TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
09 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 375 CE | ||||||||||||||||
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Delta: 0.57
Vega: 0.35
Theta: -0.22
Gamma: 0.02
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.35
Theta: -0.11
Gamma: 0.02
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| 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































































































































































































































