TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 360 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 | 38.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 396.30 | 38.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 393.10 | 38.85 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 386.25 | 28.4 | -1.8 | 23.97 | 9 | 1 | 71 | |||||||||
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| 17 Aug | 385.30 | 30.25 | -31.35 | 18.13 | 4 | 4 | 0 | |||||||||
For Tata Power Co Ltd - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 0.00
Historical price for 360 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 38.85, 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 38.85, 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 38.85, 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 28.4, which was -1.8 lower than the previous day. The implied volatity was 23.97, the open interest changed by 1 which increased total open position to 71
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 30.25, which was -31.35 lower than the previous day. The implied volatity was 18.13, the open interest changed by 4 which increased total open position to 0
| TATAPOWER 30SEP2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.05
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 | 36.44 | 67 | -32 | 721 |
| 21 Sept | 396.30 | 0.3 | -0.1 | 31.91 | 81 | -10 | 752 |
| 18 Sept | 393.10 | 0.4 | 0.05 | 30.35 | 50 | -11 | 762 |
| 14 Sept | 386.25 | 0.85 | 0.1 | 24.91 | 96 | 0 | 1,266 |
| 17 Aug | 385.30 | 10.2 | 0 | 6.37 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 360 expiring on 30SEP2025
Delta for 360 PE is -0.03
Historical price for 360 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 36.44, the open interest changed by -32 which decreased total open position to 721
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 31.91, the open interest changed by -10 which decreased total open position to 752
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 30.35, the open interest changed by -11 which decreased total open position to 762
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 0.85, which was 0.1 higher than the previous day. The implied volatity was 24.91, the open interest changed by 0 which decreased total open position to 1266
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 10.2, which was 0 lower than the previous day. The implied volatity was 6.37, the open interest changed by 0 which decreased total open position to 0
