TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
09 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.88
Vega: 0.18
Theta: -0.20
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 376.25 | 28.95 | 1.7 | 27.83 | 19 | -1 | 109 | |||||||||
| 8 Dec | 374.15 | 27.25 | -9.65 | 24.13 | 37 | 16 | 109 | |||||||||
| 5 Dec | 384.50 | 36.9 | 2 | 23.61 | 2 | 0 | 92 | |||||||||
| 4 Dec | 384.45 | 34.9 | -5.4 | - | 0 | 1 | 0 | |||||||||
| 3 Dec | 383.65 | 34.9 | -5.4 | - | 2 | 0 | 91 | |||||||||
| 2 Dec | 388.45 | 40.3 | -7.85 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 389.75 | 40.3 | -7.85 | - | 2 | 0 | 91 | |||||||||
| 28 Nov | 390.10 | 48.15 | 15.35 | - | 0 | 17 | 0 | |||||||||
| 27 Nov | 392.05 | 48.15 | 15.35 | 38.12 | 34 | 13 | 87 | |||||||||
| 26 Nov | 391.50 | 33.05 | -2.95 | - | 0 | 17 | 0 | |||||||||
| 25 Nov | 380.00 | 33.05 | -2.95 | 10.61 | 36 | 18 | 75 | |||||||||
| 24 Nov | 382.55 | 36 | -3.85 | 19.77 | 5 | 0 | 57 | |||||||||
| 21 Nov | 387.00 | 40.4 | -3.3 | - | 52 | 42 | 56 | |||||||||
| 20 Nov | 388.10 | 43.7 | 2.35 | 26.11 | 14 | 9 | 13 | |||||||||
| 19 Nov | 389.10 | 41.35 | -4.65 | - | 2 | 0 | 2 | |||||||||
|
|
||||||||||||||||
| 18 Nov | 386.25 | 46 | -3.65 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 392.75 | 46 | -3.65 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 388.40 | 46 | -3.65 | - | 0 | -3 | 0 | |||||||||
| 13 Nov | 388.80 | 46 | -3.65 | 28.89 | 5 | 1 | 6 | |||||||||
| 12 Nov | 388.65 | 49.65 | 6.15 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 395.60 | 49.65 | 6.15 | - | 0 | 4 | 0 | |||||||||
| 10 Nov | 395.85 | 49.65 | 6.15 | - | 4 | 2 | 3 | |||||||||
| 7 Nov | 393.20 | 43.5 | -8.7 | - | 1 | 0 | 0 | |||||||||
| 6 Nov | 391.75 | 52.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 400.60 | 52.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 409.80 | 52.2 | 0 | - | 0 | 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 | |||||||||
| 14 Oct | 391.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 388.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Oct | 392.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 394.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 350 expiring on 30DEC2025
Delta for 350 CE is 0.88
Historical price for 350 CE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 28.95, which was 1.7 higher than the previous day. The implied volatity was 27.83, the open interest changed by -1 which decreased total open position to 109
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 27.25, which was -9.65 lower than the previous day. The implied volatity was 24.13, the open interest changed by 16 which increased total open position to 109
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 36.9, which was 2 higher than the previous day. The implied volatity was 23.61, the open interest changed by 0 which decreased total open position to 92
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 34.9, which was -5.4 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 34.9, which was -5.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 40.3, which was -7.85 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 40.3, which was -7.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 48.15, which was 15.35 higher than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 48.15, which was 15.35 higher than the previous day. The implied volatity was 38.12, the open interest changed by 13 which increased total open position to 87
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 33.05, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 33.05, which was -2.95 lower than the previous day. The implied volatity was 10.61, the open interest changed by 18 which increased total open position to 75
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 36, which was -3.85 lower than the previous day. The implied volatity was 19.77, the open interest changed by 0 which decreased total open position to 57
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 40.4, which was -3.3 lower than the previous day. The implied volatity was -, the open interest changed by 42 which increased total open position to 56
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 43.7, which was 2.35 higher than the previous day. The implied volatity was 26.11, the open interest changed by 9 which increased total open position to 13
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 41.35, which was -4.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 46, which was -3.65 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 46, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 46, which was -3.65 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 46, which was -3.65 lower than the previous day. The implied volatity was 28.89, the open interest changed by 1 which increased total open position to 6
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 49.65, which was 6.15 higher 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 49.65, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 49.65, which was 6.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 3
On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 43.5, which was -8.7 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 52.2, 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 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 52.2, 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 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 52.2, 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 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 14 Oct TATAPOWER was trading at 391.55. 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
On 7 Oct TATAPOWER was trading at 392.50. 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 3 Oct TATAPOWER was trading at 394.90. 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 350 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 0.13
Theta: -0.06
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 376.25 | 0.75 | -0.35 | 22.82 | 1,742 | 229 | 794 |
| 8 Dec | 374.15 | 1.15 | 0.75 | 24.15 | 650 | 252 | 558 |
| 5 Dec | 384.50 | 0.4 | -0.05 | 22.48 | 169 | 17 | 307 |
| 4 Dec | 384.45 | 0.45 | -0.1 | 22.52 | 49 | -25 | 290 |
| 3 Dec | 383.65 | 0.55 | 0.05 | 23.20 | 63 | 13 | 314 |
| 2 Dec | 388.45 | 0.5 | 0 | 24.59 | 129 | 33 | 301 |
| 1 Dec | 389.75 | 0.5 | -0.05 | 24.82 | 82 | 12 | 268 |
| 28 Nov | 390.10 | 0.55 | 0.05 | 23.97 | 51 | 2 | 255 |
| 27 Nov | 392.05 | 0.55 | -0.05 | 24.50 | 116 | 2 | 253 |
| 26 Nov | 391.50 | 0.55 | -0.85 | 24.02 | 169 | 5 | 251 |
| 25 Nov | 380.00 | 1.35 | 0.15 | 23.59 | 104 | 32 | 246 |
| 24 Nov | 382.55 | 1.2 | 0.35 | 23.64 | 138 | 33 | 213 |
| 21 Nov | 387.00 | 0.85 | -0.1 | 22.98 | 51 | 0 | 179 |
| 20 Nov | 388.10 | 1 | -0.15 | 24.30 | 60 | 4 | 179 |
| 19 Nov | 389.10 | 1.15 | -0.35 | 25.06 | 150 | 57 | 176 |
| 18 Nov | 386.25 | 1.45 | 0.4 | 25.47 | 116 | 50 | 119 |
| 17 Nov | 392.75 | 1.05 | -0.5 | 25.47 | 30 | 12 | 68 |
| 14 Nov | 388.40 | 1.55 | 0.05 | 25.61 | 19 | 9 | 56 |
| 13 Nov | 388.80 | 1.5 | 0.1 | 25.22 | 20 | 11 | 46 |
| 12 Nov | 388.65 | 1.4 | -0.15 | 24.76 | 19 | 14 | 34 |
| 11 Nov | 395.60 | 1.55 | 0.15 | 27.57 | 5 | 3 | 19 |
| 10 Nov | 395.85 | 1.4 | -0.35 | 26.83 | 2 | 1 | 15 |
| 7 Nov | 393.20 | 1.75 | -0.35 | 27.04 | 4 | 1 | 13 |
| 6 Nov | 391.75 | 2.1 | 0.55 | 26.93 | 4 | 1 | 10 |
| 4 Nov | 400.60 | 1.55 | 0.15 | 27.84 | 9 | 6 | 9 |
| 30 Oct | 409.80 | 1.4 | -1.7 | 29.05 | 1 | 0 | 3 |
| 28 Oct | 398.65 | 2.2 | -6.05 | - | 0 | 0 | 0 |
| 27 Oct | 400.25 | 2.2 | -6.05 | - | 0 | 0 | 0 |
| 24 Oct | 396.85 | 2.2 | -6.05 | - | 0 | 3 | 0 |
| 23 Oct | 397.65 | 2.2 | -6.05 | 26.85 | 4 | 2 | 2 |
| 14 Oct | 391.55 | 8.25 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 388.20 | 8.25 | 0 | - | 0 | 0 | 0 |
| 7 Oct | 392.50 | 8.25 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 394.90 | 8.25 | 0 | 7.93 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 350 expiring on 30DEC2025
Delta for 350 PE is -0.08
Historical price for 350 PE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 0.75, which was -0.35 lower than the previous day. The implied volatity was 22.82, the open interest changed by 229 which increased total open position to 794
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 1.15, which was 0.75 higher than the previous day. The implied volatity was 24.15, the open interest changed by 252 which increased total open position to 558
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 22.48, the open interest changed by 17 which increased total open position to 307
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 0.45, which was -0.1 lower than the previous day. The implied volatity was 22.52, the open interest changed by -25 which decreased total open position to 290
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 23.20, the open interest changed by 13 which increased total open position to 314
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 0.5, which was 0 lower than the previous day. The implied volatity was 24.59, the open interest changed by 33 which increased total open position to 301
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 24.82, the open interest changed by 12 which increased total open position to 268
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 23.97, the open interest changed by 2 which increased total open position to 255
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 24.50, the open interest changed by 2 which increased total open position to 253
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 0.55, which was -0.85 lower than the previous day. The implied volatity was 24.02, the open interest changed by 5 which increased total open position to 251
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 1.35, which was 0.15 higher than the previous day. The implied volatity was 23.59, the open interest changed by 32 which increased total open position to 246
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 1.2, which was 0.35 higher than the previous day. The implied volatity was 23.64, the open interest changed by 33 which increased total open position to 213
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 0.85, which was -0.1 lower than the previous day. The implied volatity was 22.98, the open interest changed by 0 which decreased total open position to 179
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 24.30, the open interest changed by 4 which increased total open position to 179
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 1.15, which was -0.35 lower than the previous day. The implied volatity was 25.06, the open interest changed by 57 which increased total open position to 176
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 1.45, which was 0.4 higher than the previous day. The implied volatity was 25.47, the open interest changed by 50 which increased total open position to 119
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 1.05, which was -0.5 lower than the previous day. The implied volatity was 25.47, the open interest changed by 12 which increased total open position to 68
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 25.61, the open interest changed by 9 which increased total open position to 56
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 1.5, which was 0.1 higher than the previous day. The implied volatity was 25.22, the open interest changed by 11 which increased total open position to 46
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 24.76, the open interest changed by 14 which increased total open position to 34
On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 27.57, the open interest changed by 3 which increased total open position to 19
On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 26.83, the open interest changed by 1 which increased total open position to 15
On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 1.75, which was -0.35 lower than the previous day. The implied volatity was 27.04, the open interest changed by 1 which increased total open position to 13
On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 2.1, which was 0.55 higher than the previous day. The implied volatity was 26.93, the open interest changed by 1 which increased total open position to 10
On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 1.55, which was 0.15 higher than the previous day. The implied volatity was 27.84, the open interest changed by 6 which increased total open position to 9
On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 1.4, which was -1.7 lower than the previous day. The implied volatity was 29.05, the open interest changed by 0 which decreased total open position to 3
On 28 Oct TATAPOWER was trading at 398.65. The strike last trading price was 2.2, which was -6.05 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 2.2, which was -6.05 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 2.2, which was -6.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 23 Oct TATAPOWER was trading at 397.65. The strike last trading price was 2.2, which was -6.05 lower than the previous day. The implied volatity was 26.85, the open interest changed by 2 which increased total open position to 2
On 14 Oct TATAPOWER was trading at 391.55. The strike last trading price was 8.25, 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 8.25, 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 Oct TATAPOWER was trading at 392.50. The strike last trading price was 8.25, 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 3 Oct TATAPOWER was trading at 394.90. The strike last trading price was 8.25, which was 0 lower than the previous day. The implied volatity was 7.93, the open interest changed by 0 which decreased total open position to 0































































































































































































































