TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
09 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 365 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.73
Vega: 0.30
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 376.25 | 16.1 | 2.55 | 23.84 | 224 | 12 | 58 | |||||||||
| 8 Dec | 374.15 | 13.3 | -8.3 | 17.05 | 52 | 22 | 45 | |||||||||
| 5 Dec | 384.50 | 21.6 | -8.95 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 384.45 | 21.6 | -8.95 | - | 0 | 1 | 0 | |||||||||
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| 3 Dec | 383.65 | 21.6 | -8.95 | - | 6 | 2 | 24 | |||||||||
| 2 Dec | 388.45 | 30.55 | 8.65 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 389.75 | 30.55 | 8.65 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 390.10 | 30.55 | 8.65 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 392.05 | 30.55 | 8.65 | - | 0 | 1 | 0 | |||||||||
| 26 Nov | 391.50 | 30.55 | 8.65 | 17.88 | 2 | 0 | 21 | |||||||||
| 25 Nov | 380.00 | 21.9 | -4.35 | 22.66 | 2 | 1 | 21 | |||||||||
| 24 Nov | 382.55 | 26.5 | -17.6 | - | 0 | 20 | 0 | |||||||||
| 21 Nov | 387.00 | 26.5 | -17.6 | 15.31 | 43 | 19 | 19 | |||||||||
| 20 Nov | 388.10 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 389.10 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 386.25 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 392.75 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 388.40 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 388.80 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 388.65 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 395.60 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 395.85 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 393.20 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 391.75 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 400.60 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 409.80 | 44.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 365 expiring on 30DEC2025
Delta for 365 CE is 0.73
Historical price for 365 CE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 16.1, which was 2.55 higher than the previous day. The implied volatity was 23.84, the open interest changed by 12 which increased total open position to 58
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 13.3, which was -8.3 lower than the previous day. The implied volatity was 17.05, the open interest changed by 22 which increased total open position to 45
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 21.6, which was -8.95 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 21.6, which was -8.95 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 21.6, which was -8.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 24
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 30.55, which was 8.65 higher 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 30.55, which was 8.65 higher 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 30.55, which was 8.65 higher 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 30.55, which was 8.65 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 30.55, which was 8.65 higher than the previous day. The implied volatity was 17.88, the open interest changed by 0 which decreased total open position to 21
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 21.9, which was -4.35 lower than the previous day. The implied volatity was 22.66, the open interest changed by 1 which increased total open position to 21
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 26.5, which was -17.6 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 0
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 26.5, which was -17.6 lower than the previous day. The implied volatity was 15.31, the open interest changed by 19 which increased total open position to 19
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 44.1, 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 44.1, 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 44.1, 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 44.1, 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 44.1, 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 44.1, 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 44.1, 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 44.1, 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 44.1, 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 44.1, 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 44.1, 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 44.1, 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 44.1, 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 365 PE | |||||||
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Delta: -0.23
Vega: 0.27
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 376.25 | 2.45 | -0.9 | 19.80 | 1,888 | 99 | 730 |
| 8 Dec | 374.15 | 3.5 | 2.2 | 21.79 | 1,219 | 142 | 627 |
| 5 Dec | 384.50 | 1.3 | -0.15 | 19.82 | 253 | 65 | 485 |
| 4 Dec | 384.45 | 1.5 | -0.2 | 20.28 | 300 | -3 | 420 |
| 3 Dec | 383.65 | 1.65 | 0.35 | 20.79 | 97 | 52 | 423 |
| 2 Dec | 388.45 | 1.3 | 0.05 | 21.71 | 165 | 45 | 369 |
| 1 Dec | 389.75 | 1.25 | -0.05 | 21.89 | 108 | 21 | 325 |
| 28 Nov | 390.10 | 1.3 | 0 | 20.93 | 155 | 54 | 304 |
| 27 Nov | 392.05 | 1.3 | -0.1 | 21.70 | 162 | -21 | 250 |
| 26 Nov | 391.50 | 1.35 | -1.9 | 21.47 | 523 | 118 | 276 |
| 25 Nov | 380.00 | 3.3 | 0.4 | 21.48 | 191 | 45 | 158 |
| 24 Nov | 382.55 | 2.85 | 0.65 | 21.32 | 103 | 16 | 112 |
| 21 Nov | 387.00 | 2.2 | -0.05 | 21.27 | 67 | 10 | 103 |
| 20 Nov | 388.10 | 2.25 | -0.45 | 22.06 | 38 | 17 | 92 |
| 19 Nov | 389.10 | 2.55 | -0.8 | 23.04 | 41 | 18 | 74 |
| 18 Nov | 386.25 | 3.35 | 0.95 | 24.19 | 28 | 5 | 51 |
| 17 Nov | 392.75 | 2.45 | -0.65 | 24.08 | 34 | 15 | 38 |
| 14 Nov | 388.40 | 3.1 | -0.2 | 23.44 | 9 | 1 | 22 |
| 13 Nov | 388.80 | 3.3 | 0.3 | 23.85 | 11 | 8 | 21 |
| 12 Nov | 388.65 | 3 | -0.5 | 23.10 | 14 | 7 | 12 |
| 11 Nov | 395.60 | 3.5 | 0.5 | - | 0 | 0 | 0 |
| 10 Nov | 395.85 | 3.5 | 0.5 | - | 0 | 0 | 0 |
| 7 Nov | 393.20 | 3.5 | 0.5 | - | 0 | 4 | 0 |
| 6 Nov | 391.75 | 3.5 | 0.5 | 24.07 | 4 | 3 | 4 |
| 4 Nov | 400.60 | 3 | -3.65 | 26.49 | 1 | 0 | 0 |
| 30 Oct | 409.80 | 6.65 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 365 expiring on 30DEC2025
Delta for 365 PE is -0.23
Historical price for 365 PE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 2.45, which was -0.9 lower than the previous day. The implied volatity was 19.80, the open interest changed by 99 which increased total open position to 730
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 3.5, which was 2.2 higher than the previous day. The implied volatity was 21.79, the open interest changed by 142 which increased total open position to 627
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 19.82, the open interest changed by 65 which increased total open position to 485
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 1.5, which was -0.2 lower than the previous day. The implied volatity was 20.28, the open interest changed by -3 which decreased total open position to 420
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 1.65, which was 0.35 higher than the previous day. The implied volatity was 20.79, the open interest changed by 52 which increased total open position to 423
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 1.3, which was 0.05 higher than the previous day. The implied volatity was 21.71, the open interest changed by 45 which increased total open position to 369
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 21.89, the open interest changed by 21 which increased total open position to 325
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 20.93, the open interest changed by 54 which increased total open position to 304
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 1.3, which was -0.1 lower than the previous day. The implied volatity was 21.70, the open interest changed by -21 which decreased total open position to 250
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 1.35, which was -1.9 lower than the previous day. The implied volatity was 21.47, the open interest changed by 118 which increased total open position to 276
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 3.3, which was 0.4 higher than the previous day. The implied volatity was 21.48, the open interest changed by 45 which increased total open position to 158
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 2.85, which was 0.65 higher than the previous day. The implied volatity was 21.32, the open interest changed by 16 which increased total open position to 112
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 2.2, which was -0.05 lower than the previous day. The implied volatity was 21.27, the open interest changed by 10 which increased total open position to 103
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 2.25, which was -0.45 lower than the previous day. The implied volatity was 22.06, the open interest changed by 17 which increased total open position to 92
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 2.55, which was -0.8 lower than the previous day. The implied volatity was 23.04, the open interest changed by 18 which increased total open position to 74
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 3.35, which was 0.95 higher than the previous day. The implied volatity was 24.19, the open interest changed by 5 which increased total open position to 51
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 2.45, which was -0.65 lower than the previous day. The implied volatity was 24.08, the open interest changed by 15 which increased total open position to 38
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 3.1, which was -0.2 lower than the previous day. The implied volatity was 23.44, the open interest changed by 1 which increased total open position to 22
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 3.3, which was 0.3 higher than the previous day. The implied volatity was 23.85, the open interest changed by 8 which increased total open position to 21
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 3, which was -0.5 lower than the previous day. The implied volatity was 23.10, the open interest changed by 7 which increased total open position to 12
On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 3.5, which was 0.5 higher 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 3.5, which was 0.5 higher 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 3.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0
On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 3.5, which was 0.5 higher than the previous day. The implied volatity was 24.07, the open interest changed by 3 which increased total open position to 4
On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 3, which was -3.65 lower than the previous day. The implied volatity was 26.49, 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 6.65, 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































































































































































































































