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

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

TATAPOWER 27-JAN-2026 395 CE
Delta: 0.31 Vega: 0.41 Theta: -0.14 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	379.70	4.2 ₹ 6,090	-1.1 -1595.00	19.03	102 1,47,900	42 60,900	78 1,13,100
23 Dec	382.20	5.2 ₹ 7,540	0.2 290.00	18.69	34 49,300	1 1,450	36 52,200
22 Dec	380.80	5 ₹ 7,250	-0.25 -362.50	18.65	31 44,950	7 10,150	31 44,950
19 Dec	380.55	5.35 ₹ 7,757.5	-0.85 -1232.50	19.06	28 40,600	15 21,750	25 36,250
18 Dec	374.95	6.2 ₹ 8,990	-0.05 -72.50	-	0 0	0 0	10 14,500
17 Dec	378.55	6.2 ₹ 8,990	-0.05 -72.50	22.50	2 2,900	0 0	10 14,500
16 Dec	379.85	6.25 ₹ 9,062.5	-0.35 -507.50	20.87	5 7,250	2 2,900	10 14,500
15 Dec	381.65	6.6 ₹ 9,570	-0.95 -1377.50	19.38	3 4,350	1 1,450	7 10,150
12 Dec	381.95	7.5 ₹ 10,875	-0.1 -145.00	20.43	2 2,900	0 0	5 7,250
11 Dec	380.15	7.6 ₹ 11,020	2 2900.00	-	0 0	0 0	5 7,250

10 Dec	379.85	7.6 ₹ 11,020	2 2900.00	22.78	2 2,900	1 1,450	4 5,800
9 Dec	376.25	5.6 ₹ 8,120	-1.45 -2102.50	20.32	1 1,450	0 0	3 4,350
8 Dec	374.15	7.05 ₹ 10,222.5	-0.95 -1377.50	23.86	2 2,900	0 0	1 1,450
5 Dec	384.50	8 ₹ 11,600	-4 -5800.00	17.50	1 1,450	0 0	1 1,450
4 Dec	384.45	12 ₹ 17,400	-2.95 -4277.50	-	0 0	0 0	0 0
3 Dec	383.65	12 ₹ 17,400	-2.95 -4277.50	-	0 0	1 1,450	0 0
2 Dec	388.45	12 ₹ 17,400	-2.95 -4277.50	19.90	1 1,450	0 0	0 0
1 Dec	389.75	14.95 ₹ 21,677.5	0 0.00	-	0 0	0 0	0 0
28 Nov	390.10	14.95 ₹ 21,677.5	0 0.00	-	0 0	0 0	0 0
27 Nov	392.05	14.95 ₹ 21,677.5	0 0.00	-	0 0	0 0	0 0
26 Nov	391.50	14.95 ₹ 21,677.5	0 0.00	-	0 0	0 0	0 0

For Tata Power Co Ltd - strike price 395 expiring on 27JAN2026

Delta for 395 CE is 0.31

Historical price for 395 CE is as follows

On 24 Dec TATAPOWER was trading at 379.70. The strike last trading price was 4.2, which was -1.1 lower than the previous day. The implied volatity was 19.03, the open interest changed by 42 which increased total open position to 78

On 23 Dec TATAPOWER was trading at 382.20. The strike last trading price was 5.2, which was 0.2 higher than the previous day. The implied volatity was 18.69, the open interest changed by 1 which increased total open position to 36

On 22 Dec TATAPOWER was trading at 380.80. The strike last trading price was 5, which was -0.25 lower than the previous day. The implied volatity was 18.65, the open interest changed by 7 which increased total open position to 31

On 19 Dec TATAPOWER was trading at 380.55. The strike last trading price was 5.35, which was -0.85 lower than the previous day. The implied volatity was 19.06, the open interest changed by 15 which increased total open position to 25

On 18 Dec TATAPOWER was trading at 374.95. The strike last trading price was 6.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 17 Dec TATAPOWER was trading at 378.55. The strike last trading price was 6.2, which was -0.05 lower than the previous day. The implied volatity was 22.50, the open interest changed by 0 which decreased total open position to 10

On 16 Dec TATAPOWER was trading at 379.85. The strike last trading price was 6.25, which was -0.35 lower than the previous day. The implied volatity was 20.87, the open interest changed by 2 which increased total open position to 10

On 15 Dec TATAPOWER was trading at 381.65. The strike last trading price was 6.6, which was -0.95 lower than the previous day. The implied volatity was 19.38, the open interest changed by 1 which increased total open position to 7

On 12 Dec TATAPOWER was trading at 381.95. The strike last trading price was 7.5, which was -0.1 lower than the previous day. The implied volatity was 20.43, the open interest changed by 0 which decreased total open position to 5

On 11 Dec TATAPOWER was trading at 380.15. The strike last trading price was 7.6, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5

On 10 Dec TATAPOWER was trading at 379.85. The strike last trading price was 7.6, which was 2 higher than the previous day. The implied volatity was 22.78, the open interest changed by 1 which increased total open position to 4

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 5.6, which was -1.45 lower than the previous day. The implied volatity was 20.32, the open interest changed by 0 which decreased total open position to 3

On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 7.05, which was -0.95 lower than the previous day. The implied volatity was 23.86, the open interest changed by 0 which decreased total open position to 1

On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 8, which was -4 lower than the previous day. The implied volatity was 17.50, the open interest changed by 0 which decreased total open position to 1

On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 12, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 12, which was -2.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 12, which was -2.95 lower than the previous day. The implied volatity was 19.90, the open interest changed by 0 which decreased total open position to 0

On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 14.95, 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 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 14.95, 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 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 14.95, 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 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 14.95, 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 27JAN2026 395 PE
Delta: -0.68 Vega: 0.42 Theta: -0.05 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	379.70	16.8 ₹ 24,360	2.5 3625.00	20.64	2 2,900	1 1,450	7 10,150
23 Dec	382.20	14.3 ₹ 20,735	-0.8 -1160.00	18.71	1 1,450	0 0	5 7,250
22 Dec	380.80	15.1 ₹ 21,895	-6.5 -9425.00	19.61	2 2,900	0 0	3 4,350
19 Dec	380.55	21.6 ₹ 31,320	7.8 11310.00	-	0 0	0 0	3 4,350
18 Dec	374.95	21.6 ₹ 31,320	7.8 11310.00	-	0 0	0 0	3 4,350
17 Dec	378.55	21.6 ₹ 31,320	7.8 11310.00	-	0 0	0 0	3 4,350
16 Dec	379.85	21.6 ₹ 31,320	7.8 11310.00	-	0 0	0 0	3 4,350
15 Dec	381.65	21.6 ₹ 31,320	7.8 11310.00	-	0 0	0 0	0 0
12 Dec	381.95	21.6 ₹ 31,320	7.8 11310.00	-	0 0	0 0	3 4,350
11 Dec	380.15	21.6 ₹ 31,320	7.8 11310.00	-	0 0	0 0	3 4,350
10 Dec	379.85	21.6 ₹ 31,320	7.8 11310.00	-	0 0	0 0	3 4,350
9 Dec	376.25	21.6 ₹ 31,320	7.8 11310.00	25.25	1 1,450	0 0	2 2,900
8 Dec	374.15	13.8 ₹ 20,010	-12 -17400.00	-	0 0	0 0	2 2,900
5 Dec	384.50	13.8 ₹ 20,010	-12 -17400.00	-	0 0	0 0	0 0
4 Dec	384.45	13.8 ₹ 20,010	-12 -17400.00	-	0 0	0 0	0 0
3 Dec	383.65	13.8 ₹ 20,010	-12 -17400.00	-	0 0	0 0	0 0
2 Dec	388.45	13.8 ₹ 20,010	-12 -17400.00	-	0 0	0 0	0 0
1 Dec	389.75	13.8 ₹ 20,010	-12 -17400.00	-	0 0	0 0	0 0
28 Nov	390.10	13.8 ₹ 20,010	-12 -17400.00	-	0 0	0 0	0 0
27 Nov	392.05	13.8 ₹ 20,010	-12 -17400.00	-	0 0	2 2,900	0 0
26 Nov	391.50	13.8 ₹ 20,010	-12 -17400.00	23.98	2 2,900	0 0	0 0

For Tata Power Co Ltd - strike price 395 expiring on 27JAN2026

Delta for 395 PE is -0.68

Historical price for 395 PE is as follows

On 24 Dec TATAPOWER was trading at 379.70. The strike last trading price was 16.8, which was 2.5 higher than the previous day. The implied volatity was 20.64, the open interest changed by 1 which increased total open position to 7

On 23 Dec TATAPOWER was trading at 382.20. The strike last trading price was 14.3, which was -0.8 lower than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 5

On 22 Dec TATAPOWER was trading at 380.80. The strike last trading price was 15.1, which was -6.5 lower than the previous day. The implied volatity was 19.61, the open interest changed by 0 which decreased total open position to 3

On 19 Dec TATAPOWER was trading at 380.55. The strike last trading price was 21.6, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 18 Dec TATAPOWER was trading at 374.95. The strike last trading price was 21.6, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 17 Dec TATAPOWER was trading at 378.55. The strike last trading price was 21.6, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 16 Dec TATAPOWER was trading at 379.85. The strike last trading price was 21.6, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 15 Dec TATAPOWER was trading at 381.65. The strike last trading price was 21.6, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec TATAPOWER was trading at 381.95. The strike last trading price was 21.6, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 11 Dec TATAPOWER was trading at 380.15. The strike last trading price was 21.6, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 10 Dec TATAPOWER was trading at 379.85. The strike last trading price was 21.6, which was 7.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 21.6, which was 7.8 higher than the previous day. The implied volatity was 25.25, the open interest changed by 0 which decreased total open position to 2

On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 13.8, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 13.8, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 13.8, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 13.8, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 13.8, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 13.8, which was -12 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 13.8, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 13.8, which was -12 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 13.8, which was -12 lower than the previous day. The implied volatity was 23.98, the open interest changed by 0 which decreased total open position to 0

Related Pages for TATAPOWER

TATAPOWER

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

CYIENT

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD