TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 420 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.08
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 395.30 | 0.5 | 0 | 26.53 | 1,102 | -22 | 1,232 | |||||||||
| 21 Sept | 396.30 | 0.5 | 0.05 | 21.65 | 530 | -41 | 1,258 | |||||||||
| 18 Sept | 393.10 | 0.5 | -0.15 | 22.85 | 941 | -9 | 1,301 | |||||||||
| 14 Sept | 386.25 | 0.45 | -0.05 | 22.29 | 309 | 37 | 951 | |||||||||
| 17 Aug | 385.30 | 3 | -0.5 | 22.50 | 19 | 14 | 15 | |||||||||
For Tata Power Co Ltd - strike price 420 expiring on 30SEP2025
Delta for 420 CE is 0.07
Historical price for 420 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 26.53, the open interest changed by -22 which decreased total open position to 1232
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 21.65, the open interest changed by -41 which decreased total open position to 1258
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 22.85, the open interest changed by -9 which decreased total open position to 1301
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 22.29, the open interest changed by 37 which increased total open position to 951
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 3, which was -0.5 lower than the previous day. The implied volatity was 22.50, the open interest changed by 14 which increased total open position to 15
| TATAPOWER 30SEP2025 420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 23.5 | 0.55 | - | 114 | -35 | 646 |
| 21 Sept | 396.30 | 23 | -3.05 | 24.06 | 482 | -204 | 682 |
| 18 Sept | 393.10 | 26.05 | 1.05 | 26.64 | 38 | -1 | 884 |
| 14 Sept | 386.25 | 32.55 | 1.85 | 22.95 | 12 | 0 | 872 |
| 17 Aug | 385.30 | 34.6 | 1.7 | 25.78 | 7 | 7 | 20 |
For Tata Power Co Ltd - strike price 420 expiring on 30SEP2025
Delta for 420 PE is -
Historical price for 420 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 23.5, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by -35 which decreased total open position to 646
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 23, which was -3.05 lower than the previous day. The implied volatity was 24.06, the open interest changed by -204 which decreased total open position to 682
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 26.05, which was 1.05 higher than the previous day. The implied volatity was 26.64, the open interest changed by -1 which decreased total open position to 884
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 32.55, which was 1.85 higher than the previous day. The implied volatity was 22.95, the open interest changed by 0 which decreased total open position to 872
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 34.6, which was 1.7 higher than the previous day. The implied volatity was 25.78, the open interest changed by 7 which increased total open position to 20
