TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
09 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.91
Vega: 0.15
Theta: -0.20
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 376.25 | 38.7 | 4 | 33.91 | 13 | 0 | 52 | |||||||||
| 8 Dec | 374.15 | 34.7 | -15.3 | - | 29 | -11 | 52 | |||||||||
| 5 Dec | 384.50 | 50 | -5.25 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 384.45 | 50 | -5.25 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 383.65 | 50 | -5.25 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 388.45 | 50 | -5.25 | - | 0 | 4 | 0 | |||||||||
| 1 Dec | 389.75 | 50 | -5.25 | - | 4 | 1 | 60 | |||||||||
| 28 Nov | 390.10 | 55.25 | 1.45 | - | 0 | 2 | 0 | |||||||||
| 27 Nov | 392.05 | 55.25 | 1.45 | 26.03 | 2 | 1 | 58 | |||||||||
| 26 Nov | 391.50 | 53.8 | 12 | - | 12 | 5 | 55 | |||||||||
| 25 Nov | 380.00 | 41.8 | -4.2 | - | 43 | 7 | 40 | |||||||||
| 24 Nov | 382.55 | 46 | -3.1 | 25.19 | 1 | 0 | 32 | |||||||||
| 21 Nov | 387.00 | 49.1 | -5.9 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 388.10 | 49.1 | -5.9 | - | 0 | 20 | 0 | |||||||||
| 19 Nov | 389.10 | 49.1 | -5.9 | - | 29 | 11 | 23 | |||||||||
| 18 Nov | 386.25 | 55 | -4 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 392.75 | 55 | -4 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 388.80 | 55 | -4 | 32.86 | 4 | 0 | 8 | |||||||||
| 12 Nov | 388.65 | 59 | -0.2 | - | 0 | 1 | 0 | |||||||||
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| 11 Nov | 395.60 | 59 | -0.2 | - | 1 | 0 | 7 | |||||||||
| 10 Nov | 395.85 | 59.2 | 2.4 | - | 1 | 0 | 6 | |||||||||
| 7 Nov | 393.20 | 56.8 | -2.95 | - | 0 | 6 | 0 | |||||||||
| 6 Nov | 391.75 | 56.8 | -2.95 | 26.24 | 6 | 0 | 0 | |||||||||
| 28 Oct | 398.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 400.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 396.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 397.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 388.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 340 expiring on 30DEC2025
Delta for 340 CE is 0.91
Historical price for 340 CE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 38.7, which was 4 higher than the previous day. The implied volatity was 33.91, the open interest changed by 0 which decreased total open position to 52
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 34.7, which was -15.3 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 52
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 50, which was -5.25 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 50, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 50, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 50, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 50, which was -5.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 60
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 55.25, which was 1.45 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 55.25, which was 1.45 higher than the previous day. The implied volatity was 26.03, the open interest changed by 1 which increased total open position to 58
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 53.8, which was 12 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 55
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 41.8, which was -4.2 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 40
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 46, which was -3.1 lower than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 32
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 49.1, which was -5.9 lower than the previous day. The implied volatity was -, 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 49.1, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 0
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 49.1, which was -5.9 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 23
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 55, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 55, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 55, which was -4 lower than the previous day. The implied volatity was 32.86, the open interest changed by 0 which decreased total open position to 8
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 59, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 59, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 59.2, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 56.8, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0
On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 56.8, which was -2.95 lower than the previous day. The implied volatity was 26.24, the open interest changed by 0 which decreased total open position to 0
On 28 Oct TATAPOWER was trading at 398.65. The strike last trading price was 0, 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 27 Oct TATAPOWER was trading at 400.25. The strike last trading price was 0, 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 24 Oct TATAPOWER was trading at 396.85. The strike last trading price was 0, 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 23 Oct TATAPOWER was trading at 397.65. The strike last trading price was 0, 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 9 Oct TATAPOWER was trading at 388.20. The strike last trading price was 0, 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
| TATAPOWER 30DEC2025 340 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.04
Vega: 0.07
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 376.25 | 0.35 | -0.2 | 25.04 | 53 | -15 | 378 |
| 8 Dec | 374.15 | 0.55 | 0.3 | 26.07 | 177 | 15 | 394 |
| 5 Dec | 384.50 | 0.25 | 0.05 | 25.66 | 3 | 0 | 379 |
| 4 Dec | 384.45 | 0.2 | -0.15 | 24.16 | 18 | -9 | 379 |
| 3 Dec | 383.65 | 0.3 | 0 | 25.45 | 17 | -1 | 388 |
| 2 Dec | 388.45 | 0.3 | -0.05 | 27.06 | 7 | -1 | 389 |
| 1 Dec | 389.75 | 0.35 | 0.05 | 27.89 | 59 | -1 | 390 |
| 28 Nov | 390.10 | 0.3 | 0.05 | 25.76 | 8 | 0 | 388 |
| 27 Nov | 392.05 | 0.25 | -0.1 | 25.41 | 180 | 133 | 389 |
| 26 Nov | 391.50 | 0.35 | -0.45 | 26.36 | 293 | 131 | 255 |
| 25 Nov | 380.00 | 0.8 | 0.1 | 25.57 | 54 | 23 | 122 |
| 24 Nov | 382.55 | 0.7 | 0.3 | 25.48 | 62 | 16 | 96 |
| 21 Nov | 387.00 | 0.4 | -0.2 | 23.78 | 152 | 26 | 81 |
| 20 Nov | 388.10 | 0.6 | -0.2 | 26.00 | 28 | 10 | 53 |
| 19 Nov | 389.10 | 0.8 | 0 | 27.46 | 78 | 3 | 43 |
| 18 Nov | 386.25 | 0.8 | 0.1 | 26.42 | 17 | 10 | 39 |
| 17 Nov | 392.75 | 0.7 | -0.05 | 27.49 | 9 | -4 | 29 |
| 13 Nov | 388.80 | 0.75 | -0.45 | - | 0 | 3 | 0 |
| 12 Nov | 388.65 | 0.75 | -0.45 | 25.16 | 6 | 1 | 31 |
| 11 Nov | 395.60 | 1.2 | 0.2 | 30.13 | 2 | 1 | 30 |
| 10 Nov | 395.85 | 1 | -0.3 | - | 0 | 5 | 0 |
| 7 Nov | 393.20 | 1 | -0.3 | 27.52 | 7 | 5 | 29 |
| 6 Nov | 391.75 | 1.3 | 0.1 | 27.83 | 17 | 14 | 23 |
| 28 Oct | 398.65 | 1.2 | -0.05 | 28.26 | 1 | 0 | 8 |
| 27 Oct | 400.25 | 1.25 | 0 | 28.58 | 3 | 0 | 7 |
| 24 Oct | 396.85 | 1.25 | 0 | 27.16 | 3 | 1 | 5 |
| 23 Oct | 397.65 | 1.25 | -4.7 | 26.80 | 4 | 2 | 2 |
| 9 Oct | 388.20 | 5.95 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 340 expiring on 30DEC2025
Delta for 340 PE is -0.04
Historical price for 340 PE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 25.04, the open interest changed by -15 which decreased total open position to 378
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 0.55, which was 0.3 higher than the previous day. The implied volatity was 26.07, the open interest changed by 15 which increased total open position to 394
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 0.25, which was 0.05 higher than the previous day. The implied volatity was 25.66, the open interest changed by 0 which decreased total open position to 379
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 24.16, the open interest changed by -9 which decreased total open position to 379
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 25.45, the open interest changed by -1 which decreased total open position to 388
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 27.06, the open interest changed by -1 which decreased total open position to 389
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 27.89, the open interest changed by -1 which decreased total open position to 390
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 25.76, the open interest changed by 0 which decreased total open position to 388
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 25.41, the open interest changed by 133 which increased total open position to 389
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 26.36, the open interest changed by 131 which increased total open position to 255
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 25.57, the open interest changed by 23 which increased total open position to 122
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 0.7, which was 0.3 higher than the previous day. The implied volatity was 25.48, the open interest changed by 16 which increased total open position to 96
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 0.4, which was -0.2 lower than the previous day. The implied volatity was 23.78, the open interest changed by 26 which increased total open position to 81
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 0.6, which was -0.2 lower than the previous day. The implied volatity was 26.00, the open interest changed by 10 which increased total open position to 53
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 27.46, the open interest changed by 3 which increased total open position to 43
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 0.8, which was 0.1 higher than the previous day. The implied volatity was 26.42, the open interest changed by 10 which increased total open position to 39
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 27.49, the open interest changed by -4 which decreased total open position to 29
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 25.16, the open interest changed by 1 which increased total open position to 31
On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 1.2, which was 0.2 higher than the previous day. The implied volatity was 30.13, the open interest changed by 1 which increased total open position to 30
On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 1, which was -0.3 lower than the previous day. The implied volatity was 27.52, the open interest changed by 5 which increased total open position to 29
On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 1.3, which was 0.1 higher than the previous day. The implied volatity was 27.83, the open interest changed by 14 which increased total open position to 23
On 28 Oct TATAPOWER was trading at 398.65. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 28.26, the open interest changed by 0 which decreased total open position to 8
On 27 Oct TATAPOWER was trading at 400.25. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 28.58, the open interest changed by 0 which decreased total open position to 7
On 24 Oct TATAPOWER was trading at 396.85. The strike last trading price was 1.25, which was 0 lower than the previous day. The implied volatity was 27.16, the open interest changed by 1 which increased total open position to 5
On 23 Oct TATAPOWER was trading at 397.65. The strike last trading price was 1.25, which was -4.7 lower than the previous day. The implied volatity was 26.80, the open interest changed by 2 which increased total open position to 2
On 9 Oct TATAPOWER was trading at 388.20. The strike last trading price was 5.95, 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































































































































































































































