TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 425 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.06
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 0.35 | 0 | 28.39 | 41 | -1 | 143 | |||||||||
| 21 Sept | 396.30 | 0.35 | 0.05 | 23.31 | 34 | -1 | 143 | |||||||||
| 18 Sept | 393.10 | 0.3 | -0.2 | 23.57 | 107 | -75 | 145 | |||||||||
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| 14 Sept | 386.25 | 0.3 | 0 | 23.03 | 1 | 0 | 63 | |||||||||
| 17 Aug | 385.30 | 2.45 | -0.45 | 23.03 | 3 | 2 | 4 | |||||||||
For Tata Power Co Ltd - strike price 425 expiring on 30SEP2025
Delta for 425 CE is 0.05
Historical price for 425 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 28.39, the open interest changed by -1 which decreased total open position to 143
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 23.31, the open interest changed by -1 which decreased total open position to 143
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 23.57, the open interest changed by -75 which decreased total open position to 145
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 23.03, the open interest changed by 0 which decreased total open position to 63
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 2.45, which was -0.45 lower than the previous day. The implied volatity was 23.03, the open interest changed by 2 which increased total open position to 4
| TATAPOWER 30SEP2025 425 PE | |||||||
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Delta: -0.97
Vega: 0.03
Theta: 0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 28.65 | -2.2 | 23.80 | 11 | -2 | 20 |
| 21 Sept | 396.30 | 30.85 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 393.10 | 30.85 | 3.45 | 28.65 | 2 | 0 | 22 |
| 14 Sept | 386.25 | 41.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 385.30 | 36.9 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 425 expiring on 30SEP2025
Delta for 425 PE is -0.97
Historical price for 425 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 28.65, which was -2.2 lower than the previous day. The implied volatity was 23.80, the open interest changed by -2 which decreased total open position to 20
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 30.85, 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 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 30.85, which was 3.45 higher than the previous day. The implied volatity was 28.65, the open interest changed by 0 which decreased total open position to 22
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 41.5, 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 36.9, 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
