[--[65.84.65.76]--]

TATAPOWER

Tata Power Co Ltd
376.25 +2.10 (0.56%)
L: 369.8 H: 378.35

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Historical option data for TATAPOWER

09 Dec 2025 04:10 PM IST
TATAPOWER 30-DEC-2025 340 CE
Delta: 0.91
Vega: 0.15
Theta: -0.20
Gamma: 0.01
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
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
Delta: -0.04
Vega: 0.07
Theta: -0.04
Gamma: 0.00
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