TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 450 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.01
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 0.05 | -0.05 | 34.95 | 2 | 0 | 202 | |||||||||
| 21 Sept | 396.30 | 0.1 | -0.05 | 31.72 | 21 | -12 | 202 | |||||||||
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| 18 Sept | 393.10 | 0.15 | 0 | 33.77 | 56 | -22 | 214 | |||||||||
| 14 Sept | 386.25 | 0.1 | 0 | 29.16 | 8 | 0 | 179 | |||||||||
| 17 Aug | 385.30 | 1 | 0 | 26.01 | 11 | 10 | 57 | |||||||||
For Tata Power Co Ltd - strike price 450 expiring on 30SEP2025
Delta for 450 CE is 0.01
Historical price for 450 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 34.95, the open interest changed by 0 which decreased total open position to 202
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 31.72, the open interest changed by -12 which decreased total open position to 202
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 33.77, the open interest changed by -22 which decreased total open position to 214
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 29.16, the open interest changed by 0 which decreased total open position to 179
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 1, which was 0 lower than the previous day. The implied volatity was 26.01, the open interest changed by 10 which increased total open position to 57
| TATAPOWER 30SEP2025 450 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 | 50 | -2 | - | 1 | 0 | 525 |
| 21 Sept | 396.30 | 52 | 2 | - | 1 | -1 | 526 |
| 18 Sept | 393.10 | 50 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 386.25 | 62 | 1 | 29.69 | 2 | -2 | 524 |
| 17 Aug | 385.30 | 54.15 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 450 expiring on 30SEP2025
Delta for 450 PE is -
Historical price for 450 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 50, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 525
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 52, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 526
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 50, 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 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 62, which was 1 higher than the previous day. The implied volatity was 29.69, the open interest changed by -2 which decreased total open position to 524
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 54.15, 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
