TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 28OCT2025 400 CE | ||||||||||||||||
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Delta: 0.51
Vega: 0.50
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 395.30 | 10.65 | -0.2 | 22.00 | 1,437 | 394 | 1,151 | |||||||||
| 21 Sept | 396.30 | 10.65 | 0.95 | 19.88 | 517 | 98 | 758 | |||||||||
| 18 Sept | 393.10 | 9.7 | -0.55 | 20.61 | 604 | 263 | 660 | |||||||||
| 14 Sept | 386.25 | 7.2 | -0.6 | 20.19 | 80 | 25 | 162 | |||||||||
For Tata Power Co Ltd - strike price 400 expiring on 28OCT2025
Delta for 400 CE is 0.51
Historical price for 400 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 10.65, which was -0.2 lower than the previous day. The implied volatity was 22.00, the open interest changed by 394 which increased total open position to 1151
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 10.65, which was 0.95 higher than the previous day. The implied volatity was 19.88, the open interest changed by 98 which increased total open position to 758
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 9.7, which was -0.55 lower than the previous day. The implied volatity was 20.61, the open interest changed by 263 which increased total open position to 660
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 7.2, which was -0.6 lower than the previous day. The implied volatity was 20.19, the open interest changed by 25 which increased total open position to 162
| TATAPOWER 28OCT2025 400 PE | |||||||
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Delta: -0.49
Vega: 0.50
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 11.2 | 0.3 | 22.05 | 464 | 263 | 583 |
| 21 Sept | 396.30 | 10.85 | -2.4 | 21.73 | 88 | 50 | 319 |
| 18 Sept | 393.10 | 13.15 | 1.05 | 23.13 | 133 | 82 | 268 |
| 14 Sept | 386.25 | 17.35 | 1.4 | 22.20 | 10 | 5 | 69 |
For Tata Power Co Ltd - strike price 400 expiring on 28OCT2025
Delta for 400 PE is -0.49
Historical price for 400 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 11.2, which was 0.3 higher than the previous day. The implied volatity was 22.05, the open interest changed by 263 which increased total open position to 583
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 10.85, which was -2.4 lower than the previous day. The implied volatity was 21.73, the open interest changed by 50 which increased total open position to 319
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 13.15, which was 1.05 higher than the previous day. The implied volatity was 23.13, the open interest changed by 82 which increased total open position to 268
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 17.35, which was 1.4 higher than the previous day. The implied volatity was 22.20, the open interest changed by 5 which increased total open position to 69
