[--[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 365 CE
Delta: 0.73
Vega: 0.30
Theta: -0.24
Gamma: 0.02
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
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
Delta: -0.23
Vega: 0.27
Theta: -0.10
Gamma: 0.02
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