TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 375 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.10
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 22.2 | -0.1 | 29.67 | 194 | -151 | 432 | |||||||||
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| 21 Sept | 396.30 | 22.3 | 2.4 | - | 62 | -2 | 583 | |||||||||
| 18 Sept | 393.10 | 19.95 | -1.7 | 16.79 | 75 | -39 | 605 | |||||||||
| 14 Sept | 386.25 | 14.95 | -1.4 | 20.07 | 89 | -3 | 657 | |||||||||
| 17 Aug | 385.30 | 20.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 375 expiring on 30SEP2025
Delta for 375 CE is 0.90
Historical price for 375 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 22.2, which was -0.1 lower than the previous day. The implied volatity was 29.67, the open interest changed by -151 which decreased total open position to 432
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 22.3, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 583
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 19.95, which was -1.7 lower than the previous day. The implied volatity was 16.79, the open interest changed by -39 which decreased total open position to 605
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 14.95, which was -1.4 lower than the previous day. The implied volatity was 20.07, the open interest changed by -3 which decreased total open position to 657
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 20.5, 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 375 PE | |||||||
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Delta: -0.08
Vega: 0.08
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 0.55 | 0 | 26.69 | 215 | -54 | 979 |
| 21 Sept | 396.30 | 0.5 | -0.4 | 23.22 | 254 | -34 | 1,034 |
| 18 Sept | 393.10 | 0.85 | -0.1 | 23.10 | 879 | 72 | 1,068 |
| 14 Sept | 386.25 | 2.4 | 0.15 | 20.84 | 655 | 10 | 1,027 |
| 17 Aug | 385.30 | 6.8 | 0.2 | 23.37 | 5 | 5 | 1 |
For Tata Power Co Ltd - strike price 375 expiring on 30SEP2025
Delta for 375 PE is -0.08
Historical price for 375 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 26.69, the open interest changed by -54 which decreased total open position to 979
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was 23.22, the open interest changed by -34 which decreased total open position to 1034
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 23.10, the open interest changed by 72 which increased total open position to 1068
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 20.84, the open interest changed by 10 which increased total open position to 1027
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 6.8, which was 0.2 higher than the previous day. The implied volatity was 23.37, the open interest changed by 5 which increased total open position to 1
