TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
09 Jan 2026 04:11 PM IST
| TATAPOWER 27-JAN-2026 385 CE | ||||||||||||||||
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Delta: 0.16
Vega: 0.19
Theta: -0.13
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 364.80 | 1.4 | -2 | 21.82 | 3,399 | 82 | 1,610 | |||||||||
| 8 Jan | 374.20 | 3.15 | -2.6 | 19.74 | 4,251 | 271 | 1,529 | |||||||||
| 7 Jan | 380.75 | 5.45 | -2.95 | 18.90 | 3,662 | 312 | 1,255 | |||||||||
| 6 Jan | 386.50 | 8.4 | -1.75 | 16.98 | 1,192 | 15 | 942 | |||||||||
| 5 Jan | 388.85 | 9.95 | -3.15 | 18.48 | 325 | -38 | 929 | |||||||||
| 2 Jan | 393.10 | 13 | 6.2 | 16.40 | 3,546 | -83 | 967 | |||||||||
| 1 Jan | 381.85 | 6.9 | 0.65 | 17.78 | 1,289 | 60 | 1,050 | |||||||||
| 31 Dec | 379.60 | 6.2 | 1.7 | 18.16 | 1,377 | 219 | 990 | |||||||||
| 30 Dec | 374.35 | 4.55 | -1 | 18.73 | 1,050 | 65 | 769 | |||||||||
| 29 Dec | 376.20 | 5.5 | -2.05 | 19.09 | 653 | 280 | 706 | |||||||||
| 26 Dec | 379.55 | 7.6 | -0.2 | 19.30 | 217 | 63 | 424 | |||||||||
| 24 Dec | 379.70 | 7.5 | -1.8 | 18.30 | 316 | 137 | 359 | |||||||||
| 23 Dec | 382.20 | 9.05 | 0.2 | 18.02 | 273 | 138 | 219 | |||||||||
| 22 Dec | 380.80 | 8.95 | -0.25 | 18.50 | 66 | 28 | 79 | |||||||||
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| 19 Dec | 380.55 | 9.3 | 2.3 | 18.99 | 43 | 10 | 51 | |||||||||
| 18 Dec | 374.95 | 7 | -2.2 | 19.85 | 37 | 8 | 36 | |||||||||
| 17 Dec | 378.55 | 9.25 | -0.25 | 20.70 | 15 | 5 | 27 | |||||||||
| 16 Dec | 379.85 | 9.5 | -1.5 | 19.52 | 32 | 8 | 21 | |||||||||
| 15 Dec | 381.65 | 11 | -0.8 | 19.60 | 16 | 4 | 13 | |||||||||
| 12 Dec | 381.95 | 11.8 | 1.25 | 20.38 | 6 | 0 | 8 | |||||||||
| 11 Dec | 380.15 | 10.55 | 0.2 | 19.46 | 18 | 3 | 8 | |||||||||
| 10 Dec | 379.85 | 10.4 | -8.75 | 20.72 | 11 | 6 | 6 | |||||||||
| 9 Dec | 376.25 | 19.15 | 0 | 1.10 | 0 | 0 | 0 | |||||||||
| 8 Dec | 374.15 | 19.15 | 0 | 1.56 | 0 | 0 | 0 | |||||||||
| 5 Dec | 384.50 | 19.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 384.45 | 19.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 383.65 | 19.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 388.45 | 19.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 389.75 | 19.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 390.10 | 19.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 392.05 | 19.15 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 391.50 | 19.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 385 expiring on 27JAN2026
Delta for 385 CE is 0.16
Historical price for 385 CE is as follows
On 9 Jan TATAPOWER was trading at 364.80. The strike last trading price was 1.4, which was -2 lower than the previous day. The implied volatity was 21.82, the open interest changed by 82 which increased total open position to 1610
On 8 Jan TATAPOWER was trading at 374.20. The strike last trading price was 3.15, which was -2.6 lower than the previous day. The implied volatity was 19.74, the open interest changed by 271 which increased total open position to 1529
On 7 Jan TATAPOWER was trading at 380.75. The strike last trading price was 5.45, which was -2.95 lower than the previous day. The implied volatity was 18.90, the open interest changed by 312 which increased total open position to 1255
On 6 Jan TATAPOWER was trading at 386.50. The strike last trading price was 8.4, which was -1.75 lower than the previous day. The implied volatity was 16.98, the open interest changed by 15 which increased total open position to 942
On 5 Jan TATAPOWER was trading at 388.85. The strike last trading price was 9.95, which was -3.15 lower than the previous day. The implied volatity was 18.48, the open interest changed by -38 which decreased total open position to 929
On 2 Jan TATAPOWER was trading at 393.10. The strike last trading price was 13, which was 6.2 higher than the previous day. The implied volatity was 16.40, the open interest changed by -83 which decreased total open position to 967
On 1 Jan TATAPOWER was trading at 381.85. The strike last trading price was 6.9, which was 0.65 higher than the previous day. The implied volatity was 17.78, the open interest changed by 60 which increased total open position to 1050
On 31 Dec TATAPOWER was trading at 379.60. The strike last trading price was 6.2, which was 1.7 higher than the previous day. The implied volatity was 18.16, the open interest changed by 219 which increased total open position to 990
On 30 Dec TATAPOWER was trading at 374.35. The strike last trading price was 4.55, which was -1 lower than the previous day. The implied volatity was 18.73, the open interest changed by 65 which increased total open position to 769
On 29 Dec TATAPOWER was trading at 376.20. The strike last trading price was 5.5, which was -2.05 lower than the previous day. The implied volatity was 19.09, the open interest changed by 280 which increased total open position to 706
On 26 Dec TATAPOWER was trading at 379.55. The strike last trading price was 7.6, which was -0.2 lower than the previous day. The implied volatity was 19.30, the open interest changed by 63 which increased total open position to 424
On 24 Dec TATAPOWER was trading at 379.70. The strike last trading price was 7.5, which was -1.8 lower than the previous day. The implied volatity was 18.30, the open interest changed by 137 which increased total open position to 359
On 23 Dec TATAPOWER was trading at 382.20. The strike last trading price was 9.05, which was 0.2 higher than the previous day. The implied volatity was 18.02, the open interest changed by 138 which increased total open position to 219
On 22 Dec TATAPOWER was trading at 380.80. The strike last trading price was 8.95, which was -0.25 lower than the previous day. The implied volatity was 18.50, the open interest changed by 28 which increased total open position to 79
On 19 Dec TATAPOWER was trading at 380.55. The strike last trading price was 9.3, which was 2.3 higher than the previous day. The implied volatity was 18.99, the open interest changed by 10 which increased total open position to 51
On 18 Dec TATAPOWER was trading at 374.95. The strike last trading price was 7, which was -2.2 lower than the previous day. The implied volatity was 19.85, the open interest changed by 8 which increased total open position to 36
On 17 Dec TATAPOWER was trading at 378.55. The strike last trading price was 9.25, which was -0.25 lower than the previous day. The implied volatity was 20.70, the open interest changed by 5 which increased total open position to 27
On 16 Dec TATAPOWER was trading at 379.85. The strike last trading price was 9.5, which was -1.5 lower than the previous day. The implied volatity was 19.52, the open interest changed by 8 which increased total open position to 21
On 15 Dec TATAPOWER was trading at 381.65. The strike last trading price was 11, which was -0.8 lower than the previous day. The implied volatity was 19.60, the open interest changed by 4 which increased total open position to 13
On 12 Dec TATAPOWER was trading at 381.95. The strike last trading price was 11.8, which was 1.25 higher than the previous day. The implied volatity was 20.38, the open interest changed by 0 which decreased total open position to 8
On 11 Dec TATAPOWER was trading at 380.15. The strike last trading price was 10.55, which was 0.2 higher than the previous day. The implied volatity was 19.46, the open interest changed by 3 which increased total open position to 8
On 10 Dec TATAPOWER was trading at 379.85. The strike last trading price was 10.4, which was -8.75 lower than the previous day. The implied volatity was 20.72, the open interest changed by 6 which increased total open position to 6
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 1.10, the open interest changed by 0 which decreased total open position to 0
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 19.15, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 19.15, 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 Dec TATAPOWER was trading at 384.45. The strike last trading price was 19.15, 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 Dec TATAPOWER was trading at 383.65. The strike last trading price was 19.15, 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 Dec TATAPOWER was trading at 388.45. The strike last trading price was 19.15, 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 Dec TATAPOWER was trading at 389.75. The strike last trading price was 19.15, 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 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 19.15, 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 Nov TATAPOWER was trading at 392.05. The strike last trading price was 19.15, 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 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 19.15, 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 27JAN2026 385 PE | |||||||
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Delta: -0.81
Vega: 0.22
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 364.80 | 20.9 | 7.8 | 25.17 | 172 | -47 | 1,338 |
| 8 Jan | 374.20 | 13.15 | 5.25 | 22.22 | 550 | -50 | 1,386 |
| 7 Jan | 380.75 | 8.2 | 3.2 | 18.91 | 1,122 | 36 | 1,418 |
| 6 Jan | 386.50 | 5 | 0.85 | 18.41 | 2,112 | 151 | 1,383 |
| 5 Jan | 388.85 | 4.35 | 1.2 | 17.68 | 2,213 | -131 | 1,239 |
| 2 Jan | 393.10 | 3.1 | -4.2 | 17.51 | 3,672 | 434 | 1,375 |
| 1 Jan | 381.85 | 7.05 | -1.8 | 16.50 | 559 | 97 | 940 |
| 31 Dec | 379.60 | 8.8 | -3.8 | 17.76 | 373 | 88 | 848 |
| 30 Dec | 374.35 | 12.65 | 1.25 | 19.61 | 144 | 10 | 761 |
| 29 Dec | 376.20 | 11.55 | 1.8 | 19.32 | 233 | 80 | 750 |
| 26 Dec | 379.55 | 10.05 | 0.55 | 19.77 | 113 | 40 | 669 |
| 24 Dec | 379.70 | 9.95 | 0.9 | 19.21 | 494 | 437 | 625 |
| 23 Dec | 382.20 | 9.1 | -0.7 | 20.41 | 185 | 131 | 186 |
| 22 Dec | 380.80 | 9.9 | -1.1 | 20.96 | 17 | 3 | 55 |
| 19 Dec | 380.55 | 11 | -2.7 | 21.90 | 6 | -2 | 52 |
| 18 Dec | 374.95 | 13.7 | 2.1 | 20.72 | 6 | 4 | 53 |
| 17 Dec | 378.55 | 11.6 | 0.35 | 20.21 | 38 | 35 | 48 |
| 16 Dec | 379.85 | 11.25 | 0.65 | 20.79 | 10 | 0 | 3 |
| 15 Dec | 381.65 | 10.6 | 1.1 | - | 0 | 0 | 0 |
| 12 Dec | 381.95 | 10.6 | 1.1 | - | 0 | 0 | 3 |
| 11 Dec | 380.15 | 10.6 | 1.1 | - | 0 | 0 | 3 |
| 10 Dec | 379.85 | 10.6 | 1.1 | - | 0 | 0 | 3 |
| 9 Dec | 376.25 | 10.6 | 1.1 | - | 0 | 0 | 0 |
| 8 Dec | 374.15 | 10.6 | 1.1 | - | 0 | 0 | 3 |
| 5 Dec | 384.50 | 10.6 | 1.1 | 22.34 | 1 | 0 | 2 |
| 4 Dec | 384.45 | 9.5 | -10.65 | 19.84 | 2 | 0 | 0 |
| 3 Dec | 383.65 | 20.15 | 0 | 1.01 | 0 | 0 | 0 |
| 2 Dec | 388.45 | 20.15 | 0 | 2.02 | 0 | 0 | 0 |
| 1 Dec | 389.75 | 20.15 | 0 | 2.25 | 0 | 0 | 0 |
| 28 Nov | 390.10 | 20.15 | 0 | 2.19 | 0 | 0 | 0 |
| 27 Nov | 392.05 | 20.15 | 0 | 2.59 | 0 | 0 | 0 |
| 26 Nov | 391.50 | 20.15 | 0 | 2.51 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 385 expiring on 27JAN2026
Delta for 385 PE is -0.81
Historical price for 385 PE is as follows
On 9 Jan TATAPOWER was trading at 364.80. The strike last trading price was 20.9, which was 7.8 higher than the previous day. The implied volatity was 25.17, the open interest changed by -47 which decreased total open position to 1338
On 8 Jan TATAPOWER was trading at 374.20. The strike last trading price was 13.15, which was 5.25 higher than the previous day. The implied volatity was 22.22, the open interest changed by -50 which decreased total open position to 1386
On 7 Jan TATAPOWER was trading at 380.75. The strike last trading price was 8.2, which was 3.2 higher than the previous day. The implied volatity was 18.91, the open interest changed by 36 which increased total open position to 1418
On 6 Jan TATAPOWER was trading at 386.50. The strike last trading price was 5, which was 0.85 higher than the previous day. The implied volatity was 18.41, the open interest changed by 151 which increased total open position to 1383
On 5 Jan TATAPOWER was trading at 388.85. The strike last trading price was 4.35, which was 1.2 higher than the previous day. The implied volatity was 17.68, the open interest changed by -131 which decreased total open position to 1239
On 2 Jan TATAPOWER was trading at 393.10. The strike last trading price was 3.1, which was -4.2 lower than the previous day. The implied volatity was 17.51, the open interest changed by 434 which increased total open position to 1375
On 1 Jan TATAPOWER was trading at 381.85. The strike last trading price was 7.05, which was -1.8 lower than the previous day. The implied volatity was 16.50, the open interest changed by 97 which increased total open position to 940
On 31 Dec TATAPOWER was trading at 379.60. The strike last trading price was 8.8, which was -3.8 lower than the previous day. The implied volatity was 17.76, the open interest changed by 88 which increased total open position to 848
On 30 Dec TATAPOWER was trading at 374.35. The strike last trading price was 12.65, which was 1.25 higher than the previous day. The implied volatity was 19.61, the open interest changed by 10 which increased total open position to 761
On 29 Dec TATAPOWER was trading at 376.20. The strike last trading price was 11.55, which was 1.8 higher than the previous day. The implied volatity was 19.32, the open interest changed by 80 which increased total open position to 750
On 26 Dec TATAPOWER was trading at 379.55. The strike last trading price was 10.05, which was 0.55 higher than the previous day. The implied volatity was 19.77, the open interest changed by 40 which increased total open position to 669
On 24 Dec TATAPOWER was trading at 379.70. The strike last trading price was 9.95, which was 0.9 higher than the previous day. The implied volatity was 19.21, the open interest changed by 437 which increased total open position to 625
On 23 Dec TATAPOWER was trading at 382.20. The strike last trading price was 9.1, which was -0.7 lower than the previous day. The implied volatity was 20.41, the open interest changed by 131 which increased total open position to 186
On 22 Dec TATAPOWER was trading at 380.80. The strike last trading price was 9.9, which was -1.1 lower than the previous day. The implied volatity was 20.96, the open interest changed by 3 which increased total open position to 55
On 19 Dec TATAPOWER was trading at 380.55. The strike last trading price was 11, which was -2.7 lower than the previous day. The implied volatity was 21.90, the open interest changed by -2 which decreased total open position to 52
On 18 Dec TATAPOWER was trading at 374.95. The strike last trading price was 13.7, which was 2.1 higher than the previous day. The implied volatity was 20.72, the open interest changed by 4 which increased total open position to 53
On 17 Dec TATAPOWER was trading at 378.55. The strike last trading price was 11.6, which was 0.35 higher than the previous day. The implied volatity was 20.21, the open interest changed by 35 which increased total open position to 48
On 16 Dec TATAPOWER was trading at 379.85. The strike last trading price was 11.25, which was 0.65 higher than the previous day. The implied volatity was 20.79, the open interest changed by 0 which decreased total open position to 3
On 15 Dec TATAPOWER was trading at 381.65. The strike last trading price was 10.6, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec TATAPOWER was trading at 381.95. The strike last trading price was 10.6, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 11 Dec TATAPOWER was trading at 380.15. The strike last trading price was 10.6, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Dec TATAPOWER was trading at 379.85. The strike last trading price was 10.6, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 10.6, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 10.6, which was 1.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 10.6, which was 1.1 higher than the previous day. The implied volatity was 22.34, the open interest changed by 0 which decreased total open position to 2
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 9.5, which was -10.65 lower than the previous day. The implied volatity was 19.84, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 1.01, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 2.02, the open interest changed by 0 which decreased total open position to 0
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 2.19, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 2.59, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 20.15, which was 0 lower than the previous day. The implied volatity was 2.51, the open interest changed by 0 which decreased total open position to 0































































































































































































































