TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
01 Apr 2026 04:10 PM IST
| TATAPOWER 28-Apr-2026 (27d) 400 CE | ||||||||||||||||
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Delta: 0.31
Vega: 0.37
Theta: -0.24
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 380.20 | 6.15 | -0.45 | 30.59 | 2,330 | 376 | 3,119 | |||||||||
| 30 Mar | 378.75 | 6.6 | -2.65 | 31.62 | 2,304 | 213 | 2,737 | |||||||||
| 27 Mar | 385.70 | 9.1 | -2.05 | 30.59 | 1,810 | 231 | 2,524 | |||||||||
| 25 Mar | 390.70 | 11.3 | -0.65 | 29.3 | 2,966 | 979 | 2,293 | |||||||||
| 24 Mar | 384.75 | 11.9 | -1.75 | 35.06 | 1,035 | 53 | 1,323 | |||||||||
| 23 Mar | 386.95 | 12.8 | -6.05 | 38.25 | 1,627 | 201 | 1,258 | |||||||||
| 20 Mar | 402.40 | 19.2 | 2.8 | 29.86 | 1,761 | 95 | 1,056 | |||||||||
| 19 Mar | 398.50 | 17.4 | 0.2 | 29.86 | 906 | 253 | 959 | |||||||||
| 18 Mar | 400.35 | 16.85 | -0.45 | 27.39 | 556 | 91 | 703 | |||||||||
| 17 Mar | 400.85 | 17.5 | 3.8 | 27.48 | 529 | 125 | 612 | |||||||||
| 16 Mar | 390.55 | 13.4 | -2.85 | 29.26 | 542 | 179 | 486 | |||||||||
| 13 Mar | 394.95 | 16 | -3.9 | 29.07 | 284 | 75 | 307 | |||||||||
| 12 Mar | 402.15 | 19.05 | 8.15 | 26.76 | 636 | 52 | 232 | |||||||||
| 11 Mar | 385.75 | 10.7 | 2.1 | 27.02 | 346 | 41 | 174 | |||||||||
| 10 Mar | 381.30 | 8.7 | 1.55 | 25.94 | 181 | 52 | 133 | |||||||||
| 9 Mar | 372.90 | 7.2 | 0 | 27.11 | 100 | 35 | 81 | |||||||||
| 6 Mar | 375.50 | 7 | -0.7 | 24.7 | 33 | 12 | 46 | |||||||||
| 5 Mar | 376.85 | 7.7 | 2.6 | 24.99 | 25 | 8 | 33 | |||||||||
| 4 Mar | 365.85 | 5.05 | -0.2 | 26.42 | 25 | 6 | 26 | |||||||||
| 2 Mar | 368.35 | 5.5 | -3.25 | 24.92 | 29 | 11 | 20 | |||||||||
| 27 Feb | 377.55 | 9 | 0 | - | 10 | 0 | 9 | |||||||||
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| 26 Feb | 380.40 | 9 | 0 | 23.37 | 10 | 7 | 9 | |||||||||
| 25 Feb | 381.25 | 9 | 2.7 | 22.86 | 2 | 0 | 0 | |||||||||
| 24 Feb | 379.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 379.25 | 6.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 378.00 | 6.3 | 0 | 3.13 | 0 | 0 | 0 | |||||||||
| 19 Feb | 369.30 | 6.3 | 0 | 3.14 | 0 | 0 | 0 | |||||||||
| 18 Feb | 379.60 | 6.3 | 0 | 2.22 | 0 | 0 | 0 | |||||||||
| 17 Feb | 378.40 | 6.3 | 0 | 2.11 | 0 | 0 | 0 | |||||||||
| 16 Feb | 382.10 | 6.3 | 0 | 1.71 | 0 | 0 | 0 | |||||||||
| 13 Feb | 374.10 | 6.3 | 0 | 2.97 | 0 | 0 | 0 | |||||||||
| 12 Feb | 380.55 | 6.3 | 0 | 1.93 | 0 | 0 | 0 | |||||||||
| 11 Feb | 375.65 | 6.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 400 expiring on 28APR2026
Delta for 400 CE is 0.31
Historical price for 400 CE is as follows
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 6.15, which was -0.45 lower than the previous day. The implied volatity was 30.59, the open interest changed by 376 which increased total open position to 3119
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 6.6, which was -2.65 lower than the previous day. The implied volatity was 31.62, the open interest changed by 213 which increased total open position to 2737
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 9.1, which was -2.05 lower than the previous day. The implied volatity was 30.59, the open interest changed by 231 which increased total open position to 2524
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 11.3, which was -0.65 lower than the previous day. The implied volatity was 29.3, the open interest changed by 979 which increased total open position to 2293
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 11.9, which was -1.75 lower than the previous day. The implied volatity was 35.06, the open interest changed by 53 which increased total open position to 1323
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 12.8, which was -6.05 lower than the previous day. The implied volatity was 38.25, the open interest changed by 201 which increased total open position to 1258
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 19.2, which was 2.8 higher than the previous day. The implied volatity was 29.86, the open interest changed by 95 which increased total open position to 1056
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 17.4, which was 0.2 higher than the previous day. The implied volatity was 29.86, the open interest changed by 253 which increased total open position to 959
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 16.85, which was -0.45 lower than the previous day. The implied volatity was 27.39, the open interest changed by 91 which increased total open position to 703
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 17.5, which was 3.8 higher than the previous day. The implied volatity was 27.48, the open interest changed by 125 which increased total open position to 612
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 13.4, which was -2.85 lower than the previous day. The implied volatity was 29.26, the open interest changed by 179 which increased total open position to 486
On 13 Mar TATAPOWER was trading at 394.95. The strike last trading price was 16, which was -3.9 lower than the previous day. The implied volatity was 29.07, the open interest changed by 75 which increased total open position to 307
On 12 Mar TATAPOWER was trading at 402.15. The strike last trading price was 19.05, which was 8.15 higher than the previous day. The implied volatity was 26.76, the open interest changed by 52 which increased total open position to 232
On 11 Mar TATAPOWER was trading at 385.75. The strike last trading price was 10.7, which was 2.1 higher than the previous day. The implied volatity was 27.02, the open interest changed by 41 which increased total open position to 174
On 10 Mar TATAPOWER was trading at 381.30. The strike last trading price was 8.7, which was 1.55 higher than the previous day. The implied volatity was 25.94, the open interest changed by 52 which increased total open position to 133
On 9 Mar TATAPOWER was trading at 372.90. The strike last trading price was 7.2, which was 0 lower than the previous day. The implied volatity was 27.11, the open interest changed by 35 which increased total open position to 81
On 6 Mar TATAPOWER was trading at 375.50. The strike last trading price was 7, which was -0.7 lower than the previous day. The implied volatity was 24.7, the open interest changed by 12 which increased total open position to 46
On 5 Mar TATAPOWER was trading at 376.85. The strike last trading price was 7.7, which was 2.6 higher than the previous day. The implied volatity was 24.99, the open interest changed by 8 which increased total open position to 33
On 4 Mar TATAPOWER was trading at 365.85. The strike last trading price was 5.05, which was -0.2 lower than the previous day. The implied volatity was 26.42, the open interest changed by 6 which increased total open position to 26
On 2 Mar TATAPOWER was trading at 368.35. The strike last trading price was 5.5, which was -3.25 lower than the previous day. The implied volatity was 24.92, the open interest changed by 11 which increased total open position to 20
On 27 Feb TATAPOWER was trading at 377.55. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 26 Feb TATAPOWER was trading at 380.40. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 23.37, the open interest changed by 7 which increased total open position to 9
On 25 Feb TATAPOWER was trading at 381.25. The strike last trading price was 9, which was 2.7 higher than the previous day. The implied volatity was 22.86, the open interest changed by 0 which decreased total open position to 0
On 24 Feb TATAPOWER was trading at 379.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb TATAPOWER was trading at 379.25. The strike last trading price was 6.3, 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 20 Feb TATAPOWER was trading at 378.00. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0
On 19 Feb TATAPOWER was trading at 369.30. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0
On 18 Feb TATAPOWER was trading at 379.60. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
On 17 Feb TATAPOWER was trading at 378.40. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 2.11, the open interest changed by 0 which decreased total open position to 0
On 16 Feb TATAPOWER was trading at 382.10. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0
On 13 Feb TATAPOWER was trading at 374.10. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 2.97, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TATAPOWER was trading at 380.55. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TATAPOWER was trading at 375.65. The strike last trading price was 6.3, 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-Apr-2026 (27d) 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.37
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 380.20 | 23.55 | -1.75 | 31.8 | 124 | 4 | 2,014 |
| 30 Mar | 378.75 | 25.3 | 3.85 | 33.35 | 800 | 674 | 2,006 |
| 27 Mar | 385.70 | 21.05 | 2.35 | 31.6 | 386 | 188 | 1,332 |
| 25 Mar | 390.70 | 18.7 | -5.9 | 32.6 | 1,340 | 600 | 1,144 |
| 24 Mar | 384.75 | 24.5 | -2.15 | 38.09 | 140 | 8 | 544 |
| 23 Mar | 386.95 | 27.55 | 14.3 | 41.6 | 360 | -75 | 539 |
| 20 Mar | 402.40 | 13.2 | -2.3 | 31.52 | 856 | 188 | 611 |
| 19 Mar | 398.50 | 15 | 2.1 | 31.7 | 342 | 148 | 421 |
| 18 Mar | 400.35 | 13.2 | -0.5 | 28.75 | 185 | 70 | 272 |
| 17 Mar | 400.85 | 14.25 | -4.85 | 31 | 134 | 42 | 206 |
| 16 Mar | 390.55 | 19.1 | 2 | 30.74 | 53 | 17 | 164 |
| 13 Mar | 394.95 | 17 | 3.6 | 29.98 | 223 | 43 | 148 |
| 12 Mar | 402.15 | 13.8 | -7.35 | 30 | 124 | 73 | 107 |
| 11 Mar | 385.75 | 21.25 | -3.25 | 27.81 | 34 | 22 | 33 |
| 10 Mar | 381.30 | 24.5 | -5.3 | 29.12 | 28 | -11 | 11 |
| 9 Mar | 372.90 | 29.7 | 6.45 | 30.8 | 21 | 8 | 22 |
| 6 Mar | 375.50 | 23.25 | -10.5 | 20.2 | 13 | 12 | 13 |
| 5 Mar | 376.85 | 33.75 | -18.7 | - | 0 | 0 | 0 |
| 4 Mar | 365.85 | 33.75 | -18.7 | - | 1 | 0 | 1 |
| 2 Mar | 368.35 | 33.75 | -18.7 | 30.18 | 1 | 0 | 0 |
| 27 Feb | 377.55 | 52.45 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 380.40 | 52.45 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 381.25 | 52.45 | 0 | - | 0 | 0 | 0 |
| 24 Feb | 379.75 | - | - | - | 0 | 0 | 0 |
| 23 Feb | 379.25 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 378.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 369.30 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 379.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 378.40 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 382.10 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 374.10 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 380.55 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 375.65 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 400 expiring on 28APR2026
Delta for 400 PE is -0.68
Historical price for 400 PE is as follows
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 23.55, which was -1.75 lower than the previous day. The implied volatity was 31.8, the open interest changed by 4 which increased total open position to 2014
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 25.3, which was 3.85 higher than the previous day. The implied volatity was 33.35, the open interest changed by 674 which increased total open position to 2006
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 21.05, which was 2.35 higher than the previous day. The implied volatity was 31.6, the open interest changed by 188 which increased total open position to 1332
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 18.7, which was -5.9 lower than the previous day. The implied volatity was 32.6, the open interest changed by 600 which increased total open position to 1144
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 24.5, which was -2.15 lower than the previous day. The implied volatity was 38.09, the open interest changed by 8 which increased total open position to 544
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 27.55, which was 14.3 higher than the previous day. The implied volatity was 41.6, the open interest changed by -75 which decreased total open position to 539
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 13.2, which was -2.3 lower than the previous day. The implied volatity was 31.52, the open interest changed by 188 which increased total open position to 611
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 15, which was 2.1 higher than the previous day. The implied volatity was 31.7, the open interest changed by 148 which increased total open position to 421
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 13.2, which was -0.5 lower than the previous day. The implied volatity was 28.75, the open interest changed by 70 which increased total open position to 272
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 14.25, which was -4.85 lower than the previous day. The implied volatity was 31, the open interest changed by 42 which increased total open position to 206
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 19.1, which was 2 higher than the previous day. The implied volatity was 30.74, the open interest changed by 17 which increased total open position to 164
On 13 Mar TATAPOWER was trading at 394.95. The strike last trading price was 17, which was 3.6 higher than the previous day. The implied volatity was 29.98, the open interest changed by 43 which increased total open position to 148
On 12 Mar TATAPOWER was trading at 402.15. The strike last trading price was 13.8, which was -7.35 lower than the previous day. The implied volatity was 30, the open interest changed by 73 which increased total open position to 107
On 11 Mar TATAPOWER was trading at 385.75. The strike last trading price was 21.25, which was -3.25 lower than the previous day. The implied volatity was 27.81, the open interest changed by 22 which increased total open position to 33
On 10 Mar TATAPOWER was trading at 381.30. The strike last trading price was 24.5, which was -5.3 lower than the previous day. The implied volatity was 29.12, the open interest changed by -11 which decreased total open position to 11
On 9 Mar TATAPOWER was trading at 372.90. The strike last trading price was 29.7, which was 6.45 higher than the previous day. The implied volatity was 30.8, the open interest changed by 8 which increased total open position to 22
On 6 Mar TATAPOWER was trading at 375.50. The strike last trading price was 23.25, which was -10.5 lower than the previous day. The implied volatity was 20.2, the open interest changed by 12 which increased total open position to 13
On 5 Mar TATAPOWER was trading at 376.85. The strike last trading price was 33.75, which was -18.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar TATAPOWER was trading at 365.85. The strike last trading price was 33.75, which was -18.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 2 Mar TATAPOWER was trading at 368.35. The strike last trading price was 33.75, which was -18.7 lower than the previous day. The implied volatity was 30.18, the open interest changed by 0 which decreased total open position to 0
On 27 Feb TATAPOWER was trading at 377.55. The strike last trading price was 52.45, 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 26 Feb TATAPOWER was trading at 380.40. The strike last trading price was 52.45, 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 25 Feb TATAPOWER was trading at 381.25. The strike last trading price was 52.45, 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 24 Feb TATAPOWER was trading at 379.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Feb TATAPOWER was trading at 379.25. 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 20 Feb TATAPOWER was trading at 378.00. 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 19 Feb TATAPOWER was trading at 369.30. 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 18 Feb TATAPOWER was trading at 379.60. 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 17 Feb TATAPOWER was trading at 378.40. 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 16 Feb TATAPOWER was trading at 382.10. 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 13 Feb TATAPOWER was trading at 374.10. 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 12 Feb TATAPOWER was trading at 380.55. 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 11 Feb TATAPOWER was trading at 375.65. 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
