Historical option data for TATAPOWER
29 Jun 2026 10:49 AM IST
| TATAPOWER 28-Jul-2026 (27d) 395 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0
Theta: -0.21
Gamma: 0.01386
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 385.85 | 8.15 | -1.8 (-18.09%) | 25.62 | 109 | 16 | 490 | |||||||||
| 25 Jun | 388.95 | 9.55 | -3.45 (-26.54%) | 24.73 | 648 | 249 | 475 | |||||||||
| 24 Jun | 393.10 | 12.75 | -2.25 (-15.00%) | 27.55 | 275 | 210 | 226 | |||||||||
| 23 Jun | 398.30 | 14.85 | -3.15 (-17.50%) | 25.44 | 20 | 14 | 15 | |||||||||
| 22 Jun | 405.95 | 18 | 0 (0.00%) | 24.27 | 1 | 0 | 1 | |||||||||
| 19 Jun | 402.35 | 18 | 3 (20.00%) | 24.27 | 1 | -1 | 1 | |||||||||
| 18 Jun | 402.90 | 14.75 | -1.25 (-7.81%) | 21.89 | 2 | 0 | 2 | |||||||||
| 17 Jun | 401.50 | 15.5 | -0.5 (-3.13%) | - | 1 | 0 | 2 | |||||||||
| 16 Jun | 402.25 | 15.5 | -0.5 (-3.13%) | 23.58 | 1 | 0 | 2 | |||||||||
| 15 Jun | 404.10 | 15.5 | 0.5 (3.33%) | 23.58 | 1 | 0 | 2 | |||||||||
| 12 Jun | 393.55 | 14.6 | 1.6 (12.31%) | 25.72 | 2 | 0 | 1 | |||||||||
| 11 Jun | 390.25 | 12.8 | -26.2 (-67.18%) | 23.89 | 1 | 0 | 0 | |||||||||
| 10 Jun | 394.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 398.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 395 expiring on 28JUL2026
Delta for 395 CE is 0.42
Historical price for 395 CE is as follows
On 29 Jun TATAPOWER was trading at 385.85. The strike last trading price was 8.15, which was -1.8 lower than the previous day. The implied volatity was 25.62, the open interest changed by 16 which increased total open position to 490
On 25 Jun TATAPOWER was trading at 388.95. The strike last trading price was 9.55, which was -3.45 lower than the previous day. The implied volatity was 24.73, the open interest changed by 249 which increased total open position to 475
On 24 Jun TATAPOWER was trading at 393.10. The strike last trading price was 12.75, which was -2.25 lower than the previous day. The implied volatity was 27.55, the open interest changed by 210 which increased total open position to 226
On 23 Jun TATAPOWER was trading at 398.30. The strike last trading price was 14.85, which was -3.15 lower than the previous day. The implied volatity was 25.44, the open interest changed by 14 which increased total open position to 15
On 22 Jun TATAPOWER was trading at 405.95. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 24.27, the open interest changed by 0 which decreased total open position to 1
On 19 Jun TATAPOWER was trading at 402.35. The strike last trading price was 18, which was 3 higher than the previous day. The implied volatity was 24.27, the open interest changed by -1 which decreased total open position to 1
On 18 Jun TATAPOWER was trading at 402.90. The strike last trading price was 14.75, which was -1.25 lower than the previous day. The implied volatity was 21.89, the open interest changed by 0 which decreased total open position to 2
On 17 Jun TATAPOWER was trading at 401.50. The strike last trading price was 15.5, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun TATAPOWER was trading at 402.25. The strike last trading price was 15.5, which was -0.5 lower than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 2
On 15 Jun TATAPOWER was trading at 404.10. The strike last trading price was 15.5, which was 0.5 higher than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 2
On 12 Jun TATAPOWER was trading at 393.55. The strike last trading price was 14.6, which was 1.6 higher than the previous day. The implied volatity was 25.72, the open interest changed by 0 which decreased total open position to 1
On 11 Jun TATAPOWER was trading at 390.25. The strike last trading price was 12.8, which was -26.2 lower than the previous day. The implied volatity was 23.89, the open interest changed by 0 which decreased total open position to 0
On 10 Jun TATAPOWER was trading at 394.75. 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 9 Jun TATAPOWER was trading at 398.65. 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 28-Jul-2026 (27d) 395 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.59
Vega: 0
Theta: -0.14
Gamma: 0.01423
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 385.85 | 15 | 2 (15.38%) | 24.92 | 56 | 20 | 271 |
| 25 Jun | 388.95 | 13.9 | 1.8 (14.88%) | 24.06 | 334 | 209 | 250 |
| 24 Jun | 393.10 | 12.2 | 2.35 (23.86%) | 24.4 | 41 | 20 | 41 |
| 23 Jun | 398.30 | 9.85 | 1.7 (20.86%) | 26.07 | 6 | 3 | 20 |
| 22 Jun | 405.95 | 8.15 | -1.8 (-18.09%) | 27.12 | 15 | 11 | 18 |
| 19 Jun | 402.35 | 9.95 | 9.95 | - | 1 | 0 | 7 |
| 18 Jun | 402.90 | 9.95 | 9.95 | - | 1 | 0 | 7 |
| 17 Jun | 401.50 | 8.7 | 8.7 (14.37%) | 25.04 | 5 | 0 | 7 |
| 16 Jun | 402.25 | 8.7 | 0.65 (8.07%) | 24.85 | 5 | 2 | 6 |
| 15 Jun | 404.10 | 8.05 | -4.2 (-34.29%) | 23.97 | 3 | 1 | 5 |
| 12 Jun | 393.55 | 12.25 | 12.25 (0.00%) | - | 6 | 0 | 4 |
| 11 Jun | 390.25 | 12.25 | 0 (0.00%) | - | 6 | 0 | 4 |
| 10 Jun | 394.75 | 12.25 | 0 (0.00%) | 25.84 | 6 | 0 | 4 |
| 9 Jun | 398.65 | 12.25 | 3.15 (34.62%) | 25.84 | 6 | 2 | 2 |
For Tata Power Co Ltd - strike price 395 expiring on 28JUL2026
Delta for 395 PE is -0.59
Historical price for 395 PE is as follows
On 29 Jun TATAPOWER was trading at 385.85. The strike last trading price was 15, which was 2 higher than the previous day. The implied volatity was 24.92, the open interest changed by 20 which increased total open position to 271
On 25 Jun TATAPOWER was trading at 388.95. The strike last trading price was 13.9, which was 1.8 higher than the previous day. The implied volatity was 24.06, the open interest changed by 209 which increased total open position to 250
On 24 Jun TATAPOWER was trading at 393.10. The strike last trading price was 12.2, which was 2.35 higher than the previous day. The implied volatity was 24.4, the open interest changed by 20 which increased total open position to 41
On 23 Jun TATAPOWER was trading at 398.30. The strike last trading price was 9.85, which was 1.7 higher than the previous day. The implied volatity was 26.07, the open interest changed by 3 which increased total open position to 20
On 22 Jun TATAPOWER was trading at 405.95. The strike last trading price was 8.15, which was -1.8 lower than the previous day. The implied volatity was 27.12, the open interest changed by 11 which increased total open position to 18
On 19 Jun TATAPOWER was trading at 402.35. The strike last trading price was 9.95, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Jun TATAPOWER was trading at 402.90. The strike last trading price was 9.95, which was 9.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Jun TATAPOWER was trading at 401.50. The strike last trading price was 8.7, which was 8.7 higher than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 7
On 16 Jun TATAPOWER was trading at 402.25. The strike last trading price was 8.7, which was 0.65 higher than the previous day. The implied volatity was 24.85, the open interest changed by 2 which increased total open position to 6
On 15 Jun TATAPOWER was trading at 404.10. The strike last trading price was 8.05, which was -4.2 lower than the previous day. The implied volatity was 23.97, the open interest changed by 1 which increased total open position to 5
On 12 Jun TATAPOWER was trading at 393.55. The strike last trading price was 12.25, which was 12.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Jun TATAPOWER was trading at 390.25. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Jun TATAPOWER was trading at 394.75. The strike last trading price was 12.25, which was 0 lower than the previous day. The implied volatity was 25.84, the open interest changed by 0 which decreased total open position to 4
On 9 Jun TATAPOWER was trading at 398.65. The strike last trading price was 12.25, which was 3.15 higher than the previous day. The implied volatity was 25.84, the open interest changed by 2 which increased total open position to 2
