[--[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 415 CE
Delta: 0.06
Vega: 0.10
Theta: -0.06
Gamma: 0.01
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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