[--[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 375 CE
Delta: 0.57
Vega: 0.35
Theta: -0.22
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 8.45 0.65 19.84 2,263 61 610
8 Dec 374.15 7.15 -7.4 17.79 1,946 388 551
5 Dec 384.50 14.5 -0.35 18.52 65 7 163
4 Dec 384.45 14.65 0.45 18.84 125 -9 157
3 Dec 383.65 14.35 -3 16.68 100 56 165
2 Dec 388.45 17.55 -0.7 12.82 30 -4 109
1 Dec 389.75 18.25 -2.05 - 21 3 114
28 Nov 390.10 20.3 -2 18.51 16 -3 110
27 Nov 392.05 22.1 0.15 18.15 72 -7 113
26 Nov 391.50 21.9 9.1 18.06 143 18 123
25 Nov 380.00 12.55 -2.65 16.63 121 50 103
24 Nov 382.55 15 -3.8 18.29 39 23 51
21 Nov 387.00 18.8 -2 17.47 34 10 28
20 Nov 388.10 20.8 0.35 18.92 16 12 18
19 Nov 389.10 20.45 -2.25 16.55 2 0 6
18 Nov 386.25 22.7 0.9 25.29 3 2 5
17 Nov 392.75 21.8 -1.9 - 0 -3 0
14 Nov 388.40 21.8 -1.9 18.86 3 0 6
13 Nov 388.80 23.7 -3.8 - 0 2 0
12 Nov 388.65 23.7 -3.8 21.26 4 2 6
11 Nov 395.60 27.5 3.1 19.04 3 0 1
10 Nov 395.85 24.4 -3.1 - 0 -6 0
7 Nov 393.20 24.4 -3.1 - 6 -3 4
6 Nov 391.75 27.5 -9.5 24.72 7 1 1
4 Nov 400.60 37 0 - 0 0 0
31 Oct 404.90 37 0 - 0 0 0
30 Oct 409.80 37 0 - 0 0 0
29 Oct 410.70 37 0 - 0 0 0


For Tata Power Co Ltd - strike price 375 expiring on 30DEC2025

Delta for 375 CE is 0.57

Historical price for 375 CE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 8.45, which was 0.65 higher than the previous day. The implied volatity was 19.84, the open interest changed by 61 which increased total open position to 610


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 7.15, which was -7.4 lower than the previous day. The implied volatity was 17.79, the open interest changed by 388 which increased total open position to 551


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 14.5, which was -0.35 lower than the previous day. The implied volatity was 18.52, the open interest changed by 7 which increased total open position to 163


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 14.65, which was 0.45 higher than the previous day. The implied volatity was 18.84, the open interest changed by -9 which decreased total open position to 157


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 14.35, which was -3 lower than the previous day. The implied volatity was 16.68, the open interest changed by 56 which increased total open position to 165


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 17.55, which was -0.7 lower than the previous day. The implied volatity was 12.82, the open interest changed by -4 which decreased total open position to 109


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 18.25, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 114


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 20.3, which was -2 lower than the previous day. The implied volatity was 18.51, the open interest changed by -3 which decreased total open position to 110


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 22.1, which was 0.15 higher than the previous day. The implied volatity was 18.15, the open interest changed by -7 which decreased total open position to 113


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 21.9, which was 9.1 higher than the previous day. The implied volatity was 18.06, the open interest changed by 18 which increased total open position to 123


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 12.55, which was -2.65 lower than the previous day. The implied volatity was 16.63, the open interest changed by 50 which increased total open position to 103


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 15, which was -3.8 lower than the previous day. The implied volatity was 18.29, the open interest changed by 23 which increased total open position to 51


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 18.8, which was -2 lower than the previous day. The implied volatity was 17.47, the open interest changed by 10 which increased total open position to 28


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 20.8, which was 0.35 higher than the previous day. The implied volatity was 18.92, the open interest changed by 12 which increased total open position to 18


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 20.45, which was -2.25 lower than the previous day. The implied volatity was 16.55, the open interest changed by 0 which decreased total open position to 6


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 22.7, which was 0.9 higher than the previous day. The implied volatity was 25.29, the open interest changed by 2 which increased total open position to 5


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 21.8, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 21.8, which was -1.9 lower than the previous day. The implied volatity was 18.86, the open interest changed by 0 which decreased total open position to 6


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 23.7, which was -3.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 23.7, which was -3.8 lower than the previous day. The implied volatity was 21.26, the open interest changed by 2 which increased total open position to 6


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 27.5, which was 3.1 higher than the previous day. The implied volatity was 19.04, the open interest changed by 0 which decreased total open position to 1


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 24.4, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 0


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 24.4, which was -3.1 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 4


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 27.5, which was -9.5 lower than the previous day. The implied volatity was 24.72, the open interest changed by 1 which increased total open position to 1


On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 37, 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 37, 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 37, 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 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 37, 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 375 PE
Delta: -0.43
Vega: 0.35
Theta: -0.11
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 5.4 -1.55 18.43 1,396 -19 963
8 Dec 374.15 7.05 4.1 20.95 2,576 175 985
5 Dec 384.50 2.95 -0.15 18.55 1,270 128 811
4 Dec 384.45 3.35 -0.35 19.32 1,228 45 682
3 Dec 383.65 3.5 0.7 19.71 749 -19 638
2 Dec 388.45 2.7 -0.05 20.55 336 -21 657
1 Dec 389.75 2.65 0.05 21.02 366 30 678
28 Nov 390.10 2.7 0.25 20.00 776 7 647
27 Nov 392.05 2.35 -0.15 19.92 1,615 35 642
26 Nov 391.50 2.5 -3.4 19.93 1,630 173 535
25 Nov 380.00 5.85 0.55 20.30 497 104 363
24 Nov 382.55 5.55 1.55 21.19 228 122 259
21 Nov 387.00 4 -0.25 20.24 70 10 138
20 Nov 388.10 4.2 -0.55 21.56 84 21 125
19 Nov 389.10 4.5 -1.1 22.36 78 5 102
18 Nov 386.25 5.6 1.25 23.48 25 6 97
17 Nov 392.75 4.35 -0.9 23.74 41 27 91
14 Nov 388.40 5.25 0.35 22.89 2 1 64
13 Nov 388.80 4.9 -0.4 21.99 11 1 62
12 Nov 388.65 5.35 0.55 23.15 22 13 59
11 Nov 395.60 4.8 0 25.06 1 0 45
10 Nov 395.85 4.8 -0.7 24.64 4 2 46
7 Nov 393.20 5.5 0.5 25.19 2 1 45
6 Nov 391.75 5 0.5 22.23 5 2 44
4 Nov 400.60 4.5 1.15 25.53 4 2 41
31 Oct 404.90 3.35 0.2 - 0 10 0
30 Oct 409.80 3.35 0.2 25.63 11 10 39
29 Oct 410.70 3.15 -6.25 25.39 37 26 26


For Tata Power Co Ltd - strike price 375 expiring on 30DEC2025

Delta for 375 PE is -0.43

Historical price for 375 PE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 5.4, which was -1.55 lower than the previous day. The implied volatity was 18.43, the open interest changed by -19 which decreased total open position to 963


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 7.05, which was 4.1 higher than the previous day. The implied volatity was 20.95, the open interest changed by 175 which increased total open position to 985


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 2.95, which was -0.15 lower than the previous day. The implied volatity was 18.55, the open interest changed by 128 which increased total open position to 811


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 3.35, which was -0.35 lower than the previous day. The implied volatity was 19.32, the open interest changed by 45 which increased total open position to 682


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 3.5, which was 0.7 higher than the previous day. The implied volatity was 19.71, the open interest changed by -19 which decreased total open position to 638


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 2.7, which was -0.05 lower than the previous day. The implied volatity was 20.55, the open interest changed by -21 which decreased total open position to 657


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 2.65, which was 0.05 higher than the previous day. The implied volatity was 21.02, the open interest changed by 30 which increased total open position to 678


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 2.7, which was 0.25 higher than the previous day. The implied volatity was 20.00, the open interest changed by 7 which increased total open position to 647


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 2.35, which was -0.15 lower than the previous day. The implied volatity was 19.92, the open interest changed by 35 which increased total open position to 642


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 2.5, which was -3.4 lower than the previous day. The implied volatity was 19.93, the open interest changed by 173 which increased total open position to 535


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 5.85, which was 0.55 higher than the previous day. The implied volatity was 20.30, the open interest changed by 104 which increased total open position to 363


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 5.55, which was 1.55 higher than the previous day. The implied volatity was 21.19, the open interest changed by 122 which increased total open position to 259


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 4, which was -0.25 lower than the previous day. The implied volatity was 20.24, the open interest changed by 10 which increased total open position to 138


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 4.2, which was -0.55 lower than the previous day. The implied volatity was 21.56, the open interest changed by 21 which increased total open position to 125


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 4.5, which was -1.1 lower than the previous day. The implied volatity was 22.36, the open interest changed by 5 which increased total open position to 102


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 5.6, which was 1.25 higher than the previous day. The implied volatity was 23.48, the open interest changed by 6 which increased total open position to 97


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 4.35, which was -0.9 lower than the previous day. The implied volatity was 23.74, the open interest changed by 27 which increased total open position to 91


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 5.25, which was 0.35 higher than the previous day. The implied volatity was 22.89, the open interest changed by 1 which increased total open position to 64


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 4.9, which was -0.4 lower than the previous day. The implied volatity was 21.99, the open interest changed by 1 which increased total open position to 62


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 5.35, which was 0.55 higher than the previous day. The implied volatity was 23.15, the open interest changed by 13 which increased total open position to 59


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 4.8, which was 0 lower than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 45


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 4.8, which was -0.7 lower than the previous day. The implied volatity was 24.64, the open interest changed by 2 which increased total open position to 46


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 5.5, which was 0.5 higher than the previous day. The implied volatity was 25.19, the open interest changed by 1 which increased total open position to 45


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 5, which was 0.5 higher than the previous day. The implied volatity was 22.23, the open interest changed by 2 which increased total open position to 44


On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 4.5, which was 1.15 higher than the previous day. The implied volatity was 25.53, the open interest changed by 2 which increased total open position to 41


On 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 3.35, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0


On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 3.35, which was 0.2 higher than the previous day. The implied volatity was 25.63, the open interest changed by 10 which increased total open position to 39


On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 3.15, which was -6.25 lower than the previous day. The implied volatity was 25.39, the open interest changed by 26 which increased total open position to 26