TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
09 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 370 CE | ||||||||||||||||
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Delta: 0.66
Vega: 0.33
Theta: -0.24
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.32
Vega: 0.32
Theta: -0.11
Gamma: 0.02
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| 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































































































































































































































