TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
09 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 395 CE | ||||||||||||||||
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Delta: 0.19
Vega: 0.24
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 376.25 | 1.9 | 0.1 | 20.77 | 1,387 | -23 | 2,087 | |||||||||
| 8 Dec | 374.15 | 1.55 | -2.5 | 19.79 | 2,880 | 358 | 2,085 | |||||||||
| 5 Dec | 384.50 | 4 | -0.5 | 18.32 | 2,222 | 210 | 1,725 | |||||||||
| 4 Dec | 384.45 | 4.25 | 0.15 | 18.72 | 1,899 | -85 | 1,518 | |||||||||
| 3 Dec | 383.65 | 4.1 | -1.8 | 17.62 | 1,686 | 127 | 1,604 | |||||||||
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| 2 Dec | 388.45 | 6.05 | -0.75 | 17.26 | 1,382 | 103 | 1,477 | |||||||||
| 1 Dec | 389.75 | 6.9 | -0.7 | 17.31 | 2,257 | 5 | 1,383 | |||||||||
| 28 Nov | 390.10 | 7.4 | -1.4 | 17.87 | 2,780 | 469 | 1,383 | |||||||||
| 27 Nov | 392.05 | 8.7 | 0.3 | 18.03 | 5,746 | 204 | 911 | |||||||||
| 26 Nov | 391.50 | 8.35 | 4.3 | 17.35 | 2,648 | -66 | 706 | |||||||||
| 25 Nov | 380.00 | 3.85 | -1.5 | 17.61 | 758 | 147 | 771 | |||||||||
| 24 Nov | 382.55 | 5.25 | -1.95 | 18.78 | 560 | 219 | 626 | |||||||||
| 21 Nov | 387.00 | 7.25 | -1.5 | 17.88 | 287 | 87 | 407 | |||||||||
| 20 Nov | 388.10 | 9.3 | -0.3 | 20.09 | 263 | 106 | 310 | |||||||||
| 19 Nov | 389.10 | 9.6 | 0.35 | 19.91 | 149 | 72 | 205 | |||||||||
| 18 Nov | 386.25 | 9.4 | -3.05 | 21.02 | 115 | 73 | 133 | |||||||||
| 17 Nov | 392.75 | 12.6 | 1.6 | 21.22 | 52 | 19 | 54 | |||||||||
| 14 Nov | 388.40 | 11.25 | 0.25 | 21.70 | 27 | 11 | 34 | |||||||||
| 13 Nov | 388.80 | 11 | -0.5 | 20.84 | 23 | 1 | 21 | |||||||||
| 12 Nov | 388.65 | 11.5 | -4.05 | 20.88 | 38 | 13 | 20 | |||||||||
| 11 Nov | 395.60 | 15.55 | -1.3 | 22.23 | 5 | 3 | 7 | |||||||||
| 10 Nov | 395.85 | 16.85 | 1.25 | 24.12 | 4 | 2 | 4 | |||||||||
| 7 Nov | 393.20 | 15.6 | -9.35 | 21.90 | 2 | 1 | 1 | |||||||||
| 6 Nov | 391.75 | 24.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 400.60 | 24.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 408.60 | 24.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 404.90 | 24.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 409.80 | 24.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 410.70 | 24.95 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 395 expiring on 30DEC2025
Delta for 395 CE is 0.19
Historical price for 395 CE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 1.9, which was 0.1 higher than the previous day. The implied volatity was 20.77, the open interest changed by -23 which decreased total open position to 2087
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 1.55, which was -2.5 lower than the previous day. The implied volatity was 19.79, the open interest changed by 358 which increased total open position to 2085
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 4, which was -0.5 lower than the previous day. The implied volatity was 18.32, the open interest changed by 210 which increased total open position to 1725
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 4.25, which was 0.15 higher than the previous day. The implied volatity was 18.72, the open interest changed by -85 which decreased total open position to 1518
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 4.1, which was -1.8 lower than the previous day. The implied volatity was 17.62, the open interest changed by 127 which increased total open position to 1604
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 6.05, which was -0.75 lower than the previous day. The implied volatity was 17.26, the open interest changed by 103 which increased total open position to 1477
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 6.9, which was -0.7 lower than the previous day. The implied volatity was 17.31, the open interest changed by 5 which increased total open position to 1383
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 7.4, which was -1.4 lower than the previous day. The implied volatity was 17.87, the open interest changed by 469 which increased total open position to 1383
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 8.7, which was 0.3 higher than the previous day. The implied volatity was 18.03, the open interest changed by 204 which increased total open position to 911
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 8.35, which was 4.3 higher than the previous day. The implied volatity was 17.35, the open interest changed by -66 which decreased total open position to 706
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 3.85, which was -1.5 lower than the previous day. The implied volatity was 17.61, the open interest changed by 147 which increased total open position to 771
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 5.25, which was -1.95 lower than the previous day. The implied volatity was 18.78, the open interest changed by 219 which increased total open position to 626
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 7.25, which was -1.5 lower than the previous day. The implied volatity was 17.88, the open interest changed by 87 which increased total open position to 407
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 9.3, which was -0.3 lower than the previous day. The implied volatity was 20.09, the open interest changed by 106 which increased total open position to 310
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 9.6, which was 0.35 higher than the previous day. The implied volatity was 19.91, the open interest changed by 72 which increased total open position to 205
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 9.4, which was -3.05 lower than the previous day. The implied volatity was 21.02, the open interest changed by 73 which increased total open position to 133
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 12.6, which was 1.6 higher than the previous day. The implied volatity was 21.22, the open interest changed by 19 which increased total open position to 54
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 11.25, which was 0.25 higher than the previous day. The implied volatity was 21.70, the open interest changed by 11 which increased total open position to 34
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 11, which was -0.5 lower than the previous day. The implied volatity was 20.84, the open interest changed by 1 which increased total open position to 21
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 11.5, which was -4.05 lower than the previous day. The implied volatity was 20.88, the open interest changed by 13 which increased total open position to 20
On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 15.55, which was -1.3 lower than the previous day. The implied volatity was 22.23, the open interest changed by 3 which increased total open position to 7
On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 16.85, which was 1.25 higher than the previous day. The implied volatity was 24.12, the open interest changed by 2 which increased total open position to 4
On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 15.6, which was -9.35 lower than the previous day. The implied volatity was 21.90, the open interest changed by 1 which increased total open position to 1
On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 24.95, 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 24.95, 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 24.95, 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 24.95, 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 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 24.95, 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 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 24.95, 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 395 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.18
Theta: 0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 376.25 | 18.2 | -2.8 | 15.99 | 82 | -27 | 851 |
| 8 Dec | 374.15 | 21.6 | 9.8 | 25.39 | 151 | -72 | 879 |
| 5 Dec | 384.50 | 12.4 | -0.05 | 18.59 | 192 | -3 | 950 |
| 4 Dec | 384.45 | 12.9 | -0.6 | 19.40 | 306 | 58 | 955 |
| 3 Dec | 383.65 | 13.35 | 2.45 | 20.86 | 170 | 1 | 897 |
| 2 Dec | 388.45 | 10.5 | 0.4 | 20.70 | 290 | -6 | 895 |
| 1 Dec | 389.75 | 9.9 | 0.25 | 20.79 | 412 | 24 | 902 |
| 28 Nov | 390.10 | 9.8 | 1.05 | 19.28 | 1,376 | 246 | 869 |
| 27 Nov | 392.05 | 8.6 | -0.25 | 18.79 | 2,880 | 222 | 624 |
| 26 Nov | 391.50 | 8.85 | -8.1 | 18.74 | 782 | 129 | 403 |
| 25 Nov | 380.00 | 16.9 | 1.95 | 21.23 | 115 | 56 | 275 |
| 24 Nov | 382.55 | 14.95 | 2.25 | 20.06 | 98 | 34 | 219 |
| 21 Nov | 387.00 | 12.9 | 0.55 | 21.38 | 187 | 87 | 184 |
| 20 Nov | 388.10 | 12.05 | -0.7 | 21.27 | 84 | 43 | 91 |
| 19 Nov | 389.10 | 12.9 | -2.15 | 23.20 | 28 | 20 | 44 |
| 18 Nov | 386.25 | 14.95 | 2.15 | 24.98 | 24 | 14 | 23 |
| 17 Nov | 392.75 | 12.8 | 1 | 26.04 | 6 | 1 | 8 |
| 14 Nov | 388.40 | 11.8 | -0.7 | - | 0 | 1 | 0 |
| 13 Nov | 388.80 | 11.8 | -0.7 | 20.04 | 1 | 0 | 6 |
| 12 Nov | 388.65 | 12.5 | 3.9 | 21.70 | 4 | 3 | 5 |
| 11 Nov | 395.60 | 8.6 | -8.55 | - | 0 | 0 | 0 |
| 10 Nov | 395.85 | 8.6 | -8.55 | - | 0 | 0 | 0 |
| 7 Nov | 393.20 | 8.6 | -8.55 | - | 0 | 0 | 0 |
| 6 Nov | 391.75 | 8.6 | -8.55 | - | 0 | 0 | 0 |
| 4 Nov | 400.60 | 8.6 | -8.55 | - | 0 | 2 | 0 |
| 3 Nov | 408.60 | 8.6 | -8.55 | 26.37 | 2 | 0 | 0 |
| 31 Oct | 404.90 | 17.15 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 409.80 | 17.15 | 0 | 3.95 | 0 | 0 | 0 |
| 29 Oct | 410.70 | 17.15 | 0 | 4.14 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 395 expiring on 30DEC2025
Delta for 395 PE is -0.88
Historical price for 395 PE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 18.2, which was -2.8 lower than the previous day. The implied volatity was 15.99, the open interest changed by -27 which decreased total open position to 851
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 21.6, which was 9.8 higher than the previous day. The implied volatity was 25.39, the open interest changed by -72 which decreased total open position to 879
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 12.4, which was -0.05 lower than the previous day. The implied volatity was 18.59, the open interest changed by -3 which decreased total open position to 950
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 12.9, which was -0.6 lower than the previous day. The implied volatity was 19.40, the open interest changed by 58 which increased total open position to 955
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 13.35, which was 2.45 higher than the previous day. The implied volatity was 20.86, the open interest changed by 1 which increased total open position to 897
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 10.5, which was 0.4 higher than the previous day. The implied volatity was 20.70, the open interest changed by -6 which decreased total open position to 895
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 9.9, which was 0.25 higher than the previous day. The implied volatity was 20.79, the open interest changed by 24 which increased total open position to 902
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 9.8, which was 1.05 higher than the previous day. The implied volatity was 19.28, the open interest changed by 246 which increased total open position to 869
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 8.6, which was -0.25 lower than the previous day. The implied volatity was 18.79, the open interest changed by 222 which increased total open position to 624
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 8.85, which was -8.1 lower than the previous day. The implied volatity was 18.74, the open interest changed by 129 which increased total open position to 403
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 16.9, which was 1.95 higher than the previous day. The implied volatity was 21.23, the open interest changed by 56 which increased total open position to 275
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 14.95, which was 2.25 higher than the previous day. The implied volatity was 20.06, the open interest changed by 34 which increased total open position to 219
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 12.9, which was 0.55 higher than the previous day. The implied volatity was 21.38, the open interest changed by 87 which increased total open position to 184
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 12.05, which was -0.7 lower than the previous day. The implied volatity was 21.27, the open interest changed by 43 which increased total open position to 91
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 12.9, which was -2.15 lower than the previous day. The implied volatity was 23.20, the open interest changed by 20 which increased total open position to 44
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 14.95, which was 2.15 higher than the previous day. The implied volatity was 24.98, the open interest changed by 14 which increased total open position to 23
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 12.8, which was 1 higher than the previous day. The implied volatity was 26.04, the open interest changed by 1 which increased total open position to 8
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 11.8, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 11.8, which was -0.7 lower than the previous day. The implied volatity was 20.04, the open interest changed by 0 which decreased total open position to 6
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 12.5, which was 3.9 higher than the previous day. The implied volatity was 21.70, the open interest changed by 3 which increased total open position to 5
On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 8.6, which was -8.55 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 8.6, which was -8.55 lower than the previous day. The implied volatity was -, 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 8.6, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 8.6, which was -8.55 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 8.6, which was -8.55 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 8.6, which was -8.55 lower than the previous day. The implied volatity was 26.37, 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 17.15, 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 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 17.15, which was 0 lower than the previous day. The implied volatity was 3.95, the open interest changed by 0 which decreased total open position to 0
On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 17.15, which was 0 lower than the previous day. The implied volatity was 4.14, the open interest changed by 0 which decreased total open position to 0































































































































































































































