[--[65.84.65.76]--]

TATAPOWER

Tata Power Co Ltd
376.25 +2.10 (0.56%)
L: 369.8 H: 378.35

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Historical option data for TATAPOWER

09 Dec 2025 04:10 PM IST
TATAPOWER 30-DEC-2025 405 CE
Delta: 0.10
Vega: 0.16
Theta: -0.10
Gamma: 0.01
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
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
Delta: -0.94
Vega: 0.11
Theta: 0.05
Gamma: 0.01
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