TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 405 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.19
Theta: -0.29
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 2 | -0.35 | 22.01 | 3,578 | 231 | 1,232 | |||||||||
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| 21 Sept | 396.30 | 2.1 | 0.1 | 17.70 | 2,129 | -86 | 1,006 | |||||||||
| 18 Sept | 393.10 | 2.05 | -0.65 | 19.99 | 1,993 | 147 | 1,095 | |||||||||
| 14 Sept | 386.25 | 1.45 | -0.25 | 19.65 | 529 | 50 | 631 | |||||||||
| 17 Aug | 385.30 | 7.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 405 expiring on 30SEP2025
Delta for 405 CE is 0.26
Historical price for 405 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 22.01, the open interest changed by 231 which increased total open position to 1232
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 2.1, which was 0.1 higher than the previous day. The implied volatity was 17.70, the open interest changed by -86 which decreased total open position to 1006
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 2.05, which was -0.65 lower than the previous day. The implied volatity was 19.99, the open interest changed by 147 which increased total open position to 1095
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 19.65, the open interest changed by 50 which increased total open position to 631
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 30SEP2025 405 PE | |||||||
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Delta: -0.78
Vega: 0.17
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 9.95 | 0.2 | 18.66 | 293 | 91 | 333 |
| 21 Sept | 396.30 | 9.65 | -3.35 | 18.84 | 144 | 4 | 243 |
| 18 Sept | 393.10 | 13.1 | 1.1 | 23.75 | 111 | 0 | 237 |
| 14 Sept | 386.25 | 18.6 | 1.3 | 19.85 | 10 | -2 | 33 |
| 17 Aug | 385.30 | 24.75 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 405 expiring on 30SEP2025
Delta for 405 PE is -0.78
Historical price for 405 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 9.95, which was 0.2 higher than the previous day. The implied volatity was 18.66, the open interest changed by 91 which increased total open position to 333
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 9.65, which was -3.35 lower than the previous day. The implied volatity was 18.84, the open interest changed by 4 which increased total open position to 243
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 13.1, which was 1.1 higher than the previous day. The implied volatity was 23.75, the open interest changed by 0 which decreased total open position to 237
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 18.6, which was 1.3 higher than the previous day. The implied volatity was 19.85, the open interest changed by -2 which decreased total open position to 33
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 24.75, 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
