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[--[65.84.65.76]--]
TATAPOWER
Tata Power Co Ltd

404.65 5.30 (1.33%)

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Historical option data for TATAPOWER

14 Nov 2024 04:11 PM IST
TATAPOWER 28NOV2024 455 CE
Delta: 0.06
Vega: 0.09
Theta: -0.12
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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 0.06

Historical price for 455 CE is as follows

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: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
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 -

Historical price for 455 PE is as follows

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