Historical option data for TATAPOWER
25 Jun 2026 02:43 PM IST
| TATAPOWER 30-Jun-2026 (5d) 400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.18
Vega: 0
Theta: -0.26
Gamma: 0.02683
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Jun | 390.45 | 0.95 | -1.15 (-54.76%) | 20.7 | 4,977 | 86 | 3,256 | |||||||||
| 24 Jun | 393.10 | 2 | -1.95 (-49.37%) | 23.53 | 6,074 | 360 | 3,210 | |||||||||
| 23 Jun | 398.30 | 3.7 | -3.9 (-51.32%) | 18.44 | 4,752 | -210 | 2,850 | |||||||||
| 22 Jun | 405.95 | 7.2 | 0.4 (5.88%) | 12.44 | 8,116 | -145 | 3,169 | |||||||||
| 19 Jun | 402.35 | 6.75 | -1 (-12.90%) | 17.29 | 5,801 | 757 | 3,316 | |||||||||
| 18 Jun | 402.90 | 7.7 | 0.15 (1.99%) | 19.36 | 4,508 | -97 | 2,559 | |||||||||
| 17 Jun | 401.50 | 7.25 | -0.25 (-3.33%) | 20.03 | 4,748 | 183 | 2,654 | |||||||||
| 16 Jun | 402.25 | 7.25 | -2.5 (-25.64%) | 18.85 | 4,563 | 80 | 2,490 | |||||||||
| 15 Jun | 404.10 | 9.55 | 4.4 (85.44%) | 22.64 | 9,580 | -121 | 2,404 | |||||||||
| 12 Jun | 393.55 | 5 | 0.8 (19.05%) | 19.38 | 6,516 | -60 | 2,522 | |||||||||
| 11 Jun | 390.25 | 4.3 | -1.8 (-29.51%) | 21.02 | 5,405 | 381 | 2,580 | |||||||||
| 10 Jun | 394.75 | 5.8 | -2.8 (-32.56%) | 20.41 | 4,285 | 530 | 2,194 | |||||||||
| 9 Jun | 398.65 | 8.4 | -3.25 (-27.90%) | 22.98 | 2,420 | 453 | 1,661 | |||||||||
| 8 Jun | 404.20 | 11.45 | -4.1 (-26.37%) | 22.67 | 551 | 98 | 1,209 | |||||||||
| 5 Jun | 409.20 | 15.55 | -1.6 (-9.33%) | 22.07 | 470 | 61 | 1,111 | |||||||||
| 4 Jun | 410.80 | 17.55 | -1.05 (-5.65%) | 23.03 | 273 | 4 | 1,050 | |||||||||
| 3 Jun | 411.75 | 18.45 | -2.45 (-11.72%) | 24.18 | 503 | 33 | 1,046 | |||||||||
| 2 Jun | 414.90 | 20.9 | -2.05 (-8.93%) | 23.03 | 439 | 16 | 1,013 | |||||||||
| 1 Jun | 419.50 | 22.9 | -3.85 (-14.39%) | 20 | 190 | -10 | 997 | |||||||||
| 29 May | 420.75 | 27 | -3.3 (-10.89%) | 21.98 | 195 | -1 | 1,007 | |||||||||
| 27 May | 425.80 | 31.15 | 4.7 (17.77%) | 21.1 | 300 | -67 | 1,008 | |||||||||
| 26 May | 420.95 | 26.15 | 5.15 (24.52%) | 21.46 | 479 | 31 | 1,075 | |||||||||
| 25 May | 413.55 | 20.85 | 2.35 (12.70%) | 21.08 | 269 | 46 | 1,044 | |||||||||
| 22 May | 408.90 | 18.35 | -0.65 (-3.42%) | 22.36 | 459 | 88 | 1,000 | |||||||||
| 21 May | 410.50 | 18.95 | -3.05 (-13.86%) | 20.95 | 210 | 118 | 912 | |||||||||
| 20 May | 413.50 | 22.2 | -0.8 (-3.48%) | 23.06 | 127 | 55 | 793 | |||||||||
| 19 May | 415.00 | 23.2 | 6.2 (36.47%) | 24.69 | 454 | 58 | 738 | |||||||||
| 18 May | 404.35 | 16.5 | -2.5 (-13.16%) | 23.26 | 457 | 71 | 681 | |||||||||
| 15 May | 407.00 | 18.6 | -1.7 (-8.37%) | 23.16 | 76 | 38 | 610 | |||||||||
| 14 May | 407.85 | 20.4 | 1.15 (5.97%) | 24.96 | 378 | 214 | 572 | |||||||||
| 13 May | 404.45 | 18.5 | -11.5 (-38.33%) | 0 | 527 | 305 | 354 | |||||||||
| 12 May | 418.40 | 30 | -10 (-25.00%) | 0 | 18 | 11 | 49 | |||||||||
| 11 May | 433.20 | 40 | -4.95 (-11.01%) | 0 | 6 | 0 | 34 | |||||||||
| 8 May | 436.00 | 44.95 | -2.05 (-4.36%) | 28.47 | 6 | 3 | 35 | |||||||||
| 7 May | 439.25 | 47 | -1.15 (-2.39%) | 28.73 | 4 | 1 | 32 | |||||||||
| 6 May | 443.25 | 48.15 | -0.85 (-1.73%) | 24.75 | 22 | 20 | 29 | |||||||||
| 5 May | 442.65 | 49 | -3 (-5.77%) | 26.26 | 9 | 3 | 5 | |||||||||
| 4 May | 441.40 | 52 | -9 (-14.75%) | 28.9 | 1 | 0 | 2 | |||||||||
| 30 Apr | 444.55 | 61 | 0.95 (1.58%) | 37.04 | 0 | 0 | 2 | |||||||||
| 29 Apr | 451.50 | 61 | 43.65 (251.59%) | 37.04 | 2 | 1 | 1 | |||||||||
| 28 Apr | 461.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 453.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 435.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 430.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 436.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 436.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 433.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 427.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 426.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 421.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 409.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 399.35 | 17.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 394.70 | 17.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 394.95 | 17.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 387.70 | 17.35 | 0 (0.00%) | 0.85 | 0 | 0 | 0 | |||||||||
| 6 Apr | 383.85 | 17.35 | 0 (0.00%) | 1.53 | 0 | 0 | 0 | |||||||||
| 2 Apr | 385.00 | 17.35 | 0 (0.00%) | 0.77 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 400 expiring on 30JUN2026
Delta for 400 CE is 0.18
Historical price for 400 CE is as follows
On 25 Jun TATAPOWER was trading at 390.45. The strike last trading price was 0.95, which was -1.15 lower than the previous day. The implied volatity was 20.7, the open interest changed by 86 which increased total open position to 3256
On 24 Jun TATAPOWER was trading at 393.10. The strike last trading price was 2, which was -1.95 lower than the previous day. The implied volatity was 23.53, the open interest changed by 360 which increased total open position to 3210
On 23 Jun TATAPOWER was trading at 398.30. The strike last trading price was 3.7, which was -3.9 lower than the previous day. The implied volatity was 18.44, the open interest changed by -210 which decreased total open position to 2850
On 22 Jun TATAPOWER was trading at 405.95. The strike last trading price was 7.2, which was 0.4 higher than the previous day. The implied volatity was 12.44, the open interest changed by -145 which decreased total open position to 3169
On 19 Jun TATAPOWER was trading at 402.35. The strike last trading price was 6.75, which was -1 lower than the previous day. The implied volatity was 17.29, the open interest changed by 757 which increased total open position to 3316
On 18 Jun TATAPOWER was trading at 402.90. The strike last trading price was 7.7, which was 0.15 higher than the previous day. The implied volatity was 19.36, the open interest changed by -97 which decreased total open position to 2559
On 17 Jun TATAPOWER was trading at 401.50. The strike last trading price was 7.25, which was -0.25 lower than the previous day. The implied volatity was 20.03, the open interest changed by 183 which increased total open position to 2654
On 16 Jun TATAPOWER was trading at 402.25. The strike last trading price was 7.25, which was -2.5 lower than the previous day. The implied volatity was 18.85, the open interest changed by 80 which increased total open position to 2490
On 15 Jun TATAPOWER was trading at 404.10. The strike last trading price was 9.55, which was 4.4 higher than the previous day. The implied volatity was 22.64, the open interest changed by -121 which decreased total open position to 2404
On 12 Jun TATAPOWER was trading at 393.55. The strike last trading price was 5, which was 0.8 higher than the previous day. The implied volatity was 19.38, the open interest changed by -60 which decreased total open position to 2522
On 11 Jun TATAPOWER was trading at 390.25. The strike last trading price was 4.3, which was -1.8 lower than the previous day. The implied volatity was 21.02, the open interest changed by 381 which increased total open position to 2580
On 10 Jun TATAPOWER was trading at 394.75. The strike last trading price was 5.8, which was -2.8 lower than the previous day. The implied volatity was 20.41, the open interest changed by 530 which increased total open position to 2194
On 9 Jun TATAPOWER was trading at 398.65. The strike last trading price was 8.4, which was -3.25 lower than the previous day. The implied volatity was 22.98, the open interest changed by 453 which increased total open position to 1661
On 8 Jun TATAPOWER was trading at 404.20. The strike last trading price was 11.45, which was -4.1 lower than the previous day. The implied volatity was 22.67, the open interest changed by 98 which increased total open position to 1209
On 5 Jun TATAPOWER was trading at 409.20. The strike last trading price was 15.55, which was -1.6 lower than the previous day. The implied volatity was 22.07, the open interest changed by 61 which increased total open position to 1111
On 4 Jun TATAPOWER was trading at 410.80. The strike last trading price was 17.55, which was -1.05 lower than the previous day. The implied volatity was 23.03, the open interest changed by 4 which increased total open position to 1050
On 3 Jun TATAPOWER was trading at 411.75. The strike last trading price was 18.45, which was -2.45 lower than the previous day. The implied volatity was 24.18, the open interest changed by 33 which increased total open position to 1046
On 2 Jun TATAPOWER was trading at 414.90. The strike last trading price was 20.9, which was -2.05 lower than the previous day. The implied volatity was 23.03, the open interest changed by 16 which increased total open position to 1013
On 1 Jun TATAPOWER was trading at 419.50. The strike last trading price was 22.9, which was -3.85 lower than the previous day. The implied volatity was 20, the open interest changed by -10 which decreased total open position to 997
On 29 May TATAPOWER was trading at 420.75. The strike last trading price was 27, which was -3.3 lower than the previous day. The implied volatity was 21.98, the open interest changed by -1 which decreased total open position to 1007
On 27 May TATAPOWER was trading at 425.80. The strike last trading price was 31.15, which was 4.7 higher than the previous day. The implied volatity was 21.1, the open interest changed by -67 which decreased total open position to 1008
On 26 May TATAPOWER was trading at 420.95. The strike last trading price was 26.15, which was 5.15 higher than the previous day. The implied volatity was 21.46, the open interest changed by 31 which increased total open position to 1075
On 25 May TATAPOWER was trading at 413.55. The strike last trading price was 20.85, which was 2.35 higher than the previous day. The implied volatity was 21.08, the open interest changed by 46 which increased total open position to 1044
On 22 May TATAPOWER was trading at 408.90. The strike last trading price was 18.35, which was -0.65 lower than the previous day. The implied volatity was 22.36, the open interest changed by 88 which increased total open position to 1000
On 21 May TATAPOWER was trading at 410.50. The strike last trading price was 18.95, which was -3.05 lower than the previous day. The implied volatity was 20.95, the open interest changed by 118 which increased total open position to 912
On 20 May TATAPOWER was trading at 413.50. The strike last trading price was 22.2, which was -0.8 lower than the previous day. The implied volatity was 23.06, the open interest changed by 55 which increased total open position to 793
On 19 May TATAPOWER was trading at 415.00. The strike last trading price was 23.2, which was 6.2 higher than the previous day. The implied volatity was 24.69, the open interest changed by 58 which increased total open position to 738
On 18 May TATAPOWER was trading at 404.35. The strike last trading price was 16.5, which was -2.5 lower than the previous day. The implied volatity was 23.26, the open interest changed by 71 which increased total open position to 681
On 15 May TATAPOWER was trading at 407.00. The strike last trading price was 18.6, which was -1.7 lower than the previous day. The implied volatity was 23.16, the open interest changed by 38 which increased total open position to 610
On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 20.4, which was 1.15 higher than the previous day. The implied volatity was 24.96, the open interest changed by 214 which increased total open position to 572
On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 18.5, which was -11.5 lower than the previous day. The implied volatity was 0, the open interest changed by 305 which increased total open position to 354
On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 30, which was -10 lower than the previous day. The implied volatity was 0, the open interest changed by 11 which increased total open position to 49
On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 40, which was -4.95 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 34
On 8 May TATAPOWER was trading at 436.00. The strike last trading price was 44.95, which was -2.05 lower than the previous day. The implied volatity was 28.47, the open interest changed by 3 which increased total open position to 35
On 7 May TATAPOWER was trading at 439.25. The strike last trading price was 47, which was -1.15 lower than the previous day. The implied volatity was 28.73, the open interest changed by 1 which increased total open position to 32
On 6 May TATAPOWER was trading at 443.25. The strike last trading price was 48.15, which was -0.85 lower than the previous day. The implied volatity was 24.75, the open interest changed by 20 which increased total open position to 29
On 5 May TATAPOWER was trading at 442.65. The strike last trading price was 49, which was -3 lower than the previous day. The implied volatity was 26.26, the open interest changed by 3 which increased total open position to 5
On 4 May TATAPOWER was trading at 441.40. The strike last trading price was 52, which was -9 lower than the previous day. The implied volatity was 28.9, the open interest changed by 0 which decreased total open position to 2
On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 61, which was 0.95 higher than the previous day. The implied volatity was 37.04, the open interest changed by 0 which decreased total open position to 2
On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 61, which was 43.65 higher than the previous day. The implied volatity was 37.04, the open interest changed by 1 which increased total open position to 1
On 28 Apr TATAPOWER was trading at 461.80. 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 27 Apr TATAPOWER was trading at 453.20. 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 24 Apr TATAPOWER was trading at 435.00. 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 23 Apr TATAPOWER was trading at 430.30. 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 22 Apr TATAPOWER was trading at 436.05. 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 Apr TATAPOWER was trading at 436.05. 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 Apr TATAPOWER was trading at 433.60. 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 Apr TATAPOWER was trading at 427.60. 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 16 Apr TATAPOWER was trading at 426.60. 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 15 Apr TATAPOWER was trading at 421.85. 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 Apr TATAPOWER was trading at 409.55. 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 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 17.35, 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 Apr TATAPOWER was trading at 394.70. The strike last trading price was 17.35, 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 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 17.35, 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 Apr TATAPOWER was trading at 387.70. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was 1.53, the open interest changed by 0 which decreased total open position to 0
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 17.35, which was 0 lower than the previous day. The implied volatity was 0.77, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 30-Jun-2026 (5d) 400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0
Theta: -0.17
Gamma: 0.02697
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Jun | 390.45 | 10 | 2 (25.00%) | 19.66 | 1,075 | -311 | 1,338 |
| 24 Jun | 393.10 | 8.7 | 2.85 (48.72%) | 17.84 | 2,188 | -120 | 1,652 |
| 23 Jun | 398.30 | 5.85 | 1.65 (39.29%) | 23.74 | 3,920 | -686 | 1,859 |
| 22 Jun | 405.95 | 4.45 | -1.55 (-25.83%) | 29.6 | 4,961 | 471 | 2,545 |
| 19 Jun | 402.35 | 5.8 | -0.2 (-3.33%) | 26.14 | 2,626 | 17 | 2,074 |
| 18 Jun | 402.90 | 5.55 | -1.1 (-16.54%) | 24.49 | 1,794 | 146 | 2,058 |
| 17 Jun | 401.50 | 7 | 0 (0.00%) | 26.32 | 1,532 | 103 | 1,908 |
| 16 Jun | 402.25 | 7.1 | 1.1 (18.33%) | 26.07 | 1,715 | 65 | 1,805 |
| 15 Jun | 404.10 | 6.95 | -5.05 (-42.08%) | 26.75 | 2,729 | 294 | 1,740 |
| 12 Jun | 393.55 | 11.65 | -3.6 (-23.61%) | 24.95 | 663 | -49 | 1,447 |
| 11 Jun | 390.25 | 15.05 | 2.6 (20.88%) | 29.02 | 434 | -47 | 1,497 |
| 10 Jun | 394.75 | 12.45 | 2.75 (28.35%) | 27.91 | 1,684 | 195 | 1,545 |
| 9 Jun | 398.65 | 10 | 2.25 (29.03%) | 24.89 | 1,710 | 153 | 1,350 |
| 8 Jun | 404.20 | 8 | 2.35 (41.59%) | 25.82 | 902 | 86 | 1,194 |
| 5 Jun | 409.20 | 5.5 | 0.1 (1.85%) | 23.3 | 1,162 | 28 | 1,106 |
| 4 Jun | 410.80 | 5.3 | -0.1 (-1.85%) | 24.08 | 725 | 28 | 1,077 |
| 3 Jun | 411.75 | 5.5 | 0.95 (20.88%) | 24.85 | 1,118 | 105 | 1,049 |
| 2 Jun | 414.90 | 4.55 | 0.2 (4.60%) | 23.71 | 1,148 | 17 | 945 |
| 1 Jun | 419.50 | 4.4 | 0.75 (20.55%) | 25.91 | 583 | 69 | 927 |
| 29 May | 420.75 | 3.5 | 0.5 (16.67%) | 24.49 | 618 | -4 | 858 |
| 27 May | 425.80 | 2.75 | -1.25 (-31.25%) | 24.49 | 908 | -32 | 861 |
| 26 May | 420.95 | 4.3 | -1.9 (-30.65%) | 24.88 | 1,303 | 172 | 893 |
| 25 May | 413.55 | 6 | -2.45 (-28.99%) | 24.45 | 385 | 38 | 722 |
| 22 May | 408.90 | 8.45 | 0.15 (1.81%) | 25.25 | 509 | 154 | 683 |
| 21 May | 410.50 | 8.45 | 0.3 (3.68%) | 26.12 | 200 | 41 | 530 |
| 20 May | 413.50 | 8.1 | -0.1 (-1.22%) | 27.14 | 260 | 87 | 489 |
| 19 May | 415.00 | 8.4 | -3.7 (-30.58%) | 27.64 | 265 | 37 | 400 |
| 18 May | 404.35 | 11.95 | 0.55 (4.82%) | 27.39 | 55 | 15 | 363 |
| 15 May | 407.00 | 11.4 | 0.85 (8.06%) | 27.57 | 50 | 9 | 347 |
| 14 May | 407.85 | 10.35 | -2.25 (-17.86%) | 26.12 | 50 | 8 | 338 |
| 13 May | 404.45 | 12.5 | 3.25 (35.14%) | 0 | 348 | 49 | 329 |
| 12 May | 418.40 | 8.9 | 3.5 (64.81%) | 29.71 | 321 | 127 | 280 |
| 11 May | 433.20 | 5.45 | 0.4 (7.92%) | 0 | 72 | 32 | 152 |
| 8 May | 436.00 | 5 | 0.6 (13.64%) | 28.74 | 28 | 18 | 120 |
| 7 May | 439.25 | 4.4 | 0.25 (6.02%) | 28.45 | 79 | 68 | 102 |
| 6 May | 443.25 | 4.15 | -0.45 (-9.78%) | 29.25 | 14 | 13 | 34 |
| 5 May | 442.65 | 4.6 | 4.6 (-4.17%) | 30.43 | 0 | 0 | 21 |
| 4 May | 441.40 | 4.6 | -0.2 (-4.17%) | 30.43 | 5 | 16 | 20 |
| 30 Apr | 444.55 | 4.8 | 0.8 (20.00%) | 29.52 | 19 | 12 | 16 |
| 29 Apr | 451.50 | 4 | -0.5 (-11.11%) | 30.34 | 2 | 0 | 3 |
| 28 Apr | 461.80 | 4.5 | 0 (0.00%) | 33.9 | 1 | 0 | 2 |
| 27 Apr | 453.20 | 4.5 | -5.4 (-54.55%) | 31.54 | 1 | 0 | 1 |
| 24 Apr | 435.00 | 9.9 | 1.6 (19.28%) | - | 0 | 0 | 1 |
| 23 Apr | 430.30 | 9.9 | 1.6 (19.28%) | - | 0 | 0 | 1 |
| 22 Apr | 436.05 | 9.9 | 1.6 (19.28%) | - | 0 | 0 | 1 |
| 21 Apr | 436.05 | 9.9 | 1.6 (19.28%) | 32.24 | 0 | 0 | 1 |
| 20 Apr | 433.60 | 9.9 | 0 (0.00%) | 32.24 | 1 | 0 | 1 |
| 17 Apr | 427.60 | 9.9 | -0.6 (-5.71%) | 26.2 | 0 | 0 | 1 |
| 16 Apr | 426.60 | 9.9 | -21.5 (-68.47%) | 26.2 | 1 | 0 | 0 |
| 15 Apr | 421.85 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 409.55 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 399.35 | 31.4 | 0 (0.00%) | 1.27 | 0 | 0 | 0 |
| 9 Apr | 394.70 | 31.4 | 0 (0.00%) | 0.61 | 0 | 0 | 0 |
| 8 Apr | 394.95 | 31.4 | 0 (0.00%) | 0.6 | 0 | 0 | 0 |
| 7 Apr | 387.70 | 31.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 383.85 | 31.4 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 385.00 | 31.4 | 0 (0.00%) | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 400 expiring on 30JUN2026
Delta for 400 PE is -0.83
Historical price for 400 PE is as follows
On 25 Jun TATAPOWER was trading at 390.45. The strike last trading price was 10, which was 2 higher than the previous day. The implied volatity was 19.66, the open interest changed by -311 which decreased total open position to 1338
On 24 Jun TATAPOWER was trading at 393.10. The strike last trading price was 8.7, which was 2.85 higher than the previous day. The implied volatity was 17.84, the open interest changed by -120 which decreased total open position to 1652
On 23 Jun TATAPOWER was trading at 398.30. The strike last trading price was 5.85, which was 1.65 higher than the previous day. The implied volatity was 23.74, the open interest changed by -686 which decreased total open position to 1859
On 22 Jun TATAPOWER was trading at 405.95. The strike last trading price was 4.45, which was -1.55 lower than the previous day. The implied volatity was 29.6, the open interest changed by 471 which increased total open position to 2545
On 19 Jun TATAPOWER was trading at 402.35. The strike last trading price was 5.8, which was -0.2 lower than the previous day. The implied volatity was 26.14, the open interest changed by 17 which increased total open position to 2074
On 18 Jun TATAPOWER was trading at 402.90. The strike last trading price was 5.55, which was -1.1 lower than the previous day. The implied volatity was 24.49, the open interest changed by 146 which increased total open position to 2058
On 17 Jun TATAPOWER was trading at 401.50. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 26.32, the open interest changed by 103 which increased total open position to 1908
On 16 Jun TATAPOWER was trading at 402.25. The strike last trading price was 7.1, which was 1.1 higher than the previous day. The implied volatity was 26.07, the open interest changed by 65 which increased total open position to 1805
On 15 Jun TATAPOWER was trading at 404.10. The strike last trading price was 6.95, which was -5.05 lower than the previous day. The implied volatity was 26.75, the open interest changed by 294 which increased total open position to 1740
On 12 Jun TATAPOWER was trading at 393.55. The strike last trading price was 11.65, which was -3.6 lower than the previous day. The implied volatity was 24.95, the open interest changed by -49 which decreased total open position to 1447
On 11 Jun TATAPOWER was trading at 390.25. The strike last trading price was 15.05, which was 2.6 higher than the previous day. The implied volatity was 29.02, the open interest changed by -47 which decreased total open position to 1497
On 10 Jun TATAPOWER was trading at 394.75. The strike last trading price was 12.45, which was 2.75 higher than the previous day. The implied volatity was 27.91, the open interest changed by 195 which increased total open position to 1545
On 9 Jun TATAPOWER was trading at 398.65. The strike last trading price was 10, which was 2.25 higher than the previous day. The implied volatity was 24.89, the open interest changed by 153 which increased total open position to 1350
On 8 Jun TATAPOWER was trading at 404.20. The strike last trading price was 8, which was 2.35 higher than the previous day. The implied volatity was 25.82, the open interest changed by 86 which increased total open position to 1194
On 5 Jun TATAPOWER was trading at 409.20. The strike last trading price was 5.5, which was 0.1 higher than the previous day. The implied volatity was 23.3, the open interest changed by 28 which increased total open position to 1106
On 4 Jun TATAPOWER was trading at 410.80. The strike last trading price was 5.3, which was -0.1 lower than the previous day. The implied volatity was 24.08, the open interest changed by 28 which increased total open position to 1077
On 3 Jun TATAPOWER was trading at 411.75. The strike last trading price was 5.5, which was 0.95 higher than the previous day. The implied volatity was 24.85, the open interest changed by 105 which increased total open position to 1049
On 2 Jun TATAPOWER was trading at 414.90. The strike last trading price was 4.55, which was 0.2 higher than the previous day. The implied volatity was 23.71, the open interest changed by 17 which increased total open position to 945
On 1 Jun TATAPOWER was trading at 419.50. The strike last trading price was 4.4, which was 0.75 higher than the previous day. The implied volatity was 25.91, the open interest changed by 69 which increased total open position to 927
On 29 May TATAPOWER was trading at 420.75. The strike last trading price was 3.5, which was 0.5 higher than the previous day. The implied volatity was 24.49, the open interest changed by -4 which decreased total open position to 858
On 27 May TATAPOWER was trading at 425.80. The strike last trading price was 2.75, which was -1.25 lower than the previous day. The implied volatity was 24.49, the open interest changed by -32 which decreased total open position to 861
On 26 May TATAPOWER was trading at 420.95. The strike last trading price was 4.3, which was -1.9 lower than the previous day. The implied volatity was 24.88, the open interest changed by 172 which increased total open position to 893
On 25 May TATAPOWER was trading at 413.55. The strike last trading price was 6, which was -2.45 lower than the previous day. The implied volatity was 24.45, the open interest changed by 38 which increased total open position to 722
On 22 May TATAPOWER was trading at 408.90. The strike last trading price was 8.45, which was 0.15 higher than the previous day. The implied volatity was 25.25, the open interest changed by 154 which increased total open position to 683
On 21 May TATAPOWER was trading at 410.50. The strike last trading price was 8.45, which was 0.3 higher than the previous day. The implied volatity was 26.12, the open interest changed by 41 which increased total open position to 530
On 20 May TATAPOWER was trading at 413.50. The strike last trading price was 8.1, which was -0.1 lower than the previous day. The implied volatity was 27.14, the open interest changed by 87 which increased total open position to 489
On 19 May TATAPOWER was trading at 415.00. The strike last trading price was 8.4, which was -3.7 lower than the previous day. The implied volatity was 27.64, the open interest changed by 37 which increased total open position to 400
On 18 May TATAPOWER was trading at 404.35. The strike last trading price was 11.95, which was 0.55 higher than the previous day. The implied volatity was 27.39, the open interest changed by 15 which increased total open position to 363
On 15 May TATAPOWER was trading at 407.00. The strike last trading price was 11.4, which was 0.85 higher than the previous day. The implied volatity was 27.57, the open interest changed by 9 which increased total open position to 347
On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 10.35, which was -2.25 lower than the previous day. The implied volatity was 26.12, the open interest changed by 8 which increased total open position to 338
On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 12.5, which was 3.25 higher than the previous day. The implied volatity was 0, the open interest changed by 49 which increased total open position to 329
On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 8.9, which was 3.5 higher than the previous day. The implied volatity was 29.71, the open interest changed by 127 which increased total open position to 280
On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 5.45, which was 0.4 higher than the previous day. The implied volatity was 0, the open interest changed by 32 which increased total open position to 152
On 8 May TATAPOWER was trading at 436.00. The strike last trading price was 5, which was 0.6 higher than the previous day. The implied volatity was 28.74, the open interest changed by 18 which increased total open position to 120
On 7 May TATAPOWER was trading at 439.25. The strike last trading price was 4.4, which was 0.25 higher than the previous day. The implied volatity was 28.45, the open interest changed by 68 which increased total open position to 102
On 6 May TATAPOWER was trading at 443.25. The strike last trading price was 4.15, which was -0.45 lower than the previous day. The implied volatity was 29.25, the open interest changed by 13 which increased total open position to 34
On 5 May TATAPOWER was trading at 442.65. The strike last trading price was 4.6, which was 4.6 higher than the previous day. The implied volatity was 30.43, the open interest changed by 0 which decreased total open position to 21
On 4 May TATAPOWER was trading at 441.40. The strike last trading price was 4.6, which was -0.2 lower than the previous day. The implied volatity was 30.43, the open interest changed by 16 which increased total open position to 20
On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 4.8, which was 0.8 higher than the previous day. The implied volatity was 29.52, the open interest changed by 12 which increased total open position to 16
On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 4, which was -0.5 lower than the previous day. The implied volatity was 30.34, the open interest changed by 0 which decreased total open position to 3
On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 4.5, which was 0 lower than the previous day. The implied volatity was 33.9, the open interest changed by 0 which decreased total open position to 2
On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 4.5, which was -5.4 lower than the previous day. The implied volatity was 31.54, the open interest changed by 0 which decreased total open position to 1
On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 9.9, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 9.9, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 9.9, which was 1.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 9.9, which was 1.6 higher than the previous day. The implied volatity was 32.24, the open interest changed by 0 which decreased total open position to 1
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 9.9, which was 0 lower than the previous day. The implied volatity was 32.24, the open interest changed by 0 which decreased total open position to 1
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 9.9, which was -0.6 lower than the previous day. The implied volatity was 26.2, the open interest changed by 0 which decreased total open position to 1
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 9.9, which was -21.5 lower than the previous day. The implied volatity was 26.2, the open interest changed by 0 which decreased total open position to 0
On 15 Apr TATAPOWER was trading at 421.85. 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 Apr TATAPOWER was trading at 409.55. 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 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 31.4, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 31.4, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 31.4, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 31.4, 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 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 31.4, 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 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 31.4, 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
