TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 340 CE | ||||||||||||||||
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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 | |||||||||
| 22 Sept | 395.30 | 57.7 | -0.05 | 0.00 | 0 | -5 | 0 | |||||||||
| 21 Sept | 396.30 | 57.7 | 1.85 | 43.00 | 21 | -5 | 37 | |||||||||
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| 18 Sept | 393.10 | 55.9 | 0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 386.25 | 47.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 385.30 | 76.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 CE is 0.00
Historical price for 340 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 57.7, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 57.7, which was 1.85 higher than the previous day. The implied volatity was 43.00, the open interest changed by -5 which decreased total open position to 37
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 55.9, which was 0.05 higher 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 Sept TATAPOWER was trading at 386.25. The strike last trading price was 47.6, which was 0 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 Aug TATAPOWER was trading at 385.30. The strike last trading price was 76.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 30SEP2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 0.02
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 0.1 | -0.15 | 45.75 | 14 | -4 | 338 |
| 21 Sept | 396.30 | 0.2 | -0.05 | 43.79 | 13 | -1 | 343 |
| 18 Sept | 393.10 | 0.25 | 0.1 | 41.71 | 29 | -15 | 343 |
| 14 Sept | 386.25 | 0.35 | 0 | 32.49 | 14 | -11 | 412 |
| 17 Aug | 385.30 | 1.1 | 0.3 | 26.02 | 20 | -4 | 77 |
For Tata Power Co Ltd - strike price 340 expiring on 30SEP2025
Delta for 340 PE is -0.01
Historical price for 340 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 45.75, the open interest changed by -4 which decreased total open position to 338
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 43.79, the open interest changed by -1 which decreased total open position to 343
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 41.71, the open interest changed by -15 which decreased total open position to 343
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 32.49, the open interest changed by -11 which decreased total open position to 412
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 1.1, which was 0.3 higher than the previous day. The implied volatity was 26.02, the open interest changed by -4 which decreased total open position to 77
