[--[65.84.65.76]--]

TATAPOWER

Tata Power Co Ltd
379.7 -2.50 (-0.65%)
L: 379 H: 383.7

Back to Option Chain


Historical option data for TATAPOWER

24 Dec 2025 04:10 PM IST
TATAPOWER 27-JAN-2026 390 CE
Delta: 0.38
Vega: 0.44
Theta: -0.16
Gamma: 0.02
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
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
Delta: -0.61
Vega: 0.44
Theta: -0.06
Gamma: 0.02
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