TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 355 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 | 43.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 21 Sept | 396.30 | 43.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 393.10 | 43.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 386.25 | 33.15 | -1.45 | 25.20 | 5 | 1 | 53 | |||||||||
| 17 Aug | 385.30 | 37 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 355 expiring on 30SEP2025
Delta for 355 CE is 0.00
Historical price for 355 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 43.1, 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 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 43.1, 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 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 43.1, 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 33.15, which was -1.45 lower than the previous day. The implied volatity was 25.20, the open interest changed by 1 which increased total open position to 53
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 37, 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 355 PE | |||||||
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Delta: -0.03
Vega: 0.04
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 0.3 | 0 | 40.78 | 8 | -3 | 105 |
| 21 Sept | 396.30 | 0.3 | 0 | 35.60 | 4 | 0 | 110 |
| 18 Sept | 393.10 | 0.3 | 0 | 32.29 | 17 | 0 | 106 |
| 14 Sept | 386.25 | 0.65 | 0.05 | 26.66 | 31 | -15 | 101 |
| 17 Aug | 385.30 | 5.95 | 0 | 7.40 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 355 expiring on 30SEP2025
Delta for 355 PE is -0.03
Historical price for 355 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 40.78, the open interest changed by -3 which decreased total open position to 105
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 35.60, the open interest changed by 0 which decreased total open position to 110
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 32.29, the open interest changed by 0 which decreased total open position to 106
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 26.66, the open interest changed by -15 which decreased total open position to 101
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 5.95, which was 0 lower than the previous day. The implied volatity was 7.40, the open interest changed by 0 which decreased total open position to 0
