[--[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 385 CE
Delta: 0.35
Vega: 0.33
Theta: -0.19
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 4.15 0.5 20.00 2,144 -255 1,590
8 Dec 374.15 3.3 -4.8 18.29 4,449 73 1,853
5 Dec 384.50 8 -0.65 17.89 2,671 306 1,780
4 Dec 384.45 8.45 0.5 18.78 2,511 104 1,476
3 Dec 383.65 7.85 -2.95 16.45 1,290 275 1,371
2 Dec 388.45 11.1 -0.95 16.66 780 54 1,095
1 Dec 389.75 12.15 -0.95 16.46 653 56 1,046
28 Nov 390.10 12.8 -1.95 17.72 490 57 990
27 Nov 392.05 14.5 0.2 17.92 607 -30 932
26 Nov 391.50 14.35 6.9 17.79 2,381 51 962
25 Nov 380.00 7.2 -2.15 16.99 1,619 330 957
24 Nov 382.55 9.25 -2.7 18.52 572 307 626
21 Nov 387.00 11.95 -1.7 17.23 403 220 316
20 Nov 388.10 14.7 0 20.42 65 15 95
19 Nov 389.10 14.65 0.9 19.35 153 45 81
18 Nov 386.25 13.85 -3.9 19.90 51 13 40
17 Nov 392.75 17.95 2.75 20.26 17 6 27
14 Nov 388.40 15.2 -1.4 19.21 17 12 24
13 Nov 388.80 16.6 0.3 21.43 11 8 9
12 Nov 388.65 16.3 -5.75 20.04 1 0 1
11 Nov 395.60 22.05 0.25 22.48 1 0 2
10 Nov 395.85 21.55 2.45 21.76 2 1 3
7 Nov 393.20 19.1 -11.5 17.17 2 1 1
6 Nov 391.75 30.6 0 - 0 0 0
4 Nov 400.60 30.6 0 - 0 0 0
3 Nov 408.60 30.6 0 - 0 0 0
31 Oct 404.90 30.6 0 - 0 0 0
30 Oct 409.80 30.6 0 - 0 0 0
29 Oct 410.70 30.6 0 - 0 0 0


For Tata Power Co Ltd - strike price 385 expiring on 30DEC2025

Delta for 385 CE is 0.35

Historical price for 385 CE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 4.15, which was 0.5 higher than the previous day. The implied volatity was 20.00, the open interest changed by -255 which decreased total open position to 1590


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 3.3, which was -4.8 lower than the previous day. The implied volatity was 18.29, the open interest changed by 73 which increased total open position to 1853


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 8, which was -0.65 lower than the previous day. The implied volatity was 17.89, the open interest changed by 306 which increased total open position to 1780


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 8.45, which was 0.5 higher than the previous day. The implied volatity was 18.78, the open interest changed by 104 which increased total open position to 1476


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 7.85, which was -2.95 lower than the previous day. The implied volatity was 16.45, the open interest changed by 275 which increased total open position to 1371


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 11.1, which was -0.95 lower than the previous day. The implied volatity was 16.66, the open interest changed by 54 which increased total open position to 1095


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 12.15, which was -0.95 lower than the previous day. The implied volatity was 16.46, the open interest changed by 56 which increased total open position to 1046


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 12.8, which was -1.95 lower than the previous day. The implied volatity was 17.72, the open interest changed by 57 which increased total open position to 990


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 14.5, which was 0.2 higher than the previous day. The implied volatity was 17.92, the open interest changed by -30 which decreased total open position to 932


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 14.35, which was 6.9 higher than the previous day. The implied volatity was 17.79, the open interest changed by 51 which increased total open position to 962


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 7.2, which was -2.15 lower than the previous day. The implied volatity was 16.99, the open interest changed by 330 which increased total open position to 957


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 9.25, which was -2.7 lower than the previous day. The implied volatity was 18.52, the open interest changed by 307 which increased total open position to 626


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 11.95, which was -1.7 lower than the previous day. The implied volatity was 17.23, the open interest changed by 220 which increased total open position to 316


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 14.7, which was 0 lower than the previous day. The implied volatity was 20.42, the open interest changed by 15 which increased total open position to 95


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 14.65, which was 0.9 higher than the previous day. The implied volatity was 19.35, the open interest changed by 45 which increased total open position to 81


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 13.85, which was -3.9 lower than the previous day. The implied volatity was 19.90, the open interest changed by 13 which increased total open position to 40


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 17.95, which was 2.75 higher than the previous day. The implied volatity was 20.26, the open interest changed by 6 which increased total open position to 27


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 15.2, which was -1.4 lower than the previous day. The implied volatity was 19.21, the open interest changed by 12 which increased total open position to 24


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 16.6, which was 0.3 higher than the previous day. The implied volatity was 21.43, the open interest changed by 8 which increased total open position to 9


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 16.3, which was -5.75 lower than the previous day. The implied volatity was 20.04, the open interest changed by 0 which decreased total open position to 1


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 22.05, which was 0.25 higher than the previous day. The implied volatity was 22.48, the open interest changed by 0 which decreased total open position to 2


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 21.55, which was 2.45 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 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 19.1, which was -11.5 lower than the previous day. The implied volatity was 17.17, the open interest changed by 1 which increased total open position to 1


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 30.6, 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 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 30.6, 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 Nov TATAPOWER was trading at 408.60. The strike last trading price was 30.6, 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 30.6, 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 30.6, 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 30.6, 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 385 PE
Delta: -0.68
Vega: 0.32
Theta: -0.06
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 10.55 -2.6 16.99 296 -74 1,315
8 Dec 374.15 13.3 6.9 22.24 925 -141 1,392
5 Dec 384.50 6.4 -0.15 17.96 896 66 1,539
4 Dec 384.45 6.9 -0.65 18.74 1,305 70 1,474
3 Dec 383.65 7.2 1.45 19.56 1,102 118 1,406
2 Dec 388.45 5.6 0.25 20.26 1,078 55 1,288
1 Dec 389.75 5.3 0.1 20.48 1,142 19 1,234
28 Nov 390.10 5.25 0.6 19.16 1,465 125 1,216
27 Nov 392.05 4.7 -0.15 19.28 1,991 30 1,086
26 Nov 391.50 4.7 -5.95 18.78 3,309 265 1,057
25 Nov 380.00 11 1.55 21.63 1,114 230 780
24 Nov 382.55 9.6 2.05 20.88 403 241 549
21 Nov 387.00 7.6 -0.05 20.62 576 213 308
20 Nov 388.10 7.35 -0.6 21.23 74 34 93
19 Nov 389.10 7.95 -1.75 22.61 52 27 58
18 Nov 386.25 9.6 2.45 24.16 12 4 30
17 Nov 392.75 7.2 -2.15 23.38 22 10 25
14 Nov 388.40 8.65 -0.5 22.80 19 7 15
13 Nov 388.80 9.15 0.4 23.69 3 1 8
12 Nov 388.65 8.75 0.65 23.02 2 1 7
11 Nov 395.60 8.1 -0.9 25.48 1 0 5
10 Nov 395.85 9 -0.4 - 0 0 0
7 Nov 393.20 9 -0.4 25.92 1 0 5
6 Nov 391.75 9.4 2.25 24.40 6 2 6
4 Nov 400.60 7.15 2 25.63 3 1 3
3 Nov 408.60 5.15 -7.75 25.22 2 1 1
31 Oct 404.90 12.9 0 - 0 0 0
30 Oct 409.80 12.9 0 5.71 0 0 0
29 Oct 410.70 12.9 0 5.88 0 0 0


For Tata Power Co Ltd - strike price 385 expiring on 30DEC2025

Delta for 385 PE is -0.68

Historical price for 385 PE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 10.55, which was -2.6 lower than the previous day. The implied volatity was 16.99, the open interest changed by -74 which decreased total open position to 1315


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 13.3, which was 6.9 higher than the previous day. The implied volatity was 22.24, the open interest changed by -141 which decreased total open position to 1392


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 6.4, which was -0.15 lower than the previous day. The implied volatity was 17.96, the open interest changed by 66 which increased total open position to 1539


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 6.9, which was -0.65 lower than the previous day. The implied volatity was 18.74, the open interest changed by 70 which increased total open position to 1474


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 7.2, which was 1.45 higher than the previous day. The implied volatity was 19.56, the open interest changed by 118 which increased total open position to 1406


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 5.6, which was 0.25 higher than the previous day. The implied volatity was 20.26, the open interest changed by 55 which increased total open position to 1288


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 5.3, which was 0.1 higher than the previous day. The implied volatity was 20.48, the open interest changed by 19 which increased total open position to 1234


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 5.25, which was 0.6 higher than the previous day. The implied volatity was 19.16, the open interest changed by 125 which increased total open position to 1216


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 4.7, which was -0.15 lower than the previous day. The implied volatity was 19.28, the open interest changed by 30 which increased total open position to 1086


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 4.7, which was -5.95 lower than the previous day. The implied volatity was 18.78, the open interest changed by 265 which increased total open position to 1057


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 11, which was 1.55 higher than the previous day. The implied volatity was 21.63, the open interest changed by 230 which increased total open position to 780


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 9.6, which was 2.05 higher than the previous day. The implied volatity was 20.88, the open interest changed by 241 which increased total open position to 549


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 7.6, which was -0.05 lower than the previous day. The implied volatity was 20.62, the open interest changed by 213 which increased total open position to 308


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 7.35, which was -0.6 lower than the previous day. The implied volatity was 21.23, the open interest changed by 34 which increased total open position to 93


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 7.95, which was -1.75 lower than the previous day. The implied volatity was 22.61, the open interest changed by 27 which increased total open position to 58


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 9.6, which was 2.45 higher than the previous day. The implied volatity was 24.16, the open interest changed by 4 which increased total open position to 30


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 7.2, which was -2.15 lower than the previous day. The implied volatity was 23.38, the open interest changed by 10 which increased total open position to 25


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 8.65, which was -0.5 lower than the previous day. The implied volatity was 22.80, the open interest changed by 7 which increased total open position to 15


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 9.15, which was 0.4 higher than the previous day. The implied volatity was 23.69, the open interest changed by 1 which increased total open position to 8


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 8.75, which was 0.65 higher than the previous day. The implied volatity was 23.02, the open interest changed by 1 which increased total open position to 7


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 8.1, which was -0.9 lower than the previous day. The implied volatity was 25.48, the open interest changed by 0 which decreased total open position to 5


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 9, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 9, which was -0.4 lower than the previous day. The implied volatity was 25.92, the open interest changed by 0 which decreased total open position to 5


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 9.4, which was 2.25 higher than the previous day. The implied volatity was 24.40, the open interest changed by 2 which increased total open position to 6


On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 7.15, which was 2 higher than the previous day. The implied volatity was 25.63, the open interest changed by 1 which increased total open position to 3


On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 5.15, which was -7.75 lower than the previous day. The implied volatity was 25.22, the open interest changed by 1 which increased total open position to 1


On 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 12.9, 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 12.9, which was 0 lower than the previous day. The implied volatity was 5.71, 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 12.9, which was 0 lower than the previous day. The implied volatity was 5.88, the open interest changed by 0 which decreased total open position to 0