TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
09 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 355 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.21
Theta: -0.21
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 376.25 | 24.35 | -10.8 | 25.91 | 6 | 2 | 15 | |||||||||
| 8 Dec | 374.15 | 35.15 | -16.7 | - | 0 | 0 | 13 | |||||||||
| 5 Dec | 384.50 | 35.15 | -16.7 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 384.45 | 35.15 | -16.7 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 383.65 | 35.15 | -16.7 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 388.45 | 35.15 | -16.7 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 389.75 | 35.15 | -16.7 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 390.10 | 35.15 | -16.7 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 392.05 | 35.15 | -16.7 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 391.50 | 35.15 | -16.7 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 380.00 | 35.15 | -16.7 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 382.55 | 35.15 | -16.7 | - | 0 | 13 | 0 | |||||||||
| 21 Nov | 387.00 | 35.15 | -16.7 | - | 20 | 12 | 12 | |||||||||
| 20 Nov | 388.10 | 51.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 389.10 | 51.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 386.25 | 51.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 392.75 | 51.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 388.40 | 51.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 388.80 | 51.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 388.65 | 51.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 395.60 | 51.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 395.85 | 51.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 393.20 | 51.85 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 391.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 4 Nov | 400.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 409.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 355 expiring on 30DEC2025
Delta for 355 CE is 0.85
Historical price for 355 CE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 24.35, which was -10.8 lower than the previous day. The implied volatity was 25.91, the open interest changed by 2 which increased total open position to 15
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 35.15, which was -16.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 35.15, which was -16.7 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 35.15, which was -16.7 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 35.15, which was -16.7 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 35.15, which was -16.7 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 35.15, which was -16.7 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 35.15, which was -16.7 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 35.15, which was -16.7 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 35.15, which was -16.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 35.15, which was -16.7 lower than the previous day. The implied volatity was -, 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 35.15, which was -16.7 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 35.15, which was -16.7 lower than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 12
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 51.85, 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 51.85, 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 51.85, 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 51.85, 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 Nov TATAPOWER was trading at 388.40. The strike last trading price was 51.85, 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 51.85, 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 51.85, 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 51.85, 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 51.85, 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 51.85, 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
On 4 Nov TATAPOWER was trading at 400.60. 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 30 Oct TATAPOWER was trading at 409.80. 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
| TATAPOWER 30DEC2025 355 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.17
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 376.25 | 1.1 | -0.5 | 21.71 | 611 | 54 | 375 |
| 8 Dec | 374.15 | 1.65 | 1.1 | 23.18 | 239 | 26 | 320 |
| 5 Dec | 384.50 | 0.6 | 0 | 21.64 | 194 | 39 | 294 |
| 4 Dec | 384.45 | 0.6 | -0.15 | 21.17 | 126 | 9 | 257 |
| 3 Dec | 383.65 | 0.75 | 0.1 | 22.09 | 161 | 28 | 238 |
| 2 Dec | 388.45 | 0.65 | -0.05 | 23.35 | 118 | 26 | 213 |
| 1 Dec | 389.75 | 0.65 | 0 | 23.63 | 51 | 18 | 188 |
| 28 Nov | 390.10 | 0.65 | 0 | 22.38 | 49 | 20 | 169 |
| 27 Nov | 392.05 | 0.65 | -0.1 | 22.97 | 59 | -23 | 146 |
| 26 Nov | 391.50 | 0.75 | -1.05 | 23.23 | 98 | -27 | 170 |
| 25 Nov | 380.00 | 1.75 | 0.15 | 22.56 | 235 | 113 | 199 |
| 24 Nov | 382.55 | 1.65 | 0.5 | 23.05 | 89 | 59 | 85 |
| 21 Nov | 387.00 | 1.15 | -0.15 | 22.28 | 35 | -5 | 25 |
| 20 Nov | 388.10 | 1.3 | -0.25 | 23.49 | 28 | 2 | 28 |
| 19 Nov | 389.10 | 1.55 | -0.4 | 24.58 | 49 | 18 | 26 |
| 18 Nov | 386.25 | 1.85 | -2.65 | 24.70 | 8 | 7 | 7 |
| 17 Nov | 392.75 | 4.5 | 0 | 9.20 | 0 | 0 | 0 |
| 14 Nov | 388.40 | 4.5 | 0 | 8.25 | 0 | 0 | 0 |
| 13 Nov | 388.80 | 4.5 | 0 | 8.21 | 0 | 0 | 0 |
| 12 Nov | 388.65 | 4.5 | 0 | 8.22 | 0 | 0 | 0 |
| 11 Nov | 395.60 | 4.5 | 0 | 9.26 | 0 | 0 | 0 |
| 10 Nov | 395.85 | 4.5 | 0 | 9.12 | 0 | 0 | 0 |
| 7 Nov | 393.20 | 4.5 | 0 | 8.80 | 0 | 0 | 0 |
| 6 Nov | 391.75 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 400.60 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 409.80 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 355 expiring on 30DEC2025
Delta for 355 PE is -0.11
Historical price for 355 PE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 1.1, which was -0.5 lower than the previous day. The implied volatity was 21.71, the open interest changed by 54 which increased total open position to 375
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 1.65, which was 1.1 higher than the previous day. The implied volatity was 23.18, the open interest changed by 26 which increased total open position to 320
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 21.64, the open interest changed by 39 which increased total open position to 294
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 0.6, which was -0.15 lower than the previous day. The implied volatity was 21.17, the open interest changed by 9 which increased total open position to 257
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 0.75, which was 0.1 higher than the previous day. The implied volatity was 22.09, the open interest changed by 28 which increased total open position to 238
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 23.35, the open interest changed by 26 which increased total open position to 213
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 23.63, the open interest changed by 18 which increased total open position to 188
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 22.38, the open interest changed by 20 which increased total open position to 169
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 22.97, the open interest changed by -23 which decreased total open position to 146
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 0.75, which was -1.05 lower than the previous day. The implied volatity was 23.23, the open interest changed by -27 which decreased total open position to 170
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 1.75, which was 0.15 higher than the previous day. The implied volatity was 22.56, the open interest changed by 113 which increased total open position to 199
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 1.65, which was 0.5 higher than the previous day. The implied volatity was 23.05, the open interest changed by 59 which increased total open position to 85
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 1.15, which was -0.15 lower than the previous day. The implied volatity was 22.28, the open interest changed by -5 which decreased total open position to 25
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 23.49, the open interest changed by 2 which increased total open position to 28
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 1.55, which was -0.4 lower than the previous day. The implied volatity was 24.58, the open interest changed by 18 which increased total open position to 26
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 1.85, which was -2.65 lower than the previous day. The implied volatity was 24.70, the open interest changed by 7 which increased total open position to 7
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 9.20, 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 4.5, which was 0 lower than the previous day. The implied volatity was 8.25, 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 4.5, which was 0 lower than the previous day. The implied volatity was 8.21, 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 4.5, which was 0 lower than the previous day. The implied volatity was 8.22, 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 4.5, which was 0 lower than the previous day. The implied volatity was 9.26, 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 4.5, which was 0 lower than the previous day. The implied volatity was 9.12, 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 4.5, which was 0 lower than the previous day. The implied volatity was 8.80, 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
On 4 Nov TATAPOWER was trading at 400.60. 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 30 Oct TATAPOWER was trading at 409.80. 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































































































































































































































