TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
20 Feb 2026 04:11 PM IST
| TATAPOWER 24-FEB-2026 375 CE | ||||||||||||||||
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Delta: 0.64
Vega: 0.15
Theta: -0.37
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 378.00 | 3.85 | 2.6 | 16.55 | 3,370 | -302 | 728 | |||||||||
| 19 Feb | 369.30 | 1.45 | -5.25 | 18.45 | 3,066 | 144 | 1,029 | |||||||||
| 18 Feb | 379.60 | 6.5 | -0.5 | 21.94 | 571 | -73 | 887 | |||||||||
| 17 Feb | 378.40 | 6.65 | -4.1 | 22.85 | 836 | -84 | 971 | |||||||||
| 16 Feb | 382.10 | 10.25 | 4.4 | 25.08 | 3,032 | -391 | 1,057 | |||||||||
| 13 Feb | 374.10 | 5.7 | -4.3 | 21.07 | 3,168 | 163 | 1,454 | |||||||||
| 12 Feb | 380.55 | 9.45 | 1.7 | 22.63 | 5,110 | -243 | 1,346 | |||||||||
| 11 Feb | 375.65 | 8.6 | 3.9 | 25.02 | 4,444 | 554 | 1,588 | |||||||||
| 10 Feb | 369.95 | 4.55 | 0.1 | 21.97 | 1,005 | -7 | 1,037 | |||||||||
| 9 Feb | 368.70 | 4.4 | 0.1 | 22.83 | 1,036 | 62 | 1,054 | |||||||||
| 6 Feb | 365.95 | 3.95 | -0.2 | 21.92 | 1,633 | 34 | 993 | |||||||||
| 5 Feb | 364.50 | 4.05 | -4.5 | 22.83 | 3,278 | -79 | 957 | |||||||||
| 4 Feb | 371.55 | 8.45 | 2.55 | 26.98 | 3,207 | 322 | 1,037 | |||||||||
| 3 Feb | 365.10 | 5.9 | 1.4 | 26.41 | 766 | 40 | 707 | |||||||||
| 2 Feb | 358.80 | 4.6 | 0 | 27.89 | 1,023 | 317 | 667 | |||||||||
| 1 Feb | 354.35 | 4.4 | -3.6 | 30.26 | 1,085 | 82 | 351 | |||||||||
| 30 Jan | 366.30 | 8 | -0.55 | 27.77 | 471 | 11 | 270 | |||||||||
| 29 Jan | 366.45 | 8.6 | 3.8 | 29.13 | 670 | 45 | 259 | |||||||||
| 28 Jan | 355.05 | 4.85 | 1.55 | 28.29 | 213 | 39 | 213 | |||||||||
| 27 Jan | 347.75 | 3.65 | 0.85 | 28.83 | 101 | 29 | 171 | |||||||||
| 23 Jan | 345.25 | 2.8 | -1.25 | 26.88 | 143 | 43 | 141 | |||||||||
| 22 Jan | 353.30 | 4.1 | 0.5 | 24.96 | 132 | 13 | 91 | |||||||||
| 21 Jan | 349.35 | 3.6 | -1.05 | 26.22 | 185 | 47 | 79 | |||||||||
| 20 Jan | 352.95 | 4.35 | -3.8 | 25.17 | 42 | 20 | 29 | |||||||||
| 19 Jan | 363.20 | 8.15 | -1.2 | 26.04 | 4 | 2 | 8 | |||||||||
| 16 Jan | 366.10 | 9.15 | -9.8 | 23.9 | 7 | 5 | 5 | |||||||||
| 14 Jan | 367.40 | 18.95 | 0 | 0.97 | 0 | 0 | 0 | |||||||||
| 13 Jan | 368.45 | 18.95 | 0 | 0.78 | 0 | 0 | 0 | |||||||||
| 12 Jan | 370.60 | 18.95 | 0 | 0.22 | 0 | 0 | 0 | |||||||||
| 9 Jan | 364.80 | 18.95 | 0 | 1.46 | 0 | 0 | 0 | |||||||||
| 8 Jan | 374.20 | 18.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 380.75 | 18.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 386.50 | 18.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 388.85 | 18.95 | 0 | - | 0 | 0 | 0 | |||||||||
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| 2 Jan | 393.10 | 18.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 381.85 | 18.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 379.60 | 18.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 375 expiring on 24FEB2026
Delta for 375 CE is 0.64
Historical price for 375 CE is as follows
On 20 Feb TATAPOWER was trading at 378.00. The strike last trading price was 3.85, which was 2.6 higher than the previous day. The implied volatity was 16.55, the open interest changed by -302 which decreased total open position to 728
On 19 Feb TATAPOWER was trading at 369.30. The strike last trading price was 1.45, which was -5.25 lower than the previous day. The implied volatity was 18.45, the open interest changed by 144 which increased total open position to 1029
On 18 Feb TATAPOWER was trading at 379.60. The strike last trading price was 6.5, which was -0.5 lower than the previous day. The implied volatity was 21.94, the open interest changed by -73 which decreased total open position to 887
On 17 Feb TATAPOWER was trading at 378.40. The strike last trading price was 6.65, which was -4.1 lower than the previous day. The implied volatity was 22.85, the open interest changed by -84 which decreased total open position to 971
On 16 Feb TATAPOWER was trading at 382.10. The strike last trading price was 10.25, which was 4.4 higher than the previous day. The implied volatity was 25.08, the open interest changed by -391 which decreased total open position to 1057
On 13 Feb TATAPOWER was trading at 374.10. The strike last trading price was 5.7, which was -4.3 lower than the previous day. The implied volatity was 21.07, the open interest changed by 163 which increased total open position to 1454
On 12 Feb TATAPOWER was trading at 380.55. The strike last trading price was 9.45, which was 1.7 higher than the previous day. The implied volatity was 22.63, the open interest changed by -243 which decreased total open position to 1346
On 11 Feb TATAPOWER was trading at 375.65. The strike last trading price was 8.6, which was 3.9 higher than the previous day. The implied volatity was 25.02, the open interest changed by 554 which increased total open position to 1588
On 10 Feb TATAPOWER was trading at 369.95. The strike last trading price was 4.55, which was 0.1 higher than the previous day. The implied volatity was 21.97, the open interest changed by -7 which decreased total open position to 1037
On 9 Feb TATAPOWER was trading at 368.70. The strike last trading price was 4.4, which was 0.1 higher than the previous day. The implied volatity was 22.83, the open interest changed by 62 which increased total open position to 1054
On 6 Feb TATAPOWER was trading at 365.95. The strike last trading price was 3.95, which was -0.2 lower than the previous day. The implied volatity was 21.92, the open interest changed by 34 which increased total open position to 993
On 5 Feb TATAPOWER was trading at 364.50. The strike last trading price was 4.05, which was -4.5 lower than the previous day. The implied volatity was 22.83, the open interest changed by -79 which decreased total open position to 957
On 4 Feb TATAPOWER was trading at 371.55. The strike last trading price was 8.45, which was 2.55 higher than the previous day. The implied volatity was 26.98, the open interest changed by 322 which increased total open position to 1037
On 3 Feb TATAPOWER was trading at 365.10. The strike last trading price was 5.9, which was 1.4 higher than the previous day. The implied volatity was 26.41, the open interest changed by 40 which increased total open position to 707
On 2 Feb TATAPOWER was trading at 358.80. The strike last trading price was 4.6, which was 0 lower than the previous day. The implied volatity was 27.89, the open interest changed by 317 which increased total open position to 667
On 1 Feb TATAPOWER was trading at 354.35. The strike last trading price was 4.4, which was -3.6 lower than the previous day. The implied volatity was 30.26, the open interest changed by 82 which increased total open position to 351
On 30 Jan TATAPOWER was trading at 366.30. The strike last trading price was 8, which was -0.55 lower than the previous day. The implied volatity was 27.77, the open interest changed by 11 which increased total open position to 270
On 29 Jan TATAPOWER was trading at 366.45. The strike last trading price was 8.6, which was 3.8 higher than the previous day. The implied volatity was 29.13, the open interest changed by 45 which increased total open position to 259
On 28 Jan TATAPOWER was trading at 355.05. The strike last trading price was 4.85, which was 1.55 higher than the previous day. The implied volatity was 28.29, the open interest changed by 39 which increased total open position to 213
On 27 Jan TATAPOWER was trading at 347.75. The strike last trading price was 3.65, which was 0.85 higher than the previous day. The implied volatity was 28.83, the open interest changed by 29 which increased total open position to 171
On 23 Jan TATAPOWER was trading at 345.25. The strike last trading price was 2.8, which was -1.25 lower than the previous day. The implied volatity was 26.88, the open interest changed by 43 which increased total open position to 141
On 22 Jan TATAPOWER was trading at 353.30. The strike last trading price was 4.1, which was 0.5 higher than the previous day. The implied volatity was 24.96, the open interest changed by 13 which increased total open position to 91
On 21 Jan TATAPOWER was trading at 349.35. The strike last trading price was 3.6, which was -1.05 lower than the previous day. The implied volatity was 26.22, the open interest changed by 47 which increased total open position to 79
On 20 Jan TATAPOWER was trading at 352.95. The strike last trading price was 4.35, which was -3.8 lower than the previous day. The implied volatity was 25.17, the open interest changed by 20 which increased total open position to 29
On 19 Jan TATAPOWER was trading at 363.20. The strike last trading price was 8.15, which was -1.2 lower than the previous day. The implied volatity was 26.04, the open interest changed by 2 which increased total open position to 8
On 16 Jan TATAPOWER was trading at 366.10. The strike last trading price was 9.15, which was -9.8 lower than the previous day. The implied volatity was 23.9, the open interest changed by 5 which increased total open position to 5
On 14 Jan TATAPOWER was trading at 367.40. The strike last trading price was 18.95, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 13 Jan TATAPOWER was trading at 368.45. The strike last trading price was 18.95, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0
On 12 Jan TATAPOWER was trading at 370.60. The strike last trading price was 18.95, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 9 Jan TATAPOWER was trading at 364.80. The strike last trading price was 18.95, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 8 Jan TATAPOWER was trading at 374.20. The strike last trading price was 18.95, 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 Jan TATAPOWER was trading at 380.75. The strike last trading price was 18.95, 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 Jan TATAPOWER was trading at 386.50. The strike last trading price was 18.95, 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 5 Jan TATAPOWER was trading at 388.85. The strike last trading price was 18.95, 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 2 Jan TATAPOWER was trading at 393.10. The strike last trading price was 18.95, 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 1 Jan TATAPOWER was trading at 381.85. The strike last trading price was 18.95, 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 Dec TATAPOWER was trading at 379.60. The strike last trading price was 18.95, 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 24FEB2026 375 PE | |||||||
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Delta: -0.37
Vega: 0.15
Theta: -0.29
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 378.00 | 1.8 | -5.65 | 17.63 | 1,603 | 118 | 898 |
| 19 Feb | 369.30 | 7.3 | 5.25 | 27.17 | 1,413 | -139 | 809 |
| 18 Feb | 379.60 | 2.5 | -0.4 | 21.75 | 1,610 | 20 | 948 |
| 17 Feb | 378.40 | 3.3 | 0.85 | 23.19 | 1,465 | -172 | 979 |
| 16 Feb | 382.10 | 2.45 | -3.75 | 24.4 | 3,510 | -125 | 1,150 |
| 13 Feb | 374.10 | 6.45 | 2.55 | 25.81 | 1,256 | 26 | 1,276 |
| 12 Feb | 380.55 | 3.95 | -2.05 | 23.54 | 2,216 | 691 | 1,249 |
| 11 Feb | 375.65 | 5.85 | -2.9 | 25.5 | 779 | 249 | 558 |
| 10 Feb | 369.95 | 9 | -1.35 | 23.34 | 138 | 17 | 310 |
| 9 Feb | 368.70 | 10.15 | -1.85 | 23.32 | 30 | -1 | 288 |
| 6 Feb | 365.95 | 12.1 | -2.1 | 23.24 | 86 | 5 | 286 |
| 5 Feb | 364.50 | 14.5 | 4.35 | 28.18 | 429 | -114 | 277 |
| 4 Feb | 371.55 | 10.35 | -3.8 | 26.97 | 549 | 214 | 391 |
| 3 Feb | 365.10 | 14.35 | -4.3 | 28.06 | 225 | 49 | 176 |
| 2 Feb | 358.80 | 18.45 | -1.65 | 28.38 | 20 | -2 | 129 |
| 1 Feb | 354.35 | 20.1 | 4.5 | 23.71 | 41 | 2 | 131 |
| 30 Jan | 366.30 | 15.65 | 0.9 | 32.3 | 86 | 38 | 130 |
| 29 Jan | 366.45 | 14.9 | -9.5 | 29.29 | 72 | -7 | 91 |
| 28 Jan | 355.05 | 24.4 | -5.6 | 37.54 | 13 | -4 | 98 |
| 27 Jan | 347.75 | 30 | 0.25 | 41.66 | 29 | 21 | 101 |
| 23 Jan | 345.25 | 29.75 | 6.35 | 30.04 | 16 | 9 | 79 |
| 22 Jan | 353.30 | 23.4 | -2.6 | 28.12 | 17 | 9 | 69 |
| 21 Jan | 349.35 | 26 | 3.4 | 26.15 | 10 | 8 | 60 |
| 20 Jan | 352.95 | 22.6 | 7.85 | 24.55 | 24 | 12 | 51 |
| 19 Jan | 363.20 | 14.75 | -0.25 | 21.27 | 6 | 1 | 38 |
| 16 Jan | 366.10 | 15 | 1.05 | 25.67 | 32 | 18 | 38 |
| 14 Jan | 367.40 | 13.95 | -3.05 | - | 0 | 0 | 20 |
| 13 Jan | 368.45 | 13.95 | -3.05 | 25.01 | 17 | 12 | 19 |
| 12 Jan | 370.60 | 17 | 5 | 33.6 | 2 | 0 | 5 |
| 9 Jan | 364.80 | 12 | 4.6 | 16.49 | 1 | 0 | 4 |
| 8 Jan | 374.20 | 7.4 | 2.5 | - | 0 | 0 | 4 |
| 7 Jan | 380.75 | 7.4 | 2.5 | 21.76 | 2 | 1 | 3 |
| 6 Jan | 386.50 | 4.9 | -1.1 | - | 0 | 0 | 2 |
| 5 Jan | 388.85 | 4.9 | -1.1 | 21.12 | 1 | 0 | 1 |
| 2 Jan | 393.10 | 6 | -10.15 | 25.97 | 1 | 0 | 0 |
| 1 Jan | 381.85 | 16.15 | 0 | 2.58 | 0 | 0 | 0 |
| 31 Dec | 379.60 | 16.15 | 0 | 2.18 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 375 expiring on 24FEB2026
Delta for 375 PE is -0.37
Historical price for 375 PE is as follows
On 20 Feb TATAPOWER was trading at 378.00. The strike last trading price was 1.8, which was -5.65 lower than the previous day. The implied volatity was 17.63, the open interest changed by 118 which increased total open position to 898
On 19 Feb TATAPOWER was trading at 369.30. The strike last trading price was 7.3, which was 5.25 higher than the previous day. The implied volatity was 27.17, the open interest changed by -139 which decreased total open position to 809
On 18 Feb TATAPOWER was trading at 379.60. The strike last trading price was 2.5, which was -0.4 lower than the previous day. The implied volatity was 21.75, the open interest changed by 20 which increased total open position to 948
On 17 Feb TATAPOWER was trading at 378.40. The strike last trading price was 3.3, which was 0.85 higher than the previous day. The implied volatity was 23.19, the open interest changed by -172 which decreased total open position to 979
On 16 Feb TATAPOWER was trading at 382.10. The strike last trading price was 2.45, which was -3.75 lower than the previous day. The implied volatity was 24.4, the open interest changed by -125 which decreased total open position to 1150
On 13 Feb TATAPOWER was trading at 374.10. The strike last trading price was 6.45, which was 2.55 higher than the previous day. The implied volatity was 25.81, the open interest changed by 26 which increased total open position to 1276
On 12 Feb TATAPOWER was trading at 380.55. The strike last trading price was 3.95, which was -2.05 lower than the previous day. The implied volatity was 23.54, the open interest changed by 691 which increased total open position to 1249
On 11 Feb TATAPOWER was trading at 375.65. The strike last trading price was 5.85, which was -2.9 lower than the previous day. The implied volatity was 25.5, the open interest changed by 249 which increased total open position to 558
On 10 Feb TATAPOWER was trading at 369.95. The strike last trading price was 9, which was -1.35 lower than the previous day. The implied volatity was 23.34, the open interest changed by 17 which increased total open position to 310
On 9 Feb TATAPOWER was trading at 368.70. The strike last trading price was 10.15, which was -1.85 lower than the previous day. The implied volatity was 23.32, the open interest changed by -1 which decreased total open position to 288
On 6 Feb TATAPOWER was trading at 365.95. The strike last trading price was 12.1, which was -2.1 lower than the previous day. The implied volatity was 23.24, the open interest changed by 5 which increased total open position to 286
On 5 Feb TATAPOWER was trading at 364.50. The strike last trading price was 14.5, which was 4.35 higher than the previous day. The implied volatity was 28.18, the open interest changed by -114 which decreased total open position to 277
On 4 Feb TATAPOWER was trading at 371.55. The strike last trading price was 10.35, which was -3.8 lower than the previous day. The implied volatity was 26.97, the open interest changed by 214 which increased total open position to 391
On 3 Feb TATAPOWER was trading at 365.10. The strike last trading price was 14.35, which was -4.3 lower than the previous day. The implied volatity was 28.06, the open interest changed by 49 which increased total open position to 176
On 2 Feb TATAPOWER was trading at 358.80. The strike last trading price was 18.45, which was -1.65 lower than the previous day. The implied volatity was 28.38, the open interest changed by -2 which decreased total open position to 129
On 1 Feb TATAPOWER was trading at 354.35. The strike last trading price was 20.1, which was 4.5 higher than the previous day. The implied volatity was 23.71, the open interest changed by 2 which increased total open position to 131
On 30 Jan TATAPOWER was trading at 366.30. The strike last trading price was 15.65, which was 0.9 higher than the previous day. The implied volatity was 32.3, the open interest changed by 38 which increased total open position to 130
On 29 Jan TATAPOWER was trading at 366.45. The strike last trading price was 14.9, which was -9.5 lower than the previous day. The implied volatity was 29.29, the open interest changed by -7 which decreased total open position to 91
On 28 Jan TATAPOWER was trading at 355.05. The strike last trading price was 24.4, which was -5.6 lower than the previous day. The implied volatity was 37.54, the open interest changed by -4 which decreased total open position to 98
On 27 Jan TATAPOWER was trading at 347.75. The strike last trading price was 30, which was 0.25 higher than the previous day. The implied volatity was 41.66, the open interest changed by 21 which increased total open position to 101
On 23 Jan TATAPOWER was trading at 345.25. The strike last trading price was 29.75, which was 6.35 higher than the previous day. The implied volatity was 30.04, the open interest changed by 9 which increased total open position to 79
On 22 Jan TATAPOWER was trading at 353.30. The strike last trading price was 23.4, which was -2.6 lower than the previous day. The implied volatity was 28.12, the open interest changed by 9 which increased total open position to 69
On 21 Jan TATAPOWER was trading at 349.35. The strike last trading price was 26, which was 3.4 higher than the previous day. The implied volatity was 26.15, the open interest changed by 8 which increased total open position to 60
On 20 Jan TATAPOWER was trading at 352.95. The strike last trading price was 22.6, which was 7.85 higher than the previous day. The implied volatity was 24.55, the open interest changed by 12 which increased total open position to 51
On 19 Jan TATAPOWER was trading at 363.20. The strike last trading price was 14.75, which was -0.25 lower than the previous day. The implied volatity was 21.27, the open interest changed by 1 which increased total open position to 38
On 16 Jan TATAPOWER was trading at 366.10. The strike last trading price was 15, which was 1.05 higher than the previous day. The implied volatity was 25.67, the open interest changed by 18 which increased total open position to 38
On 14 Jan TATAPOWER was trading at 367.40. The strike last trading price was 13.95, which was -3.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 13 Jan TATAPOWER was trading at 368.45. The strike last trading price was 13.95, which was -3.05 lower than the previous day. The implied volatity was 25.01, the open interest changed by 12 which increased total open position to 19
On 12 Jan TATAPOWER was trading at 370.60. The strike last trading price was 17, which was 5 higher than the previous day. The implied volatity was 33.6, the open interest changed by 0 which decreased total open position to 5
On 9 Jan TATAPOWER was trading at 364.80. The strike last trading price was 12, which was 4.6 higher than the previous day. The implied volatity was 16.49, the open interest changed by 0 which decreased total open position to 4
On 8 Jan TATAPOWER was trading at 374.20. The strike last trading price was 7.4, which was 2.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 7 Jan TATAPOWER was trading at 380.75. The strike last trading price was 7.4, which was 2.5 higher than the previous day. The implied volatity was 21.76, the open interest changed by 1 which increased total open position to 3
On 6 Jan TATAPOWER was trading at 386.50. The strike last trading price was 4.9, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Jan TATAPOWER was trading at 388.85. The strike last trading price was 4.9, which was -1.1 lower than the previous day. The implied volatity was 21.12, the open interest changed by 0 which decreased total open position to 1
On 2 Jan TATAPOWER was trading at 393.10. The strike last trading price was 6, which was -10.15 lower than the previous day. The implied volatity was 25.97, the open interest changed by 0 which decreased total open position to 0
On 1 Jan TATAPOWER was trading at 381.85. The strike last trading price was 16.15, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0
On 31 Dec TATAPOWER was trading at 379.60. The strike last trading price was 16.15, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
