TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 395 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.55
Vega: 0.23
Theta: -0.38
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 5.9 | -0.6 | 22.14 | 3,431 | -165 | 1,598 | |||||||||
| 21 Sept | 396.30 | 6.15 | 0.85 | 17.11 | 2,923 | -344 | 1,762 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 393.10 | 5.35 | -1.25 | 19.15 | 3,977 | 251 | 2,118 | |||||||||
| 14 Sept | 386.25 | 3.5 | -0.75 | 18.72 | 1,509 | 55 | 1,052 | |||||||||
| 17 Aug | 385.30 | 26.4 | 0 | 1.39 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 395 expiring on 30SEP2025
Delta for 395 CE is 0.55
Historical price for 395 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 5.9, which was -0.6 lower than the previous day. The implied volatity was 22.14, the open interest changed by -165 which decreased total open position to 1598
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 6.15, which was 0.85 higher than the previous day. The implied volatity was 17.11, the open interest changed by -344 which decreased total open position to 1762
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 5.35, which was -1.25 lower than the previous day. The implied volatity was 19.15, the open interest changed by 251 which increased total open position to 2118
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 3.5, which was -0.75 lower than the previous day. The implied volatity was 18.72, the open interest changed by 55 which increased total open position to 1052
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 26.4, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 30SEP2025 395 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0.23
Theta: -0.23
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 3.9 | 0 | 19.61 | 3,777 | -91 | 1,194 |
| 21 Sept | 396.30 | 3.8 | -2.4 | 18.38 | 2,430 | 273 | 1,280 |
| 18 Sept | 393.10 | 6.1 | 0.3 | 21.07 | 1,885 | -9 | 996 |
| 14 Sept | 386.25 | 10.85 | 0.9 | 19.33 | 175 | 20 | 318 |
| 17 Aug | 385.30 | 19.65 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 395 expiring on 30SEP2025
Delta for 395 PE is -0.45
Historical price for 395 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 3.9, which was 0 lower than the previous day. The implied volatity was 19.61, the open interest changed by -91 which decreased total open position to 1194
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 3.8, which was -2.4 lower than the previous day. The implied volatity was 18.38, the open interest changed by 273 which increased total open position to 1280
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 6.1, which was 0.3 higher than the previous day. The implied volatity was 21.07, the open interest changed by -9 which decreased total open position to 996
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 10.85, which was 0.9 higher than the previous day. The implied volatity was 19.33, the open interest changed by 20 which increased total open position to 318
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 19.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
