Historical option data for TATAPOWER
05 Jun 2026 04:10 PM IST
| TATAPOWER 30-Jun-2026 (24d) 415 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.44
Vega: 0
Theta: -0.21
Gamma: 0.01647
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 409.20 | 7.55 | -1.3 (-14.69%) | 22.21 | 2,282 | 78 | 1,057 | |||||||||
| 4 Jun | 410.80 | 9.25 | -0.8 (-7.96%) | 23.52 | 1,320 | 347 | 980 | |||||||||
| 3 Jun | 411.75 | 9.9 | -1.65 (-14.29%) | 24.15 | 1,259 | -32 | 633 | |||||||||
| 2 Jun | 414.90 | 11.3 | -2.1 (-15.67%) | 23.22 | 1,854 | 318 | 668 | |||||||||
| 1 Jun | 419.50 | 13.1 | -2.5 (-16.03%) | 21.46 | 513 | 20 | 349 | |||||||||
| 29 May | 420.75 | 15.9 | -2.7 (-14.52%) | 21.79 | 663 | -272 | 328 | |||||||||
| 27 May | 425.80 | 19.75 | 3.45 (21.17%) | 21.29 | 506 | -14 | 602 | |||||||||
| 26 May | 420.95 | 16.05 | 4.05 (33.75%) | 22.45 | 1,584 | 10 | 617 | |||||||||
| 25 May | 413.55 | 12 | 0.95 (8.60%) | 21.52 | 850 | 143 | 609 | |||||||||
| 22 May | 408.90 | 10.95 | -0.4 (-3.52%) | 23.82 | 288 | 35 | 465 | |||||||||
| 21 May | 410.50 | 11.45 | -2.55 (-18.21%) | 22.94 | 372 | 178 | 430 | |||||||||
| 20 May | 413.50 | 14 | -1 (-6.67%) | 24.18 | 330 | 113 | 252 | |||||||||
| 19 May | 415.00 | 14.75 | 4.75 (47.50%) | 24.36 | 188 | 108 | 135 | |||||||||
| 18 May | 404.35 | 9.8 | -2.2 (-18.33%) | 24.04 | 8 | 3 | 27 | |||||||||
| 15 May | 407.00 | 11.8 | -0.45 (-3.67%) | 23.73 | 17 | 7 | 29 | |||||||||
| 14 May | 407.85 | 12.25 | -0.25 (-2.00%) | 24.21 | 13 | 10 | 22 | |||||||||
| 13 May | 404.45 | 12 | -10 (-45.45%) | 0 | 20 | 10 | 11 | |||||||||
| 12 May | 418.40 | 19.15 | -37.35 (-66.11%) | 25.21 | 3 | 1 | 1 | |||||||||
| 11 May | 433.20 | 0 | -56.5 (-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 | |||||||||
| 30 Apr | 444.55 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 415 expiring on 30JUN2026
Delta for 415 CE is 0.44
Historical price for 415 CE is as follows
On 5 Jun TATAPOWER was trading at 409.20. The strike last trading price was 7.55, which was -1.3 lower than the previous day. The implied volatity was 22.21, the open interest changed by 78 which increased total open position to 1057
On 4 Jun TATAPOWER was trading at 410.80. The strike last trading price was 9.25, which was -0.8 lower than the previous day. The implied volatity was 23.52, the open interest changed by 347 which increased total open position to 980
On 3 Jun TATAPOWER was trading at 411.75. The strike last trading price was 9.9, which was -1.65 lower than the previous day. The implied volatity was 24.15, the open interest changed by -32 which decreased total open position to 633
On 2 Jun TATAPOWER was trading at 414.90. The strike last trading price was 11.3, which was -2.1 lower than the previous day. The implied volatity was 23.22, the open interest changed by 318 which increased total open position to 668
On 1 Jun TATAPOWER was trading at 419.50. The strike last trading price was 13.1, which was -2.5 lower than the previous day. The implied volatity was 21.46, the open interest changed by 20 which increased total open position to 349
On 29 May TATAPOWER was trading at 420.75. The strike last trading price was 15.9, which was -2.7 lower than the previous day. The implied volatity was 21.79, the open interest changed by -272 which decreased total open position to 328
On 27 May TATAPOWER was trading at 425.80. The strike last trading price was 19.75, which was 3.45 higher than the previous day. The implied volatity was 21.29, the open interest changed by -14 which decreased total open position to 602
On 26 May TATAPOWER was trading at 420.95. The strike last trading price was 16.05, which was 4.05 higher than the previous day. The implied volatity was 22.45, the open interest changed by 10 which increased total open position to 617
On 25 May TATAPOWER was trading at 413.55. The strike last trading price was 12, which was 0.95 higher than the previous day. The implied volatity was 21.52, the open interest changed by 143 which increased total open position to 609
On 22 May TATAPOWER was trading at 408.90. The strike last trading price was 10.95, which was -0.4 lower than the previous day. The implied volatity was 23.82, the open interest changed by 35 which increased total open position to 465
On 21 May TATAPOWER was trading at 410.50. The strike last trading price was 11.45, which was -2.55 lower than the previous day. The implied volatity was 22.94, the open interest changed by 178 which increased total open position to 430
On 20 May TATAPOWER was trading at 413.50. The strike last trading price was 14, which was -1 lower than the previous day. The implied volatity was 24.18, the open interest changed by 113 which increased total open position to 252
On 19 May TATAPOWER was trading at 415.00. The strike last trading price was 14.75, which was 4.75 higher than the previous day. The implied volatity was 24.36, the open interest changed by 108 which increased total open position to 135
On 18 May TATAPOWER was trading at 404.35. The strike last trading price was 9.8, which was -2.2 lower than the previous day. The implied volatity was 24.04, the open interest changed by 3 which increased total open position to 27
On 15 May TATAPOWER was trading at 407.00. The strike last trading price was 11.8, which was -0.45 lower than the previous day. The implied volatity was 23.73, the open interest changed by 7 which increased total open position to 29
On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 12.25, which was -0.25 lower than the previous day. The implied volatity was 24.21, the open interest changed by 10 which increased total open position to 22
On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 12, which was -10 lower than the previous day. The implied volatity was 0, the open interest changed by 10 which increased total open position to 11
On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 19.15, which was -37.35 lower than the previous day. The implied volatity was 25.21, the open interest changed by 1 which increased total open position to 1
On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 0, which was -56.5 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
On 30 Apr TATAPOWER was trading at 444.55. 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 (24d) 415 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0
Theta: -0.16
Gamma: 0.01555
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 409.20 | 12.55 | 0.4 (3.29%) | 23.58 | 484 | -53 | 542 |
| 4 Jun | 410.80 | 11.7 | -0.05 (-0.43%) | 23.73 | 264 | 34 | 595 |
| 3 Jun | 411.75 | 11.8 | 1.75 (17.41%) | 24.05 | 546 | 4 | 561 |
| 2 Jun | 414.90 | 10.35 | 1.05 (11.29%) | 23.34 | 990 | 167 | 555 |
| 1 Jun | 419.50 | 9.5 | 1.45 (18.01%) | 25.78 | 725 | -23 | 388 |
| 29 May | 420.75 | 7.75 | 1.2 (18.32%) | 23.63 | 963 | -155 | 410 |
| 27 May | 425.80 | 5.75 | -3.25 (-36.11%) | 22.6 | 475 | 60 | 565 |
| 26 May | 420.95 | 8.8 | -3.35 (-27.57%) | 24.08 | 888 | 112 | 507 |
| 25 May | 413.55 | 11.8 | -4.25 (-26.48%) | 24.15 | 218 | 141 | 395 |
| 22 May | 408.90 | 16.05 | 0.95 (6.29%) | 25.54 | 14 | 3 | 254 |
| 21 May | 410.50 | 15.25 | 0.4 (2.69%) | 25.91 | 243 | 134 | 250 |
| 20 May | 413.50 | 14.85 | 0.95 (6.83%) | 27.84 | 170 | 103 | 116 |
| 19 May | 415.00 | 13.85 | -9.9 (-41.68%) | 27.78 | 14 | 10 | 12 |
| 18 May | 404.35 | 23.75 | 18.2 (327.93%) | 34.45 | 2 | 2 | 2 |
| 15 May | 407.00 | 0 | -5.55 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 407.85 | 0 | -5.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 404.45 | 0 | -5.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 418.40 | 0 | -5.55 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 433.20 | 0 | -5.55 (-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 |
| 30 Apr | 444.55 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 415 expiring on 30JUN2026
Delta for 415 PE is -0.56
Historical price for 415 PE is as follows
On 5 Jun TATAPOWER was trading at 409.20. The strike last trading price was 12.55, which was 0.4 higher than the previous day. The implied volatity was 23.58, the open interest changed by -53 which decreased total open position to 542
On 4 Jun TATAPOWER was trading at 410.80. The strike last trading price was 11.7, which was -0.05 lower than the previous day. The implied volatity was 23.73, the open interest changed by 34 which increased total open position to 595
On 3 Jun TATAPOWER was trading at 411.75. The strike last trading price was 11.8, which was 1.75 higher than the previous day. The implied volatity was 24.05, the open interest changed by 4 which increased total open position to 561
On 2 Jun TATAPOWER was trading at 414.90. The strike last trading price was 10.35, which was 1.05 higher than the previous day. The implied volatity was 23.34, the open interest changed by 167 which increased total open position to 555
On 1 Jun TATAPOWER was trading at 419.50. The strike last trading price was 9.5, which was 1.45 higher than the previous day. The implied volatity was 25.78, the open interest changed by -23 which decreased total open position to 388
On 29 May TATAPOWER was trading at 420.75. The strike last trading price was 7.75, which was 1.2 higher than the previous day. The implied volatity was 23.63, the open interest changed by -155 which decreased total open position to 410
On 27 May TATAPOWER was trading at 425.80. The strike last trading price was 5.75, which was -3.25 lower than the previous day. The implied volatity was 22.6, the open interest changed by 60 which increased total open position to 565
On 26 May TATAPOWER was trading at 420.95. The strike last trading price was 8.8, which was -3.35 lower than the previous day. The implied volatity was 24.08, the open interest changed by 112 which increased total open position to 507
On 25 May TATAPOWER was trading at 413.55. The strike last trading price was 11.8, which was -4.25 lower than the previous day. The implied volatity was 24.15, the open interest changed by 141 which increased total open position to 395
On 22 May TATAPOWER was trading at 408.90. The strike last trading price was 16.05, which was 0.95 higher than the previous day. The implied volatity was 25.54, the open interest changed by 3 which increased total open position to 254
On 21 May TATAPOWER was trading at 410.50. The strike last trading price was 15.25, which was 0.4 higher than the previous day. The implied volatity was 25.91, the open interest changed by 134 which increased total open position to 250
On 20 May TATAPOWER was trading at 413.50. The strike last trading price was 14.85, which was 0.95 higher than the previous day. The implied volatity was 27.84, the open interest changed by 103 which increased total open position to 116
On 19 May TATAPOWER was trading at 415.00. The strike last trading price was 13.85, which was -9.9 lower than the previous day. The implied volatity was 27.78, the open interest changed by 10 which increased total open position to 12
On 18 May TATAPOWER was trading at 404.35. The strike last trading price was 23.75, which was 18.2 higher than the previous day. The implied volatity was 34.45, the open interest changed by 2 which increased total open position to 2
On 15 May TATAPOWER was trading at 407.00. The strike last trading price was 0, which was -5.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 0, which was -5.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 0, which was -5.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 0, which was -5.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 0, which was -5.55 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
On 30 Apr TATAPOWER was trading at 444.55. 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
