[--[65.84.65.76]--]

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
TATAPOWER 27-JAN-2026 385 CE
Delta: 0.16
Vega: 0.19
Theta: -0.13
Gamma: 0.01
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
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
Delta: -0.81
Vega: 0.22
Theta: -0.07
Gamma: 0.01
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