TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
22 Apr 2026 09:38 AM IST
| TATAPOWER 28-Apr-2026 (6d) 415 CE | ||||||||||||||||
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Delta: 0.9
Vega: 0
Theta: -0.2
Gamma: 0.00892
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Apr | 439.00 | 23.7 | 2.1999999999999993 | 32.74 | 3 | -1 | 388 | |||||||||
| 21 Apr | 436.05 | 21.4 | 1.0499999999999972 | 26.13 | 64 | -13 | 392 | |||||||||
| 20 Apr | 433.60 | 20.55 | 4.25 | 33.57 | 202 | -48 | 405 | |||||||||
| 17 Apr | 427.60 | 15.8 | -0.3000000000000007 | 25.33 | 328 | -62 | 454 | |||||||||
| 16 Apr | 426.60 | 17.65 | 4.399999999999999 | 27.92 | 1,728 | 34 | 519 | |||||||||
| 15 Apr | 421.85 | 13 | 5.3 | 27.8 | 4,619 | -189 | 489 | |||||||||
| 13 Apr | 409.55 | 7.75 | 4.15 | 28.88 | 6,679 | 439 | 709 | |||||||||
| 10 Apr | 399.35 | 3.5 | -0.20000000000000018 | 24.47 | 419 | -16 | 271 | |||||||||
| 9 Apr | 394.70 | 3.65 | -0.05 | 27.83 | 215 | 9 | 286 | |||||||||
| 8 Apr | 394.95 | 3.8 | 0.9 | 26.98 | 452 | -15 | 272 | |||||||||
| 7 Apr | 387.70 | 2.75 | -0.15 | 28.89 | 183 | 0 | 289 | |||||||||
| 6 Apr | 383.85 | 2.75 | -0.4 | 31.01 | 135 | 30 | 288 | |||||||||
| 2 Apr | 385.00 | 3 | -0.1 | 29.92 | 203 | -33 | 257 | |||||||||
| 1 Apr | 380.20 | 3 | -0.45 | 30.89 | 263 | 45 | 291 | |||||||||
| 30 Mar | 378.75 | 3.5 | -1.5 | 32.27 | 523 | -109 | 247 | |||||||||
| 27 Mar | 385.70 | 4.95 | -1.15 | 30.79 | 479 | 181 | 354 | |||||||||
| 25 Mar | 390.70 | 6.1 | -1.2 | 28.91 | 171 | 22 | 174 | |||||||||
| 24 Mar | 384.75 | 7.15 | -1.3 | 34.83 | 105 | 18 | 152 | |||||||||
| 23 Mar | 386.95 | 8.1 | -3.95 | 38.04 | 171 | 42 | 133 | |||||||||
| 20 Mar | 402.40 | 12.45 | 1.75 | 30.44 | 211 | 83 | 90 | |||||||||
| 19 Mar | 398.50 | 10.7 | 0.4 | 29.53 | 7 | 5 | 7 | |||||||||
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| 18 Mar | 400.35 | 10.3 | 6.2 | 27.62 | 2 | 1 | 1 | |||||||||
| 17 Mar | 400.85 | 4.1 | 0 | 2.16 | 0 | 0 | 0 | |||||||||
| 16 Mar | 390.55 | 4.1 | 0 | 4.4 | 0 | 0 | 0 | |||||||||
| 13 Mar | 394.95 | 4.1 | 0 | 3.26 | 0 | 0 | 0 | |||||||||
| 12 Mar | 402.15 | 4.1 | 0 | 1.65 | 0 | 0 | 0 | |||||||||
| 11 Mar | 385.75 | 4.1 | 0 | 5.15 | 0 | 0 | 0 | |||||||||
| 10 Mar | 381.30 | 4.1 | 0 | 5.64 | 0 | 0 | 0 | |||||||||
| 9 Mar | 372.90 | 4.1 | 0 | 7.21 | 0 | 0 | 0 | |||||||||
| 6 Mar | 375.50 | 4.1 | 0 | 6.54 | 0 | 0 | 0 | |||||||||
| 5 Mar | 376.85 | 4.1 | 0 | 6.27 | 0 | 0 | 0 | |||||||||
| 4 Mar | 365.85 | 4.1 | 0 | 8.2 | 0 | 0 | 0 | |||||||||
| 2 Mar | 368.35 | 4.1 | 0 | 7.49 | 0 | 0 | 0 | |||||||||
| 27 Feb | 377.55 | 4.1 | 0 | 5.75 | 0 | 0 | 0 | |||||||||
| 26 Feb | 380.40 | 4.1 | 0 | 5.12 | 0 | 0 | 0 | |||||||||
| 25 Feb | 381.25 | 4.1 | 0 | 5.08 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 415 expiring on 28APR2026
Delta for 415 CE is 0.9
Historical price for 415 CE is as follows
On 22 Apr TATAPOWER was trading at 439.00. The strike last trading price was 23.7, which was 2.1999999999999993 higher than the previous day. The implied volatity was 32.74, the open interest changed by -1 which decreased total open position to 388
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 21.4, which was 1.0499999999999972 higher than the previous day. The implied volatity was 26.13, the open interest changed by -13 which decreased total open position to 392
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 20.55, which was 4.25 higher than the previous day. The implied volatity was 33.57, the open interest changed by -48 which decreased total open position to 405
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 15.8, which was -0.3000000000000007 lower than the previous day. The implied volatity was 25.33, the open interest changed by -62 which decreased total open position to 454
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 17.65, which was 4.399999999999999 higher than the previous day. The implied volatity was 27.92, the open interest changed by 34 which increased total open position to 519
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 13, which was 5.3 higher than the previous day. The implied volatity was 27.8, the open interest changed by -189 which decreased total open position to 489
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 7.75, which was 4.15 higher than the previous day. The implied volatity was 28.88, the open interest changed by 439 which increased total open position to 709
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 3.5, which was -0.20000000000000018 lower than the previous day. The implied volatity was 24.47, the open interest changed by -16 which decreased total open position to 271
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 3.65, which was -0.05 lower than the previous day. The implied volatity was 27.83, the open interest changed by 9 which increased total open position to 286
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 3.8, which was 0.9 higher than the previous day. The implied volatity was 26.98, the open interest changed by -15 which decreased total open position to 272
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 2.75, which was -0.15 lower than the previous day. The implied volatity was 28.89, the open interest changed by 0 which decreased total open position to 289
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 2.75, which was -0.4 lower than the previous day. The implied volatity was 31.01, the open interest changed by 30 which increased total open position to 288
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 3, which was -0.1 lower than the previous day. The implied volatity was 29.92, the open interest changed by -33 which decreased total open position to 257
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 3, which was -0.45 lower than the previous day. The implied volatity was 30.89, the open interest changed by 45 which increased total open position to 291
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 3.5, which was -1.5 lower than the previous day. The implied volatity was 32.27, the open interest changed by -109 which decreased total open position to 247
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 4.95, which was -1.15 lower than the previous day. The implied volatity was 30.79, the open interest changed by 181 which increased total open position to 354
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 6.1, which was -1.2 lower than the previous day. The implied volatity was 28.91, the open interest changed by 22 which increased total open position to 174
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 7.15, which was -1.3 lower than the previous day. The implied volatity was 34.83, the open interest changed by 18 which increased total open position to 152
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 8.1, which was -3.95 lower than the previous day. The implied volatity was 38.04, the open interest changed by 42 which increased total open position to 133
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 12.45, which was 1.75 higher than the previous day. The implied volatity was 30.44, the open interest changed by 83 which increased total open position to 90
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 10.7, which was 0.4 higher than the previous day. The implied volatity was 29.53, the open interest changed by 5 which increased total open position to 7
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 10.3, which was 6.2 higher than the previous day. The implied volatity was 27.62, the open interest changed by 1 which increased total open position to 1
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 2.16, the open interest changed by 0 which decreased total open position to 0
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 4.4, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TATAPOWER was trading at 394.95. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 3.26, the open interest changed by 0 which decreased total open position to 0
On 12 Mar TATAPOWER was trading at 402.15. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 1.65, the open interest changed by 0 which decreased total open position to 0
On 11 Mar TATAPOWER was trading at 385.75. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 5.15, the open interest changed by 0 which decreased total open position to 0
On 10 Mar TATAPOWER was trading at 381.30. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0
On 9 Mar TATAPOWER was trading at 372.90. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 7.21, the open interest changed by 0 which decreased total open position to 0
On 6 Mar TATAPOWER was trading at 375.50. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 6.54, the open interest changed by 0 which decreased total open position to 0
On 5 Mar TATAPOWER was trading at 376.85. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 6.27, the open interest changed by 0 which decreased total open position to 0
On 4 Mar TATAPOWER was trading at 365.85. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 8.2, the open interest changed by 0 which decreased total open position to 0
On 2 Mar TATAPOWER was trading at 368.35. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 7.49, the open interest changed by 0 which decreased total open position to 0
On 27 Feb TATAPOWER was trading at 377.55. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 5.75, the open interest changed by 0 which decreased total open position to 0
On 26 Feb TATAPOWER was trading at 380.40. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 5.12, the open interest changed by 0 which decreased total open position to 0
On 25 Feb TATAPOWER was trading at 381.25. The strike last trading price was 4.1, which was 0 lower than the previous day. The implied volatity was 5.08, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 28-Apr-2026 (6d) 415 PE | |||||||
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Delta: -0.09
Vega: 0
Theta: -0.19
Gamma: 0.00857
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Apr | 439.00 | 0.85 | -0.4 | 32.83 | 464 | -73 | 1,904 |
| 21 Apr | 436.05 | 1.15 | -0.75 | 30.16 | 2,429 | -268 | 2,002 |
| 20 Apr | 433.60 | 1.8 | -1.8 | 30.65 | 8,429 | -356 | 2,251 |
| 17 Apr | 427.60 | 3.5 | -0.3500000000000001 | 28.82 | 8,916 | 1,954 | 2,651 |
| 16 Apr | 426.60 | 3.4 | -2.85 | 28.75 | 3,174 | 298 | 697 |
| 15 Apr | 421.85 | 6.4 | -5 | 30.22 | 3,044 | 197 | 399 |
| 13 Apr | 409.55 | 11.2 | -9.600000000000001 | 26.48 | 2,000 | 186 | 209 |
| 10 Apr | 399.35 | 20.8 | 20.8 | - | 0 | 0 | 23 |
| 9 Apr | 394.70 | 20.8 | -16.1 | - | 0 | 0 | 0 |
| 8 Apr | 394.95 | 20.8 | -16.1 | 26.2 | 2 | 0 | 23 |
| 7 Apr | 387.70 | 36.9 | 4.55 | - | 0 | 0 | 23 |
| 6 Apr | 383.85 | 36.9 | 4.55 | - | 0 | 0 | 23 |
| 2 Apr | 385.00 | 36.9 | 4.55 | - | 0 | 0 | 23 |
| 1 Apr | 380.20 | 36.9 | 4.55 | - | 0 | 0 | 23 |
| 30 Mar | 378.75 | 36.9 | 4.55 | 33.9 | 2 | 0 | 23 |
| 27 Mar | 385.70 | 32.15 | -2.35 | 33.03 | 7 | 1 | 23 |
| 25 Mar | 390.70 | 34.5 | -3.45 | - | 0 | 0 | 22 |
| 24 Mar | 384.75 | 34.5 | -3.45 | 37.99 | 2 | 1 | 21 |
| 23 Mar | 386.95 | 37.85 | 17.45 | 42.11 | 23 | 2 | 20 |
| 20 Mar | 402.40 | 20.4 | -44.55 | 30.36 | 37 | 19 | 19 |
| 19 Mar | 398.50 | 64.95 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 400.35 | 64.95 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 400.85 | 64.95 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 390.55 | 64.95 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 394.95 | 64.95 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 402.15 | 64.95 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 385.75 | 64.95 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 381.30 | 64.95 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 372.90 | 64.95 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 375.50 | 64.95 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 376.85 | 64.95 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 365.85 | 64.95 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 368.35 | 64.95 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 377.55 | 64.95 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 380.40 | 64.95 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 381.25 | 64.95 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 415 expiring on 28APR2026
Delta for 415 PE is -0.09
Historical price for 415 PE is as follows
On 22 Apr TATAPOWER was trading at 439.00. The strike last trading price was 0.85, which was -0.4 lower than the previous day. The implied volatity was 32.83, the open interest changed by -73 which decreased total open position to 1904
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 1.15, which was -0.75 lower than the previous day. The implied volatity was 30.16, the open interest changed by -268 which decreased total open position to 2002
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 1.8, which was -1.8 lower than the previous day. The implied volatity was 30.65, the open interest changed by -356 which decreased total open position to 2251
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 3.5, which was -0.3500000000000001 lower than the previous day. The implied volatity was 28.82, the open interest changed by 1954 which increased total open position to 2651
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 3.4, which was -2.85 lower than the previous day. The implied volatity was 28.75, the open interest changed by 298 which increased total open position to 697
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 6.4, which was -5 lower than the previous day. The implied volatity was 30.22, the open interest changed by 197 which increased total open position to 399
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 11.2, which was -9.600000000000001 lower than the previous day. The implied volatity was 26.48, the open interest changed by 186 which increased total open position to 209
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 20.8, which was 20.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 20.8, which was -16.1 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 20.8, which was -16.1 lower than the previous day. The implied volatity was 26.2, the open interest changed by 0 which decreased total open position to 23
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 36.9, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 36.9, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 36.9, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 36.9, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 36.9, which was 4.55 higher than the previous day. The implied volatity was 33.9, the open interest changed by 0 which decreased total open position to 23
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 32.15, which was -2.35 lower than the previous day. The implied volatity was 33.03, the open interest changed by 1 which increased total open position to 23
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 34.5, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 34.5, which was -3.45 lower than the previous day. The implied volatity was 37.99, the open interest changed by 1 which increased total open position to 21
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 37.85, which was 17.45 higher than the previous day. The implied volatity was 42.11, the open interest changed by 2 which increased total open position to 20
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 20.4, which was -44.55 lower than the previous day. The implied volatity was 30.36, the open interest changed by 19 which increased total open position to 19
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 64.95, 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 Mar TATAPOWER was trading at 400.35. The strike last trading price was 64.95, 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 Mar TATAPOWER was trading at 400.85. The strike last trading price was 64.95, 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 Mar TATAPOWER was trading at 390.55. The strike last trading price was 64.95, 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 Mar TATAPOWER was trading at 394.95. The strike last trading price was 64.95, 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 Mar TATAPOWER was trading at 402.15. The strike last trading price was 64.95, 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 Mar TATAPOWER was trading at 385.75. The strike last trading price was 64.95, 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 10 Mar TATAPOWER was trading at 381.30. The strike last trading price was 64.95, 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 Mar TATAPOWER was trading at 372.90. The strike last trading price was 64.95, 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 Mar TATAPOWER was trading at 375.50. The strike last trading price was 64.95, 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 Mar TATAPOWER was trading at 376.85. The strike last trading price was 64.95, 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 Mar TATAPOWER was trading at 365.85. The strike last trading price was 64.95, 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 Mar TATAPOWER was trading at 368.35. The strike last trading price was 64.95, 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 Feb TATAPOWER was trading at 377.55. The strike last trading price was 64.95, 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 Feb TATAPOWER was trading at 380.40. The strike last trading price was 64.95, 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 Feb TATAPOWER was trading at 381.25. The strike last trading price was 64.95, 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
