TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 385 CE | ||||||||||||||||
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Delta: 0.80
Vega: 0.17
Theta: -0.33
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 395.30 | 13.05 | -0.8 | 24.35 | 105 | -10 | 940 | |||||||||
| 21 Sept | 396.30 | 13.65 | 2.2 | 18.30 | 146 | -28 | 950 | |||||||||
| 18 Sept | 393.10 | 11.6 | -1.3 | 19.08 | 181 | -6 | 979 | |||||||||
| 14 Sept | 386.25 | 8 | -1.1 | 19.11 | 1,124 | 60 | 1,091 | |||||||||
| 17 Aug | 385.30 | 13.4 | -1.6 | 20.40 | 15 | 7 | 13 | |||||||||
For Tata Power Co Ltd - strike price 385 expiring on 30SEP2025
Delta for 385 CE is 0.80
Historical price for 385 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 13.05, which was -0.8 lower than the previous day. The implied volatity was 24.35, the open interest changed by -10 which decreased total open position to 940
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 13.65, which was 2.2 higher than the previous day. The implied volatity was 18.30, the open interest changed by -28 which decreased total open position to 950
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 11.6, which was -1.3 lower than the previous day. The implied volatity was 19.08, the open interest changed by -6 which decreased total open position to 979
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 8, which was -1.1 lower than the previous day. The implied volatity was 19.11, the open interest changed by 60 which increased total open position to 1091
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 13.4, which was -1.6 lower than the previous day. The implied volatity was 20.40, the open interest changed by 7 which increased total open position to 13
| TATAPOWER 30SEP2025 385 PE | |||||||
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Delta: -0.18
Vega: 0.15
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 1.25 | -0.05 | 21.80 | 1,014 | 14 | 1,164 |
| 21 Sept | 396.30 | 1.2 | -1.05 | 19.56 | 1,662 | -131 | 1,149 |
| 18 Sept | 393.10 | 2.15 | -0.1 | 20.51 | 1,937 | -102 | 1,281 |
| 14 Sept | 386.25 | 5.35 | 0.4 | 19.53 | 3,063 | 464 | 1,388 |
| 17 Aug | 385.30 | 15.2 | 0 | 1.06 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 385 expiring on 30SEP2025
Delta for 385 PE is -0.18
Historical price for 385 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 21.80, the open interest changed by 14 which increased total open position to 1164
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 1.2, which was -1.05 lower than the previous day. The implied volatity was 19.56, the open interest changed by -131 which decreased total open position to 1149
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 2.15, which was -0.1 lower than the previous day. The implied volatity was 20.51, the open interest changed by -102 which decreased total open position to 1281
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 5.35, which was 0.4 higher than the previous day. The implied volatity was 19.53, the open interest changed by 464 which increased total open position to 1388
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 15.2, which was 0 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0
