[--[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 400 CE
Delta: 0.13
Vega: 0.19
Theta: -0.11
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 1.25 -0.05 21.16 2,156 -282 5,809
8 Dec 374.15 1.1 -1.65 20.75 5,415 482 6,063
5 Dec 384.50 2.7 -0.5 18.52 3,928 236 5,595
4 Dec 384.45 3 0.05 19.15 3,197 137 5,365
3 Dec 383.65 2.9 -1.35 18.22 3,039 230 5,217
2 Dec 388.45 4.4 -0.55 17.81 2,858 266 4,992
1 Dec 389.75 5.05 -0.5 17.74 3,642 261 4,739
28 Nov 390.10 5.5 -1.1 18.16 4,108 230 4,478
27 Nov 392.05 6.5 0.3 18.11 15,042 1,018 4,249
26 Nov 391.50 6.1 3.2 17.26 6,976 517 3,244
25 Nov 380.00 2.85 -1.05 18.21 1,947 521 2,715
24 Nov 382.55 3.85 -1.5 18.94 1,976 710 2,200
21 Nov 387.00 5.5 -1.4 18.15 751 242 1,489
20 Nov 388.10 7.3 -0.35 20.21 761 204 1,244
19 Nov 389.10 7.65 0.4 20.21 365 79 1,040
18 Nov 386.25 7.6 -2.4 21.38 445 107 960
17 Nov 392.75 10.05 0.8 20.92 639 277 849
14 Nov 388.40 9.5 0.4 22.42 173 13 566
13 Nov 388.80 9.05 -0.55 21.16 364 173 553
12 Nov 388.65 9.4 -3.85 21.05 370 102 379
11 Nov 395.60 13.2 -0.6 22.13 179 66 276
10 Nov 395.85 13.65 0.1 22.13 117 44 210
7 Nov 393.20 13.8 1.05 23.11 131 83 165
6 Nov 391.75 12.75 -4.4 23.84 68 8 86
4 Nov 400.60 17.15 -6.25 21.77 27 7 75
3 Nov 408.60 23.35 3.15 23.62 36 9 67
31 Oct 404.90 20.2 -3.6 - 9 4 57
30 Oct 409.80 23.8 -1.5 21.52 63 13 53
29 Oct 410.70 25.3 9.8 22.52 83 30 40
28 Oct 398.65 15.5 -1.45 18.78 6 0 10
27 Oct 400.25 16.95 1.45 19.68 2 0 11
24 Oct 396.85 15.5 -2.5 19.43 3 2 10
23 Oct 397.65 18 0 23.37 1 0 7
20 Oct 399.80 18 3 19.99 1 0 6
17 Oct 397.80 15 -0.5 17.10 1 0 6
15 Oct 396.50 15.5 0.5 - 4 -3 7
14 Oct 391.55 15 -0.95 - 0 3 0
13 Oct 391.15 15 -0.95 20.85 4 1 8
10 Oct 390.10 15.95 -7.2 22.28 7 6 6
9 Oct 388.20 23.15 0 0.55 0 0 0
7 Oct 392.50 23.15 0 - 0 0 0
3 Oct 394.90 23.15 0 - 0 0 0


For Tata Power Co Ltd - strike price 400 expiring on 30DEC2025

Delta for 400 CE is 0.13

Historical price for 400 CE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 21.16, the open interest changed by -282 which decreased total open position to 5809


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 1.1, which was -1.65 lower than the previous day. The implied volatity was 20.75, the open interest changed by 482 which increased total open position to 6063


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 2.7, which was -0.5 lower than the previous day. The implied volatity was 18.52, the open interest changed by 236 which increased total open position to 5595


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 3, which was 0.05 higher than the previous day. The implied volatity was 19.15, the open interest changed by 137 which increased total open position to 5365


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 2.9, which was -1.35 lower than the previous day. The implied volatity was 18.22, the open interest changed by 230 which increased total open position to 5217


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 4.4, which was -0.55 lower than the previous day. The implied volatity was 17.81, the open interest changed by 266 which increased total open position to 4992


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 5.05, which was -0.5 lower than the previous day. The implied volatity was 17.74, the open interest changed by 261 which increased total open position to 4739


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 5.5, which was -1.1 lower than the previous day. The implied volatity was 18.16, the open interest changed by 230 which increased total open position to 4478


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 6.5, which was 0.3 higher than the previous day. The implied volatity was 18.11, the open interest changed by 1018 which increased total open position to 4249


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 6.1, which was 3.2 higher than the previous day. The implied volatity was 17.26, the open interest changed by 517 which increased total open position to 3244


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 2.85, which was -1.05 lower than the previous day. The implied volatity was 18.21, the open interest changed by 521 which increased total open position to 2715


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 3.85, which was -1.5 lower than the previous day. The implied volatity was 18.94, the open interest changed by 710 which increased total open position to 2200


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 5.5, which was -1.4 lower than the previous day. The implied volatity was 18.15, the open interest changed by 242 which increased total open position to 1489


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 7.3, which was -0.35 lower than the previous day. The implied volatity was 20.21, the open interest changed by 204 which increased total open position to 1244


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 7.65, which was 0.4 higher than the previous day. The implied volatity was 20.21, the open interest changed by 79 which increased total open position to 1040


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 7.6, which was -2.4 lower than the previous day. The implied volatity was 21.38, the open interest changed by 107 which increased total open position to 960


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 10.05, which was 0.8 higher than the previous day. The implied volatity was 20.92, the open interest changed by 277 which increased total open position to 849


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 9.5, which was 0.4 higher than the previous day. The implied volatity was 22.42, the open interest changed by 13 which increased total open position to 566


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 9.05, which was -0.55 lower than the previous day. The implied volatity was 21.16, the open interest changed by 173 which increased total open position to 553


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 9.4, which was -3.85 lower than the previous day. The implied volatity was 21.05, the open interest changed by 102 which increased total open position to 379


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 13.2, which was -0.6 lower than the previous day. The implied volatity was 22.13, the open interest changed by 66 which increased total open position to 276


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 13.65, which was 0.1 higher than the previous day. The implied volatity was 22.13, the open interest changed by 44 which increased total open position to 210


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 13.8, which was 1.05 higher than the previous day. The implied volatity was 23.11, the open interest changed by 83 which increased total open position to 165


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 12.75, which was -4.4 lower than the previous day. The implied volatity was 23.84, the open interest changed by 8 which increased total open position to 86


On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 17.15, which was -6.25 lower than the previous day. The implied volatity was 21.77, the open interest changed by 7 which increased total open position to 75


On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 23.35, which was 3.15 higher than the previous day. The implied volatity was 23.62, the open interest changed by 9 which increased total open position to 67


On 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 20.2, which was -3.6 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 57


On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 23.8, which was -1.5 lower than the previous day. The implied volatity was 21.52, the open interest changed by 13 which increased total open position to 53


On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 25.3, which was 9.8 higher than the previous day. The implied volatity was 22.52, the open interest changed by 30 which increased total open position to 40


On 28 Oct TATAPOWER was trading at 398.65. The strike last trading price was 15.5, which was -1.45 lower than the previous day. The implied volatity was 18.78, the open interest changed by 0 which decreased total open position to 10


On 27 Oct TATAPOWER was trading at 400.25. The strike last trading price was 16.95, which was 1.45 higher than the previous day. The implied volatity was 19.68, the open interest changed by 0 which decreased total open position to 11


On 24 Oct TATAPOWER was trading at 396.85. The strike last trading price was 15.5, which was -2.5 lower than the previous day. The implied volatity was 19.43, the open interest changed by 2 which increased total open position to 10


On 23 Oct TATAPOWER was trading at 397.65. The strike last trading price was 18, which was 0 lower than the previous day. The implied volatity was 23.37, the open interest changed by 0 which decreased total open position to 7


On 20 Oct TATAPOWER was trading at 399.80. The strike last trading price was 18, which was 3 higher than the previous day. The implied volatity was 19.99, the open interest changed by 0 which decreased total open position to 6


On 17 Oct TATAPOWER was trading at 397.80. The strike last trading price was 15, which was -0.5 lower than the previous day. The implied volatity was 17.10, the open interest changed by 0 which decreased total open position to 6


On 15 Oct TATAPOWER was trading at 396.50. The strike last trading price was 15.5, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 7


On 14 Oct TATAPOWER was trading at 391.55. The strike last trading price was 15, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 13 Oct TATAPOWER was trading at 391.15. The strike last trading price was 15, which was -0.95 lower than the previous day. The implied volatity was 20.85, the open interest changed by 1 which increased total open position to 8


On 10 Oct TATAPOWER was trading at 390.10. The strike last trading price was 15.95, which was -7.2 lower than the previous day. The implied volatity was 22.28, the open interest changed by 6 which increased total open position to 6


On 9 Oct TATAPOWER was trading at 388.20. The strike last trading price was 23.15, which was 0 lower than the previous day. The implied volatity was 0.55, 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 23.15, 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 3 Oct TATAPOWER was trading at 394.90. The strike last trading price was 23.15, 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


TATAPOWER 30DEC2025 400 PE
Delta: -0.92
Vega: 0.13
Theta: 0.05
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 22.8 -2.85 16.53 26 -5 2,121
8 Dec 374.15 25.85 10.1 26.15 250 -20 2,126
5 Dec 384.50 15.75 -0.35 17.82 66 3 2,147
4 Dec 384.45 16.6 -0.8 19.86 69 -2 2,144
3 Dec 383.65 17 2.85 21.37 149 -23 2,147
2 Dec 388.45 13.8 0.7 21.41 112 0 2,171
1 Dec 389.75 13.1 0.6 21.56 219 7 2,170
28 Nov 390.10 12.9 1.4 19.72 1,221 74 2,164
27 Nov 392.05 11.4 -0.25 18.98 3,960 580 2,091
26 Nov 391.50 11.65 -9.1 18.88 841 104 1,511
25 Nov 380.00 20.85 1.9 22.21 529 371 1,406
24 Nov 382.55 19.1 3.15 21.78 305 132 1,028
21 Nov 387.00 15.8 0.3 21.18 622 412 896
20 Nov 388.10 15.15 -0.6 21.73 359 232 486
19 Nov 389.10 15.5 -2.55 22.79 70 58 253
18 Nov 386.25 17.7 3.4 24.67 83 45 195
17 Nov 392.75 14.3 -2.45 24.06 40 21 149
14 Nov 388.40 16.75 -0.55 24.00 29 1 128
13 Nov 388.80 17.45 1.15 25.28 25 16 128
12 Nov 388.65 16.3 1.3 23.61 64 24 113
11 Nov 395.60 15 1.8 26.70 6 4 88
10 Nov 395.85 13.2 -2.8 23.84 16 10 83
7 Nov 393.20 16 -1.1 26.64 7 4 71
6 Nov 391.75 16.8 3.85 25.05 16 6 67
4 Nov 400.60 12.75 3.25 25.61 25 17 62
3 Nov 408.60 9.5 -0.5 24.89 22 11 44
31 Oct 404.90 10 0.6 - 3 1 33
30 Oct 409.80 9.4 0.75 24.93 55 5 27
29 Oct 410.70 8.65 -3.35 24.18 32 19 21
28 Oct 398.65 12 -3.4 22.49 2 0 1
27 Oct 400.25 15.4 -13.05 - 0 0 0
24 Oct 396.85 15.4 -13.05 - 0 1 0
23 Oct 397.65 15.4 -13.05 25.57 1 0 0
20 Oct 399.80 28.45 0 1.33 0 0 0
17 Oct 397.80 28.45 0 1.04 0 0 0
15 Oct 396.50 28.45 0 - 0 0 0
14 Oct 391.55 28.45 0 - 0 0 0
13 Oct 391.15 28.45 0 - 0 0 0
10 Oct 390.10 28.45 0 - 0 0 0
9 Oct 388.20 28.45 0 - 0 0 0
7 Oct 392.50 28.45 0 - 0 0 0
3 Oct 394.90 28.45 0 0.35 0 0 0


For Tata Power Co Ltd - strike price 400 expiring on 30DEC2025

Delta for 400 PE is -0.92

Historical price for 400 PE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 22.8, which was -2.85 lower than the previous day. The implied volatity was 16.53, the open interest changed by -5 which decreased total open position to 2121


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 25.85, which was 10.1 higher than the previous day. The implied volatity was 26.15, the open interest changed by -20 which decreased total open position to 2126


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 15.75, which was -0.35 lower than the previous day. The implied volatity was 17.82, the open interest changed by 3 which increased total open position to 2147


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 16.6, which was -0.8 lower than the previous day. The implied volatity was 19.86, the open interest changed by -2 which decreased total open position to 2144


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 17, which was 2.85 higher than the previous day. The implied volatity was 21.37, the open interest changed by -23 which decreased total open position to 2147


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 13.8, which was 0.7 higher than the previous day. The implied volatity was 21.41, the open interest changed by 0 which decreased total open position to 2171


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 13.1, which was 0.6 higher than the previous day. The implied volatity was 21.56, the open interest changed by 7 which increased total open position to 2170


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 12.9, which was 1.4 higher than the previous day. The implied volatity was 19.72, the open interest changed by 74 which increased total open position to 2164


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 11.4, which was -0.25 lower than the previous day. The implied volatity was 18.98, the open interest changed by 580 which increased total open position to 2091


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 11.65, which was -9.1 lower than the previous day. The implied volatity was 18.88, the open interest changed by 104 which increased total open position to 1511


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 20.85, which was 1.9 higher than the previous day. The implied volatity was 22.21, the open interest changed by 371 which increased total open position to 1406


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 19.1, which was 3.15 higher than the previous day. The implied volatity was 21.78, the open interest changed by 132 which increased total open position to 1028


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 15.8, which was 0.3 higher than the previous day. The implied volatity was 21.18, the open interest changed by 412 which increased total open position to 896


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 15.15, which was -0.6 lower than the previous day. The implied volatity was 21.73, the open interest changed by 232 which increased total open position to 486


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 15.5, which was -2.55 lower than the previous day. The implied volatity was 22.79, the open interest changed by 58 which increased total open position to 253


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 17.7, which was 3.4 higher than the previous day. The implied volatity was 24.67, the open interest changed by 45 which increased total open position to 195


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 14.3, which was -2.45 lower than the previous day. The implied volatity was 24.06, the open interest changed by 21 which increased total open position to 149


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 16.75, which was -0.55 lower than the previous day. The implied volatity was 24.00, the open interest changed by 1 which increased total open position to 128


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 17.45, which was 1.15 higher than the previous day. The implied volatity was 25.28, the open interest changed by 16 which increased total open position to 128


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 16.3, which was 1.3 higher than the previous day. The implied volatity was 23.61, the open interest changed by 24 which increased total open position to 113


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 15, which was 1.8 higher than the previous day. The implied volatity was 26.70, the open interest changed by 4 which increased total open position to 88


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 13.2, which was -2.8 lower than the previous day. The implied volatity was 23.84, the open interest changed by 10 which increased total open position to 83


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 16, which was -1.1 lower than the previous day. The implied volatity was 26.64, the open interest changed by 4 which increased total open position to 71


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 16.8, which was 3.85 higher than the previous day. The implied volatity was 25.05, the open interest changed by 6 which increased total open position to 67


On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 12.75, which was 3.25 higher than the previous day. The implied volatity was 25.61, the open interest changed by 17 which increased total open position to 62


On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 9.5, which was -0.5 lower than the previous day. The implied volatity was 24.89, the open interest changed by 11 which increased total open position to 44


On 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 10, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 33


On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 9.4, which was 0.75 higher than the previous day. The implied volatity was 24.93, the open interest changed by 5 which increased total open position to 27


On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 8.65, which was -3.35 lower than the previous day. The implied volatity was 24.18, the open interest changed by 19 which increased total open position to 21


On 28 Oct TATAPOWER was trading at 398.65. The strike last trading price was 12, which was -3.4 lower than the previous day. The implied volatity was 22.49, the open interest changed by 0 which decreased total open position to 1


On 27 Oct TATAPOWER was trading at 400.25. The strike last trading price was 15.4, which was -13.05 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 15.4, which was -13.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 23 Oct TATAPOWER was trading at 397.65. The strike last trading price was 15.4, which was -13.05 lower than the previous day. The implied volatity was 25.57, 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 28.45, which was 0 lower than the previous day. The implied volatity was 1.33, the open interest changed by 0 which decreased total open position to 0


On 17 Oct TATAPOWER was trading at 397.80. The strike last trading price was 28.45, which was 0 lower than the previous day. The implied volatity was 1.04, the open interest changed by 0 which decreased total open position to 0


On 15 Oct TATAPOWER was trading at 396.50. The strike last trading price was 28.45, 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 14 Oct TATAPOWER was trading at 391.55. The strike last trading price was 28.45, 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 13 Oct TATAPOWER was trading at 391.15. The strike last trading price was 28.45, 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 10 Oct TATAPOWER was trading at 390.10. The strike last trading price was 28.45, 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 28.45, 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 7 Oct TATAPOWER was trading at 392.50. The strike last trading price was 28.45, 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 28.45, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0