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

401.1 -11.50 (-2.79%)

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Historical option data for TATAPOWER

20 Dec 2024 04:11 PM IST
TATAPOWER 26DEC2024 465 CE
Delta: 0.02
Vega: 0.03
Theta: -0.11
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 401.10 0.2 -0.05 53.52 109 -45 333
19 Dec 412.60 0.25 -0.10 43.41 426 -147 366
18 Dec 415.00 0.35 -0.05 40.70 211 -106 512
17 Dec 420.90 0.4 -0.15 35.88 495 -105 627
16 Dec 425.50 0.55 -0.25 32.78 372 -2 737
13 Dec 428.45 0.8 -0.50 29.00 1,519 245 744
12 Dec 433.55 1.3 -0.35 27.90 1,101 -72 504
11 Dec 434.80 1.65 -0.40 28.04 913 61 578
10 Dec 435.20 2.05 -1.00 28.43 1,125 117 521
9 Dec 440.75 3.05 -0.05 27.44 1,494 140 404
6 Dec 439.70 3.1 0.60 26.42 2,180 32 266
5 Dec 430.85 2.5 1.20 27.58 834 17 223
4 Dec 425.65 1.3 -0.40 26.04 540 9 207
3 Dec 428.55 1.7 0.45 25.87 583 48 200
2 Dec 416.50 1.25 -0.10 29.26 158 5 155
29 Nov 414.15 1.35 -0.35 28.92 207 -16 151
28 Nov 414.50 1.7 -0.15 29.92 134 7 160
27 Nov 417.65 1.85 0.10 28.72 64 8 153
26 Nov 410.30 1.75 -0.35 30.89 19 -1 144
25 Nov 412.35 2.1 -0.50 31.39 99 74 145
22 Nov 413.75 2.6 0.40 31.06 88 27 98
21 Nov 408.05 2.2 -0.10 31.61 16 6 72
20 Nov 408.10 2.3 0.00 31.41 33 26 65
19 Nov 408.10 2.3 0.20 31.41 33 25 65
18 Nov 404.70 2.1 -0.80 31.47 14 8 40
14 Nov 404.65 2.9 0.40 32.51 28 22 27
13 Nov 399.35 2.5 -17.05 32.24 7 4 4
12 Nov 414.15 19.55 0.00 8.63 0 0 0
11 Nov 431.50 19.55 0.00 5.26 0 0 0
8 Nov 432.75 19.55 0.00 5.29 0 0 0
7 Nov 444.90 19.55 0.00 2.57 0 0 0
6 Nov 449.30 19.55 0.00 1.44 0 0 0
5 Nov 434.10 19.55 0.00 4.37 0 0 0
4 Nov 429.05 19.55 19.55 5.32 0 0 0
1 Nov 445.45 0 2.29 0 0 0


For Tata Power Co Ltd - strike price 465 expiring on 26DEC2024

Delta for 465 CE is 0.02

Historical price for 465 CE is as follows

On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 53.52, the open interest changed by -45 which decreased total open position to 333


On 19 Dec TATAPOWER was trading at 412.60. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 43.41, the open interest changed by -147 which decreased total open position to 366


On 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 40.70, the open interest changed by -106 which decreased total open position to 512


On 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 35.88, the open interest changed by -105 which decreased total open position to 627


On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 32.78, the open interest changed by -2 which decreased total open position to 737


On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 0.8, which was -0.50 lower than the previous day. The implied volatity was 29.00, the open interest changed by 245 which increased total open position to 744


On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 1.3, which was -0.35 lower than the previous day. The implied volatity was 27.90, the open interest changed by -72 which decreased total open position to 504


On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 1.65, which was -0.40 lower than the previous day. The implied volatity was 28.04, the open interest changed by 61 which increased total open position to 578


On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 2.05, which was -1.00 lower than the previous day. The implied volatity was 28.43, the open interest changed by 117 which increased total open position to 521


On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 3.05, which was -0.05 lower than the previous day. The implied volatity was 27.44, the open interest changed by 140 which increased total open position to 404


On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 3.1, which was 0.60 higher than the previous day. The implied volatity was 26.42, the open interest changed by 32 which increased total open position to 266


On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 2.5, which was 1.20 higher than the previous day. The implied volatity was 27.58, the open interest changed by 17 which increased total open position to 223


On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 1.3, which was -0.40 lower than the previous day. The implied volatity was 26.04, the open interest changed by 9 which increased total open position to 207


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 1.7, which was 0.45 higher than the previous day. The implied volatity was 25.87, the open interest changed by 48 which increased total open position to 200


On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 29.26, the open interest changed by 5 which increased total open position to 155


On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 28.92, the open interest changed by -16 which decreased total open position to 151


On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 1.7, which was -0.15 lower than the previous day. The implied volatity was 29.92, the open interest changed by 7 which increased total open position to 160


On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 1.85, which was 0.10 higher than the previous day. The implied volatity was 28.72, the open interest changed by 8 which increased total open position to 153


On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 30.89, the open interest changed by -1 which decreased total open position to 144


On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 2.1, which was -0.50 lower than the previous day. The implied volatity was 31.39, the open interest changed by 74 which increased total open position to 145


On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 2.6, which was 0.40 higher than the previous day. The implied volatity was 31.06, the open interest changed by 27 which increased total open position to 98


On 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 2.2, which was -0.10 lower than the previous day. The implied volatity was 31.61, the open interest changed by 6 which increased total open position to 72


On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 2.3, which was 0.00 lower than the previous day. The implied volatity was 31.41, the open interest changed by 26 which increased total open position to 65


On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 2.3, which was 0.20 higher than the previous day. The implied volatity was 31.41, the open interest changed by 25 which increased total open position to 65


On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 2.1, which was -0.80 lower than the previous day. The implied volatity was 31.47, the open interest changed by 8 which increased total open position to 40


On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 2.9, which was 0.40 higher than the previous day. The implied volatity was 32.51, the open interest changed by 22 which increased total open position to 27


On 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 2.5, which was -17.05 lower than the previous day. The implied volatity was 32.24, the open interest changed by 4 which increased total open position to 4


On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 19.55, which was 0.00 lower than the previous day. The implied volatity was 8.63, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 5.26, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 2.57, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 1.44, 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 19.55, which was 0.00 lower than the previous day. The implied volatity was 4.37, 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 19.55, which was 19.55 higher than the previous day. The implied volatity was 5.32, 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 2.29, the open interest changed by 0 which decreased total open position to 0


TATAPOWER 26DEC2024 465 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 401.10 39 0.00 0.00 0 0 0
19 Dec 412.60 39 0.00 0.00 0 0 0
18 Dec 415.00 39 0.00 0.00 0 0 0
17 Dec 420.90 39 0.00 0.00 0 -1 0
16 Dec 425.50 39 0.75 28.65 1 0 86
13 Dec 428.45 38.25 4.70 41.85 6 -3 87
12 Dec 433.55 33.55 4.95 38.79 1 0 91
11 Dec 434.80 28.6 -2.20 - 1 0 91
10 Dec 435.20 30.8 3.10 32.24 4 0 92
9 Dec 440.75 27.7 0.90 35.69 41 13 92
6 Dec 439.70 26.8 -5.05 27.07 58 13 79
5 Dec 430.85 31.85 -7.10 27.46 8 4 65
4 Dec 425.65 38.95 3.45 30.27 4 2 60
3 Dec 428.55 35.5 -12.00 25.05 6 4 59
2 Dec 416.50 47.5 0.00 0.00 0 0 0
29 Nov 414.15 47.5 0.00 0.00 0 45 0
28 Nov 414.50 47.5 1.85 25.28 53 44 54
27 Nov 417.65 45.65 6.30 28.19 18 4 4
26 Nov 410.30 39.35 0.00 - 0 0 0
25 Nov 412.35 39.35 0.00 - 0 0 0
22 Nov 413.75 39.35 0.00 - 0 0 0
21 Nov 408.05 39.35 0.00 - 0 0 0
20 Nov 408.10 39.35 0.00 - 0 0 0
19 Nov 408.10 39.35 0.00 - 0 0 0
18 Nov 404.70 39.35 0.00 - 0 0 0
14 Nov 404.65 39.35 0.00 - 0 0 0
13 Nov 399.35 39.35 0.00 - 0 0 0
12 Nov 414.15 39.35 0.00 - 0 0 0
11 Nov 431.50 39.35 0.00 - 0 0 0
8 Nov 432.75 39.35 0.00 - 0 0 0
7 Nov 444.90 39.35 0.00 - 0 0 0
6 Nov 449.30 39.35 0.00 - 0 0 0
5 Nov 434.10 39.35 0.00 - 0 0 0
4 Nov 429.05 39.35 39.35 - 0 0 0
1 Nov 445.45 0 - 0 0 0


For Tata Power Co Ltd - strike price 465 expiring on 26DEC2024

Delta for 465 PE is 0.00

Historical price for 465 PE is as follows

On 20 Dec TATAPOWER was trading at 401.10. The strike last trading price was 39, 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 39, 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 18 Dec TATAPOWER was trading at 415.00. The strike last trading price was 39, 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 17 Dec TATAPOWER was trading at 420.90. The strike last trading price was 39, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 16 Dec TATAPOWER was trading at 425.50. The strike last trading price was 39, which was 0.75 higher than the previous day. The implied volatity was 28.65, the open interest changed by 0 which decreased total open position to 86


On 13 Dec TATAPOWER was trading at 428.45. The strike last trading price was 38.25, which was 4.70 higher than the previous day. The implied volatity was 41.85, the open interest changed by -3 which decreased total open position to 87


On 12 Dec TATAPOWER was trading at 433.55. The strike last trading price was 33.55, which was 4.95 higher than the previous day. The implied volatity was 38.79, the open interest changed by 0 which decreased total open position to 91


On 11 Dec TATAPOWER was trading at 434.80. The strike last trading price was 28.6, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91


On 10 Dec TATAPOWER was trading at 435.20. The strike last trading price was 30.8, which was 3.10 higher than the previous day. The implied volatity was 32.24, the open interest changed by 0 which decreased total open position to 92


On 9 Dec TATAPOWER was trading at 440.75. The strike last trading price was 27.7, which was 0.90 higher than the previous day. The implied volatity was 35.69, the open interest changed by 13 which increased total open position to 92


On 6 Dec TATAPOWER was trading at 439.70. The strike last trading price was 26.8, which was -5.05 lower than the previous day. The implied volatity was 27.07, the open interest changed by 13 which increased total open position to 79


On 5 Dec TATAPOWER was trading at 430.85. The strike last trading price was 31.85, which was -7.10 lower than the previous day. The implied volatity was 27.46, the open interest changed by 4 which increased total open position to 65


On 4 Dec TATAPOWER was trading at 425.65. The strike last trading price was 38.95, which was 3.45 higher than the previous day. The implied volatity was 30.27, the open interest changed by 2 which increased total open position to 60


On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 35.5, which was -12.00 lower than the previous day. The implied volatity was 25.05, the open interest changed by 4 which increased total open position to 59


On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 47.5, 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 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 47.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 45 which increased total open position to 0


On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 47.5, which was 1.85 higher than the previous day. The implied volatity was 25.28, the open interest changed by 44 which increased total open position to 54


On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 45.65, which was 6.30 higher than the previous day. The implied volatity was 28.19, the open interest changed by 4 which increased total open position to 4


On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, 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 39.35, which was 39.35 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