TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
12 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 330 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0.04
Theta: -0.13
Gamma: 0.00
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| 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 | |||||||||
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| 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
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| 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































































































































































































































