[--[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 380 CE
Delta: 0.46
Vega: 0.36
Theta: -0.22
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 6.1 1 20.11 4,699 328 2,968
8 Dec 374.15 4.8 -6.3 17.63 4,575 1,288 2,471
5 Dec 384.50 11 -0.6 18.19 1,498 100 1,184
4 Dec 384.45 11.2 0.45 18.53 720 6 1,082
3 Dec 383.65 10.85 -3.1 16.68 842 119 1,078
2 Dec 388.45 14.3 -1.2 15.93 575 9 958
1 Dec 389.75 15.6 -1.05 16.06 479 -6 952
28 Nov 390.10 16.45 -1.9 18.32 188 19 959
27 Nov 392.05 18.2 0.2 18.26 399 -17 940
26 Nov 391.50 17.8 7.9 17.52 1,658 -127 962
25 Nov 380.00 9.5 -2.55 16.54 2,154 877 1,083
24 Nov 382.55 12.15 -2.8 18.94 189 79 198
21 Nov 387.00 15.05 -1.9 17.06 100 34 118
20 Nov 388.10 17.55 0.3 19.70 72 47 84
19 Nov 389.10 17.25 0.25 17.89 20 12 37
18 Nov 386.25 17 -2.85 20.07 22 4 19
17 Nov 392.75 19.85 0.1 - 0 6 0
14 Nov 388.40 19.85 0.1 22.21 6 5 14
13 Nov 388.80 19.75 -0.2 21.42 5 -1 9
12 Nov 388.65 20 -3.5 20.78 10 5 10
11 Nov 395.60 23.5 -3.75 17.83 2 0 4
10 Nov 395.85 27.25 -10.7 25.02 4 -3 4
7 Nov 393.20 37.95 -3.7 - 0 0 0
6 Nov 391.75 37.95 -3.7 - 0 0 0
4 Nov 400.60 37.95 -3.7 - 0 0 0
3 Nov 408.60 37.95 -3.7 - 0 0 0
31 Oct 404.90 37.95 -3.7 - 0 1 0
30 Oct 409.80 37.95 -3.7 19.32 1 0 6
29 Oct 410.70 41.65 8.7 26.20 6 4 4
28 Oct 398.65 32.95 0 - 0 0 0
27 Oct 400.25 32.95 0 - 0 0 0
24 Oct 396.85 32.95 0 - 0 0 0
23 Oct 397.65 32.95 0 - 0 0 0
21 Oct 398.80 32.95 0 - 0 0 0
20 Oct 399.80 32.95 0 - 0 0 0
14 Oct 391.55 32.95 0 - 0 0 0
9 Oct 388.20 32.95 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 380 expiring on 30DEC2025

Delta for 380 CE is 0.46

Historical price for 380 CE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 6.1, which was 1 higher than the previous day. The implied volatity was 20.11, the open interest changed by 328 which increased total open position to 2968


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 4.8, which was -6.3 lower than the previous day. The implied volatity was 17.63, the open interest changed by 1288 which increased total open position to 2471


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 11, which was -0.6 lower than the previous day. The implied volatity was 18.19, the open interest changed by 100 which increased total open position to 1184


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 11.2, which was 0.45 higher than the previous day. The implied volatity was 18.53, the open interest changed by 6 which increased total open position to 1082


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 10.85, which was -3.1 lower than the previous day. The implied volatity was 16.68, the open interest changed by 119 which increased total open position to 1078


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 14.3, which was -1.2 lower than the previous day. The implied volatity was 15.93, the open interest changed by 9 which increased total open position to 958


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 15.6, which was -1.05 lower than the previous day. The implied volatity was 16.06, the open interest changed by -6 which decreased total open position to 952


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 16.45, which was -1.9 lower than the previous day. The implied volatity was 18.32, the open interest changed by 19 which increased total open position to 959


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 18.2, which was 0.2 higher than the previous day. The implied volatity was 18.26, the open interest changed by -17 which decreased total open position to 940


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 17.8, which was 7.9 higher than the previous day. The implied volatity was 17.52, the open interest changed by -127 which decreased total open position to 962


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 9.5, which was -2.55 lower than the previous day. The implied volatity was 16.54, the open interest changed by 877 which increased total open position to 1083


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 12.15, which was -2.8 lower than the previous day. The implied volatity was 18.94, the open interest changed by 79 which increased total open position to 198


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 15.05, which was -1.9 lower than the previous day. The implied volatity was 17.06, the open interest changed by 34 which increased total open position to 118


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 17.55, which was 0.3 higher than the previous day. The implied volatity was 19.70, the open interest changed by 47 which increased total open position to 84


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 17.25, which was 0.25 higher than the previous day. The implied volatity was 17.89, the open interest changed by 12 which increased total open position to 37


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 17, which was -2.85 lower than the previous day. The implied volatity was 20.07, the open interest changed by 4 which increased total open position to 19


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 19.85, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 19.85, which was 0.1 higher than the previous day. The implied volatity was 22.21, the open interest changed by 5 which increased total open position to 14


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 19.75, which was -0.2 lower than the previous day. The implied volatity was 21.42, the open interest changed by -1 which decreased total open position to 9


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 20, which was -3.5 lower than the previous day. The implied volatity was 20.78, the open interest changed by 5 which increased total open position to 10


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 23.5, which was -3.75 lower than the previous day. The implied volatity was 17.83, the open interest changed by 0 which decreased total open position to 4


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 27.25, which was -10.7 lower than the previous day. The implied volatity was 25.02, the open interest changed by -3 which decreased total open position to 4


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 37.95, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 37.95, which was -3.7 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 37.95, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 37.95, which was -3.7 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 37.95, which was -3.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 37.95, which was -3.7 lower than the previous day. The implied volatity was 19.32, the open interest changed by 0 which decreased total open position to 6


On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 41.65, which was 8.7 higher than the previous day. The implied volatity was 26.20, the open interest changed by 4 which increased total open position to 4


On 28 Oct TATAPOWER was trading at 398.65. The strike last trading price was 32.95, 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 27 Oct TATAPOWER was trading at 400.25. The strike last trading price was 32.95, 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 24 Oct TATAPOWER was trading at 396.85. The strike last trading price was 32.95, 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 23 Oct TATAPOWER was trading at 397.65. The strike last trading price was 32.95, 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 21 Oct TATAPOWER was trading at 398.80. The strike last trading price was 32.95, 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 20 Oct TATAPOWER was trading at 399.80. The strike last trading price was 32.95, 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 14 Oct TATAPOWER was trading at 391.55. The strike last trading price was 32.95, 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 9 Oct TATAPOWER was trading at 388.20. The strike last trading price was 32.95, 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 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 380 PE
Delta: -0.55
Vega: 0.36
Theta: -0.09
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 7.8 -1.85 18.09 1,559 -113 1,903
8 Dec 374.15 9.95 5.6 21.61 3,041 507 2,013
5 Dec 384.50 4.35 -0.15 18.04 1,969 119 1,505
4 Dec 384.45 4.8 -0.5 18.79 1,325 84 1,387
3 Dec 383.65 5.05 0.95 19.41 1,393 123 1,305
2 Dec 388.45 3.95 0.1 20.39 1,347 65 1,181
1 Dec 389.75 3.65 -0.05 20.34 1,195 6 1,117
28 Nov 390.10 3.75 0.35 19.44 1,192 32 1,121
27 Nov 392.05 3.35 -0.2 19.56 2,247 -57 1,085
26 Nov 391.50 3.45 -4.5 19.35 2,919 -181 1,141
25 Nov 380.00 8.4 1.15 21.36 1,891 617 1,325
24 Nov 382.55 7.35 1.7 20.96 393 99 701
21 Nov 387.00 5.7 0 20.62 289 73 602
20 Nov 388.10 5.55 -0.6 21.25 419 165 529
19 Nov 389.10 5.95 -1.45 22.24 137 39 364
18 Nov 386.25 7.2 1.7 23.32 101 58 324
17 Nov 392.75 5.5 -1.5 23.25 122 72 264
14 Nov 388.40 6.75 -0.25 22.73 44 19 191
13 Nov 388.80 7 0.1 23.16 35 4 171
12 Nov 388.65 7 0.9 23.34 49 35 165
11 Nov 395.60 6.2 0.2 25.19 31 9 125
10 Nov 395.85 6 -1.05 24.85 7 0 113
7 Nov 393.20 7.05 -0.8 25.42 2 0 112
6 Nov 391.75 8 2.1 25.17 35 11 112
4 Nov 400.60 5.9 1.95 25.96 53 17 102
3 Nov 408.60 3.9 -0.8 24.85 68 21 84
31 Oct 404.90 4.7 0.55 - 4 3 63
30 Oct 409.80 4.15 0.4 25.36 16 15 59
29 Oct 410.70 3.8 -1.9 24.79 44 13 42
28 Oct 398.65 5.7 0.45 23.91 7 6 28
27 Oct 400.25 5.25 -2 23.22 14 7 21
24 Oct 396.85 7.25 0.8 25.27 4 2 14
23 Oct 397.65 6.6 0.75 23.69 9 8 11
21 Oct 398.80 5.85 0.75 22.67 1 0 2
20 Oct 399.80 5.1 -13.45 21.94 2 1 1
14 Oct 391.55 18.55 0 - 0 0 0
9 Oct 388.20 18.55 0 2.82 0 0 0
7 Oct 392.50 18.55 0 - 0 0 0
3 Oct 394.90 18.55 0 3.44 0 0 0


For Tata Power Co Ltd - strike price 380 expiring on 30DEC2025

Delta for 380 PE is -0.55

Historical price for 380 PE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 7.8, which was -1.85 lower than the previous day. The implied volatity was 18.09, the open interest changed by -113 which decreased total open position to 1903


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 9.95, which was 5.6 higher than the previous day. The implied volatity was 21.61, the open interest changed by 507 which increased total open position to 2013


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 4.35, which was -0.15 lower than the previous day. The implied volatity was 18.04, the open interest changed by 119 which increased total open position to 1505


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 4.8, which was -0.5 lower than the previous day. The implied volatity was 18.79, the open interest changed by 84 which increased total open position to 1387


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 5.05, which was 0.95 higher than the previous day. The implied volatity was 19.41, the open interest changed by 123 which increased total open position to 1305


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 3.95, which was 0.1 higher than the previous day. The implied volatity was 20.39, the open interest changed by 65 which increased total open position to 1181


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 3.65, which was -0.05 lower than the previous day. The implied volatity was 20.34, the open interest changed by 6 which increased total open position to 1117


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 3.75, which was 0.35 higher than the previous day. The implied volatity was 19.44, the open interest changed by 32 which increased total open position to 1121


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 3.35, which was -0.2 lower than the previous day. The implied volatity was 19.56, the open interest changed by -57 which decreased total open position to 1085


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 3.45, which was -4.5 lower than the previous day. The implied volatity was 19.35, the open interest changed by -181 which decreased total open position to 1141


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 8.4, which was 1.15 higher than the previous day. The implied volatity was 21.36, the open interest changed by 617 which increased total open position to 1325


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 7.35, which was 1.7 higher than the previous day. The implied volatity was 20.96, the open interest changed by 99 which increased total open position to 701


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 5.7, which was 0 lower than the previous day. The implied volatity was 20.62, the open interest changed by 73 which increased total open position to 602


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 5.55, which was -0.6 lower than the previous day. The implied volatity was 21.25, the open interest changed by 165 which increased total open position to 529


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 5.95, which was -1.45 lower than the previous day. The implied volatity was 22.24, the open interest changed by 39 which increased total open position to 364


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 7.2, which was 1.7 higher than the previous day. The implied volatity was 23.32, the open interest changed by 58 which increased total open position to 324


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 5.5, which was -1.5 lower than the previous day. The implied volatity was 23.25, the open interest changed by 72 which increased total open position to 264


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 6.75, which was -0.25 lower than the previous day. The implied volatity was 22.73, the open interest changed by 19 which increased total open position to 191


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 7, which was 0.1 higher than the previous day. The implied volatity was 23.16, the open interest changed by 4 which increased total open position to 171


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 7, which was 0.9 higher than the previous day. The implied volatity was 23.34, the open interest changed by 35 which increased total open position to 165


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 6.2, which was 0.2 higher than the previous day. The implied volatity was 25.19, the open interest changed by 9 which increased total open position to 125


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 6, which was -1.05 lower than the previous day. The implied volatity was 24.85, the open interest changed by 0 which decreased total open position to 113


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 7.05, which was -0.8 lower than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 112


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 8, which was 2.1 higher than the previous day. The implied volatity was 25.17, the open interest changed by 11 which increased total open position to 112


On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 5.9, which was 1.95 higher than the previous day. The implied volatity was 25.96, the open interest changed by 17 which increased total open position to 102


On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 3.9, which was -0.8 lower than the previous day. The implied volatity was 24.85, the open interest changed by 21 which increased total open position to 84


On 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 4.7, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 63


On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 4.15, which was 0.4 higher than the previous day. The implied volatity was 25.36, the open interest changed by 15 which increased total open position to 59


On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 3.8, which was -1.9 lower than the previous day. The implied volatity was 24.79, the open interest changed by 13 which increased total open position to 42


On 28 Oct TATAPOWER was trading at 398.65. The strike last trading price was 5.7, which was 0.45 higher than the previous day. The implied volatity was 23.91, the open interest changed by 6 which increased total open position to 28


On 27 Oct TATAPOWER was trading at 400.25. The strike last trading price was 5.25, which was -2 lower than the previous day. The implied volatity was 23.22, the open interest changed by 7 which increased total open position to 21


On 24 Oct TATAPOWER was trading at 396.85. The strike last trading price was 7.25, which was 0.8 higher than the previous day. The implied volatity was 25.27, the open interest changed by 2 which increased total open position to 14


On 23 Oct TATAPOWER was trading at 397.65. The strike last trading price was 6.6, which was 0.75 higher than the previous day. The implied volatity was 23.69, the open interest changed by 8 which increased total open position to 11


On 21 Oct TATAPOWER was trading at 398.80. The strike last trading price was 5.85, which was 0.75 higher than the previous day. The implied volatity was 22.67, the open interest changed by 0 which decreased total open position to 2


On 20 Oct TATAPOWER was trading at 399.80. The strike last trading price was 5.1, which was -13.45 lower than the previous day. The implied volatity was 21.94, the open interest changed by 1 which increased total open position to 1


On 14 Oct TATAPOWER was trading at 391.55. The strike last trading price was 18.55, 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 18.55, which was 0 lower than the previous day. The implied volatity was 2.82, 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 18.55, 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 18.55, which was 0 lower than the previous day. The implied volatity was 3.44, the open interest changed by 0 which decreased total open position to 0