[--[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 355 CE
Delta: 0.85
Vega: 0.21
Theta: -0.21
Gamma: 0.01
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
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
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