TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.90
Vega: 0.10
Theta: -0.33
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 27.45 | -0.7 | 37.50 | 18 | -2 | 256 | |||||||||
| 21 Sept | 396.30 | 28.15 | 3.4 | 27.69 | 77 | 6 | 258 | |||||||||
| 18 Sept | 393.10 | 24.75 | -1.25 | 15.35 | 171 | -135 | 252 | |||||||||
| 14 Sept | 386.25 | 19.25 | -1.75 | 21.43 | 102 | 3 | 450 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 385.30 | 23.3 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 370 expiring on 30SEP2025
Delta for 370 CE is 0.90
Historical price for 370 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 27.45, which was -0.7 lower than the previous day. The implied volatity was 37.50, the open interest changed by -2 which decreased total open position to 256
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 28.15, which was 3.4 higher than the previous day. The implied volatity was 27.69, the open interest changed by 6 which increased total open position to 258
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 24.75, which was -1.25 lower than the previous day. The implied volatity was 15.35, the open interest changed by -135 which decreased total open position to 252
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 19.25, which was -1.75 lower than the previous day. The implied volatity was 21.43, the open interest changed by 3 which increased total open position to 450
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 23.3, 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
| TATAPOWER 30SEP2025 370 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 0.06
Theta: -0.11
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 0.4 | -0.05 | 29.40 | 112 | -33 | 778 |
| 21 Sept | 396.30 | 0.4 | -0.2 | 25.98 | 180 | -22 | 811 |
| 18 Sept | 393.10 | 0.6 | -0.1 | 25.09 | 269 | -26 | 838 |
| 14 Sept | 386.25 | 1.6 | 0.05 | 21.77 | 446 | 49 | 1,049 |
| 17 Aug | 385.30 | 5.3 | 0.55 | 23.49 | 50 | 14 | 64 |
For Tata Power Co Ltd - strike price 370 expiring on 30SEP2025
Delta for 370 PE is -0.05
Historical price for 370 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 29.40, the open interest changed by -33 which decreased total open position to 778
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 25.98, the open interest changed by -22 which decreased total open position to 811
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.6, which was -0.1 lower than the previous day. The implied volatity was 25.09, the open interest changed by -26 which decreased total open position to 838
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 1.6, which was 0.05 higher than the previous day. The implied volatity was 21.77, the open interest changed by 49 which increased total open position to 1049
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 5.3, which was 0.55 higher than the previous day. The implied volatity was 23.49, the open interest changed by 14 which increased total open position to 64
