TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 415 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.10
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 0.65 | -0.05 | 23.81 | 1,066 | -92 | 801 | |||||||||
| 21 Sept | 396.30 | 0.6 | -0.15 | 18.84 | 926 | 127 | 893 | |||||||||
| 18 Sept | 393.10 | 0.75 | -0.3 | 21.53 | 849 | 86 | 761 | |||||||||
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| 14 Sept | 386.25 | 0.7 | 0 | 21.73 | 19 | -11 | 286 | |||||||||
| 17 Aug | 385.30 | 17.5 | 0 | 5.29 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 415 expiring on 30SEP2025
Delta for 415 CE is 0.10
Historical price for 415 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 23.81, the open interest changed by -92 which decreased total open position to 801
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 18.84, the open interest changed by 127 which increased total open position to 893
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 21.53, the open interest changed by 86 which increased total open position to 761
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 21.73, the open interest changed by -11 which decreased total open position to 286
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 17.5, which was 0 lower than the previous day. The implied volatity was 5.29, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 30SEP2025 415 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.92
Vega: 0.09
Theta: -0.01
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 19 | 1.25 | 21.80 | 55 | -15 | 44 |
| 21 Sept | 396.30 | 17.7 | -3.7 | 17.50 | 66 | 14 | 60 |
| 18 Sept | 393.10 | 21.4 | 1.05 | 25.07 | 22 | -2 | 45 |
| 14 Sept | 386.25 | 27.1 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 385.30 | 30.5 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 415 expiring on 30SEP2025
Delta for 415 PE is -0.92
Historical price for 415 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 19, which was 1.25 higher than the previous day. The implied volatity was 21.80, the open interest changed by -15 which decreased total open position to 44
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 17.7, which was -3.7 lower than the previous day. The implied volatity was 17.50, the open interest changed by 14 which increased total open position to 60
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 21.4, which was 1.05 higher than the previous day. The implied volatity was 25.07, the open interest changed by -2 which decreased total open position to 45
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 27.1, 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
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 30.5, 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
