TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 410 CE | ||||||||||||||||
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Delta: 0.16
Vega: 0.14
Theta: -0.21
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 1.05 | -0.25 | 22.20 | 3,532 | -32 | 2,444 | |||||||||
| 21 Sept | 396.30 | 1.15 | 0 | 18.29 | 1,792 | 59 | 2,484 | |||||||||
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| 18 Sept | 393.10 | 1.2 | -0.45 | 20.48 | 2,331 | 106 | 2,412 | |||||||||
| 14 Sept | 386.25 | 0.9 | -0.2 | 20.09 | 750 | 24 | 1,179 | |||||||||
| 17 Aug | 385.30 | 4.75 | -0.7 | 21.93 | 21 | 7 | 44 | |||||||||
For Tata Power Co Ltd - strike price 410 expiring on 30SEP2025
Delta for 410 CE is 0.16
Historical price for 410 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 22.20, the open interest changed by -32 which decreased total open position to 2444
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 1.15, which was 0 lower than the previous day. The implied volatity was 18.29, the open interest changed by 59 which increased total open position to 2484
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 20.48, the open interest changed by 106 which increased total open position to 2412
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 20.09, the open interest changed by 24 which increased total open position to 1179
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 4.75, which was -0.7 lower than the previous day. The implied volatity was 21.93, the open interest changed by 7 which increased total open position to 44
| TATAPOWER 30SEP2025 410 PE | |||||||
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Delta: -0.91
Vega: 0.09
Theta: 0.00
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 13.95 | 0.15 | 16.72 | 117 | -17 | 575 |
| 21 Sept | 396.30 | 13.7 | -3.35 | 19.85 | 283 | -128 | 592 |
| 18 Sept | 393.10 | 16.6 | 0.8 | 21.86 | 262 | -203 | 720 |
| 14 Sept | 386.25 | 23.05 | 1.05 | 20.50 | 17 | 1 | 500 |
| 17 Aug | 385.30 | 24.6 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 410 expiring on 30SEP2025
Delta for 410 PE is -0.91
Historical price for 410 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 13.95, which was 0.15 higher than the previous day. The implied volatity was 16.72, the open interest changed by -17 which decreased total open position to 575
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 13.7, which was -3.35 lower than the previous day. The implied volatity was 19.85, the open interest changed by -128 which decreased total open position to 592
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 16.6, which was 0.8 higher than the previous day. The implied volatity was 21.86, the open interest changed by -203 which decreased total open position to 720
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 23.05, which was 1.05 higher than the previous day. The implied volatity was 20.50, the open interest changed by 1 which increased total open position to 500
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 24.6, 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
