[--[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 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