TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 430 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.04
Theta: -0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 0.2 | -0.05 | 29.04 | 128 | -11 | 513 | |||||||||
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| 21 Sept | 396.30 | 0.2 | -0.05 | 23.94 | 83 | 9 | 524 | |||||||||
| 18 Sept | 393.10 | 0.2 | -0.15 | 24.71 | 119 | 7 | 515 | |||||||||
| 14 Sept | 386.25 | 0.25 | 0 | 24.55 | 12 | 2 | 487 | |||||||||
| 17 Aug | 385.30 | 23.55 | 0 | 7.92 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 430 expiring on 30SEP2025
Delta for 430 CE is 0.03
Historical price for 430 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 29.04, the open interest changed by -11 which decreased total open position to 513
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 23.94, the open interest changed by 9 which increased total open position to 524
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 24.71, the open interest changed by 7 which increased total open position to 515
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 24.55, the open interest changed by 2 which increased total open position to 487
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 23.55, which was 0 lower than the previous day. The implied volatity was 7.92, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 30SEP2025 430 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 32.65 | 0 | 0.00 | 0 | -14 | 0 |
| 21 Sept | 396.30 | 32.65 | -3.15 | 27.82 | 34 | -14 | 411 |
| 18 Sept | 393.10 | 35.8 | 3.3 | 31.68 | 18 | -8 | 424 |
| 14 Sept | 386.25 | 40.5 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 385.30 | 41.25 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 430 expiring on 30SEP2025
Delta for 430 PE is 0.00
Historical price for 430 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 32.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -14 which decreased total open position to 0
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 32.65, which was -3.15 lower than the previous day. The implied volatity was 27.82, the open interest changed by -14 which decreased total open position to 411
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 35.8, which was 3.3 higher than the previous day. The implied volatity was 31.68, the open interest changed by -8 which decreased total open position to 424
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 40.5, 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 41.25, 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
