TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 365 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 | 32.2 | 0 | 0.00 | 0 | -2 | 0 | |||||||||
| 21 Sept | 396.30 | 32.2 | 2.45 | - | 2 | -2 | 59 | |||||||||
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| 18 Sept | 393.10 | 29.75 | -1.25 | 19.06 | 8 | -4 | 60 | |||||||||
| 14 Sept | 386.25 | 23.7 | -0.15 | 22.39 | 12 | -1 | 69 | |||||||||
| 17 Aug | 385.30 | 44.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 365 expiring on 30SEP2025
Delta for 365 CE is 0.00
Historical price for 365 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 32.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 32.2, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 59
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 29.75, which was -1.25 lower than the previous day. The implied volatity was 19.06, the open interest changed by -4 which decreased total open position to 60
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 23.7, which was -0.15 lower than the previous day. The implied volatity was 22.39, the open interest changed by -1 which decreased total open position to 69
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 44.85, 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 365 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.05
Theta: -0.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 0.35 | 0 | 33.06 | 25 | -4 | 233 |
| 21 Sept | 396.30 | 0.35 | -0.15 | 29.06 | 13 | -3 | 238 |
| 18 Sept | 393.10 | 0.45 | 0 | 27.30 | 54 | -13 | 240 |
| 14 Sept | 386.25 | 1.05 | -0.1 | 22.68 | 114 | 30 | 426 |
| 17 Aug | 385.30 | 8.4 | 0 | 5.32 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 365 expiring on 30SEP2025
Delta for 365 PE is -0.04
Historical price for 365 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 33.06, the open interest changed by -4 which decreased total open position to 233
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 29.06, the open interest changed by -3 which decreased total open position to 238
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 27.30, the open interest changed by -13 which decreased total open position to 240
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 22.68, the open interest changed by 30 which increased total open position to 426
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 8.4, which was 0 lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0
