Historical option data for TATAPOWER
29 Jun 2026 10:49 AM IST
| TATAPOWER 28-Jul-2026 (25d) 390 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0
Theta: -0.21
Gamma: 0.01445
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 385.85 | 10.05 | -2.05 (-16.94%) | 25.1 | 357 | 158 | 450 | |||||||||
| 25 Jun | 388.95 | 11.9 | -3.1 (-20.67%) | 24.88 | 453 | 193 | 287 | |||||||||
| 24 Jun | 393.10 | 15.15 | -3.85 (-20.26%) | 27.35 | 82 | 23 | 93 | |||||||||
| 23 Jun | 398.30 | 18.65 | -3.35 (-15.23%) | 25.68 | 30 | 8 | 69 | |||||||||
| 22 Jun | 405.95 | 22.25 | 3.25 (17.11%) | 22.21 | 32 | 17 | 60 | |||||||||
| 19 Jun | 402.35 | 19.3 | -0.7 (-3.50%) | 22.57 | 17 | 5 | 43 | |||||||||
| 18 Jun | 402.90 | 20.45 | 0.45 (2.25%) | 21.69 | 1 | -1 | 38 | |||||||||
| 17 Jun | 401.50 | 19.7 | -1.3 (-6.19%) | 22.13 | 3 | 1 | 38 | |||||||||
| 16 Jun | 402.25 | 20.75 | -1.25 (-5.68%) | 20.86 | 19 | 10 | 36 | |||||||||
| 15 Jun | 404.10 | 21.6 | 4.6 (27.06%) | 21.44 | 28 | 18 | 26 | |||||||||
| 12 Jun | 393.55 | 17.15 | 2.15 (14.33%) | 24.48 | 18 | 5 | 8 | |||||||||
| 11 Jun | 390.25 | 14.9 | -3.1 (-17.22%) | 23.58 | 2 | 1 | 2 | |||||||||
| 10 Jun | 394.75 | 17.5 | -19.5 (-52.70%) | 24.38 | 1 | 0 | 1 | |||||||||
| 9 Jun | 398.65 | 37 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 8 Jun | 404.20 | 37 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 5 Jun | 409.20 | 37 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 4 Jun | 410.80 | 37 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 3 Jun | 411.75 | 37 | 0 (0.00%) | - | 1 | 0 | 1 | |||||||||
| 2 Jun | 414.90 | 37 | 0 (0.00%) | 25.32 | 1 | 0 | 1 | |||||||||
| 1 Jun | 419.50 | 37 | -44 (-54.32%) | 25.32 | 1 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 390 expiring on 28JUL2026
Delta for 390 CE is 0.49
Historical price for 390 CE is as follows
On 29 Jun TATAPOWER was trading at 385.85. The strike last trading price was 10.05, which was -2.05 lower than the previous day. The implied volatity was 25.1, the open interest changed by 158 which increased total open position to 450
On 25 Jun TATAPOWER was trading at 388.95. The strike last trading price was 11.9, which was -3.1 lower than the previous day. The implied volatity was 24.88, the open interest changed by 193 which increased total open position to 287
On 24 Jun TATAPOWER was trading at 393.10. The strike last trading price was 15.15, which was -3.85 lower than the previous day. The implied volatity was 27.35, the open interest changed by 23 which increased total open position to 93
On 23 Jun TATAPOWER was trading at 398.30. The strike last trading price was 18.65, which was -3.35 lower than the previous day. The implied volatity was 25.68, the open interest changed by 8 which increased total open position to 69
On 22 Jun TATAPOWER was trading at 405.95. The strike last trading price was 22.25, which was 3.25 higher than the previous day. The implied volatity was 22.21, the open interest changed by 17 which increased total open position to 60
On 19 Jun TATAPOWER was trading at 402.35. The strike last trading price was 19.3, which was -0.7 lower than the previous day. The implied volatity was 22.57, the open interest changed by 5 which increased total open position to 43
On 18 Jun TATAPOWER was trading at 402.90. The strike last trading price was 20.45, which was 0.45 higher than the previous day. The implied volatity was 21.69, the open interest changed by -1 which decreased total open position to 38
On 17 Jun TATAPOWER was trading at 401.50. The strike last trading price was 19.7, which was -1.3 lower than the previous day. The implied volatity was 22.13, the open interest changed by 1 which increased total open position to 38
On 16 Jun TATAPOWER was trading at 402.25. The strike last trading price was 20.75, which was -1.25 lower than the previous day. The implied volatity was 20.86, the open interest changed by 10 which increased total open position to 36
On 15 Jun TATAPOWER was trading at 404.10. The strike last trading price was 21.6, which was 4.6 higher than the previous day. The implied volatity was 21.44, the open interest changed by 18 which increased total open position to 26
On 12 Jun TATAPOWER was trading at 393.55. The strike last trading price was 17.15, which was 2.15 higher than the previous day. The implied volatity was 24.48, the open interest changed by 5 which increased total open position to 8
On 11 Jun TATAPOWER was trading at 390.25. The strike last trading price was 14.9, which was -3.1 lower than the previous day. The implied volatity was 23.58, the open interest changed by 1 which increased total open position to 2
On 10 Jun TATAPOWER was trading at 394.75. The strike last trading price was 17.5, which was -19.5 lower than the previous day. The implied volatity was 24.38, the open interest changed by 0 which decreased total open position to 1
On 9 Jun TATAPOWER was trading at 398.65. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jun TATAPOWER was trading at 404.20. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jun TATAPOWER was trading at 409.20. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 4 Jun TATAPOWER was trading at 410.80. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 3 Jun TATAPOWER was trading at 411.75. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Jun TATAPOWER was trading at 414.90. The strike last trading price was 37, which was 0 lower than the previous day. The implied volatity was 25.32, the open interest changed by 0 which decreased total open position to 1
On 1 Jun TATAPOWER was trading at 419.50. The strike last trading price was 37, which was -44 lower than the previous day. The implied volatity was 25.32, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 28-Jul-2026 (25d) 390 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0
Theta: -0.15
Gamma: 0.0145
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 385.85 | 12 | 1 (9.09%) | 25.01 | 461 | 64 | 538 |
| 25 Jun | 388.95 | 10.9 | 1.5 (15.96%) | 23.82 | 751 | 221 | 472 |
| 24 Jun | 393.10 | 9.5 | 2 (26.67%) | 23.88 | 193 | 72 | 249 |
| 23 Jun | 398.30 | 7.65 | 1.45 (23.39%) | 24.73 | 100 | 30 | 177 |
| 22 Jun | 405.95 | 6.35 | -0.6 (-8.63%) | 26.89 | 181 | 36 | 146 |
| 19 Jun | 402.35 | 7.05 | 0.55 (8.46%) | 25.56 | 56 | 25 | 111 |
| 18 Jun | 402.90 | 6.5 | -0.7 (-9.72%) | 24.33 | 48 | 22 | 86 |
| 17 Jun | 401.50 | 7 | 0.15 (2.19%) | 24.09 | 24 | 11 | 63 |
| 16 Jun | 402.25 | 6.85 | -0.3 (-4.20%) | 24.75 | 25 | 8 | 52 |
| 15 Jun | 404.10 | 7.25 | -3.95 (-35.27%) | 25.61 | 67 | 14 | 44 |
| 12 Jun | 393.55 | 11.15 | -2.65 (-19.20%) | 25.01 | 26 | 3 | 28 |
| 11 Jun | 390.25 | 13.8 | 3.8 (38.00%) | 27.1 | 22 | 3 | 24 |
| 10 Jun | 394.75 | 10 | -0.25 (-2.44%) | 26.28 | 12 | 6 | 20 |
| 9 Jun | 398.65 | 10.3 | 2.8 (37.33%) | 26.11 | 15 | 9 | 12 |
| 8 Jun | 404.20 | 7.5 | 7.5 | - | 1 | 0 | 3 |
| 5 Jun | 409.20 | 7.5 | 1.25 (20.00%) | 25.85 | 1 | 1 | 3 |
| 4 Jun | 410.80 | 6.5 | 2.7 (71.05%) | 25.67 | 3 | 2 | 2 |
| 3 Jun | 411.75 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 414.90 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Jun | 419.50 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 390 expiring on 28JUL2026
Delta for 390 PE is -0.51
Historical price for 390 PE is as follows
On 29 Jun TATAPOWER was trading at 385.85. The strike last trading price was 12, which was 1 higher than the previous day. The implied volatity was 25.01, the open interest changed by 64 which increased total open position to 538
On 25 Jun TATAPOWER was trading at 388.95. The strike last trading price was 10.9, which was 1.5 higher than the previous day. The implied volatity was 23.82, the open interest changed by 221 which increased total open position to 472
On 24 Jun TATAPOWER was trading at 393.10. The strike last trading price was 9.5, which was 2 higher than the previous day. The implied volatity was 23.88, the open interest changed by 72 which increased total open position to 249
On 23 Jun TATAPOWER was trading at 398.30. The strike last trading price was 7.65, which was 1.45 higher than the previous day. The implied volatity was 24.73, the open interest changed by 30 which increased total open position to 177
On 22 Jun TATAPOWER was trading at 405.95. The strike last trading price was 6.35, which was -0.6 lower than the previous day. The implied volatity was 26.89, the open interest changed by 36 which increased total open position to 146
On 19 Jun TATAPOWER was trading at 402.35. The strike last trading price was 7.05, which was 0.55 higher than the previous day. The implied volatity was 25.56, the open interest changed by 25 which increased total open position to 111
On 18 Jun TATAPOWER was trading at 402.90. The strike last trading price was 6.5, which was -0.7 lower than the previous day. The implied volatity was 24.33, the open interest changed by 22 which increased total open position to 86
On 17 Jun TATAPOWER was trading at 401.50. The strike last trading price was 7, which was 0.15 higher than the previous day. The implied volatity was 24.09, the open interest changed by 11 which increased total open position to 63
On 16 Jun TATAPOWER was trading at 402.25. The strike last trading price was 6.85, which was -0.3 lower than the previous day. The implied volatity was 24.75, the open interest changed by 8 which increased total open position to 52
On 15 Jun TATAPOWER was trading at 404.10. The strike last trading price was 7.25, which was -3.95 lower than the previous day. The implied volatity was 25.61, the open interest changed by 14 which increased total open position to 44
On 12 Jun TATAPOWER was trading at 393.55. The strike last trading price was 11.15, which was -2.65 lower than the previous day. The implied volatity was 25.01, the open interest changed by 3 which increased total open position to 28
On 11 Jun TATAPOWER was trading at 390.25. The strike last trading price was 13.8, which was 3.8 higher than the previous day. The implied volatity was 27.1, the open interest changed by 3 which increased total open position to 24
On 10 Jun TATAPOWER was trading at 394.75. The strike last trading price was 10, which was -0.25 lower than the previous day. The implied volatity was 26.28, the open interest changed by 6 which increased total open position to 20
On 9 Jun TATAPOWER was trading at 398.65. The strike last trading price was 10.3, which was 2.8 higher than the previous day. The implied volatity was 26.11, the open interest changed by 9 which increased total open position to 12
On 8 Jun TATAPOWER was trading at 404.20. The strike last trading price was 7.5, which was 7.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 5 Jun TATAPOWER was trading at 409.20. The strike last trading price was 7.5, which was 1.25 higher than the previous day. The implied volatity was 25.85, the open interest changed by 1 which increased total open position to 3
On 4 Jun TATAPOWER was trading at 410.80. The strike last trading price was 6.5, which was 2.7 higher than the previous day. The implied volatity was 25.67, the open interest changed by 2 which increased total open position to 2
On 3 Jun TATAPOWER was trading at 411.75. The strike last trading price was 0, 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 Jun TATAPOWER was trading at 414.90. The strike last trading price was 0, 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 Jun TATAPOWER was trading at 419.50. The strike last trading price was 0, 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
