 2 | 83 |
| 4 Nov | 429.05 | 30.1 | 10.95 | 34.57 | 49 | -1 | 81 |
| 1 Nov | 445.45 | 19.15 | -2.60 | 31.80 | 12 | 0 | 82 |
| 31 Oct | 440.05 | 21.75 | -11.95 | - | 311 | 34 | 79 |
| 30 Oct | 427.00 | 33.7 | -0.15 | - | 44 | 9 | 45 |
| 29 Oct | 425.40 | 33.85 | 0.10 | - | 18 | 8 | 33 |
| 28 Oct | 425.70 | 33.75 | 7.95 | - | 24 | 27 | 27 |
| 25 Oct | 422.10 | 25.8 | 0.00 | - | 0 | 2 | 0 |
| 24 Oct | 438.00 | 25.8 | -0.50 | - | 2 | 1 | 18 |
| 23 Oct | 437.70 | 26.3 | 3.25 | - | 14 | 2 | 16 |
| 22 Oct | 435.85 | 23.05 | 4.15 | - | 2 | 0 | 15 |
| 21 Oct | 453.80 | 18.9 | 2.75 | - | 29 | 9 | 13 |
| 18 Oct | 453.55 | 16.15 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 450.20 | 16.15 | 0.00 | - | 0 | 1 | 0 |
| 16 Oct | 460.45 | 16.15 | -3.10 | - | 1 | 0 | 3 |
| 15 Oct | 463.50 | 19.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 462.30 | 19.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 461.15 | 19.25 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 465.65 | 19.25 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 460.85 | 19.25 | 0.00 | - | 0 | 2 | 0 |
| 8 Oct | 456.90 | 19.25 | 8.35 | - | 4 | -1 | 0 |
| 7 Oct | 441.30 | 10.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 466.65 | 10.9 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 471.80 | 10.9 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 481.25 | 10.9 | 0.00 | - | 0 | 1 | 0 |
| 30 Sept | 482.60 | 10.9 | -8.70 | - | 1 | 0 | 0 |
| 27 Sept | 485.50 | 19.6 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 455 expiring on 28NOV2024
Delta for 455 PE is -0.93
Historical price for 455 PE is as follows
On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 47, which was 6.85 higher than the previous day. The implied volatity was 51.19, the open interest changed by -1 which decreased total open position to 195
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 40.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 199
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 40.15, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 199
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 45.7, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 199
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 47.9, which was -5.50 lower than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 200
On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 53.4, which was 12.45 higher than the previous day. The implied volatity was 43.71, the open interest changed by -10 which decreased total open position to 208
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 40.95, which was 16.05 higher than the previous day. The implied volatity was 30.74, the open interest changed by 0 which decreased total open position to 217
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 24.9, which was -2.35 lower than the previous day. The implied volatity was 29.37, the open interest changed by -9 which decreased total open position to 217
On 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 27.25, which was 10.75 higher than the previous day. The implied volatity was 32.04, the open interest changed by 7 which increased total open position to 226
On 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 16.5, which was 4.00 higher than the previous day. The implied volatity was 28.95, the open interest changed by 63 which increased total open position to 221
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 12.5, which was -13.25 lower than the previous day. The implied volatity was 26.23, the open interest changed by 72 which increased total open position to 155
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 25.75, which was -4.35 lower than the previous day. The implied volatity was 33.82, the open interest changed by 2 which increased total open position to 83
On 4 Nov TATAPOWER was trading at 429.05. The strike last trading price was 30.1, which was 10.95 higher than the previous day. The implied volatity was 34.57, the open interest changed by -1 which decreased total open position to 81
On 1 Nov TATAPOWER was trading at 445.45. The strike last trading price was 19.15, which was -2.60 lower than the previous day. The implied volatity was 31.80, the open interest changed by 0 which decreased total open position to 82
On 31 Oct TATAPOWER was trading at 440.05. The strike last trading price was 21.75, which was -11.95 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 33.7, which was -0.15 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 33.85, which was 0.10 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 33.75, which was 7.95 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 25.8, 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 24 Oct TATAPOWER was trading at 438.00. The strike last trading price was 25.8, 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 23 Oct TATAPOWER was trading at 437.70. The strike last trading price was 26.3, which was 3.25 higher 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 23.05, which was 4.15 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 18.9, which was 2.75 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 16.15, 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 16.15, 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 16.15, which was -3.10 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 19.25, 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 19.25, 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 19.25, 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 19.25, 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 19.25, 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 19.25, which was 8.35 higher 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 10.9, 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 10.9, 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 10.9, 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 10.9, 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 10.9, which was -8.70 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 19.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
