[--[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 370 CE
Delta: 0.66
Vega: 0.33
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 12.15 1.6 21.99 1,351 90 432
8 Dec 374.15 9.7 -9 16.76 533 127 337
5 Dec 384.50 18.75 -0.5 20.09 218 7 210
4 Dec 384.45 18.8 0.65 20.16 257 -99 203
3 Dec 383.65 18.15 -4.05 16.32 430 105 290
2 Dec 388.45 22.2 -0.2 13.49 82 19 188
1 Dec 389.75 22.4 -2.05 - 116 36 169
28 Nov 390.10 24.45 -2.3 18.63 11 0 132
27 Nov 392.05 26.75 0.4 19.90 57 1 133
26 Nov 391.50 26.2 9.9 18.42 211 21 130
25 Nov 380.00 16.05 -2.75 16.69 111 50 105
24 Nov 382.55 18.55 -3.7 18.26 60 22 54
21 Nov 387.00 22.65 -0.65 17.21 16 12 32
20 Nov 388.10 23.3 -1.05 13.56 3 1 20
19 Nov 389.10 24.35 -0.65 15.79 12 -1 18
18 Nov 386.25 25 -3.5 22.33 11 -6 21
17 Nov 392.75 28.5 3.4 17.93 1 0 27
14 Nov 388.40 25.2 -0.8 17.46 6 4 25
13 Nov 388.80 26 -4 - 0 1 0
12 Nov 388.65 26 -4 17.21 3 0 20
11 Nov 395.60 30 1.2 - 1 0 19
10 Nov 395.85 28.8 -9.95 - 0 19 0
7 Nov 393.20 28.8 -9.95 - 19 17 17
6 Nov 391.75 38.75 0 - 0 0 0
4 Nov 400.60 38.75 0 - 0 0 0
31 Oct 404.90 38.75 0 - 0 0 0
30 Oct 409.80 38.75 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 370 expiring on 30DEC2025

Delta for 370 CE is 0.66

Historical price for 370 CE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 12.15, which was 1.6 higher than the previous day. The implied volatity was 21.99, the open interest changed by 90 which increased total open position to 432


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 9.7, which was -9 lower than the previous day. The implied volatity was 16.76, the open interest changed by 127 which increased total open position to 337


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 18.75, which was -0.5 lower than the previous day. The implied volatity was 20.09, the open interest changed by 7 which increased total open position to 210


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 18.8, which was 0.65 higher than the previous day. The implied volatity was 20.16, the open interest changed by -99 which decreased total open position to 203


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 18.15, which was -4.05 lower than the previous day. The implied volatity was 16.32, the open interest changed by 105 which increased total open position to 290


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 22.2, which was -0.2 lower than the previous day. The implied volatity was 13.49, the open interest changed by 19 which increased total open position to 188


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 22.4, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 36 which increased total open position to 169


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 24.45, which was -2.3 lower than the previous day. The implied volatity was 18.63, the open interest changed by 0 which decreased total open position to 132


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 26.75, which was 0.4 higher than the previous day. The implied volatity was 19.90, the open interest changed by 1 which increased total open position to 133


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 26.2, which was 9.9 higher than the previous day. The implied volatity was 18.42, the open interest changed by 21 which increased total open position to 130


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 16.05, which was -2.75 lower than the previous day. The implied volatity was 16.69, the open interest changed by 50 which increased total open position to 105


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 18.55, which was -3.7 lower than the previous day. The implied volatity was 18.26, the open interest changed by 22 which increased total open position to 54


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 22.65, which was -0.65 lower than the previous day. The implied volatity was 17.21, the open interest changed by 12 which increased total open position to 32


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 23.3, which was -1.05 lower than the previous day. The implied volatity was 13.56, the open interest changed by 1 which increased total open position to 20


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 24.35, which was -0.65 lower than the previous day. The implied volatity was 15.79, the open interest changed by -1 which decreased total open position to 18


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 25, which was -3.5 lower than the previous day. The implied volatity was 22.33, the open interest changed by -6 which decreased total open position to 21


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 28.5, which was 3.4 higher than the previous day. The implied volatity was 17.93, the open interest changed by 0 which decreased total open position to 27


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 25.2, which was -0.8 lower than the previous day. The implied volatity was 17.46, the open interest changed by 4 which increased total open position to 25


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 26, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 26, which was -4 lower than the previous day. The implied volatity was 17.21, the open interest changed by 0 which decreased total open position to 20


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 30, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 28.8, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 0


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 28.8, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 17


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 38.75, 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 38.75, 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 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 38.75, 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 38.75, 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 370 PE
Delta: -0.32
Vega: 0.32
Theta: -0.11
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 3.5 -1.4 18.53 2,153 117 1,467
8 Dec 374.15 5.2 3.25 21.82 3,031 19 1,356
5 Dec 384.50 1.9 -0.25 18.89 1,470 50 1,339
4 Dec 384.45 2.2 -0.35 19.55 773 79 1,288
3 Dec 383.65 2.35 0.35 19.95 734 14 1,210
2 Dec 388.45 1.9 -0.05 21.17 602 55 1,194
1 Dec 389.75 1.85 0 21.50 344 47 1,143
28 Nov 390.10 1.95 0.15 20.69 446 82 1,093
27 Nov 392.05 1.8 -0.15 21.01 822 25 1,010
26 Nov 391.50 1.85 -2.5 20.73 2,636 107 986
25 Nov 380.00 4.4 0.45 20.83 1,025 363 882
24 Nov 382.55 4.05 1.1 21.29 485 157 517
21 Nov 387.00 3 -0.15 20.80 345 38 360
20 Nov 388.10 3.15 -0.35 21.94 170 -3 322
19 Nov 389.10 3.45 -0.85 22.80 137 40 326
18 Nov 386.25 4.1 0.95 23.18 137 26 288
17 Nov 392.75 3.15 -1 23.51 74 4 262
14 Nov 388.40 3.9 -0.4 22.76 123 20 259
13 Nov 388.80 4.25 0.2 23.51 43 7 239
12 Nov 388.65 4.1 0.3 23.24 89 53 223
11 Nov 395.60 3.8 0.3 25.36 118 76 168
10 Nov 395.85 3.5 -1.05 24.61 22 9 89
7 Nov 393.20 4.55 -0.6 25.80 5 0 79
6 Nov 391.75 5.05 1.35 25.14 28 15 79
4 Nov 400.60 3.7 0.9 26.05 22 21 63
31 Oct 404.90 2.8 0.25 - 35 19 41
30 Oct 409.80 2.55 -11.95 25.51 22 0 0
28 Oct 398.65 14.5 0 - 0 0 0
27 Oct 400.25 14.5 0 6.69 0 0 0
24 Oct 396.85 14.5 0 - 0 0 0
23 Oct 397.65 14.5 0 6.01 0 0 0
14 Oct 391.55 14.5 0 - 0 0 0
9 Oct 388.20 14.5 0 4.45 0 0 0
7 Oct 392.50 14.5 0 - 0 0 0
3 Oct 394.90 14.5 0 5.21 0 0 0


For Tata Power Co Ltd - strike price 370 expiring on 30DEC2025

Delta for 370 PE is -0.32

Historical price for 370 PE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 3.5, which was -1.4 lower than the previous day. The implied volatity was 18.53, the open interest changed by 117 which increased total open position to 1467


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 5.2, which was 3.25 higher than the previous day. The implied volatity was 21.82, the open interest changed by 19 which increased total open position to 1356


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 18.89, the open interest changed by 50 which increased total open position to 1339


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 2.2, which was -0.35 lower than the previous day. The implied volatity was 19.55, the open interest changed by 79 which increased total open position to 1288


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 2.35, which was 0.35 higher than the previous day. The implied volatity was 19.95, the open interest changed by 14 which increased total open position to 1210


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 1.9, which was -0.05 lower than the previous day. The implied volatity was 21.17, the open interest changed by 55 which increased total open position to 1194


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 21.50, the open interest changed by 47 which increased total open position to 1143


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 1.95, which was 0.15 higher than the previous day. The implied volatity was 20.69, the open interest changed by 82 which increased total open position to 1093


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 1.8, which was -0.15 lower than the previous day. The implied volatity was 21.01, the open interest changed by 25 which increased total open position to 1010


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 1.85, which was -2.5 lower than the previous day. The implied volatity was 20.73, the open interest changed by 107 which increased total open position to 986


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 4.4, which was 0.45 higher than the previous day. The implied volatity was 20.83, the open interest changed by 363 which increased total open position to 882


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 4.05, which was 1.1 higher than the previous day. The implied volatity was 21.29, the open interest changed by 157 which increased total open position to 517


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 3, which was -0.15 lower than the previous day. The implied volatity was 20.80, the open interest changed by 38 which increased total open position to 360


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 3.15, which was -0.35 lower than the previous day. The implied volatity was 21.94, the open interest changed by -3 which decreased total open position to 322


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 3.45, which was -0.85 lower than the previous day. The implied volatity was 22.80, the open interest changed by 40 which increased total open position to 326


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 4.1, which was 0.95 higher than the previous day. The implied volatity was 23.18, the open interest changed by 26 which increased total open position to 288


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 3.15, which was -1 lower than the previous day. The implied volatity was 23.51, the open interest changed by 4 which increased total open position to 262


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 3.9, which was -0.4 lower than the previous day. The implied volatity was 22.76, the open interest changed by 20 which increased total open position to 259


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 4.25, which was 0.2 higher than the previous day. The implied volatity was 23.51, the open interest changed by 7 which increased total open position to 239


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 4.1, which was 0.3 higher than the previous day. The implied volatity was 23.24, the open interest changed by 53 which increased total open position to 223


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 3.8, which was 0.3 higher than the previous day. The implied volatity was 25.36, the open interest changed by 76 which increased total open position to 168


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 3.5, which was -1.05 lower than the previous day. The implied volatity was 24.61, the open interest changed by 9 which increased total open position to 89


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 4.55, which was -0.6 lower than the previous day. The implied volatity was 25.80, the open interest changed by 0 which decreased total open position to 79


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 5.05, which was 1.35 higher than the previous day. The implied volatity was 25.14, the open interest changed by 15 which increased total open position to 79


On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 3.7, which was 0.9 higher than the previous day. The implied volatity was 26.05, the open interest changed by 21 which increased total open position to 63


On 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 2.8, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 41


On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 2.55, which was -11.95 lower than the previous day. The implied volatity was 25.51, 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 14.5, 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 14.5, which was 0 lower than the previous day. The implied volatity was 6.69, 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 14.5, 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 14.5, which was 0 lower than the previous day. The implied volatity was 6.01, 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 14.5, 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 14.5, which was 0 lower than the previous day. The implied volatity was 4.45, 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 14.5, 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 14.5, which was 0 lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0