TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 400 CE | ||||||||||||||||
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Delta: 0.40
Vega: 0.23
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 | 3.65 | -0.4 | 22.35 | 10,262 | 186 | 4,658 | |||||||||
| 21 Sept | 396.30 | 3.8 | 0.4 | 17.66 | 8,221 | -1,534 | 4,502 | |||||||||
| 18 Sept | 393.10 | 3.4 | -0.95 | 19.60 | 6,657 | 890 | 6,020 | |||||||||
| 14 Sept | 386.25 | 2.2 | -0.55 | 18.88 | 2,390 | -9 | 3,447 | |||||||||
| 17 Aug | 385.30 | 7.2 | -1.4 | 21.06 | 75 | 18 | 165 | |||||||||
For Tata Power Co Ltd - strike price 400 expiring on 30SEP2025
Delta for 400 CE is 0.40
Historical price for 400 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 3.65, which was -0.4 lower than the previous day. The implied volatity was 22.35, the open interest changed by 186 which increased total open position to 4658
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 3.8, which was 0.4 higher than the previous day. The implied volatity was 17.66, the open interest changed by -1534 which decreased total open position to 4502
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 3.4, which was -0.95 lower than the previous day. The implied volatity was 19.60, the open interest changed by 890 which increased total open position to 6020
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 2.2, which was -0.55 lower than the previous day. The implied volatity was 18.88, the open interest changed by -9 which decreased total open position to 3447
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 7.2, which was -1.4 lower than the previous day. The implied volatity was 21.06, the open interest changed by 18 which increased total open position to 165
| TATAPOWER 30SEP2025 400 PE | |||||||
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Delta: -0.62
Vega: 0.22
Theta: -0.20
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 6.55 | 0.1 | 19.35 | 2,784 | -305 | 1,837 |
| 21 Sept | 396.30 | 6.35 | -2.95 | 18.59 | 1,288 | -98 | 2,142 |
| 18 Sept | 393.10 | 9.05 | 0.5 | 21.32 | 757 | 50 | 2,240 |
| 14 Sept | 386.25 | 14.45 | 1 | 19.33 | 75 | 14 | 1,518 |
| 17 Aug | 385.30 | 19.85 | 2.15 | 24.97 | 7 | 3 | 25 |
For Tata Power Co Ltd - strike price 400 expiring on 30SEP2025
Delta for 400 PE is -0.62
Historical price for 400 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 6.55, which was 0.1 higher than the previous day. The implied volatity was 19.35, the open interest changed by -305 which decreased total open position to 1837
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 6.35, which was -2.95 lower than the previous day. The implied volatity was 18.59, the open interest changed by -98 which decreased total open position to 2142
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 9.05, which was 0.5 higher than the previous day. The implied volatity was 21.32, the open interest changed by 50 which increased total open position to 2240
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 14.45, which was 1 higher than the previous day. The implied volatity was 19.33, the open interest changed by 14 which increased total open position to 1518
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 19.85, which was 2.15 higher than the previous day. The implied volatity was 24.97, the open interest changed by 3 which increased total open position to 25
