TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
12 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 345 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 381.95 | 34 | -7 | - | 0 | 0 | 6 | |||||||||
| 11 Dec | 380.15 | 34 | -7 | - | 0 | 0 | 6 | |||||||||
| 10 Dec | 379.85 | 34 | -7 | - | 0 | 0 | 6 | |||||||||
| 9 Dec | 376.25 | 34 | -7 | 31.98 | 19 | -4 | 7 | |||||||||
| 8 Dec | 374.15 | 41 | -0.5 | - | 0 | 0 | 11 | |||||||||
| 5 Dec | 384.50 | 41 | -0.5 | - | 1 | 0 | 10 | |||||||||
| 4 Dec | 384.45 | 41.5 | -18.7 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 383.65 | 41.5 | -18.7 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 388.45 | 41.5 | -18.7 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 389.75 | 41.5 | -18.7 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 390.10 | 41.5 | -18.7 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 392.05 | 41.5 | -18.7 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 391.50 | 41.5 | -18.7 | - | 0 | 10 | 0 | |||||||||
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| 25 Nov | 380.00 | 41.5 | -18.7 | 35.31 | 10 | 0 | 0 | |||||||||
| 24 Nov | 382.55 | 60.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 387.00 | 60.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 388.10 | 60.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 389.10 | 60.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 386.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 392.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 388.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 388.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 395.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 395.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 393.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 391.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 345 expiring on 30DEC2025
Delta for 345 CE is -
Historical price for 345 CE is as follows
On 12 Dec TATAPOWER was trading at 381.95. The strike last trading price was 34, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 11 Dec TATAPOWER was trading at 380.15. The strike last trading price was 34, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Dec TATAPOWER was trading at 379.85. The strike last trading price was 34, which was -7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 34, which was -7 lower than the previous day. The implied volatity was 31.98, the open interest changed by -4 which decreased total open position to 7
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 41, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 41, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 41.5, which was -18.7 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 41.5, which was -18.7 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 41.5, which was -18.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 41.5, which was -18.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 41.5, which was -18.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 41.5, which was -18.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 41.5, which was -18.7 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 41.5, which was -18.7 lower than the previous day. The implied volatity was 35.31, the open interest changed by 0 which decreased total open position to 0
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 60.2, 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 Nov TATAPOWER was trading at 387.00. The strike last trading price was 60.2, 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 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 60.2, 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 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 60.2, 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 Nov TATAPOWER was trading at 386.25. 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 17 Nov TATAPOWER was trading at 392.75. 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 13 Nov TATAPOWER was trading at 388.80. 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 12 Nov TATAPOWER was trading at 388.65. 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 11 Nov TATAPOWER was trading at 395.60. 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 10 Nov TATAPOWER was trading at 395.85. 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 7 Nov TATAPOWER was trading at 393.20. 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
On 6 Nov TATAPOWER was trading at 391.75. 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 345 PE | |||||||
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Delta: -0.03
Vega: 0.06
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 381.95 | 0.3 | 0 | 26.48 | 9 | 2 | 193 |
| 11 Dec | 380.15 | 0.3 | 0 | 24.90 | 24 | 2 | 192 |
| 10 Dec | 379.85 | 0.35 | -0.2 | 24.01 | 52 | -12 | 191 |
| 9 Dec | 376.25 | 0.55 | -0.2 | 24.31 | 299 | -27 | 203 |
| 8 Dec | 374.15 | 0.75 | 0.4 | 24.75 | 176 | 27 | 230 |
| 5 Dec | 384.50 | 0.35 | 0 | 24.68 | 9 | -1 | 203 |
| 4 Dec | 384.45 | 0.35 | 0 | - | 0 | 3 | 0 |
| 3 Dec | 383.65 | 0.35 | 0 | 23.61 | 8 | 2 | 203 |
| 2 Dec | 388.45 | 0.35 | -0.15 | 25.37 | 3 | 0 | 200 |
| 1 Dec | 389.75 | 0.5 | 0.15 | 27.18 | 7 | 0 | 198 |
| 28 Nov | 390.10 | 0.35 | -0.1 | 24.11 | 34 | 1 | 195 |
| 27 Nov | 392.05 | 0.45 | 0.05 | 25.82 | 41 | 23 | 191 |
| 26 Nov | 391.50 | 0.4 | -0.65 | 24.78 | 60 | 6 | 168 |
| 25 Nov | 380.00 | 1.05 | 0.1 | 24.65 | 51 | 33 | 161 |
| 24 Nov | 382.55 | 0.95 | 0.3 | 24.77 | 115 | 72 | 120 |
| 21 Nov | 387.00 | 0.65 | -0.1 | 23.93 | 16 | 3 | 46 |
| 20 Nov | 388.10 | 0.75 | -0.2 | 24.98 | 61 | 17 | 43 |
| 19 Nov | 389.10 | 0.95 | -1.95 | 26.21 | 73 | 25 | 25 |
| 18 Nov | 386.25 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 392.75 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 388.80 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 388.65 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 395.60 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 395.85 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 393.20 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 391.75 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 345 expiring on 30DEC2025
Delta for 345 PE is -0.03
Historical price for 345 PE is as follows
On 12 Dec TATAPOWER was trading at 381.95. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 26.48, the open interest changed by 2 which increased total open position to 193
On 11 Dec TATAPOWER was trading at 380.15. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 24.90, the open interest changed by 2 which increased total open position to 192
On 10 Dec TATAPOWER was trading at 379.85. The strike last trading price was 0.35, which was -0.2 lower than the previous day. The implied volatity was 24.01, the open interest changed by -12 which decreased total open position to 191
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 0.55, which was -0.2 lower than the previous day. The implied volatity was 24.31, the open interest changed by -27 which decreased total open position to 203
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 0.75, which was 0.4 higher than the previous day. The implied volatity was 24.75, the open interest changed by 27 which increased total open position to 230
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 24.68, the open interest changed by -1 which decreased total open position to 203
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 23.61, the open interest changed by 2 which increased total open position to 203
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 0.35, which was -0.15 lower than the previous day. The implied volatity was 25.37, the open interest changed by 0 which decreased total open position to 200
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 0.5, which was 0.15 higher than the previous day. The implied volatity was 27.18, the open interest changed by 0 which decreased total open position to 198
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 24.11, the open interest changed by 1 which increased total open position to 195
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 25.82, the open interest changed by 23 which increased total open position to 191
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 0.4, which was -0.65 lower than the previous day. The implied volatity was 24.78, the open interest changed by 6 which increased total open position to 168
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 1.05, which was 0.1 higher than the previous day. The implied volatity was 24.65, the open interest changed by 33 which increased total open position to 161
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 0.95, which was 0.3 higher than the previous day. The implied volatity was 24.77, the open interest changed by 72 which increased total open position to 120
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 23.93, the open interest changed by 3 which increased total open position to 46
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 24.98, the open interest changed by 17 which increased total open position to 43
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 0.95, which was -1.95 lower than the previous day. The implied volatity was 26.21, the open interest changed by 25 which increased total open position to 25
On 18 Nov TATAPOWER was trading at 386.25. 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 17 Nov TATAPOWER was trading at 392.75. 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 13 Nov TATAPOWER was trading at 388.80. 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 12 Nov TATAPOWER was trading at 388.65. 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 11 Nov TATAPOWER was trading at 395.60. 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 10 Nov TATAPOWER was trading at 395.85. 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 7 Nov TATAPOWER was trading at 393.20. 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
On 6 Nov TATAPOWER was trading at 391.75. 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































































































































































































































