[--[65.84.65.76]--]

TATAPOWER

Tata Power Co Ltd
376.25 +2.10 (0.56%)
L: 369.8 H: 378.35

Back to Option Chain


Historical option data for TATAPOWER

09 Dec 2025 04:10 PM IST
TATAPOWER 30-DEC-2025 360 CE
Delta: 0.79
Vega: 0.26
Theta: -0.23
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 20.2 2.9 25.26 58 11 92
8 Dec 374.15 17.35 -10.45 17.24 40 -1 79
5 Dec 384.50 27.4 -0.65 21.08 17 0 69
4 Dec 384.45 28.05 2.3 24.47 11 -5 68
3 Dec 383.65 25.75 -5.6 - 13 6 72
2 Dec 388.45 31.35 -2.1 - 0 1 0
1 Dec 389.75 31.35 -2.1 - 4 1 66
28 Nov 390.10 33.45 -1.8 18.88 19 6 65
27 Nov 392.05 35.3 10.95 - 0 8 0
26 Nov 391.50 35.3 10.95 18.73 54 7 58
25 Nov 380.00 24.45 -2.15 17.93 44 -1 51
24 Nov 382.55 26.6 -4 17.78 7 4 51
21 Nov 387.00 30.65 -0.05 - 35 21 46
20 Nov 388.10 30.7 -2.15 - 0 6 0
19 Nov 389.10 30.7 -2.15 - 6 0 19
18 Nov 386.25 32.85 -3.95 21.69 9 7 17
17 Nov 392.75 36.8 -1.3 - 0 0 0
14 Nov 388.40 36.8 -1.3 - 0 0 0
13 Nov 388.80 36.8 -1.3 - 0 0 0
12 Nov 388.65 36.8 -1.3 - 0 0 0
11 Nov 395.60 36.8 -1.3 - 0 0 0
10 Nov 395.85 36.8 -1.3 - 0 -1 0
7 Nov 393.20 36.8 -1.3 - 1 0 11
6 Nov 391.75 38.1 -7.05 22.13 11 10 10
4 Nov 400.60 45.15 0 - 0 0 0
30 Oct 409.80 45.15 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 360 expiring on 30DEC2025

Delta for 360 CE is 0.79

Historical price for 360 CE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 20.2, which was 2.9 higher than the previous day. The implied volatity was 25.26, the open interest changed by 11 which increased total open position to 92


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 17.35, which was -10.45 lower than the previous day. The implied volatity was 17.24, the open interest changed by -1 which decreased total open position to 79


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 27.4, which was -0.65 lower than the previous day. The implied volatity was 21.08, the open interest changed by 0 which decreased total open position to 69


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 28.05, which was 2.3 higher than the previous day. The implied volatity was 24.47, the open interest changed by -5 which decreased total open position to 68


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 25.75, which was -5.6 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 72


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 31.35, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 31.35, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 66


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 33.45, which was -1.8 lower than the previous day. The implied volatity was 18.88, the open interest changed by 6 which increased total open position to 65


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 35.3, which was 10.95 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 35.3, which was 10.95 higher than the previous day. The implied volatity was 18.73, the open interest changed by 7 which increased total open position to 58


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 24.45, which was -2.15 lower than the previous day. The implied volatity was 17.93, the open interest changed by -1 which decreased total open position to 51


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 26.6, which was -4 lower than the previous day. The implied volatity was 17.78, the open interest changed by 4 which increased total open position to 51


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 30.65, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 21 which increased total open position to 46


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 30.7, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 30.7, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 32.85, which was -3.95 lower than the previous day. The implied volatity was 21.69, the open interest changed by 7 which increased total open position to 17


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 36.8, which was -1.3 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 36.8, which was -1.3 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 36.8, which was -1.3 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 36.8, which was -1.3 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 36.8, which was -1.3 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 36.8, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 36.8, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 38.1, which was -7.05 lower than the previous day. The implied volatity was 22.13, the open interest changed by 10 which increased total open position to 10


On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 45.15, 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 45.15, 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 360 PE
Delta: -0.17
Vega: 0.22
Theta: -0.09
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 1.7 -0.65 20.98 1,596 84 1,090
8 Dec 374.15 2.35 1.45 22.20 1,114 26 1,008
5 Dec 384.50 0.9 -0.1 20.82 399 148 982
4 Dec 384.45 1.05 -0.1 21.23 100 -8 830
3 Dec 383.65 1.15 0.15 21.57 245 -29 837
2 Dec 388.45 1 0.05 23.00 245 69 867
1 Dec 389.75 0.9 -0.05 22.74 126 27 798
28 Nov 390.10 0.9 -0.05 21.53 64 14 769
27 Nov 392.05 0.9 -0.15 22.20 233 -6 755
26 Nov 391.50 1.05 -1.45 22.59 1,366 -238 757
25 Nov 380.00 2.5 0.3 22.29 784 460 997
24 Nov 382.55 2.25 0.7 22.47 586 302 535
21 Nov 387.00 1.6 -0.1 21.78 196 38 230
20 Nov 388.10 1.75 -0.15 22.92 73 14 191
19 Nov 389.10 1.85 -0.65 23.28 87 25 174
18 Nov 386.25 2.3 0.55 23.74 98 30 148
17 Nov 392.75 1.7 -0.65 23.89 27 3 117
14 Nov 388.40 2.2 -0.15 23.27 176 36 118
13 Nov 388.80 2.35 -0.05 23.64 43 26 81
12 Nov 388.65 2.4 0.25 23.85 74 50 56
11 Nov 395.60 2.15 -0.4 25.43 3 0 4
10 Nov 395.85 2.55 -0.45 26.78 4 3 4
7 Nov 393.20 3 -8.05 - 0 1 0
6 Nov 391.75 3 -8.05 25.18 1 0 0
4 Nov 400.60 11.05 0 8.80 0 0 0
30 Oct 409.80 11.05 0 9.89 0 0 0
28 Oct 398.65 11.05 0 - 0 0 0
27 Oct 400.25 11.05 0 - 0 0 0
24 Oct 396.85 11.05 0 - 0 0 0
23 Oct 397.65 11.05 0 7.69 0 0 0
14 Oct 391.55 11.05 0 - 0 0 0
9 Oct 388.20 11.05 0 - 0 0 0
7 Oct 392.50 11.05 0 - 0 0 0
3 Oct 394.90 11.05 0 6.72 0 0 0


For Tata Power Co Ltd - strike price 360 expiring on 30DEC2025

Delta for 360 PE is -0.17

Historical price for 360 PE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 20.98, the open interest changed by 84 which increased total open position to 1090


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 2.35, which was 1.45 higher than the previous day. The implied volatity was 22.20, the open interest changed by 26 which increased total open position to 1008


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 0.9, which was -0.1 lower than the previous day. The implied volatity was 20.82, the open interest changed by 148 which increased total open position to 982


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 21.23, the open interest changed by -8 which decreased total open position to 830


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 1.15, which was 0.15 higher than the previous day. The implied volatity was 21.57, the open interest changed by -29 which decreased total open position to 837


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 1, which was 0.05 higher than the previous day. The implied volatity was 23.00, the open interest changed by 69 which increased total open position to 867


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 22.74, the open interest changed by 27 which increased total open position to 798


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 21.53, the open interest changed by 14 which increased total open position to 769


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 22.20, the open interest changed by -6 which decreased total open position to 755


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 1.05, which was -1.45 lower than the previous day. The implied volatity was 22.59, the open interest changed by -238 which decreased total open position to 757


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 2.5, which was 0.3 higher than the previous day. The implied volatity was 22.29, the open interest changed by 460 which increased total open position to 997


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 2.25, which was 0.7 higher than the previous day. The implied volatity was 22.47, the open interest changed by 302 which increased total open position to 535


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 21.78, the open interest changed by 38 which increased total open position to 230


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 22.92, the open interest changed by 14 which increased total open position to 191


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 1.85, which was -0.65 lower than the previous day. The implied volatity was 23.28, the open interest changed by 25 which increased total open position to 174


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was 23.74, the open interest changed by 30 which increased total open position to 148


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 1.7, which was -0.65 lower than the previous day. The implied volatity was 23.89, the open interest changed by 3 which increased total open position to 117


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 2.2, which was -0.15 lower than the previous day. The implied volatity was 23.27, the open interest changed by 36 which increased total open position to 118


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 2.35, which was -0.05 lower than the previous day. The implied volatity was 23.64, the open interest changed by 26 which increased total open position to 81


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 2.4, which was 0.25 higher than the previous day. The implied volatity was 23.85, the open interest changed by 50 which increased total open position to 56


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 2.15, which was -0.4 lower than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 4


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 2.55, which was -0.45 lower than the previous day. The implied volatity was 26.78, the open interest changed by 3 which increased total open position to 4


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 3, which was -8.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 3, which was -8.05 lower than the previous day. The implied volatity was 25.18, 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 11.05, 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 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 9.89, 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 11.05, 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 11.05, 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 11.05, 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 11.05, which was 0 lower than the previous day. The implied volatity was 7.69, 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 11.05, 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 11.05, 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 11.05, 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 11.05, which was 0 lower than the previous day. The implied volatity was 6.72, the open interest changed by 0 which decreased total open position to 0