TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 440 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.02
Theta: -0.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 0.1 | -0.05 | 32.20 | 232 | -10 | 701 | |||||||||
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| 21 Sept | 396.30 | 0.1 | 0 | 26.75 | 36 | -1 | 711 | |||||||||
| 18 Sept | 393.10 | 0.1 | -0.05 | 27.20 | 133 | 8 | 712 | |||||||||
| 14 Sept | 386.25 | 0.1 | 0 | 25.44 | 5 | 0 | 667 | |||||||||
| 17 Aug | 385.30 | 1.15 | -0.35 | 23.63 | 10 | -2 | 19 | |||||||||
For Tata Power Co Ltd - strike price 440 expiring on 30SEP2025
Delta for 440 CE is 0.02
Historical price for 440 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 32.20, the open interest changed by -10 which decreased total open position to 701
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 26.75, the open interest changed by -1 which decreased total open position to 711
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 27.20, the open interest changed by 8 which increased total open position to 712
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 25.44, the open interest changed by 0 which decreased total open position to 667
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 23.63, the open interest changed by -2 which decreased total open position to 19
| TATAPOWER 30SEP2025 440 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 | 43.4 | 1.1 | - | 221 | -98 | 942 |
| 21 Sept | 396.30 | 42.3 | -3.7 | 27.55 | 102 | -29 | 1,041 |
| 18 Sept | 393.10 | 46 | 4.55 | 40.51 | 10 | -4 | 1,070 |
| 14 Sept | 386.25 | 50.1 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 385.30 | 47.4 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 440 expiring on 30SEP2025
Delta for 440 PE is -
Historical price for 440 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 43.4, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by -98 which decreased total open position to 942
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 42.3, which was -3.7 lower than the previous day. The implied volatity was 27.55, the open interest changed by -29 which decreased total open position to 1041
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 46, which was 4.55 higher than the previous day. The implied volatity was 40.51, the open interest changed by -4 which decreased total open position to 1070
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 50.1, 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 47.4, 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
