[--[65.84.65.76]--]

TATAPOWER

Tata Power Co Ltd
381.95 +1.80 (0.47%)
L: 379.8 H: 383.6

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Historical option data for TATAPOWER

12 Dec 2025 04:10 PM IST
TATAPOWER 30-DEC-2025 330 CE
Delta: 0.98
Vega: 0.04
Theta: -0.13
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 381.95 53.65 1.4 33.94 3 0 147
11 Dec 380.15 52.25 1.35 39.81 1 0 147
10 Dec 379.85 51 2.85 42.24 4 0 147
9 Dec 376.25 48.25 3.25 37.74 14 4 147
8 Dec 374.15 45 -12.2 - 32 17 142
5 Dec 384.50 57.2 -3.6 - 0 0 0
4 Dec 384.45 57.2 -3.6 - 0 1 0
3 Dec 383.65 57.2 -3.6 37.36 2 0 124
2 Dec 388.45 60.8 -4.2 - 0 1 0
1 Dec 389.75 60.8 -4.2 - 6 1 124
28 Nov 390.10 65 1.9 - 0 1 0
27 Nov 392.05 65 1.9 26.98 1 0 122
26 Nov 391.50 63.1 12.1 - 140 100 120
25 Nov 380.00 51 -3.5 - 22 -16 19
24 Nov 382.55 54.5 -6 - 4 3 34
20 Nov 388.10 60.5 1.5 - 1 0 30
19 Nov 389.10 59 -9.2 - 18 -9 39
11 Nov 395.60 68.2 -0.8 - 15 13 46
10 Nov 395.85 69 2.25 - 7 5 31
7 Nov 393.20 66.7 -1.1 - 26 24 24


For Tata Power Co Ltd - strike price 330 expiring on 30DEC2025

Delta for 330 CE is 0.98

Historical price for 330 CE is as follows

On 12 Dec TATAPOWER was trading at 381.95. The strike last trading price was 53.65, which was 1.4 higher than the previous day. The implied volatity was 33.94, the open interest changed by 0 which decreased total open position to 147


On 11 Dec TATAPOWER was trading at 380.15. The strike last trading price was 52.25, which was 1.35 higher than the previous day. The implied volatity was 39.81, the open interest changed by 0 which decreased total open position to 147


On 10 Dec TATAPOWER was trading at 379.85. The strike last trading price was 51, which was 2.85 higher than the previous day. The implied volatity was 42.24, the open interest changed by 0 which decreased total open position to 147


On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 48.25, which was 3.25 higher than the previous day. The implied volatity was 37.74, the open interest changed by 4 which increased total open position to 147


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 45, which was -12.2 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 142


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 57.2, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 57.2, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 57.2, which was -3.6 lower than the previous day. The implied volatity was 37.36, the open interest changed by 0 which decreased total open position to 124


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 60.8, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 60.8, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 124


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 65, which was 1.9 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 65, which was 1.9 higher than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 122


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 63.1, which was 12.1 higher than the previous day. The implied volatity was -, the open interest changed by 100 which increased total open position to 120


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 51, which was -3.5 lower than the previous day. The implied volatity was -, the open interest changed by -16 which decreased total open position to 19


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 54.5, which was -6 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 34


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 60.5, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 59, which was -9.2 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 39


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 68.2, which was -0.8 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 46


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 69, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 31


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 66.7, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 24 which increased total open position to 24


TATAPOWER 30DEC2025 330 PE
Delta: -0.02
Vega: 0.03
Theta: -0.03
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 381.95 0.15 0 31.98 29 -1 198
11 Dec 380.15 0.15 -0.1 - 0 0 199
10 Dec 379.85 0.15 -0.1 29.50 5 -1 199
9 Dec 376.25 0.25 0 29.23 68 2 201
8 Dec 374.15 0.25 0.15 27.82 123 40 198
5 Dec 384.50 0.1 0 26.82 17 8 159
4 Dec 384.45 0.1 0 26.22 6 0 151
3 Dec 383.65 0.1 -0.05 25.72 6 0 151
2 Dec 388.45 0.15 -0.05 28.63 9 -1 151
1 Dec 389.75 0.2 0 29.83 3 0 152
28 Nov 390.10 0.2 0 28.42 4 0 152
27 Nov 392.05 0.2 0 28.67 60 -3 158
26 Nov 391.50 0.2 -0.35 28.15 244 147 161
25 Nov 380.00 0.55 0.2 28.30 15 8 12
24 Nov 382.55 0.35 -3.8 26.51 4 0 0
20 Nov 388.10 4.15 0 14.38 0 0 0
19 Nov 389.10 4.15 0 14.35 0 0 0
11 Nov 395.60 4.15 0 14.40 0 0 0
10 Nov 395.85 4.15 0 14.41 0 0 0
7 Nov 393.20 4.15 0 13.95 0 0 0


For Tata Power Co Ltd - strike price 330 expiring on 30DEC2025

Delta for 330 PE is -0.02

Historical price for 330 PE is as follows

On 12 Dec TATAPOWER was trading at 381.95. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 31.98, the open interest changed by -1 which decreased total open position to 198


On 11 Dec TATAPOWER was trading at 380.15. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 199


On 10 Dec TATAPOWER was trading at 379.85. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 29.50, the open interest changed by -1 which decreased total open position to 199


On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 29.23, the open interest changed by 2 which increased total open position to 201


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 0.25, which was 0.15 higher than the previous day. The implied volatity was 27.82, the open interest changed by 40 which increased total open position to 198


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 26.82, the open interest changed by 8 which increased total open position to 159


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 26.22, the open interest changed by 0 which decreased total open position to 151


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 25.72, the open interest changed by 0 which decreased total open position to 151


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 28.63, the open interest changed by -1 which decreased total open position to 151


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 29.83, the open interest changed by 0 which decreased total open position to 152


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 28.42, the open interest changed by 0 which decreased total open position to 152


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 28.67, the open interest changed by -3 which decreased total open position to 158


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 0.2, which was -0.35 lower than the previous day. The implied volatity was 28.15, the open interest changed by 147 which increased total open position to 161


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 0.55, which was 0.2 higher than the previous day. The implied volatity was 28.30, the open interest changed by 8 which increased total open position to 12


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 0.35, which was -3.8 lower than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 0


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 14.38, the open interest changed by 0 which decreased total open position to 0


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 14.35, the open interest changed by 0 which decreased total open position to 0


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 14.40, the open interest changed by 0 which decreased total open position to 0


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 14.41, the open interest changed by 0 which decreased total open position to 0


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 4.15, which was 0 lower than the previous day. The implied volatity was 13.95, the open interest changed by 0 which decreased total open position to 0