TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
17 Aug 2025 12:55 AM IST
| TATAPOWER 30SEP2025 385 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.57
Vega: 0.54
Theta: -0.17
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 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 0.57
Historical price for 385 CE is as follows
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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.00
Vega: 0.01
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.00
Historical price for 385 PE is as follows
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
