Historical option data for TATAPOWER
22 Jun 2026 01:13 PM IST
| TATAPOWER 28-Jul-2026 (36d) 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.6
Vega: 0
Theta: -0.18
Gamma: 0.01293
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 404.70 | 15.2 | 1.2 (8.57%) | 23.46 | 540 | 73 | 614 | |||||||||
| 19 Jun | 402.35 | 14.2 | -0.8 (-5.33%) | 22.66 | 222 | 95 | 541 | |||||||||
| 18 Jun | 402.90 | 15 | 0 (0.00%) | 23.07 | 223 | 84 | 446 | |||||||||
| 17 Jun | 401.50 | 14.1 | 0.1 (0.71%) | 22.38 | 239 | 123 | 363 | |||||||||
| 16 Jun | 402.25 | 14.1 | -1.9 (-11.88%) | 21.85 | 160 | 76 | 239 | |||||||||
| 15 Jun | 404.10 | 16.35 | 4.35 (36.25%) | 24.3 | 356 | 50 | 163 | |||||||||
| 12 Jun | 393.55 | 12 | 1 (9.09%) | 24.4 | 124 | 20 | 111 | |||||||||
| 11 Jun | 390.25 | 10.85 | -2.15 (-16.54%) | 24.54 | 78 | -2 | 91 | |||||||||
| 10 Jun | 394.75 | 12.35 | -3.65 (-22.81%) | 23.74 | 113 | 60 | 93 | |||||||||
| 9 Jun | 398.65 | 15 | -5 (-25.00%) | 25.13 | 42 | 23 | 33 | |||||||||
| 8 Jun | 404.20 | 19.55 | -4.45 (-18.54%) | 25.55 | 8 | 6 | 9 | |||||||||
| 5 Jun | 409.20 | 24.2 | 0.2 (0.83%) | 25.38 | 1 | 0 | 3 | |||||||||
| 4 Jun | 410.80 | 24.2 | 1.2 (5.22%) | 25.38 | 1 | 1 | 3 | |||||||||
| 3 Jun | 411.75 | 23 | -50 (-68.49%) | 23.06 | 2 | 2 | 2 | |||||||||
| 2 Jun | 414.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 419.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 420.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 425.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 420.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 413.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 408.90 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 410.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 413.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 415.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 404.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 May | 407.00 | 0 | -73 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 407.85 | 0 | -73 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 13 May | 404.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 May | 418.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 433.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 444.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 451.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 400 expiring on 28JUL2026
Delta for 400 CE is 0.6
Historical price for 400 CE is as follows
On 22 Jun TATAPOWER was trading at 404.70. The strike last trading price was 15.2, which was 1.2 higher than the previous day. The implied volatity was 23.46, the open interest changed by 73 which increased total open position to 614
On 19 Jun TATAPOWER was trading at 402.35. The strike last trading price was 14.2, which was -0.8 lower than the previous day. The implied volatity was 22.66, the open interest changed by 95 which increased total open position to 541
On 18 Jun TATAPOWER was trading at 402.90. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 23.07, the open interest changed by 84 which increased total open position to 446
On 17 Jun TATAPOWER was trading at 401.50. The strike last trading price was 14.1, which was 0.1 higher than the previous day. The implied volatity was 22.38, the open interest changed by 123 which increased total open position to 363
On 16 Jun TATAPOWER was trading at 402.25. The strike last trading price was 14.1, which was -1.9 lower than the previous day. The implied volatity was 21.85, the open interest changed by 76 which increased total open position to 239
On 15 Jun TATAPOWER was trading at 404.10. The strike last trading price was 16.35, which was 4.35 higher than the previous day. The implied volatity was 24.3, the open interest changed by 50 which increased total open position to 163
On 12 Jun TATAPOWER was trading at 393.55. The strike last trading price was 12, which was 1 higher than the previous day. The implied volatity was 24.4, the open interest changed by 20 which increased total open position to 111
On 11 Jun TATAPOWER was trading at 390.25. The strike last trading price was 10.85, which was -2.15 lower than the previous day. The implied volatity was 24.54, the open interest changed by -2 which decreased total open position to 91
On 10 Jun TATAPOWER was trading at 394.75. The strike last trading price was 12.35, which was -3.65 lower than the previous day. The implied volatity was 23.74, the open interest changed by 60 which increased total open position to 93
On 9 Jun TATAPOWER was trading at 398.65. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was 25.13, the open interest changed by 23 which increased total open position to 33
On 8 Jun TATAPOWER was trading at 404.20. The strike last trading price was 19.55, which was -4.45 lower than the previous day. The implied volatity was 25.55, the open interest changed by 6 which increased total open position to 9
On 5 Jun TATAPOWER was trading at 409.20. The strike last trading price was 24.2, which was 0.2 higher than the previous day. The implied volatity was 25.38, the open interest changed by 0 which decreased total open position to 3
On 4 Jun TATAPOWER was trading at 410.80. The strike last trading price was 24.2, which was 1.2 higher than the previous day. The implied volatity was 25.38, the open interest changed by 1 which increased total open position to 3
On 3 Jun TATAPOWER was trading at 411.75. The strike last trading price was 23, which was -50 lower than the previous day. The implied volatity was 23.06, the open interest changed by 2 which increased total open position to 2
On 2 Jun TATAPOWER was trading at 414.90. 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 1 Jun TATAPOWER was trading at 419.50. 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 29 May TATAPOWER was trading at 420.75. 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 27 May TATAPOWER was trading at 425.80. 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 26 May TATAPOWER was trading at 420.95. 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 25 May TATAPOWER was trading at 413.55. 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 22 May TATAPOWER was trading at 408.90. 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 21 May TATAPOWER was trading at 410.50. 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 May TATAPOWER was trading at 413.50. 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 May TATAPOWER was trading at 415.00. 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 18 May TATAPOWER was trading at 404.35. 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 15 May TATAPOWER was trading at 407.00. The strike last trading price was 0, which was -73 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 0, which was -73 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 May TATAPOWER was trading at 404.45. 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 May TATAPOWER was trading at 418.40. 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 11 May TATAPOWER was trading at 433.20. 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 30 Apr TATAPOWER was trading at 444.55. 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 29 Apr TATAPOWER was trading at 451.50. 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 (36d) 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0
Theta: -0.13
Gamma: 0.01208
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 404.70 | 9.7 | -1.5 (-13.39%) | 25.1 | 112 | 55 | 266 |
| 19 Jun | 402.35 | 11.15 | 0.85 (8.25%) | 25.3 | 40 | 19 | 211 |
| 18 Jun | 402.90 | 10.35 | -0.75 (-6.76%) | 24.15 | 64 | 41 | 192 |
| 17 Jun | 401.50 | 11.35 | 0.1 (0.89%) | 24.71 | 38 | 26 | 150 |
| 16 Jun | 402.25 | 11.45 | 0.55 (5.05%) | 24.69 | 37 | 13 | 124 |
| 15 Jun | 404.10 | 11.3 | -4.9 (-30.25%) | 25.93 | 86 | 17 | 111 |
| 12 Jun | 393.55 | 16.25 | -3.65 (-18.34%) | 25.53 | 15 | 2 | 93 |
| 11 Jun | 390.25 | 19.9 | 3.8 (23.60%) | 27.26 | 7 | -3 | 90 |
| 10 Jun | 394.75 | 16.1 | 1.55 (10.65%) | 26.8 | 13 | 6 | 93 |
| 9 Jun | 398.65 | 14.55 | 1.65 (12.79%) | 26.21 | 15 | 7 | 85 |
| 8 Jun | 404.20 | 13.15 | 3.05 (30.20%) | 27.34 | 38 | 27 | 77 |
| 5 Jun | 409.20 | 10.1 | 0.45 (4.66%) | 25.26 | 9 | 3 | 50 |
| 4 Jun | 410.80 | 9.5 | -0.5 (-5.00%) | 25.03 | 11 | 9 | 46 |
| 3 Jun | 411.75 | 10 | 1.65 (19.76%) | 26 | 10 | 4 | 37 |
| 2 Jun | 414.90 | 8.2 | 0.4 (5.13%) | 24.79 | 27 | 13 | 33 |
| 1 Jun | 419.50 | 7.8 | 0.75 (10.64%) | 25.47 | 1 | 0 | 20 |
| 29 May | 420.75 | 7 | -0.95 (-11.95%) | 25.32 | 21 | 18 | 20 |
| 27 May | 425.80 | 7.95 | -0.05 (-0.62%) | 29.74 | 2 | -2 | 2 |
| 26 May | 420.95 | 8 | -2.4 (-23.08%) | 25.95 | 1 | 0 | 4 |
| 25 May | 413.55 | 10.4 | -4.65 (-30.90%) | 25.65 | 1 | 1 | 4 |
| 22 May | 408.90 | 15.05 | 0 (0.00%) | - | 0 | 0 | 3 |
| 21 May | 410.50 | 15.05 | 0 (0.00%) | - | 0 | 0 | 3 |
| 20 May | 413.50 | 15.05 | 0 (0.00%) | - | 0 | 0 | 3 |
| 19 May | 415.00 | 15.05 | 0 (0.00%) | - | 0 | 0 | 3 |
| 18 May | 404.35 | 15.05 | 0 (0.00%) | - | 0 | 0 | 3 |
| 15 May | 407.00 | 15.05 | 0 (0.00%) | - | 0 | 0 | 3 |
| 14 May | 407.85 | 15.05 | -1.7 (-10.15%) | 0 | 1 | 0 | 3 |
| 13 May | 404.45 | 16.75 | 11.8 (238.38%) | 0 | 2 | 1 | 2 |
| 12 May | 418.40 | 4.95 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 11 May | 433.20 | 4.95 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 30 Apr | 444.55 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 451.50 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 400 expiring on 28JUL2026
Delta for 400 PE is -0.4
Historical price for 400 PE is as follows
On 22 Jun TATAPOWER was trading at 404.70. The strike last trading price was 9.7, which was -1.5 lower than the previous day. The implied volatity was 25.1, the open interest changed by 55 which increased total open position to 266
On 19 Jun TATAPOWER was trading at 402.35. The strike last trading price was 11.15, which was 0.85 higher than the previous day. The implied volatity was 25.3, the open interest changed by 19 which increased total open position to 211
On 18 Jun TATAPOWER was trading at 402.90. The strike last trading price was 10.35, which was -0.75 lower than the previous day. The implied volatity was 24.15, the open interest changed by 41 which increased total open position to 192
On 17 Jun TATAPOWER was trading at 401.50. The strike last trading price was 11.35, which was 0.1 higher than the previous day. The implied volatity was 24.71, the open interest changed by 26 which increased total open position to 150
On 16 Jun TATAPOWER was trading at 402.25. The strike last trading price was 11.45, which was 0.55 higher than the previous day. The implied volatity was 24.69, the open interest changed by 13 which increased total open position to 124
On 15 Jun TATAPOWER was trading at 404.10. The strike last trading price was 11.3, which was -4.9 lower than the previous day. The implied volatity was 25.93, the open interest changed by 17 which increased total open position to 111
On 12 Jun TATAPOWER was trading at 393.55. The strike last trading price was 16.25, which was -3.65 lower than the previous day. The implied volatity was 25.53, the open interest changed by 2 which increased total open position to 93
On 11 Jun TATAPOWER was trading at 390.25. The strike last trading price was 19.9, which was 3.8 higher than the previous day. The implied volatity was 27.26, the open interest changed by -3 which decreased total open position to 90
On 10 Jun TATAPOWER was trading at 394.75. The strike last trading price was 16.1, which was 1.55 higher than the previous day. The implied volatity was 26.8, the open interest changed by 6 which increased total open position to 93
On 9 Jun TATAPOWER was trading at 398.65. The strike last trading price was 14.55, which was 1.65 higher than the previous day. The implied volatity was 26.21, the open interest changed by 7 which increased total open position to 85
On 8 Jun TATAPOWER was trading at 404.20. The strike last trading price was 13.15, which was 3.05 higher than the previous day. The implied volatity was 27.34, the open interest changed by 27 which increased total open position to 77
On 5 Jun TATAPOWER was trading at 409.20. The strike last trading price was 10.1, which was 0.45 higher than the previous day. The implied volatity was 25.26, the open interest changed by 3 which increased total open position to 50
On 4 Jun TATAPOWER was trading at 410.80. The strike last trading price was 9.5, which was -0.5 lower than the previous day. The implied volatity was 25.03, the open interest changed by 9 which increased total open position to 46
On 3 Jun TATAPOWER was trading at 411.75. The strike last trading price was 10, which was 1.65 higher than the previous day. The implied volatity was 26, the open interest changed by 4 which increased total open position to 37
On 2 Jun TATAPOWER was trading at 414.90. The strike last trading price was 8.2, which was 0.4 higher than the previous day. The implied volatity was 24.79, the open interest changed by 13 which increased total open position to 33
On 1 Jun TATAPOWER was trading at 419.50. The strike last trading price was 7.8, which was 0.75 higher than the previous day. The implied volatity was 25.47, the open interest changed by 0 which decreased total open position to 20
On 29 May TATAPOWER was trading at 420.75. The strike last trading price was 7, which was -0.95 lower than the previous day. The implied volatity was 25.32, the open interest changed by 18 which increased total open position to 20
On 27 May TATAPOWER was trading at 425.80. The strike last trading price was 7.95, which was -0.05 lower than the previous day. The implied volatity was 29.74, the open interest changed by -2 which decreased total open position to 2
On 26 May TATAPOWER was trading at 420.95. The strike last trading price was 8, which was -2.4 lower than the previous day. The implied volatity was 25.95, the open interest changed by 0 which decreased total open position to 4
On 25 May TATAPOWER was trading at 413.55. The strike last trading price was 10.4, which was -4.65 lower than the previous day. The implied volatity was 25.65, the open interest changed by 1 which increased total open position to 4
On 22 May TATAPOWER was trading at 408.90. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 21 May TATAPOWER was trading at 410.50. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 20 May TATAPOWER was trading at 413.50. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 May TATAPOWER was trading at 415.00. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May TATAPOWER was trading at 404.35. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May TATAPOWER was trading at 407.00. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 15.05, which was -1.7 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 16.75, which was 11.8 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 2
On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 4.95, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 4.95, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 30 Apr TATAPOWER was trading at 444.55. 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 29 Apr TATAPOWER was trading at 451.50. 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
