[--[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 345 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.03
Vega: 0.06
Theta: -0.04
Gamma: 0.00
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