TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
05 Dec 2025 02:45 PM IST
| TATAPOWER 30-DEC-2025 390 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.39
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 383.35 | 5.4 | -0.9 | 17.88 | 2,961 | 121 | 3,560 | |||||||||
| 4 Dec | 384.45 | 6.15 | 0.35 | 18.87 | 3,610 | -329 | 3,438 | |||||||||
| 3 Dec | 383.65 | 5.8 | -2.3 | 17.29 | 4,063 | 576 | 3,769 | |||||||||
| 2 Dec | 388.45 | 8.3 | -0.85 | 16.95 | 2,321 | 221 | 3,204 | |||||||||
| 1 Dec | 389.75 | 9.2 | -0.85 | 16.76 | 2,800 | 283 | 2,996 | |||||||||
| 28 Nov | 390.10 | 10 | -1.5 | 18.10 | 2,184 | 126 | 2,715 | |||||||||
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| 27 Nov | 392.05 | 11.5 | 0.35 | 18.26 | 3,849 | -126 | 2,612 | |||||||||
| 26 Nov | 391.50 | 11 | 5.4 | 17.29 | 6,269 | 85 | 2,741 | |||||||||
| 25 Nov | 380.00 | 5.4 | -1.7 | 17.67 | 2,724 | 339 | 2,650 | |||||||||
| 24 Nov | 382.55 | 7.15 | -2.25 | 18.88 | 1,789 | 685 | 2,313 | |||||||||
| 21 Nov | 387.00 | 9.4 | -2.05 | 17.60 | 1,449 | 650 | 1,626 | |||||||||
| 20 Nov | 388.10 | 11.65 | -0.25 | 19.93 | 1,296 | 392 | 703 | |||||||||
| 19 Nov | 389.10 | 11.85 | 0.7 | 19.47 | 377 | 93 | 310 | |||||||||
| 18 Nov | 386.25 | 11.4 | -3.55 | 20.38 | 196 | 91 | 217 | |||||||||
| 17 Nov | 392.75 | 14.6 | 1.2 | 19.79 | 128 | 8 | 127 | |||||||||
| 14 Nov | 388.40 | 13.8 | 0.15 | 21.87 | 69 | 26 | 120 | |||||||||
| 13 Nov | 388.80 | 13.85 | -0.15 | 21.47 | 97 | 38 | 94 | |||||||||
| 12 Nov | 388.65 | 14.15 | -4.3 | 21.12 | 113 | 29 | 58 | |||||||||
| 11 Nov | 395.60 | 18.5 | -0.4 | 21.79 | 18 | -1 | 30 | |||||||||
| 10 Nov | 395.85 | 19.3 | 1.1 | 22.33 | 7 | -4 | 31 | |||||||||
| 7 Nov | 393.20 | 18.2 | 1.15 | 21.50 | 46 | 21 | 34 | |||||||||
| 6 Nov | 391.75 | 17.05 | -10.95 | 22.77 | 11 | 7 | 13 | |||||||||
| 4 Nov | 400.60 | 28 | -0.1 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 408.60 | 28 | -0.1 | 19.27 | 1 | 0 | 6 | |||||||||
| 31 Oct | 404.90 | 28.1 | -2.4 | - | 4 | 0 | 6 | |||||||||
| 30 Oct | 409.80 | 30.5 | 13.3 | 20.87 | 8 | 5 | 6 | |||||||||
| 29 Oct | 410.70 | 17.2 | -10.55 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 398.65 | 17.2 | -10.55 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 400.25 | 17.2 | -10.55 | - | 0 | 0 | 0 | |||||||||
| 24 Oct | 396.85 | 17.2 | -10.55 | - | 0 | 0 | 0 | |||||||||
| 23 Oct | 397.65 | 17.2 | -10.55 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 399.80 | 17.2 | -10.55 | - | 0 | 0 | 0 | |||||||||
| 14 Oct | 391.55 | 17.2 | -10.55 | - | 0 | 0 | 0 | |||||||||
| 9 Oct | 388.20 | 17.2 | -10.55 | 18.63 | 1 | 0 | 0 | |||||||||
| 7 Oct | 392.50 | 27.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Oct | 394.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 390 expiring on 30DEC2025
Delta for 390 CE is 0.42
Historical price for 390 CE is as follows
On 5 Dec TATAPOWER was trading at 383.35. The strike last trading price was 5.4, which was -0.9 lower than the previous day. The implied volatity was 17.88, the open interest changed by 121 which increased total open position to 3560
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 6.15, which was 0.35 higher than the previous day. The implied volatity was 18.87, the open interest changed by -329 which decreased total open position to 3438
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 5.8, which was -2.3 lower than the previous day. The implied volatity was 17.29, the open interest changed by 576 which increased total open position to 3769
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 8.3, which was -0.85 lower than the previous day. The implied volatity was 16.95, the open interest changed by 221 which increased total open position to 3204
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 9.2, which was -0.85 lower than the previous day. The implied volatity was 16.76, the open interest changed by 283 which increased total open position to 2996
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 10, which was -1.5 lower than the previous day. The implied volatity was 18.10, the open interest changed by 126 which increased total open position to 2715
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 11.5, which was 0.35 higher than the previous day. The implied volatity was 18.26, the open interest changed by -126 which decreased total open position to 2612
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 11, which was 5.4 higher than the previous day. The implied volatity was 17.29, the open interest changed by 85 which increased total open position to 2741
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 5.4, which was -1.7 lower than the previous day. The implied volatity was 17.67, the open interest changed by 339 which increased total open position to 2650
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 7.15, which was -2.25 lower than the previous day. The implied volatity was 18.88, the open interest changed by 685 which increased total open position to 2313
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 9.4, which was -2.05 lower than the previous day. The implied volatity was 17.60, the open interest changed by 650 which increased total open position to 1626
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 11.65, which was -0.25 lower than the previous day. The implied volatity was 19.93, the open interest changed by 392 which increased total open position to 703
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 11.85, which was 0.7 higher than the previous day. The implied volatity was 19.47, the open interest changed by 93 which increased total open position to 310
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 11.4, which was -3.55 lower than the previous day. The implied volatity was 20.38, the open interest changed by 91 which increased total open position to 217
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 14.6, which was 1.2 higher than the previous day. The implied volatity was 19.79, the open interest changed by 8 which increased total open position to 127
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 13.8, which was 0.15 higher than the previous day. The implied volatity was 21.87, the open interest changed by 26 which increased total open position to 120
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 13.85, which was -0.15 lower than the previous day. The implied volatity was 21.47, the open interest changed by 38 which increased total open position to 94
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 14.15, which was -4.3 lower than the previous day. The implied volatity was 21.12, the open interest changed by 29 which increased total open position to 58
On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 18.5, which was -0.4 lower than the previous day. The implied volatity was 21.79, the open interest changed by -1 which decreased total open position to 30
On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 19.3, which was 1.1 higher than the previous day. The implied volatity was 22.33, the open interest changed by -4 which decreased total open position to 31
On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 18.2, which was 1.15 higher than the previous day. The implied volatity was 21.50, the open interest changed by 21 which increased total open position to 34
On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 17.05, which was -10.95 lower than the previous day. The implied volatity was 22.77, the open interest changed by 7 which increased total open position to 13
On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 28, which was -0.1 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 28, which was -0.1 lower than the previous day. The implied volatity was 19.27, the open interest changed by 0 which decreased total open position to 6
On 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 28.1, which was -2.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 30.5, which was 13.3 higher than the previous day. The implied volatity was 20.87, the open interest changed by 5 which increased total open position to 6
On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 17.2, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Oct TATAPOWER was trading at 398.65. The strike last trading price was 17.2, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Oct TATAPOWER was trading at 400.25. The strike last trading price was 17.2, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Oct TATAPOWER was trading at 396.85. The strike last trading price was 17.2, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Oct TATAPOWER was trading at 397.65. The strike last trading price was 17.2, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Oct TATAPOWER was trading at 399.80. The strike last trading price was 17.2, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Oct TATAPOWER was trading at 391.55. The strike last trading price was 17.2, which was -10.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Oct TATAPOWER was trading at 388.20. The strike last trading price was 17.2, which was -10.55 lower than the previous day. The implied volatity was 18.63, the open interest changed by 0 which decreased total open position to 0
On 7 Oct TATAPOWER was trading at 392.50. The strike last trading price was 27.75, 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 3 Oct TATAPOWER was trading at 394.90. 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 30DEC2025 390 PE | |||||||
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Delta: -0.57
Vega: 0.39
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 383.35 | 9.4 | 0.25 | 18.26 | 790 | -27 | 3,057 |
| 4 Dec | 384.45 | 9.65 | -0.6 | 19.04 | 1,640 | 156 | 3,086 |
| 3 Dec | 383.65 | 10 | 1.95 | 20.01 | 1,052 | -53 | 2,933 |
| 2 Dec | 388.45 | 7.85 | 0.4 | 20.54 | 1,569 | 109 | 2,986 |
| 1 Dec | 389.75 | 7.35 | 0.2 | 20.56 | 3,536 | 214 | 2,873 |
| 28 Nov | 390.10 | 7.35 | 0.85 | 19.32 | 2,226 | 245 | 2,654 |
| 27 Nov | 392.05 | 6.45 | -0.2 | 19.05 | 4,199 | 46 | 2,409 |
| 26 Nov | 391.50 | 6.5 | -7 | 18.63 | 3,387 | 338 | 2,363 |
| 25 Nov | 380.00 | 13.9 | 1.85 | 21.73 | 1,042 | 78 | 2,026 |
| 24 Nov | 382.55 | 12.2 | 2.4 | 20.73 | 1,140 | 579 | 1,944 |
| 21 Nov | 387.00 | 9.95 | 0.2 | 20.77 | 1,629 | 760 | 1,361 |
| 20 Nov | 388.10 | 9.65 | -0.6 | 21.51 | 707 | 268 | 593 |
| 19 Nov | 389.10 | 10.1 | -1.8 | 22.60 | 176 | 107 | 324 |
| 18 Nov | 386.25 | 11.4 | 2.05 | 23.19 | 137 | 43 | 206 |
| 17 Nov | 392.75 | 9.25 | -3 | 23.60 | 63 | 12 | 162 |
| 14 Nov | 388.40 | 12.25 | 0.55 | 25.42 | 24 | 7 | 149 |
| 13 Nov | 388.80 | 11.7 | 0.6 | 24.36 | 48 | 2 | 141 |
| 12 Nov | 388.65 | 11.2 | 1.7 | 23.72 | 58 | -2 | 139 |
| 11 Nov | 395.60 | 9.5 | -0.3 | 24.93 | 3 | 1 | 140 |
| 10 Nov | 395.85 | 9.8 | -0.8 | 25.64 | 9 | 0 | 138 |
| 7 Nov | 393.20 | 10.6 | -1.3 | 25.33 | 10 | 4 | 139 |
| 6 Nov | 391.75 | 12 | 3.3 | 25.30 | 6 | 3 | 136 |
| 4 Nov | 400.60 | 8.7 | 2.5 | 25.48 | 35 | 26 | 133 |
| 3 Nov | 408.60 | 6.2 | -0.95 | 24.74 | 57 | 49 | 107 |
| 31 Oct | 404.90 | 7.15 | 1.05 | - | 23 | 15 | 58 |
| 30 Oct | 409.80 | 6.1 | 0.05 | 24.60 | 41 | 37 | 43 |
| 29 Oct | 410.70 | 6 | -17.2 | 24.73 | 6 | 5 | 5 |
| 28 Oct | 398.65 | 23.2 | 0 | 3.03 | 0 | 0 | 0 |
| 27 Oct | 400.25 | 23.2 | 0 | 3.15 | 0 | 0 | 0 |
| 24 Oct | 396.85 | 23.2 | 0 | 2.63 | 0 | 0 | 0 |
| 23 Oct | 397.65 | 23.2 | 0 | 2.53 | 0 | 0 | 0 |
| 20 Oct | 399.80 | 23.2 | 0 | 3.09 | 0 | 0 | 0 |
| 14 Oct | 391.55 | 23.2 | 0 | - | 0 | 0 | 0 |
| 9 Oct | 388.20 | 23.2 | 0 | 1.16 | 0 | 0 | 0 |
| 7 Oct | 392.50 | 23.2 | 0 | - | 0 | 0 | 0 |
| 3 Oct | 394.90 | 0 | 0 | 2.35 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 390 expiring on 30DEC2025
Delta for 390 PE is -0.57
Historical price for 390 PE is as follows
On 5 Dec TATAPOWER was trading at 383.35. The strike last trading price was 9.4, which was 0.25 higher than the previous day. The implied volatity was 18.26, the open interest changed by -27 which decreased total open position to 3057
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 9.65, which was -0.6 lower than the previous day. The implied volatity was 19.04, the open interest changed by 156 which increased total open position to 3086
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 10, which was 1.95 higher than the previous day. The implied volatity was 20.01, the open interest changed by -53 which decreased total open position to 2933
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 7.85, which was 0.4 higher than the previous day. The implied volatity was 20.54, the open interest changed by 109 which increased total open position to 2986
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 7.35, which was 0.2 higher than the previous day. The implied volatity was 20.56, the open interest changed by 214 which increased total open position to 2873
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 7.35, which was 0.85 higher than the previous day. The implied volatity was 19.32, the open interest changed by 245 which increased total open position to 2654
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 6.45, which was -0.2 lower than the previous day. The implied volatity was 19.05, the open interest changed by 46 which increased total open position to 2409
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 6.5, which was -7 lower than the previous day. The implied volatity was 18.63, the open interest changed by 338 which increased total open position to 2363
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 13.9, which was 1.85 higher than the previous day. The implied volatity was 21.73, the open interest changed by 78 which increased total open position to 2026
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 12.2, which was 2.4 higher than the previous day. The implied volatity was 20.73, the open interest changed by 579 which increased total open position to 1944
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 9.95, which was 0.2 higher than the previous day. The implied volatity was 20.77, the open interest changed by 760 which increased total open position to 1361
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 9.65, which was -0.6 lower than the previous day. The implied volatity was 21.51, the open interest changed by 268 which increased total open position to 593
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 10.1, which was -1.8 lower than the previous day. The implied volatity was 22.60, the open interest changed by 107 which increased total open position to 324
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 11.4, which was 2.05 higher than the previous day. The implied volatity was 23.19, the open interest changed by 43 which increased total open position to 206
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 9.25, which was -3 lower than the previous day. The implied volatity was 23.60, the open interest changed by 12 which increased total open position to 162
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 12.25, which was 0.55 higher than the previous day. The implied volatity was 25.42, the open interest changed by 7 which increased total open position to 149
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 11.7, which was 0.6 higher than the previous day. The implied volatity was 24.36, the open interest changed by 2 which increased total open position to 141
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 11.2, which was 1.7 higher than the previous day. The implied volatity was 23.72, the open interest changed by -2 which decreased total open position to 139
On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 9.5, which was -0.3 lower than the previous day. The implied volatity was 24.93, the open interest changed by 1 which increased total open position to 140
On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 9.8, which was -0.8 lower than the previous day. The implied volatity was 25.64, the open interest changed by 0 which decreased total open position to 138
On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 10.6, which was -1.3 lower than the previous day. The implied volatity was 25.33, the open interest changed by 4 which increased total open position to 139
On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 12, which was 3.3 higher than the previous day. The implied volatity was 25.30, the open interest changed by 3 which increased total open position to 136
On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 8.7, which was 2.5 higher than the previous day. The implied volatity was 25.48, the open interest changed by 26 which increased total open position to 133
On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 6.2, which was -0.95 lower than the previous day. The implied volatity was 24.74, the open interest changed by 49 which increased total open position to 107
On 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 7.15, which was 1.05 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 58
On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 6.1, which was 0.05 higher than the previous day. The implied volatity was 24.60, the open interest changed by 37 which increased total open position to 43
On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 6, which was -17.2 lower than the previous day. The implied volatity was 24.73, the open interest changed by 5 which increased total open position to 5
On 28 Oct TATAPOWER was trading at 398.65. The strike last trading price was 23.2, which was 0 lower than the previous day. The implied volatity was 3.03, the open interest changed by 0 which decreased total open position to 0
On 27 Oct TATAPOWER was trading at 400.25. The strike last trading price was 23.2, which was 0 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0
On 24 Oct TATAPOWER was trading at 396.85. The strike last trading price was 23.2, which was 0 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0
On 23 Oct TATAPOWER was trading at 397.65. The strike last trading price was 23.2, which was 0 lower than the previous day. The implied volatity was 2.53, the open interest changed by 0 which decreased total open position to 0
On 20 Oct TATAPOWER was trading at 399.80. The strike last trading price was 23.2, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
On 14 Oct TATAPOWER was trading at 391.55. The strike last trading price was 23.2, 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
On 9 Oct TATAPOWER was trading at 388.20. The strike last trading price was 23.2, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0
On 7 Oct TATAPOWER was trading at 392.50. The strike last trading price was 23.2, 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
On 3 Oct TATAPOWER was trading at 394.90. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0































































































































































































































