TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 390 CE | ||||||||||||||||
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Delta: 0.70
Vega: 0.20
Theta: -0.36
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 395.30 | 8.95 | -0.8 | 22.11 | 1,814 | -154 | 1,572 | |||||||||
| 21 Sept | 396.30 | 9.55 | 1.6 | 17.52 | 1,789 | -253 | 1,728 | |||||||||
| 18 Sept | 393.10 | 8.1 | -1.35 | 19.00 | 2,066 | 310 | 1,979 | |||||||||
| 14 Sept | 386.25 | 5.35 | -1.05 | 18.61 | 3,183 | 154 | 2,314 | |||||||||
| 17 Aug | 385.30 | 11.15 | -1.8 | 20.89 | 47 | 16 | 107 | |||||||||
For Tata Power Co Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 CE is 0.70
Historical price for 390 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 8.95, which was -0.8 lower than the previous day. The implied volatity was 22.11, the open interest changed by -154 which decreased total open position to 1572
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 9.55, which was 1.6 higher than the previous day. The implied volatity was 17.52, the open interest changed by -253 which decreased total open position to 1728
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 8.1, which was -1.35 lower than the previous day. The implied volatity was 19.00, the open interest changed by 310 which increased total open position to 1979
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 5.35, which was -1.05 lower than the previous day. The implied volatity was 18.61, the open interest changed by 154 which increased total open position to 2314
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 11.15, which was -1.8 lower than the previous day. The implied volatity was 20.89, the open interest changed by 16 which increased total open position to 107
| TATAPOWER 30SEP2025 390 PE | |||||||
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Delta: -0.28
Vega: 0.20
Theta: -0.22
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 2.1 | -0.15 | 19.90 | 2,112 | 24 | 2,180 |
| 21 Sept | 396.30 | 2.1 | -1.7 | 18.51 | 3,085 | 65 | 2,163 |
| 18 Sept | 393.10 | 3.65 | -0.05 | 20.24 | 2,975 | 124 | 2,088 |
| 14 Sept | 386.25 | 7.8 | 0.65 | 19.41 | 896 | 1 | 1,360 |
| 17 Aug | 385.30 | 13.45 | 0.7 | 23.96 | 2 | 2 | 11 |
For Tata Power Co Ltd - strike price 390 expiring on 30SEP2025
Delta for 390 PE is -0.28
Historical price for 390 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 2.1, which was -0.15 lower than the previous day. The implied volatity was 19.90, the open interest changed by 24 which increased total open position to 2180
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 2.1, which was -1.7 lower than the previous day. The implied volatity was 18.51, the open interest changed by 65 which increased total open position to 2163
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 3.65, which was -0.05 lower than the previous day. The implied volatity was 20.24, the open interest changed by 124 which increased total open position to 2088
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 7.8, which was 0.65 higher than the previous day. The implied volatity was 19.41, the open interest changed by 1 which increased total open position to 1360
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 13.45, which was 0.7 higher than the previous day. The implied volatity was 23.96, the open interest changed by 2 which increased total open position to 11
