TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
09 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 415 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.10
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 376.25 | 0.5 | -0.05 | 24.24 | 73 | -14 | 460 | |||||||||
| 8 Dec | 374.15 | 0.5 | -0.4 | 24.38 | 337 | -146 | 478 | |||||||||
| 5 Dec | 384.50 | 0.95 | -0.2 | 20.60 | 196 | -10 | 632 | |||||||||
| 4 Dec | 384.45 | 1.1 | 0.05 | 21.07 | 211 | 18 | 650 | |||||||||
| 3 Dec | 383.65 | 1 | -0.45 | 19.93 | 229 | 32 | 631 | |||||||||
| 2 Dec | 388.45 | 1.45 | -0.3 | 18.83 | 230 | 78 | 598 | |||||||||
| 1 Dec | 389.75 | 1.85 | -0.2 | 19.13 | 505 | 64 | 551 | |||||||||
| 28 Nov | 390.10 | 2.05 | -0.45 | 19.06 | 679 | -9 | 485 | |||||||||
| 27 Nov | 392.05 | 2.35 | 0.2 | 18.41 | 2,607 | -75 | 494 | |||||||||
| 26 Nov | 391.50 | 2.15 | 1.1 | 17.70 | 968 | 257 | 569 | |||||||||
| 25 Nov | 380.00 | 1 | -0.6 | 19.23 | 215 | 63 | 312 | |||||||||
| 24 Nov | 382.55 | 1.5 | -0.7 | 19.97 | 187 | 81 | 244 | |||||||||
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| 21 Nov | 387.00 | 2.3 | -0.85 | 19.19 | 147 | 35 | 162 | |||||||||
| 20 Nov | 388.10 | 3.45 | -0.4 | 21.14 | 98 | 23 | 129 | |||||||||
| 19 Nov | 389.10 | 3.8 | 0.05 | 21.43 | 130 | -11 | 106 | |||||||||
| 18 Nov | 386.25 | 3.75 | -1.7 | 22.16 | 59 | 18 | 116 | |||||||||
| 17 Nov | 392.75 | 5.5 | 0.7 | 22.36 | 118 | 58 | 97 | |||||||||
| 14 Nov | 388.40 | 4.8 | -0.2 | 22.44 | 5 | 2 | 39 | |||||||||
| 13 Nov | 388.80 | 5 | -0.2 | 22.52 | 3 | 2 | 38 | |||||||||
| 12 Nov | 388.65 | 5.15 | -2.05 | 22.31 | 24 | 16 | 36 | |||||||||
| 11 Nov | 395.60 | 7.2 | -1.05 | 22.12 | 2 | 0 | 20 | |||||||||
| 10 Nov | 395.85 | 8.25 | 1.25 | 23.42 | 2 | 0 | 20 | |||||||||
| 7 Nov | 393.20 | 7 | -1 | 21.49 | 2 | 1 | 19 | |||||||||
| 6 Nov | 391.75 | 8 | -3 | 25.09 | 9 | 0 | 18 | |||||||||
| 4 Nov | 400.60 | 11 | -1.8 | 23.20 | 4 | -2 | 18 | |||||||||
| 3 Nov | 408.60 | 12.8 | -2.75 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 404.90 | 12.8 | -2.75 | - | 2 | -1 | 19 | |||||||||
| 30 Oct | 409.80 | 15.55 | -1.9 | 22.04 | 24 | 18 | 20 | |||||||||
| 29 Oct | 410.70 | 17.45 | 1.6 | 23.64 | 2 | 1 | 1 | |||||||||
For Tata Power Co Ltd - strike price 415 expiring on 30DEC2025
Delta for 415 CE is 0.06
Historical price for 415 CE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 24.24, the open interest changed by -14 which decreased total open position to 460
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 0.5, which was -0.4 lower than the previous day. The implied volatity was 24.38, the open interest changed by -146 which decreased total open position to 478
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 0.95, which was -0.2 lower than the previous day. The implied volatity was 20.60, the open interest changed by -10 which decreased total open position to 632
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 21.07, the open interest changed by 18 which increased total open position to 650
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 1, which was -0.45 lower than the previous day. The implied volatity was 19.93, the open interest changed by 32 which increased total open position to 631
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 1.45, which was -0.3 lower than the previous day. The implied volatity was 18.83, the open interest changed by 78 which increased total open position to 598
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 1.85, which was -0.2 lower than the previous day. The implied volatity was 19.13, the open interest changed by 64 which increased total open position to 551
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 2.05, which was -0.45 lower than the previous day. The implied volatity was 19.06, the open interest changed by -9 which decreased total open position to 485
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 2.35, which was 0.2 higher than the previous day. The implied volatity was 18.41, the open interest changed by -75 which decreased total open position to 494
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 2.15, which was 1.1 higher than the previous day. The implied volatity was 17.70, the open interest changed by 257 which increased total open position to 569
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 1, which was -0.6 lower than the previous day. The implied volatity was 19.23, the open interest changed by 63 which increased total open position to 312
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 1.5, which was -0.7 lower than the previous day. The implied volatity was 19.97, the open interest changed by 81 which increased total open position to 244
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 2.3, which was -0.85 lower than the previous day. The implied volatity was 19.19, the open interest changed by 35 which increased total open position to 162
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 3.45, which was -0.4 lower than the previous day. The implied volatity was 21.14, the open interest changed by 23 which increased total open position to 129
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 3.8, which was 0.05 higher than the previous day. The implied volatity was 21.43, the open interest changed by -11 which decreased total open position to 106
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 3.75, which was -1.7 lower than the previous day. The implied volatity was 22.16, the open interest changed by 18 which increased total open position to 116
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 5.5, which was 0.7 higher than the previous day. The implied volatity was 22.36, the open interest changed by 58 which increased total open position to 97
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 4.8, which was -0.2 lower than the previous day. The implied volatity was 22.44, the open interest changed by 2 which increased total open position to 39
On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 5, which was -0.2 lower than the previous day. The implied volatity was 22.52, the open interest changed by 2 which increased total open position to 38
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 5.15, which was -2.05 lower than the previous day. The implied volatity was 22.31, the open interest changed by 16 which increased total open position to 36
On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 7.2, which was -1.05 lower than the previous day. The implied volatity was 22.12, the open interest changed by 0 which decreased total open position to 20
On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 8.25, which was 1.25 higher than the previous day. The implied volatity was 23.42, the open interest changed by 0 which decreased total open position to 20
On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 7, which was -1 lower than the previous day. The implied volatity was 21.49, the open interest changed by 1 which increased total open position to 19
On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 8, which was -3 lower than the previous day. The implied volatity was 25.09, the open interest changed by 0 which decreased total open position to 18
On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 11, which was -1.8 lower than the previous day. The implied volatity was 23.20, the open interest changed by -2 which decreased total open position to 18
On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 12.8, which was -2.75 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 12.8, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 19
On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 15.55, which was -1.9 lower than the previous day. The implied volatity was 22.04, the open interest changed by 18 which increased total open position to 20
On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 17.45, which was 1.6 higher than the previous day. The implied volatity was 23.64, the open interest changed by 1 which increased total open position to 1
| TATAPOWER 30DEC2025 415 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 376.25 | 37 | -3 | - | 7 | -3 | 128 |
| 8 Dec | 374.15 | 40 | 15.35 | 31.57 | 1 | 0 | 132 |
| 5 Dec | 384.50 | 24.65 | 0.4 | - | 0 | 0 | 0 |
| 4 Dec | 384.45 | 24.65 | 0.4 | - | 0 | 0 | 0 |
| 3 Dec | 383.65 | 24.65 | 0.4 | - | 0 | 0 | 0 |
| 2 Dec | 388.45 | 24.65 | 0.4 | - | 0 | 2 | 0 |
| 1 Dec | 389.75 | 24.65 | 0.4 | 23.98 | 5 | 2 | 132 |
| 28 Nov | 390.10 | 24.25 | 1.75 | 21.05 | 10 | 0 | 129 |
| 27 Nov | 392.05 | 22.5 | 0 | 20.69 | 77 | 5 | 128 |
| 26 Nov | 391.50 | 22.55 | -10.95 | 19.91 | 24 | 1 | 122 |
| 25 Nov | 380.00 | 33.7 | 6.1 | 24.76 | 104 | 87 | 120 |
| 24 Nov | 382.55 | 27.65 | 3.65 | - | 0 | 18 | 0 |
| 21 Nov | 387.00 | 27.65 | 3.65 | 23.78 | 27 | 17 | 32 |
| 20 Nov | 388.10 | 24 | -3.6 | 17.34 | 1 | 0 | 14 |
| 19 Nov | 389.10 | 27.6 | 1.25 | 27.11 | 1 | 0 | 13 |
| 18 Nov | 386.25 | 26.35 | 1.5 | 20.48 | 1 | 0 | 13 |
| 17 Nov | 392.75 | 24.85 | 1.85 | 26.45 | 3 | 0 | 14 |
| 14 Nov | 388.40 | 23 | 7.05 | - | 0 | 0 | 0 |
| 13 Nov | 388.80 | 23 | 7.05 | - | 0 | 0 | 0 |
| 12 Nov | 388.65 | 23 | 7.05 | - | 0 | 0 | 0 |
| 11 Nov | 395.60 | 23 | 7.05 | - | 0 | 0 | 0 |
| 10 Nov | 395.85 | 23 | 7.05 | 24.86 | 1 | 0 | 14 |
| 7 Nov | 393.20 | 15.95 | -11.9 | - | 0 | 0 | 0 |
| 6 Nov | 391.75 | 15.95 | -11.9 | - | 0 | 0 | 0 |
| 4 Nov | 400.60 | 15.95 | -11.9 | - | 0 | 0 | 0 |
| 3 Nov | 408.60 | 15.95 | -11.9 | - | 0 | 0 | 0 |
| 31 Oct | 404.90 | 15.95 | -11.9 | - | 0 | 14 | 0 |
| 30 Oct | 409.80 | 15.95 | -11.9 | 25.16 | 29 | 15 | 15 |
| 29 Oct | 410.70 | 27.85 | 0 | 0.61 | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 415 expiring on 30DEC2025
Delta for 415 PE is -
Historical price for 415 PE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 37, which was -3 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 128
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 40, which was 15.35 higher than the previous day. The implied volatity was 31.57, the open interest changed by 0 which decreased total open position to 132
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 24.65, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 24.65, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 24.65, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 24.65, which was 0.4 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 24.65, which was 0.4 higher than the previous day. The implied volatity was 23.98, the open interest changed by 2 which increased total open position to 132
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 24.25, which was 1.75 higher than the previous day. The implied volatity was 21.05, the open interest changed by 0 which decreased total open position to 129
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 22.5, which was 0 lower than the previous day. The implied volatity was 20.69, the open interest changed by 5 which increased total open position to 128
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 22.55, which was -10.95 lower than the previous day. The implied volatity was 19.91, the open interest changed by 1 which increased total open position to 122
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 33.7, which was 6.1 higher than the previous day. The implied volatity was 24.76, the open interest changed by 87 which increased total open position to 120
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 27.65, which was 3.65 higher than the previous day. The implied volatity was -, the open interest changed by 18 which increased total open position to 0
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 27.65, which was 3.65 higher than the previous day. The implied volatity was 23.78, the open interest changed by 17 which increased total open position to 32
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 24, which was -3.6 lower than the previous day. The implied volatity was 17.34, the open interest changed by 0 which decreased total open position to 14
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 27.6, which was 1.25 higher than the previous day. The implied volatity was 27.11, the open interest changed by 0 which decreased total open position to 13
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 26.35, which was 1.5 higher than the previous day. The implied volatity was 20.48, the open interest changed by 0 which decreased total open position to 13
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 24.85, which was 1.85 higher than the previous day. The implied volatity was 26.45, the open interest changed by 0 which decreased total open position to 14
On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 23, which was 7.05 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 23, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 23, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 23, which was 7.05 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 23, which was 7.05 higher than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 14
On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 15.95, which was -11.9 lower 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 15.95, which was -11.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 15.95, which was -11.9 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 15.95, which was -11.9 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 15.95, which was -11.9 lower than the previous day. The implied volatity was -, the open interest changed by 14 which increased total open position to 0
On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 15.95, which was -11.9 lower than the previous day. The implied volatity was 25.16, the open interest changed by 15 which increased total open position to 15
On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 27.85, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0































































































































































































































