TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Dec 2025 04:10 PM IST
| TATAPOWER 27-JAN-2026 390 CE | ||||||||||||||||
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Delta: 0.38
Vega: 0.44
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 379.70 | 5.6 | -1.55 | 18.55 | 1,452 | 575 | 884 | |||||||||
| 23 Dec | 382.20 | 7.1 | 0.25 | 18.76 | 231 | 61 | 308 | |||||||||
| 22 Dec | 380.80 | 6.7 | -0.55 | 18.43 | 160 | 65 | 247 | |||||||||
| 19 Dec | 380.55 | 7.25 | 1.7 | 19.27 | 105 | 35 | 183 | |||||||||
| 18 Dec | 374.95 | 5.4 | -1.6 | 20.11 | 132 | 31 | 147 | |||||||||
| 17 Dec | 378.55 | 6.7 | -1.05 | 19.80 | 41 | 12 | 116 | |||||||||
| 16 Dec | 379.85 | 7.75 | -0.75 | 20.28 | 30 | -1 | 105 | |||||||||
| 15 Dec | 381.65 | 8.5 | -1 | 19.27 | 49 | 16 | 105 | |||||||||
| 12 Dec | 381.95 | 9.5 | 0.75 | 20.45 | 31 | 14 | 90 | |||||||||
| 11 Dec | 380.15 | 8.9 | -0.6 | 20.51 | 21 | 3 | 76 | |||||||||
| 10 Dec | 379.85 | 9.5 | 1.65 | 23.10 | 7 | 0 | 73 | |||||||||
| 9 Dec | 376.25 | 7.85 | 0.05 | 21.55 | 11 | -1 | 73 | |||||||||
| 8 Dec | 374.15 | 7.8 | -3.85 | 22.18 | 45 | 25 | 70 | |||||||||
| 5 Dec | 384.50 | 11.65 | -1.6 | 20.27 | 32 | 11 | 43 | |||||||||
| 4 Dec | 384.45 | 13.25 | 1.45 | 22.89 | 13 | 8 | 32 | |||||||||
| 3 Dec | 383.65 | 11.8 | -2.9 | 19.90 | 18 | 5 | 23 | |||||||||
| 2 Dec | 388.45 | 14.7 | -3.3 | 19.99 | 4 | 2 | 18 | |||||||||
| 1 Dec | 389.75 | 18 | 3.8 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 390.10 | 18 | 3.8 | - | 0 | 5 | 0 | |||||||||
| 27 Nov | 392.05 | 18 | 3.8 | 21.21 | 14 | 4 | 15 | |||||||||
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| 26 Nov | 391.50 | 14.2 | 1.2 | 15.12 | 9 | 1 | 5 | |||||||||
| 25 Nov | 380.00 | 13 | -6.15 | 23.32 | 1 | 0 | 3 | |||||||||
| 24 Nov | 382.55 | 19.15 | 2.15 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 387.00 | 19.15 | 2.15 | - | 0 | 2 | 0 | |||||||||
| 20 Nov | 388.10 | 19.15 | 2.15 | 24.27 | 2 | 1 | 2 | |||||||||
| 19 Nov | 389.10 | 17 | -11.35 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 386.25 | 17 | -11.35 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 388.40 | 17 | -11.35 | 19.57 | 1 | 0 | 1 | |||||||||
| 13 Nov | 388.80 | 28.35 | -4.4 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 388.65 | 28.35 | -4.4 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 395.85 | 28.35 | -4.4 | 28.76 | 1 | 0 | 0 | |||||||||
| 7 Nov | 393.20 | 32.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 400.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 408.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 404.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 390 expiring on 27JAN2026
Delta for 390 CE is 0.38
Historical price for 390 CE is as follows
On 24 Dec TATAPOWER was trading at 379.70. The strike last trading price was 5.6, which was -1.55 lower than the previous day. The implied volatity was 18.55, the open interest changed by 575 which increased total open position to 884
On 23 Dec TATAPOWER was trading at 382.20. The strike last trading price was 7.1, which was 0.25 higher than the previous day. The implied volatity was 18.76, the open interest changed by 61 which increased total open position to 308
On 22 Dec TATAPOWER was trading at 380.80. The strike last trading price was 6.7, which was -0.55 lower than the previous day. The implied volatity was 18.43, the open interest changed by 65 which increased total open position to 247
On 19 Dec TATAPOWER was trading at 380.55. The strike last trading price was 7.25, which was 1.7 higher than the previous day. The implied volatity was 19.27, the open interest changed by 35 which increased total open position to 183
On 18 Dec TATAPOWER was trading at 374.95. The strike last trading price was 5.4, which was -1.6 lower than the previous day. The implied volatity was 20.11, the open interest changed by 31 which increased total open position to 147
On 17 Dec TATAPOWER was trading at 378.55. The strike last trading price was 6.7, which was -1.05 lower than the previous day. The implied volatity was 19.80, the open interest changed by 12 which increased total open position to 116
On 16 Dec TATAPOWER was trading at 379.85. The strike last trading price was 7.75, which was -0.75 lower than the previous day. The implied volatity was 20.28, the open interest changed by -1 which decreased total open position to 105
On 15 Dec TATAPOWER was trading at 381.65. The strike last trading price was 8.5, which was -1 lower than the previous day. The implied volatity was 19.27, the open interest changed by 16 which increased total open position to 105
On 12 Dec TATAPOWER was trading at 381.95. The strike last trading price was 9.5, which was 0.75 higher than the previous day. The implied volatity was 20.45, the open interest changed by 14 which increased total open position to 90
On 11 Dec TATAPOWER was trading at 380.15. The strike last trading price was 8.9, which was -0.6 lower than the previous day. The implied volatity was 20.51, the open interest changed by 3 which increased total open position to 76
On 10 Dec TATAPOWER was trading at 379.85. The strike last trading price was 9.5, which was 1.65 higher than the previous day. The implied volatity was 23.10, the open interest changed by 0 which decreased total open position to 73
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 7.85, which was 0.05 higher than the previous day. The implied volatity was 21.55, the open interest changed by -1 which decreased total open position to 73
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 7.8, which was -3.85 lower than the previous day. The implied volatity was 22.18, the open interest changed by 25 which increased total open position to 70
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 11.65, which was -1.6 lower than the previous day. The implied volatity was 20.27, the open interest changed by 11 which increased total open position to 43
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 13.25, which was 1.45 higher than the previous day. The implied volatity was 22.89, the open interest changed by 8 which increased total open position to 32
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 11.8, which was -2.9 lower than the previous day. The implied volatity was 19.90, the open interest changed by 5 which increased total open position to 23
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 14.7, which was -3.3 lower than the previous day. The implied volatity was 19.99, the open interest changed by 2 which increased total open position to 18
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 18, which was 3.8 higher 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 18, which was 3.8 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 18, which was 3.8 higher than the previous day. The implied volatity was 21.21, the open interest changed by 4 which increased total open position to 15
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 14.2, which was 1.2 higher than the previous day. The implied volatity was 15.12, the open interest changed by 1 which increased total open position to 5
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 13, which was -6.15 lower than the previous day. The implied volatity was 23.32, the open interest changed by 0 which decreased total open position to 3
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 19.15, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 19.15, which was 2.15 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 19.15, which was 2.15 higher than the previous day. The implied volatity was 24.27, the open interest changed by 1 which increased total open position to 2
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 17, which was -11.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 17, which was -11.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 17, which was -11.35 lower than the previous day. The implied volatity was 19.57, the open interest changed by 0 which decreased total open position to 1
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 28.35, which was -4.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 28.35, which was -4.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 28.35, which was -4.4 lower than the previous day. The implied volatity was 28.76, 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 32.75, 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 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 3 Nov TATAPOWER was trading at 408.60. 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 31 Oct TATAPOWER was trading at 404.90. 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
| TATAPOWER 27JAN2026 390 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.44
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 379.70 | 13.05 | 1.05 | 19.60 | 682 | 411 | 488 |
| 23 Dec | 382.20 | 12 | -0.3 | 20.94 | 31 | 17 | 76 |
| 22 Dec | 380.80 | 12.3 | -0.95 | 19.99 | 32 | 19 | 60 |
| 19 Dec | 380.55 | 13.1 | -4.65 | 20.59 | 21 | 8 | 41 |
| 18 Dec | 374.95 | 17.75 | 2.75 | 22.19 | 8 | 0 | 33 |
| 17 Dec | 378.55 | 15 | 0.15 | 20.94 | 5 | 1 | 33 |
| 16 Dec | 379.85 | 14.85 | 1.6 | 22.38 | 10 | 0 | 41 |
| 15 Dec | 381.65 | 13.2 | -0.3 | 21.71 | 9 | 7 | 41 |
| 12 Dec | 381.95 | 13.5 | 0.95 | 21.63 | 17 | 14 | 35 |
| 11 Dec | 380.15 | 12.55 | -3.45 | - | 0 | 0 | 21 |
| 10 Dec | 379.85 | 12.55 | -3.45 | 15.47 | 1 | 0 | 20 |
| 9 Dec | 376.25 | 16 | 4 | 19.29 | 2 | 1 | 19 |
| 8 Dec | 374.15 | 12 | 0.2 | - | 0 | 0 | 18 |
| 5 Dec | 384.50 | 12 | 0.2 | 20.23 | 5 | 4 | 17 |
| 4 Dec | 384.45 | 11.8 | -1.55 | 19.62 | 3 | 0 | 10 |
| 3 Dec | 383.65 | 13.35 | 1.85 | 22.19 | 6 | 1 | 9 |
| 2 Dec | 388.45 | 11.5 | 1.2 | 22.90 | 1 | 0 | 7 |
| 1 Dec | 389.75 | 10.3 | -0.7 | - | 0 | 0 | 0 |
| 28 Nov | 390.10 | 10.3 | -0.7 | - | 0 | 3 | 0 |
| 27 Nov | 392.05 | 10.3 | -0.7 | 22.29 | 3 | 2 | 6 |
| 26 Nov | 391.50 | 11 | -0.8 | 23.06 | 1 | 0 | 3 |
| 25 Nov | 380.00 | 11.8 | -2.2 | - | 0 | 0 | 0 |
| 24 Nov | 382.55 | 11.8 | -2.2 | - | 0 | 0 | 0 |
| 21 Nov | 387.00 | 11.8 | -2.2 | - | 0 | -8 | 0 |
| 20 Nov | 388.10 | 11.8 | -2.2 | 21.83 | 11 | -7 | 4 |
| 19 Nov | 389.10 | 14 | -0.25 | 25.36 | 2 | 0 | 11 |
| 18 Nov | 386.25 | 14.25 | 1.75 | 24.02 | 1 | 0 | 10 |
| 14 Nov | 388.40 | 12.5 | 1.5 | - | 0 | 0 | 0 |
| 13 Nov | 388.80 | 12.5 | 1.5 | 22.38 | 1 | 0 | 10 |
| 12 Nov | 388.65 | 11 | 2.45 | - | 0 | 0 | 0 |
| 10 Nov | 395.85 | 11 | 2.45 | 23.86 | 2 | 0 | 8 |
| 7 Nov | 393.20 | 8.55 | -9.65 | - | 0 | 0 | 0 |
| 4 Nov | 400.60 | 8.55 | -9.65 | - | 0 | 8 | 0 |
| 3 Nov | 408.60 | 8.55 | -9.65 | 25.31 | 8 | 7 | 7 |
| 31 Oct | 404.90 | 18.2 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 390 expiring on 27JAN2026
Delta for 390 PE is -0.61
Historical price for 390 PE is as follows
On 24 Dec TATAPOWER was trading at 379.70. The strike last trading price was 13.05, which was 1.05 higher than the previous day. The implied volatity was 19.60, the open interest changed by 411 which increased total open position to 488
On 23 Dec TATAPOWER was trading at 382.20. The strike last trading price was 12, which was -0.3 lower than the previous day. The implied volatity was 20.94, the open interest changed by 17 which increased total open position to 76
On 22 Dec TATAPOWER was trading at 380.80. The strike last trading price was 12.3, which was -0.95 lower than the previous day. The implied volatity was 19.99, the open interest changed by 19 which increased total open position to 60
On 19 Dec TATAPOWER was trading at 380.55. The strike last trading price was 13.1, which was -4.65 lower than the previous day. The implied volatity was 20.59, the open interest changed by 8 which increased total open position to 41
On 18 Dec TATAPOWER was trading at 374.95. The strike last trading price was 17.75, which was 2.75 higher than the previous day. The implied volatity was 22.19, the open interest changed by 0 which decreased total open position to 33
On 17 Dec TATAPOWER was trading at 378.55. The strike last trading price was 15, which was 0.15 higher than the previous day. The implied volatity was 20.94, the open interest changed by 1 which increased total open position to 33
On 16 Dec TATAPOWER was trading at 379.85. The strike last trading price was 14.85, which was 1.6 higher than the previous day. The implied volatity was 22.38, the open interest changed by 0 which decreased total open position to 41
On 15 Dec TATAPOWER was trading at 381.65. The strike last trading price was 13.2, which was -0.3 lower than the previous day. The implied volatity was 21.71, the open interest changed by 7 which increased total open position to 41
On 12 Dec TATAPOWER was trading at 381.95. The strike last trading price was 13.5, which was 0.95 higher than the previous day. The implied volatity was 21.63, the open interest changed by 14 which increased total open position to 35
On 11 Dec TATAPOWER was trading at 380.15. The strike last trading price was 12.55, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Dec TATAPOWER was trading at 379.85. The strike last trading price was 12.55, which was -3.45 lower than the previous day. The implied volatity was 15.47, the open interest changed by 0 which decreased total open position to 20
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 16, which was 4 higher than the previous day. The implied volatity was 19.29, the open interest changed by 1 which increased total open position to 19
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 12, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 12, which was 0.2 higher than the previous day. The implied volatity was 20.23, the open interest changed by 4 which increased total open position to 17
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 11.8, which was -1.55 lower than the previous day. The implied volatity was 19.62, the open interest changed by 0 which decreased total open position to 10
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 13.35, which was 1.85 higher than the previous day. The implied volatity was 22.19, the open interest changed by 1 which increased total open position to 9
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 11.5, which was 1.2 higher than the previous day. The implied volatity was 22.90, the open interest changed by 0 which decreased total open position to 7
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 10.3, which was -0.7 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 10.3, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 10.3, which was -0.7 lower than the previous day. The implied volatity was 22.29, the open interest changed by 2 which increased total open position to 6
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 11, which was -0.8 lower than the previous day. The implied volatity was 23.06, the open interest changed by 0 which decreased total open position to 3
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 11.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 11.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 11.8, which was -2.2 lower than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 11.8, which was -2.2 lower than the previous day. The implied volatity was 21.83, the open interest changed by -7 which decreased total open position to 4
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 14, which was -0.25 lower than the previous day. The implied volatity was 25.36, the open interest changed by 0 which decreased total open position to 11
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 14.25, which was 1.75 higher than the previous day. The implied volatity was 24.02, the open interest changed by 0 which decreased total open position to 10
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 12.5, which was 1.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 12.5, which was 1.5 higher than the previous day. The implied volatity was 22.38, the open interest changed by 0 which decreased total open position to 10
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 11, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 11, which was 2.45 higher than the previous day. The implied volatity was 23.86, the open interest changed by 0 which decreased total open position to 8
On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 8.55, which was -9.65 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 8.55, which was -9.65 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0
On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 8.55, which was -9.65 lower than the previous day. The implied volatity was 25.31, the open interest changed by 7 which increased total open position to 7
On 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 18.2, 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































































































































































































































