TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
09 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 405 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.16
Theta: -0.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 376.25 | 0.95 | 0.05 | 22.46 | 468 | -59 | 867 | |||||||||
| 8 Dec | 374.15 | 0.85 | -1.05 | 22.11 | 1,416 | -112 | 856 | |||||||||
| 5 Dec | 384.50 | 1.8 | -0.4 | 18.82 | 1,372 | -19 | 964 | |||||||||
| 4 Dec | 384.45 | 2.1 | 0 | 19.62 | 1,171 | 19 | 982 | |||||||||
| 3 Dec | 383.65 | 1.95 | -1.05 | 18.45 | 1,024 | 69 | 962 | |||||||||
| 2 Dec | 388.45 | 3 | -0.65 | 17.89 | 738 | 67 | 895 | |||||||||
| 1 Dec | 389.75 | 3.55 | -0.5 | 17.94 | 817 | -17 | 833 | |||||||||
| 28 Nov | 390.10 | 4.05 | -0.75 | 18.54 | 1,153 | 103 | 850 | |||||||||
| 27 Nov | 392.05 | 4.65 | 0.2 | 17.99 | 3,848 | 224 | 749 | |||||||||
| 26 Nov | 391.50 | 4.4 | 2.35 | 17.38 | 2,239 | 93 | 521 | |||||||||
| 25 Nov | 380.00 | 2 | -0.9 | 18.46 | 615 | 54 | 428 | |||||||||
| 24 Nov | 382.55 | 2.8 | -1.25 | 19.18 | 277 | 123 | 374 | |||||||||
| 21 Nov | 387.00 | 4.15 | -1.05 | 18.50 | 236 | 35 | 250 | |||||||||
| 20 Nov | 388.10 | 5.75 | -0.2 | 20.56 | 159 | 68 | 214 | |||||||||
| 19 Nov | 389.10 | 6.15 | 0.3 | 20.74 | 95 | 46 | 146 | |||||||||
| 18 Nov | 386.25 | 6 | -2.35 | 21.53 | 70 | 30 | 99 | |||||||||
| 17 Nov | 392.75 | 8.35 | 0.8 | 21.60 | 38 | 27 | 68 | |||||||||
| 14 Nov | 388.40 | 7.5 | -0.3 | 22.12 | 41 | 22 | 41 | |||||||||
| 13 Nov | 388.80 | 7.8 | -0.2 | 22.31 | 9 | 4 | 19 | |||||||||
| 12 Nov | 388.65 | 8 | -3.1 | 21.95 | 13 | 9 | 15 | |||||||||
| 11 Nov | 395.60 | 11.1 | -1.25 | 22.86 | 2 | 1 | 5 | |||||||||
| 10 Nov | 395.85 | 12.35 | 0.15 | 23.89 | 6 | -1 | 2 | |||||||||
| 7 Nov | 393.20 | 12.2 | -7.65 | - | 0 | 2 | 0 | |||||||||
| 6 Nov | 391.75 | 12.2 | -7.65 | 26.40 | 2 | 0 | 1 | |||||||||
| 4 Nov | 400.60 | 19.85 | -0.2 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 408.60 | 19.85 | -0.2 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 404.90 | 19.85 | -0.2 | - | 0 | 1 | 0 | |||||||||
| 30 Oct | 409.80 | 19.85 | -0.2 | 20.20 | 1 | 0 | 0 | |||||||||
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| 29 Oct | 410.70 | 20.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 405 expiring on 30DEC2025
Delta for 405 CE is 0.10
Historical price for 405 CE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 22.46, the open interest changed by -59 which decreased total open position to 867
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 0.85, which was -1.05 lower than the previous day. The implied volatity was 22.11, the open interest changed by -112 which decreased total open position to 856
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 1.8, which was -0.4 lower than the previous day. The implied volatity was 18.82, the open interest changed by -19 which decreased total open position to 964
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 2.1, which was 0 lower than the previous day. The implied volatity was 19.62, the open interest changed by 19 which increased total open position to 982
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 1.95, which was -1.05 lower than the previous day. The implied volatity was 18.45, the open interest changed by 69 which increased total open position to 962
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 3, which was -0.65 lower than the previous day. The implied volatity was 17.89, the open interest changed by 67 which increased total open position to 895
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 3.55, which was -0.5 lower than the previous day. The implied volatity was 17.94, the open interest changed by -17 which decreased total open position to 833
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 4.05, which was -0.75 lower than the previous day. The implied volatity was 18.54, the open interest changed by 103 which increased total open position to 850
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 4.65, which was 0.2 higher than the previous day. The implied volatity was 17.99, the open interest changed by 224 which increased total open position to 749
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 4.4, which was 2.35 higher than the previous day. The implied volatity was 17.38, the open interest changed by 93 which increased total open position to 521
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 2, which was -0.9 lower than the previous day. The implied volatity was 18.46, the open interest changed by 54 which increased total open position to 428
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 2.8, which was -1.25 lower than the previous day. The implied volatity was 19.18, the open interest changed by 123 which increased total open position to 374
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 4.15, which was -1.05 lower than the previous day. The implied volatity was 18.50, the open interest changed by 35 which increased total open position to 250
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 5.75, which was -0.2 lower than the previous day. The implied volatity was 20.56, the open interest changed by 68 which increased total open position to 214
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 6.15, which was 0.3 higher than the previous day. The implied volatity was 20.74, the open interest changed by 46 which increased total open position to 146
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 6, which was -2.35 lower than the previous day. The implied volatity was 21.53, the open interest changed by 30 which increased total open position to 99
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 8.35, which was 0.8 higher than the previous day. The implied volatity was 21.60, the open interest changed by 27 which increased total open position to 68
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 7.5, which was -0.3 lower than the previous day. The implied volatity was 22.12, the open interest changed by 22 which increased total open position to 41
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 7.8, which was -0.2 lower than the previous day. The implied volatity was 22.31, the open interest changed by 4 which increased total open position to 19
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 8, which was -3.1 lower than the previous day. The implied volatity was 21.95, the open interest changed by 9 which increased total open position to 15
On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 11.1, which was -1.25 lower than the previous day. The implied volatity was 22.86, the open interest changed by 1 which increased total open position to 5
On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 12.35, which was 0.15 higher than the previous day. The implied volatity was 23.89, the open interest changed by -1 which decreased total open position to 2
On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 12.2, which was -7.65 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 12.2, which was -7.65 lower than the previous day. The implied volatity was 26.40, the open interest changed by 0 which decreased total open position to 1
On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 19.85, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 19.85, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 19.85, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 19.85, which was -0.2 lower than the previous day. The implied volatity was 20.20, the open interest changed by 0 which decreased total open position to 0
On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 20.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 30DEC2025 405 PE | |||||||
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Delta: -0.94
Vega: 0.11
Theta: 0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 376.25 | 27.75 | -3.8 | 18.99 | 16 | 2 | 202 |
| 8 Dec | 374.15 | 31.55 | 11.55 | 32.51 | 11 | 1 | 202 |
| 5 Dec | 384.50 | 20 | -1.55 | - | 0 | -2 | 0 |
| 4 Dec | 384.45 | 20 | -1.55 | 18.05 | 3 | -1 | 202 |
| 3 Dec | 383.65 | 21.55 | 2.25 | 23.88 | 5 | 0 | 204 |
| 2 Dec | 388.45 | 19.3 | 2.55 | 26.87 | 3 | 0 | 202 |
| 1 Dec | 389.75 | 16.6 | 0.85 | 22.17 | 10 | 2 | 202 |
| 28 Nov | 390.10 | 15.9 | 1.2 | 18.99 | 95 | 16 | 202 |
| 27 Nov | 392.05 | 14.6 | -0.2 | 19.13 | 535 | 71 | 185 |
| 26 Nov | 391.50 | 15 | -9.65 | 19.33 | 168 | 39 | 113 |
| 25 Nov | 380.00 | 24.85 | 2.9 | 22.73 | 29 | 18 | 74 |
| 24 Nov | 382.55 | 21.95 | 4.85 | 19.53 | 2 | 0 | 55 |
| 21 Nov | 387.00 | 17.1 | -1.9 | 16.51 | 61 | 26 | 55 |
| 20 Nov | 388.10 | 19 | -1.35 | 23.11 | 10 | 4 | 28 |
| 19 Nov | 389.10 | 20.35 | 1.4 | 26.28 | 2 | 1 | 24 |
| 18 Nov | 386.25 | 18.95 | 0 | 20.65 | 6 | 4 | 21 |
| 17 Nov | 392.75 | 18.95 | -0.55 | 27.45 | 22 | 13 | 16 |
| 14 Nov | 388.40 | 19.5 | 4.95 | - | 0 | 0 | 0 |
| 13 Nov | 388.80 | 19.5 | 4.95 | - | 0 | 1 | 0 |
| 12 Nov | 388.65 | 19.5 | 4.95 | 23.96 | 2 | 0 | 2 |
| 11 Nov | 395.60 | 14.55 | 3.05 | - | 0 | 0 | 0 |
| 10 Nov | 395.85 | 14.55 | 3.05 | - | 0 | 0 | 0 |
| 7 Nov | 393.20 | 14.55 | 3.05 | - | 0 | 0 | 0 |
| 6 Nov | 391.75 | 14.55 | 3.05 | - | 0 | -1 | 0 |
| 4 Nov | 400.60 | 14.55 | 3.05 | 24.73 | 3 | -1 | 2 |
| 3 Nov | 408.60 | 11.5 | -0.7 | 24.96 | 3 | 1 | 2 |
| 31 Oct | 404.90 | 12.2 | -9.95 | - | 0 | 1 | 0 |
| 30 Oct | 409.80 | 12.2 | -9.95 | 26.35 | 1 | 0 | 0 |
| 29 Oct | 410.70 | 22.15 | 0 | 2.36 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 405 expiring on 30DEC2025
Delta for 405 PE is -0.94
Historical price for 405 PE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 27.75, which was -3.8 lower than the previous day. The implied volatity was 18.99, the open interest changed by 2 which increased total open position to 202
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 31.55, which was 11.55 higher than the previous day. The implied volatity was 32.51, the open interest changed by 1 which increased total open position to 202
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 20, which was -1.55 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 20, which was -1.55 lower than the previous day. The implied volatity was 18.05, the open interest changed by -1 which decreased total open position to 202
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 21.55, which was 2.25 higher than the previous day. The implied volatity was 23.88, the open interest changed by 0 which decreased total open position to 204
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 19.3, which was 2.55 higher than the previous day. The implied volatity was 26.87, the open interest changed by 0 which decreased total open position to 202
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 16.6, which was 0.85 higher than the previous day. The implied volatity was 22.17, the open interest changed by 2 which increased total open position to 202
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 15.9, which was 1.2 higher than the previous day. The implied volatity was 18.99, the open interest changed by 16 which increased total open position to 202
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 14.6, which was -0.2 lower than the previous day. The implied volatity was 19.13, the open interest changed by 71 which increased total open position to 185
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 15, which was -9.65 lower than the previous day. The implied volatity was 19.33, the open interest changed by 39 which increased total open position to 113
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 24.85, which was 2.9 higher than the previous day. The implied volatity was 22.73, the open interest changed by 18 which increased total open position to 74
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 21.95, which was 4.85 higher than the previous day. The implied volatity was 19.53, the open interest changed by 0 which decreased total open position to 55
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 17.1, which was -1.9 lower than the previous day. The implied volatity was 16.51, the open interest changed by 26 which increased total open position to 55
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 19, which was -1.35 lower than the previous day. The implied volatity was 23.11, the open interest changed by 4 which increased total open position to 28
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 20.35, which was 1.4 higher than the previous day. The implied volatity was 26.28, the open interest changed by 1 which increased total open position to 24
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 18.95, which was 0 lower than the previous day. The implied volatity was 20.65, the open interest changed by 4 which increased total open position to 21
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 18.95, which was -0.55 lower than the previous day. The implied volatity was 27.45, the open interest changed by 13 which increased total open position to 16
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 19.5, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 19.5, which was 4.95 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 19.5, which was 4.95 higher than the previous day. The implied volatity was 23.96, the open interest changed by 0 which decreased total open position to 2
On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 14.55, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 14.55, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 14.55, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 14.55, which was 3.05 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 14.55, which was 3.05 higher than the previous day. The implied volatity was 24.73, the open interest changed by -1 which decreased total open position to 2
On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 11.5, which was -0.7 lower than the previous day. The implied volatity was 24.96, the open interest changed by 1 which increased total open position to 2
On 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 12.2, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 12.2, which was -9.95 lower than the previous day. The implied volatity was 26.35, the open interest changed by 0 which decreased total open position to 0
On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 22.15, which was 0 lower than the previous day. The implied volatity was 2.36, the open interest changed by 0 which decreased total open position to 0































































































































































































































