TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Sep 2025 08:01 PM IST
| TATAPOWER 30SEP2025 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.01
Theta: -0.03
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 395.30 | 0.05 | 0 | 40.14 | 1 | 0 | 45 | |||||||||
| 21 Sept | 396.30 | 0.05 | -0.05 | 33.56 | 1 | -1 | 46 | |||||||||
| 18 Sept | 393.10 | 0.1 | 0 | 36.51 | 1 | 0 | 47 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 386.25 | 0.1 | 0 | 32.95 | 1 | 1 | 39 | |||||||||
| 17 Aug | 385.30 | 0.65 | -0.35 | 26.63 | 12 | -3 | 68 | |||||||||
For Tata Power Co Ltd - strike price 460 expiring on 30SEP2025
Delta for 460 CE is 0.01
Historical price for 460 CE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 40.14, the open interest changed by 0 which decreased total open position to 45
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 33.56, the open interest changed by -1 which decreased total open position to 46
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 36.51, the open interest changed by 0 which decreased total open position to 47
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 32.95, the open interest changed by 1 which increased total open position to 39
On 17 Aug TATAPOWER was trading at 385.30. The strike last trading price was 0.65, which was -0.35 lower than the previous day. The implied volatity was 26.63, the open interest changed by -3 which decreased total open position to 68
| TATAPOWER 30SEP2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 395.30 | 61.35 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 396.30 | 61.35 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 393.10 | 61.35 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 386.25 | 61.35 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 385.30 | 61.35 | 0 | 0.00 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 460 expiring on 30SEP2025
Delta for 460 PE is -
Historical price for 460 PE is as follows
On 22 Sept TATAPOWER was trading at 395.30. The strike last trading price was 61.35, 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
On 21 Sept TATAPOWER was trading at 396.30. The strike last trading price was 61.35, 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
On 18 Sept TATAPOWER was trading at 393.10. The strike last trading price was 61.35, 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
On 14 Sept TATAPOWER was trading at 386.25. The strike last trading price was 61.35, 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 61.35, 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
