TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 350 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.11
Theta: -0.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 48.4 | 0.5 | 69.36 | 9 | -4 | 86 | |||||||||
| 21 Sept | 396.30 | 47.9 | -1.4 | 40.29 | 13 | -2 | 91 | |||||||||
| 18 Sept | 393.10 | 49.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 386.25 | 38.05 | 2 | 27.48 | 5 | -2 | 88 | |||||||||
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| 17 Aug | 385.30 | 41 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 350 expiring on 30SEP2025
Delta for 350 CE is 0.90
Historical price for 350 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 48.4, which was 0.5 higher than the previous day. The implied volatity was 69.36, the open interest changed by -4 which decreased total open position to 86
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 47.9, which was -1.4 lower than the previous day. The implied volatity was 40.29, the open interest changed by -2 which decreased total open position to 91
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 49.3, 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 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 38.05, which was 2 higher than the previous day. The implied volatity was 27.48, the open interest changed by -2 which decreased total open position to 88
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 41, 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
| TATAPOWER 30SEP2025 350 PE | |||||||
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Delta: -0.02
Vega: 0.03
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 0.2 | 0 | 42.18 | 23 | -9 | 304 |
| 21 Sept | 396.30 | 0.2 | -0.1 | 36.75 | 12 | -6 | 316 |
| 18 Sept | 393.10 | 0.3 | 0.05 | 35.84 | 2 | 1 | 318 |
| 14 Sept | 386.25 | 0.45 | 0 | 27.75 | 118 | -9 | 359 |
| 17 Aug | 385.30 | 1.7 | 0.15 | 24.26 | 7 | 2 | 89 |
For Tata Power Co Ltd - strike price 350 expiring on 30SEP2025
Delta for 350 PE is -0.02
Historical price for 350 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 42.18, the open interest changed by -9 which decreased total open position to 304
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 36.75, the open interest changed by -6 which decreased total open position to 316
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 35.84, the open interest changed by 1 which increased total open position to 318
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 27.75, the open interest changed by -9 which decreased total open position to 359
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 24.26, the open interest changed by 2 which increased total open position to 89
