TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 380 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.12
Theta: -0.28
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 17.3 | -0.8 | 25.13 | 219 | -23 | 916 | |||||||||
| 21 Sept | 396.30 | 18 | 2.55 | 17.62 | 170 | -10 | 939 | |||||||||
| 18 Sept | 393.10 | 15.9 | -1.25 | 20.61 | 253 | -22 | 949 | |||||||||
| 14 Sept | 386.25 | 11.2 | -1.4 | 19.51 | 693 | -2 | 1,050 | |||||||||
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| 17 Aug | 385.30 | 15.8 | -2.55 | 19.50 | 20 | 1 | 22 | |||||||||
For Tata Power Co Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 CE is 0.88
Historical price for 380 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 17.3, which was -0.8 lower than the previous day. The implied volatity was 25.13, the open interest changed by -23 which decreased total open position to 916
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 18, which was 2.55 higher than the previous day. The implied volatity was 17.62, the open interest changed by -10 which decreased total open position to 939
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 15.9, which was -1.25 lower than the previous day. The implied volatity was 20.61, the open interest changed by -22 which decreased total open position to 949
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 11.2, which was -1.4 lower than the previous day. The implied volatity was 19.51, the open interest changed by -2 which decreased total open position to 1050
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 15.8, which was -2.55 lower than the previous day. The implied volatity was 19.50, the open interest changed by 1 which increased total open position to 22
| TATAPOWER 30SEP2025 380 PE | |||||||
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Delta: -0.11
Vega: 0.11
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 0.7 | -0.1 | 23.21 | 634 | -31 | 1,490 |
| 21 Sept | 396.30 | 0.7 | -0.7 | 20.86 | 968 | 53 | 1,534 |
| 18 Sept | 393.10 | 1.3 | -0.15 | 21.48 | 1,146 | -50 | 1,468 |
| 14 Sept | 386.25 | 3.55 | 0.2 | 19.90 | 2,600 | -93 | 1,493 |
| 17 Aug | 385.30 | 8.45 | 0.7 | 23.00 | 11 | 6 | 98 |
For Tata Power Co Ltd - strike price 380 expiring on 30SEP2025
Delta for 380 PE is -0.11
Historical price for 380 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 23.21, the open interest changed by -31 which decreased total open position to 1490
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.7, which was -0.7 lower than the previous day. The implied volatity was 20.86, the open interest changed by 53 which increased total open position to 1534
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 21.48, the open interest changed by -50 which decreased total open position to 1468
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 3.55, which was 0.2 higher than the previous day. The implied volatity was 19.90, the open interest changed by -93 which decreased total open position to 1493
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 8.45, which was 0.7 higher than the previous day. The implied volatity was 23.00, the open interest changed by 6 which increased total open position to 98
