TATAPOWER
Tata Power Co Ltd
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































































































































































































































