TATAPOWER

Tata Power Co Ltd

364.8 -9.40 (-2.51%)

L: 362.95 H: 374

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Historical option data for TATAPOWER
09 Jan 2026 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

TATAPOWER 27-JAN-2026 382.5 CE
Delta: 0.18 Vega: 0.22 Theta: -0.15 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	364.80	1.7 ₹ 2,465	-2.45 -3552.50	21.29	1,493 21,64,850	36 52,200	456 6,61,200
8 Jan	374.20	3.9 ₹ 5,655	-2.85 -4132.50	19.67	1,750 25,37,500	164 2,37,800	427 6,19,150
7 Jan	380.75	6.45 ₹ 9,352.5	-3.6 -5220.00	18.53	655 9,49,750	120 1,74,000	264 3,82,800
6 Jan	386.50	9.85 ₹ 14,282.5	-2.3 -3335.00	16.70	42 60,900	2 2,900	144 2,08,800

5 Jan	388.85	12.15 ₹ 17,617.5	-3.05 -4422.50	20.27	22 31,900	-8 -11,600	141 2,04,450
2 Jan	393.10	15.05 ₹ 21,822.5	6.9 10005.00	17.02	552 8,00,400	7 10,150	149 2,16,050
1 Jan	381.85	8.2 ₹ 11,890	0.75 1087.50	17.84	403 5,84,350	37 53,650	136 1,97,200
31 Dec	379.60	7.3 ₹ 10,585	-2.3 -3335.00	18.07	291 4,21,950	100 1,45,000	100 1,45,000

For Tata Power Co Ltd - strike price 382.5 expiring on 27JAN2026

Delta for 382.5 CE is 0.18

Historical price for 382.5 CE is as follows

On 9 Jan TATAPOWER was trading at 364.80. The strike last trading price was 1.7, which was -2.45 lower than the previous day. The implied volatity was 21.29, the open interest changed by 36 which increased total open position to 456

On 8 Jan TATAPOWER was trading at 374.20. The strike last trading price was 3.9, which was -2.85 lower than the previous day. The implied volatity was 19.67, the open interest changed by 164 which increased total open position to 427

On 7 Jan TATAPOWER was trading at 380.75. The strike last trading price was 6.45, which was -3.6 lower than the previous day. The implied volatity was 18.53, the open interest changed by 120 which increased total open position to 264

On 6 Jan TATAPOWER was trading at 386.50. The strike last trading price was 9.85, which was -2.3 lower than the previous day. The implied volatity was 16.70, the open interest changed by 2 which increased total open position to 144

On 5 Jan TATAPOWER was trading at 388.85. The strike last trading price was 12.15, which was -3.05 lower than the previous day. The implied volatity was 20.27, the open interest changed by -8 which decreased total open position to 141

On 2 Jan TATAPOWER was trading at 393.10. The strike last trading price was 15.05, which was 6.9 higher than the previous day. The implied volatity was 17.02, the open interest changed by 7 which increased total open position to 149

On 1 Jan TATAPOWER was trading at 381.85. The strike last trading price was 8.2, which was 0.75 higher than the previous day. The implied volatity was 17.84, the open interest changed by 37 which increased total open position to 136

On 31 Dec TATAPOWER was trading at 379.60. The strike last trading price was 7.3, which was -2.3 lower than the previous day. The implied volatity was 18.07, the open interest changed by 100 which increased total open position to 100

TATAPOWER 27JAN2026 382.5 PE
Delta: -0.78 Vega: 0.24 Theta: -0.08 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	364.80	18.75 ₹ 27,187.5	7.35 10657.50	24.91	42 60,900	-18 -26,100	234 3,39,300
8 Jan	374.20	12.25 ₹ 17,762.5	5.8 8410.00	24.59	637 9,23,650	14 20,300	251 3,63,950
7 Jan	380.75	6.8 ₹ 9,860	2.75 3987.50	18.78	904 13,10,800	79 1,14,550	236 3,42,200
6 Jan	386.50	4.1 ₹ 5,945	0.6 870.00	18.60	388 5,62,600	43 62,350	157 2,27,650
5 Jan	388.85	3.6 ₹ 5,220	0.95 1377.50	18.08	264 3,82,800	14 20,300	119 1,72,550
2 Jan	393.10	2.45 ₹ 3,552.5	-3.6 -5220.00	17.54	913 13,23,850	34 49,300	109 1,58,050
1 Jan	381.85	5.9 ₹ 8,555	-1.7 -2465.00	16.76	269 3,90,050	31 44,950	75 1,08,750
31 Dec	379.60	7.55 ₹ 10,947.5	-8.45 -12252.50	17.99	86 1,24,700	45 65,250	45 65,250

For Tata Power Co Ltd - strike price 382.5 expiring on 27JAN2026

Delta for 382.5 PE is -0.78

Historical price for 382.5 PE is as follows

On 9 Jan TATAPOWER was trading at 364.80. The strike last trading price was 18.75, which was 7.35 higher than the previous day. The implied volatity was 24.91, the open interest changed by -18 which decreased total open position to 234

On 8 Jan TATAPOWER was trading at 374.20. The strike last trading price was 12.25, which was 5.8 higher than the previous day. The implied volatity was 24.59, the open interest changed by 14 which increased total open position to 251

On 7 Jan TATAPOWER was trading at 380.75. The strike last trading price was 6.8, which was 2.75 higher than the previous day. The implied volatity was 18.78, the open interest changed by 79 which increased total open position to 236

On 6 Jan TATAPOWER was trading at 386.50. The strike last trading price was 4.1, which was 0.6 higher than the previous day. The implied volatity was 18.60, the open interest changed by 43 which increased total open position to 157

On 5 Jan TATAPOWER was trading at 388.85. The strike last trading price was 3.6, which was 0.95 higher than the previous day. The implied volatity was 18.08, the open interest changed by 14 which increased total open position to 119

On 2 Jan TATAPOWER was trading at 393.10. The strike last trading price was 2.45, which was -3.6 lower than the previous day. The implied volatity was 17.54, the open interest changed by 34 which increased total open position to 109

On 1 Jan TATAPOWER was trading at 381.85. The strike last trading price was 5.9, which was -1.7 lower than the previous day. The implied volatity was 16.76, the open interest changed by 31 which increased total open position to 75

On 31 Dec TATAPOWER was trading at 379.60. The strike last trading price was 7.55, which was -8.45 lower than the previous day. The implied volatity was 17.99, the open interest changed by 45 which increased total open position to 45

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