Historical option data for TATAPOWER
12 Jun 2026 04:10 PM IST
| TATAPOWER 30-Jun-2026 (17d) 405 CE | ||||||||||||||||
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Delta: 0.32
Vega: 0
Theta: -0.2
Gamma: 0.01974
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 393.55 | 3.6 | 0.55 (18.03%) | 20.37 | 2,461 | 88 | 591 | |||||||||
| 11 Jun | 390.25 | 3.1 | -1.4 (-31.11%) | 22.05 | 2,694 | -453 | 506 | |||||||||
| 10 Jun | 394.75 | 4.3 | -2.2 (-33.85%) | 21.22 | 1,912 | 379 | 961 | |||||||||
| 9 Jun | 398.65 | 6.35 | -2.85 (-30.98%) | 23.05 | 1,094 | 154 | 583 | |||||||||
| 8 Jun | 404.20 | 9 | -3.6 (-28.57%) | 22.84 | 913 | 165 | 429 | |||||||||
| 5 Jun | 409.20 | 12.4 | -1.65 (-11.74%) | 21.95 | 375 | 55 | 262 | |||||||||
| 4 Jun | 410.80 | 14.25 | -0.95 (-6.25%) | 22.9 | 197 | 17 | 206 | |||||||||
| 3 Jun | 411.75 | 15 | -2.45 (-14.04%) | 23.56 | 196 | 45 | 191 | |||||||||
| 2 Jun | 414.90 | 17.45 | -1.85 (-9.59%) | 22.74 | 122 | 18 | 143 | |||||||||
| 1 Jun | 419.50 | 19 | -6.7 (-26.07%) | 19.85 | 29 | 3 | 125 | |||||||||
| 29 May | 420.75 | 25.7 | 0 (0.00%) | - | 17 | 0 | 122 | |||||||||
| 27 May | 425.80 | 25.7 | 2.75 (11.98%) | 22.54 | 17 | -3 | 123 | |||||||||
| 26 May | 420.95 | 22.45 | 4.35 (24.03%) | 21.79 | 129 | 60 | 127 | |||||||||
| 25 May | 413.55 | 18.1 | 2.4 (15.29%) | 23.14 | 26 | 4 | 66 | |||||||||
| 22 May | 408.90 | 15.65 | -0.55 (-3.40%) | 22.99 | 88 | 18 | 61 | |||||||||
| 21 May | 410.50 | 16 | -4 (-20.00%) | 21.86 | 12 | 6 | 43 | |||||||||
| 20 May | 413.50 | 20 | 0 (0.00%) | 23.57 | 5 | -5 | 37 | |||||||||
| 19 May | 415.00 | 20.25 | 6.25 (44.64%) | 25.12 | 47 | 15 | 41 | |||||||||
| 18 May | 404.35 | 14 | -4 (-22.22%) | 24.24 | 41 | 6 | 25 | |||||||||
| 15 May | 407.00 | 17.5 | -0.65 (-3.58%) | 23.56 | 3 | 0 | 19 | |||||||||
| 14 May | 407.85 | 18.15 | 2.05 (12.73%) | 24.59 | 24 | 11 | 19 | |||||||||
| 13 May | 404.45 | 16.1 | -15.9 (-49.69%) | 0 | 17 | 6 | 8 | |||||||||
| 12 May | 418.40 | 32.5 | -32.15 (-49.73%) | 38.14 | 2 | 2 | 2 | |||||||||
| 11 May | 433.20 | 0 | -64.65 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 436.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 439.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 443.25 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 442.65 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 441.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 405 expiring on 30JUN2026
Delta for 405 CE is 0.32
Historical price for 405 CE is as follows
On 12 Jun TATAPOWER was trading at 393.55. The strike last trading price was 3.6, which was 0.55 higher than the previous day. The implied volatity was 20.37, the open interest changed by 88 which increased total open position to 591
On 11 Jun TATAPOWER was trading at 390.25. The strike last trading price was 3.1, which was -1.4 lower than the previous day. The implied volatity was 22.05, the open interest changed by -453 which decreased total open position to 506
On 10 Jun TATAPOWER was trading at 394.75. The strike last trading price was 4.3, which was -2.2 lower than the previous day. The implied volatity was 21.22, the open interest changed by 379 which increased total open position to 961
On 9 Jun TATAPOWER was trading at 398.65. The strike last trading price was 6.35, which was -2.85 lower than the previous day. The implied volatity was 23.05, the open interest changed by 154 which increased total open position to 583
On 8 Jun TATAPOWER was trading at 404.20. The strike last trading price was 9, which was -3.6 lower than the previous day. The implied volatity was 22.84, the open interest changed by 165 which increased total open position to 429
On 5 Jun TATAPOWER was trading at 409.20. The strike last trading price was 12.4, which was -1.65 lower than the previous day. The implied volatity was 21.95, the open interest changed by 55 which increased total open position to 262
On 4 Jun TATAPOWER was trading at 410.80. The strike last trading price was 14.25, which was -0.95 lower than the previous day. The implied volatity was 22.9, the open interest changed by 17 which increased total open position to 206
On 3 Jun TATAPOWER was trading at 411.75. The strike last trading price was 15, which was -2.45 lower than the previous day. The implied volatity was 23.56, the open interest changed by 45 which increased total open position to 191
On 2 Jun TATAPOWER was trading at 414.90. The strike last trading price was 17.45, which was -1.85 lower than the previous day. The implied volatity was 22.74, the open interest changed by 18 which increased total open position to 143
On 1 Jun TATAPOWER was trading at 419.50. The strike last trading price was 19, which was -6.7 lower than the previous day. The implied volatity was 19.85, the open interest changed by 3 which increased total open position to 125
On 29 May TATAPOWER was trading at 420.75. The strike last trading price was 25.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 122
On 27 May TATAPOWER was trading at 425.80. The strike last trading price was 25.7, which was 2.75 higher than the previous day. The implied volatity was 22.54, the open interest changed by -3 which decreased total open position to 123
On 26 May TATAPOWER was trading at 420.95. The strike last trading price was 22.45, which was 4.35 higher than the previous day. The implied volatity was 21.79, the open interest changed by 60 which increased total open position to 127
On 25 May TATAPOWER was trading at 413.55. The strike last trading price was 18.1, which was 2.4 higher than the previous day. The implied volatity was 23.14, the open interest changed by 4 which increased total open position to 66
On 22 May TATAPOWER was trading at 408.90. The strike last trading price was 15.65, which was -0.55 lower than the previous day. The implied volatity was 22.99, the open interest changed by 18 which increased total open position to 61
On 21 May TATAPOWER was trading at 410.50. The strike last trading price was 16, which was -4 lower than the previous day. The implied volatity was 21.86, the open interest changed by 6 which increased total open position to 43
On 20 May TATAPOWER was trading at 413.50. The strike last trading price was 20, which was 0 lower than the previous day. The implied volatity was 23.57, the open interest changed by -5 which decreased total open position to 37
On 19 May TATAPOWER was trading at 415.00. The strike last trading price was 20.25, which was 6.25 higher than the previous day. The implied volatity was 25.12, the open interest changed by 15 which increased total open position to 41
On 18 May TATAPOWER was trading at 404.35. The strike last trading price was 14, which was -4 lower than the previous day. The implied volatity was 24.24, the open interest changed by 6 which increased total open position to 25
On 15 May TATAPOWER was trading at 407.00. The strike last trading price was 17.5, which was -0.65 lower than the previous day. The implied volatity was 23.56, the open interest changed by 0 which decreased total open position to 19
On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 18.15, which was 2.05 higher than the previous day. The implied volatity was 24.59, the open interest changed by 11 which increased total open position to 19
On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 16.1, which was -15.9 lower than the previous day. The implied volatity was 0, the open interest changed by 6 which increased total open position to 8
On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 32.5, which was -32.15 lower than the previous day. The implied volatity was 38.14, the open interest changed by 2 which increased total open position to 2
On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 0, which was -64.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May TATAPOWER was trading at 436.00. 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 7 May TATAPOWER was trading at 439.25. 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 6 May TATAPOWER was trading at 443.25. 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 5 May TATAPOWER was trading at 442.65. 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
On 4 May TATAPOWER was trading at 441.40. 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
| TATAPOWER 30-Jun-2026 (17d) 405 PE | |||||||
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Delta: -0.66
Vega: 0
Theta: -0.19
Gamma: 0.01594
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 393.55 | 15.25 | -4.1 (-21.19%) | 26.14 | 84 | 0 | 351 |
| 11 Jun | 390.25 | 19.35 | 3.55 (22.47%) | 30.44 | 142 | 3 | 352 |
| 10 Jun | 394.75 | 15.95 | 3.45 (27.60%) | 28.36 | 262 | -5 | 352 |
| 9 Jun | 398.65 | 12.8 | 2.6 (25.49%) | 25.05 | 224 | -5 | 357 |
| 8 Jun | 404.20 | 10.6 | 3.05 (40.40%) | 26.2 | 753 | 105 | 362 |
| 5 Jun | 409.20 | 7.4 | 0.05 (0.68%) | 23.25 | 374 | -13 | 261 |
| 4 Jun | 410.80 | 7 | -0.15 (-2.10%) | 23.75 | 271 | 0 | 274 |
| 3 Jun | 411.75 | 7.15 | 1.15 (19.17%) | 24.07 | 453 | 29 | 275 |
| 2 Jun | 414.90 | 6 | 0.4 (7.14%) | 23.64 | 360 | 62 | 245 |
| 1 Jun | 419.50 | 5.75 | 1 (21.05%) | 25.75 | 132 | 16 | 183 |
| 29 May | 420.75 | 4.6 | 0.75 (19.48%) | 23.85 | 157 | 5 | 170 |
| 27 May | 425.80 | 3.55 | -2.45 (-40.83%) | 23.73 | 135 | 31 | 166 |
| 26 May | 420.95 | 5.45 | -2.6 (-32.30%) | 24.39 | 346 | 80 | 136 |
| 25 May | 413.55 | 7.5 | -3.15 (-29.58%) | 23.94 | 112 | -1 | 55 |
| 22 May | 408.90 | 10.45 | -0.6 (-5.43%) | 25.04 | 51 | 34 | 56 |
| 21 May | 410.50 | 11.05 | 0 (0.00%) | 27.49 | 10 | 3 | 22 |
| 20 May | 413.50 | 11.05 | 1.05 (10.50%) | 27.43 | 38 | 5 | 19 |
| 19 May | 415.00 | 10 | -4.5 (-31.03%) | 27.07 | 11 | 5 | 13 |
| 18 May | 404.35 | 14.5 | -0.85 (-5.54%) | 28.53 | 3 | 2 | 9 |
| 15 May | 407.00 | 15.35 | 0 (0.00%) | - | 0 | 0 | 7 |
| 14 May | 407.85 | 15.35 | 0 (0.00%) | 0 | 0 | 0 | 7 |
| 13 May | 404.45 | 15.35 | 6.85 (80.59%) | 0 | 9 | 5 | 7 |
| 12 May | 418.40 | 8.5 | 0 (0.00%) | 0 | 0 | 0 | 2 |
| 11 May | 433.20 | 8.5 | 4.65 (120.78%) | 33.47 | 2 | 0 | 0 |
| 8 May | 436.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 439.25 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 443.25 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 442.65 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 441.40 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 405 expiring on 30JUN2026
Delta for 405 PE is -0.66
Historical price for 405 PE is as follows
On 12 Jun TATAPOWER was trading at 393.55. The strike last trading price was 15.25, which was -4.1 lower than the previous day. The implied volatity was 26.14, the open interest changed by 0 which decreased total open position to 351
On 11 Jun TATAPOWER was trading at 390.25. The strike last trading price was 19.35, which was 3.55 higher than the previous day. The implied volatity was 30.44, the open interest changed by 3 which increased total open position to 352
On 10 Jun TATAPOWER was trading at 394.75. The strike last trading price was 15.95, which was 3.45 higher than the previous day. The implied volatity was 28.36, the open interest changed by -5 which decreased total open position to 352
On 9 Jun TATAPOWER was trading at 398.65. The strike last trading price was 12.8, which was 2.6 higher than the previous day. The implied volatity was 25.05, the open interest changed by -5 which decreased total open position to 357
On 8 Jun TATAPOWER was trading at 404.20. The strike last trading price was 10.6, which was 3.05 higher than the previous day. The implied volatity was 26.2, the open interest changed by 105 which increased total open position to 362
On 5 Jun TATAPOWER was trading at 409.20. The strike last trading price was 7.4, which was 0.05 higher than the previous day. The implied volatity was 23.25, the open interest changed by -13 which decreased total open position to 261
On 4 Jun TATAPOWER was trading at 410.80. The strike last trading price was 7, which was -0.15 lower than the previous day. The implied volatity was 23.75, the open interest changed by 0 which decreased total open position to 274
On 3 Jun TATAPOWER was trading at 411.75. The strike last trading price was 7.15, which was 1.15 higher than the previous day. The implied volatity was 24.07, the open interest changed by 29 which increased total open position to 275
On 2 Jun TATAPOWER was trading at 414.90. The strike last trading price was 6, which was 0.4 higher than the previous day. The implied volatity was 23.64, the open interest changed by 62 which increased total open position to 245
On 1 Jun TATAPOWER was trading at 419.50. The strike last trading price was 5.75, which was 1 higher than the previous day. The implied volatity was 25.75, the open interest changed by 16 which increased total open position to 183
On 29 May TATAPOWER was trading at 420.75. The strike last trading price was 4.6, which was 0.75 higher than the previous day. The implied volatity was 23.85, the open interest changed by 5 which increased total open position to 170
On 27 May TATAPOWER was trading at 425.80. The strike last trading price was 3.55, which was -2.45 lower than the previous day. The implied volatity was 23.73, the open interest changed by 31 which increased total open position to 166
On 26 May TATAPOWER was trading at 420.95. The strike last trading price was 5.45, which was -2.6 lower than the previous day. The implied volatity was 24.39, the open interest changed by 80 which increased total open position to 136
On 25 May TATAPOWER was trading at 413.55. The strike last trading price was 7.5, which was -3.15 lower than the previous day. The implied volatity was 23.94, the open interest changed by -1 which decreased total open position to 55
On 22 May TATAPOWER was trading at 408.90. The strike last trading price was 10.45, which was -0.6 lower than the previous day. The implied volatity was 25.04, the open interest changed by 34 which increased total open position to 56
On 21 May TATAPOWER was trading at 410.50. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 27.49, the open interest changed by 3 which increased total open position to 22
On 20 May TATAPOWER was trading at 413.50. The strike last trading price was 11.05, which was 1.05 higher than the previous day. The implied volatity was 27.43, the open interest changed by 5 which increased total open position to 19
On 19 May TATAPOWER was trading at 415.00. The strike last trading price was 10, which was -4.5 lower than the previous day. The implied volatity was 27.07, the open interest changed by 5 which increased total open position to 13
On 18 May TATAPOWER was trading at 404.35. The strike last trading price was 14.5, which was -0.85 lower than the previous day. The implied volatity was 28.53, the open interest changed by 2 which increased total open position to 9
On 15 May TATAPOWER was trading at 407.00. The strike last trading price was 15.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 15.35, 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 7
On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 15.35, which was 6.85 higher than the previous day. The implied volatity was 0, the open interest changed by 5 which increased total open position to 7
On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 8.5, 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 2
On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 8.5, which was 4.65 higher than the previous day. The implied volatity was 33.47, the open interest changed by 0 which decreased total open position to 0
On 8 May TATAPOWER was trading at 436.00. 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 7 May TATAPOWER was trading at 439.25. 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 6 May TATAPOWER was trading at 443.25. 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 5 May TATAPOWER was trading at 442.65. 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
On 4 May TATAPOWER was trading at 441.40. 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
