[--[65.84.65.76]--]

TATAPOWER

Tata Power Co Ltd
376.25 +2.10 (0.56%)
L: 369.8 H: 378.35

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Historical option data for TATAPOWER

09 Dec 2025 04:10 PM IST
TATAPOWER 30-DEC-2025 395 CE
Delta: 0.19
Vega: 0.24
Theta: -0.14
Gamma: 0.01
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
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
Delta: -0.88
Vega: 0.18
Theta: 0.03
Gamma: 0.01
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