TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
03 Dec 2024 04:11 PM IST
| TATAPOWER 26DEC2024 490 CE | ||||||||||
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Delta: 0.04
Vega: 0.09
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 428.55 | 0.5 | 0.05 | 28.86 | 654 | 64 | 548 | |||
| 2 Dec | 416.50 | 0.45 | -0.10 | 32.55 | 243 | 134 | 482 | |||
| 29 Nov | 414.15 | 0.55 | -0.15 | 32.50 | 494 | 116 | 353 | |||
| 28 Nov | 414.50 | 0.7 | -0.20 | 33.17 | 368 | 92 | 237 | |||
| 27 Nov | 417.65 | 0.9 | 0.00 | 33.22 | 137 | 82 | 146 | |||
| 26 Nov | 410.30 | 0.9 | 0.00 | 35.15 | 107 | 41 | 63 | |||
| 25 Nov | 412.35 | 0.9 | -0.10 | 34.33 | 110 | 15 | 23 | |||
| 22 Nov | 413.75 | 1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 408.05 | 1 | -0.35 | 34.21 | 1 | 0 | 8 | |||
| 20 Nov | 408.10 | 1.35 | 0.00 | 35.73 | 4 | -1 | 8 | |||
| 19 Nov | 408.10 | 1.35 | 0.10 | 35.73 | 4 | -1 | 8 | |||
| 18 Nov | 404.70 | 1.25 | -0.50 | 35.77 | 7 | 2 | 7 | |||
| 14 Nov | 404.65 | 1.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 399.35 | 1.75 | -0.05 | 37.19 | 1 | 0 | 5 | |||
| 12 Nov | 414.15 | 1.8 | -4.45 | 32.44 | 6 | 1 | 5 | |||
| 11 Nov | 431.50 | 6.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 432.75 | 6.25 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 444.90 | 6.25 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 6 Nov | 449.30 | 6.25 | 1.35 | 26.32 | 3 | 2 | 3 | |||
| 5 Nov | 434.10 | 4.9 | -31.30 | 30.53 | 1 | 0 | 0 | |||
| 4 Nov | 429.05 | 36.2 | 0.00 | 8.93 | 0 | 0 | 0 | |||
| 1 Nov | 445.45 | 36.2 | 0.00 | 6.20 | 0 | 0 | 0 | |||
| 18 Oct | 453.55 | 36.2 | 36.20 | - | 0 | 0 | 0 | |||
| 16 Oct | 460.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 463.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 462.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 465.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 460.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 456.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 441.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 466.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 471.80 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 481.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 30 Sept | 482.60 | 0 | - | 0 | 0 | 0 | ||||
For Tata Power Co Ltd - strike price 490 expiring on 26DEC2024
Delta for 490 CE is 0.04
Historical price for 490 CE is as follows
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 28.86, the open interest changed by 64 which increased total open position to 548
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 32.55, the open interest changed by 134 which increased total open position to 482
On 29 Nov TATAPOWER was trading at 414.15. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 32.50, the open interest changed by 116 which increased total open position to 353
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 33.17, the open interest changed by 92 which increased total open position to 237
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 33.22, the open interest changed by 82 which increased total open position to 146
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 35.15, the open interest changed by 41 which increased total open position to 63
On 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 34.33, the open interest changed by 15 which increased total open position to 23
On 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 1, 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 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 1, which was -0.35 lower than the previous day. The implied volatity was 34.21, the open interest changed by 0 which decreased total open position to 8
On 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 35.73, the open interest changed by -1 which decreased total open position to 8
On 19 Nov TATAPOWER was trading at 408.10. The strike last trading price was 1.35, which was 0.10 higher than the previous day. The implied volatity was 35.73, the open interest changed by -1 which decreased total open position to 8
On 18 Nov TATAPOWER was trading at 404.70. The strike last trading price was 1.25, which was -0.50 lower than the previous day. The implied volatity was 35.77, the open interest changed by 2 which increased total open position to 7
On 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 1.75, 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 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 37.19, the open interest changed by 0 which decreased total open position to 5
On 12 Nov TATAPOWER was trading at 414.15. The strike last trading price was 1.8, which was -4.45 lower than the previous day. The implied volatity was 32.44, the open interest changed by 1 which increased total open position to 5
On 11 Nov TATAPOWER was trading at 431.50. The strike last trading price was 6.25, 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 8 Nov TATAPOWER was trading at 432.75. The strike last trading price was 6.25, 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 7 Nov TATAPOWER was trading at 444.90. The strike last trading price was 6.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 6 Nov TATAPOWER was trading at 449.30. The strike last trading price was 6.25, which was 1.35 higher than the previous day. The implied volatity was 26.32, the open interest changed by 2 which increased total open position to 3
On 5 Nov TATAPOWER was trading at 434.10. The strike last trading price was 4.9, which was -31.30 lower than the previous day. The implied volatity was 30.53, 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 36.2, which was 0.00 lower than the previous day. The implied volatity was 8.93, 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 36.2, which was 0.00 lower than the previous day. The implied volatity was 6.20, the open interest changed by 0 which decreased total open position to 0
On 18 Oct TATAPOWER was trading at 453.55. The strike last trading price was 36.2, which was 36.20 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TATAPOWER 26DEC2024 490 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.89
Vega: 0.21
Theta: -0.06
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 428.55 | 61.1 | -9.15 | 40.56 | 8 | 7 | 20 |
| 2 Dec | 416.50 | 70.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 414.15 | 70.25 | 0.00 | 0.00 | 0 | 10 | 0 |
| 28 Nov | 414.50 | 70.25 | -2.75 | - | 10 | 8 | 11 |
| 27 Nov | 417.65 | 73 | -11.70 | 49.16 | 2 | 1 | 2 |
| 26 Nov | 410.30 | 84.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 412.35 | 84.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 22 Nov | 413.75 | 84.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 408.05 | 84.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 408.10 | 84.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 408.10 | 84.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 404.70 | 84.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 404.65 | 84.7 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 399.35 | 84.7 | 43.35 | 36.89 | 1 | 0 | 0 |
| 12 Nov | 414.15 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 431.50 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 432.75 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 444.90 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 449.30 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 434.10 | 41.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 429.05 | 41.35 | 41.35 | - | 0 | 0 | 0 |
| 1 Nov | 445.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 453.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 460.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 463.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 462.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 465.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 460.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 456.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 441.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 466.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 471.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 481.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 482.60 | 0 | - | 0 | 0 | 0 | |
For Tata Power Co Ltd - strike price 490 expiring on 26DEC2024
Delta for 490 PE is -0.89
Historical price for 490 PE is as follows
On 3 Dec TATAPOWER was trading at 428.55. The strike last trading price was 61.1, which was -9.15 lower than the previous day. The implied volatity was 40.56, the open interest changed by 7 which increased total open position to 20
On 2 Dec TATAPOWER was trading at 416.50. The strike last trading price was 70.25, 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 70.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 10 which increased total open position to 0
On 28 Nov TATAPOWER was trading at 414.50. The strike last trading price was 70.25, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 11
On 27 Nov TATAPOWER was trading at 417.65. The strike last trading price was 73, which was -11.70 lower than the previous day. The implied volatity was 49.16, the open interest changed by 1 which increased total open position to 2
On 26 Nov TATAPOWER was trading at 410.30. The strike last trading price was 84.7, 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 25 Nov TATAPOWER was trading at 412.35. The strike last trading price was 84.7, 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 22 Nov TATAPOWER was trading at 413.75. The strike last trading price was 84.7, 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 21 Nov TATAPOWER was trading at 408.05. The strike last trading price was 84.7, 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 20 Nov TATAPOWER was trading at 408.10. The strike last trading price was 84.7, 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 Nov TATAPOWER was trading at 408.10. The strike last trading price was 84.7, 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 Nov TATAPOWER was trading at 404.70. The strike last trading price was 84.7, 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 14 Nov TATAPOWER was trading at 404.65. The strike last trading price was 84.7, 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 13 Nov TATAPOWER was trading at 399.35. The strike last trading price was 84.7, which was 43.35 higher than the previous day. The implied volatity was 36.89, 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 41.35, 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 41.35, 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 41.35, 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 41.35, 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 41.35, 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 41.35, 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 41.35, which was 41.35 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 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 Oct TATAPOWER was trading at 453.55. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
