[--[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 420 CE
Delta: 0.04
Vega: 0.08
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 0.4 0 25.34 233 -77 1,173
8 Dec 374.15 0.35 -0.3 24.96 372 -39 1,247
5 Dec 384.50 0.7 -0.1 21.47 239 -66 1,292
4 Dec 384.45 0.75 -0.05 21.44 359 -76 1,359
3 Dec 383.65 0.8 -0.2 21.18 406 -102 1,436
2 Dec 388.45 1.05 -0.25 19.56 389 35 1,539
1 Dec 389.75 1.3 -0.15 19.58 756 -68 1,508
28 Nov 390.10 1.4 -0.35 19.21 1,269 172 1,576
27 Nov 392.05 1.7 0.2 18.88 3,318 288 1,404
26 Nov 391.50 1.5 0.75 18.03 921 256 1,115
25 Nov 380.00 0.75 -0.4 19.91 340 31 860
24 Nov 382.55 1.1 -0.65 20.41 794 305 829
21 Nov 387.00 1.8 -0.55 19.91 454 53 522
20 Nov 388.10 2.65 -0.4 21.45 321 89 458
19 Nov 389.10 3.05 0.05 22.02 285 33 364
18 Nov 386.25 3.05 -1.35 22.77 210 60 331
17 Nov 392.75 4.3 0.35 22.42 172 47 271
14 Nov 388.40 4.1 0.05 23.35 210 43 223
13 Nov 388.80 4.1 -0.1 22.96 77 18 179
12 Nov 388.65 4.2 -2.45 22.60 160 38 161
11 Nov 395.60 6.8 -0.95 24.18 52 30 123
10 Nov 395.85 7.75 1.2 25.38 34 11 94
7 Nov 393.20 6.55 -0.15 23.33 29 6 82
6 Nov 391.75 6.6 -2.75 25.07 43 4 76
4 Nov 400.60 9.35 -3.35 23.50 65 21 71
3 Nov 408.60 12.7 1.25 23.33 18 -4 50
31 Oct 404.90 11.5 -1.85 - 18 8 53
30 Oct 409.80 13.35 -0.8 22.23 41 27 46
29 Oct 410.70 14 -1.75 22.18 22 17 17
28 Oct 398.65 15.75 0 2.43 0 0 0
27 Oct 400.25 15.75 0 2.25 0 0 0
24 Oct 396.85 15.75 0 2.67 0 0 0
23 Oct 397.65 15.75 0 2.74 0 0 0
20 Oct 399.80 15.75 0 2.05 0 0 0
17 Oct 397.80 15.75 0 2.40 0 0 0
15 Oct 396.50 15.75 0 - 0 0 0
14 Oct 391.55 15.75 0 - 0 0 0
10 Oct 390.10 15.75 0 - 0 0 0
9 Oct 388.20 15.75 0 3.61 0 0 0
7 Oct 392.50 15.75 0 - 0 0 0
3 Oct 394.90 15.75 0 2.38 0 0 0


For Tata Power Co Ltd - strike price 420 expiring on 30DEC2025

Delta for 420 CE is 0.04

Historical price for 420 CE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 25.34, the open interest changed by -77 which decreased total open position to 1173


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 0.35, which was -0.3 lower than the previous day. The implied volatity was 24.96, the open interest changed by -39 which decreased total open position to 1247


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 0.7, which was -0.1 lower than the previous day. The implied volatity was 21.47, the open interest changed by -66 which decreased total open position to 1292


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 21.44, the open interest changed by -76 which decreased total open position to 1359


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 0.8, which was -0.2 lower than the previous day. The implied volatity was 21.18, the open interest changed by -102 which decreased total open position to 1436


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 19.56, the open interest changed by 35 which increased total open position to 1539


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 1.3, which was -0.15 lower than the previous day. The implied volatity was 19.58, the open interest changed by -68 which decreased total open position to 1508


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 19.21, the open interest changed by 172 which increased total open position to 1576


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 18.88, the open interest changed by 288 which increased total open position to 1404


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 1.5, which was 0.75 higher than the previous day. The implied volatity was 18.03, the open interest changed by 256 which increased total open position to 1115


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 0.75, which was -0.4 lower than the previous day. The implied volatity was 19.91, the open interest changed by 31 which increased total open position to 860


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 1.1, which was -0.65 lower than the previous day. The implied volatity was 20.41, the open interest changed by 305 which increased total open position to 829


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 19.91, the open interest changed by 53 which increased total open position to 522


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 2.65, which was -0.4 lower than the previous day. The implied volatity was 21.45, the open interest changed by 89 which increased total open position to 458


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 3.05, which was 0.05 higher than the previous day. The implied volatity was 22.02, the open interest changed by 33 which increased total open position to 364


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 3.05, which was -1.35 lower than the previous day. The implied volatity was 22.77, the open interest changed by 60 which increased total open position to 331


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 4.3, which was 0.35 higher than the previous day. The implied volatity was 22.42, the open interest changed by 47 which increased total open position to 271


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 4.1, which was 0.05 higher than the previous day. The implied volatity was 23.35, the open interest changed by 43 which increased total open position to 223


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 4.1, which was -0.1 lower than the previous day. The implied volatity was 22.96, the open interest changed by 18 which increased total open position to 179


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 4.2, which was -2.45 lower than the previous day. The implied volatity was 22.60, the open interest changed by 38 which increased total open position to 161


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 6.8, which was -0.95 lower than the previous day. The implied volatity was 24.18, the open interest changed by 30 which increased total open position to 123


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 7.75, which was 1.2 higher than the previous day. The implied volatity was 25.38, the open interest changed by 11 which increased total open position to 94


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 6.55, which was -0.15 lower than the previous day. The implied volatity was 23.33, the open interest changed by 6 which increased total open position to 82


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 6.6, which was -2.75 lower than the previous day. The implied volatity was 25.07, the open interest changed by 4 which increased total open position to 76


On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 9.35, which was -3.35 lower than the previous day. The implied volatity was 23.50, the open interest changed by 21 which increased total open position to 71


On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 12.7, which was 1.25 higher than the previous day. The implied volatity was 23.33, the open interest changed by -4 which decreased total open position to 50


On 31 Oct TATAPOWER was trading at 404.90. The strike last trading price was 11.5, which was -1.85 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 53


On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 13.35, which was -0.8 lower than the previous day. The implied volatity was 22.23, the open interest changed by 27 which increased total open position to 46


On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 14, which was -1.75 lower than the previous day. The implied volatity was 22.18, the open interest changed by 17 which increased total open position to 17


On 28 Oct TATAPOWER was trading at 398.65. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 2.43, the open interest changed by 0 which decreased total open position to 0


On 27 Oct TATAPOWER was trading at 400.25. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 2.25, the open interest changed by 0 which decreased total open position to 0


On 24 Oct TATAPOWER was trading at 396.85. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 2.67, the open interest changed by 0 which decreased total open position to 0


On 23 Oct TATAPOWER was trading at 397.65. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 2.74, the open interest changed by 0 which decreased total open position to 0


On 20 Oct TATAPOWER was trading at 399.80. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0


On 17 Oct TATAPOWER was trading at 397.80. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0


On 15 Oct TATAPOWER was trading at 396.50. The strike last trading price was 15.75, 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 14 Oct TATAPOWER was trading at 391.55. The strike last trading price was 15.75, 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 Oct TATAPOWER was trading at 390.10. The strike last trading price was 15.75, 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 Oct TATAPOWER was trading at 388.20. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0


On 7 Oct TATAPOWER was trading at 392.50. The strike last trading price was 15.75, 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 3 Oct TATAPOWER was trading at 394.90. The strike last trading price was 15.75, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0


TATAPOWER 30DEC2025 420 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 41.85 -3.85 - 15 -11 1,019
8 Dec 374.15 45.7 12.55 38.34 4 -1 1,031
5 Dec 384.50 33.25 1.05 15.38 7 -4 1,031
4 Dec 384.45 32.2 -1.4 - 2 0 1,035
3 Dec 383.65 33.6 2.85 20.83 19 -13 1,038
2 Dec 388.45 30.45 1.35 26.17 25 1 1,052
1 Dec 389.75 29.1 0.6 25.32 41 -5 1,052
28 Nov 390.10 28.5 2.15 21.38 56 9 1,057
27 Nov 392.05 26.45 -1.25 20.38 64 6 1,048
26 Nov 391.50 27.7 -10.55 23.24 37 -2 1,042
25 Nov 380.00 38.35 2.4 26.03 158 150 1,044
24 Nov 382.55 36.15 6.7 25.18 384 367 894
21 Nov 387.00 29.45 -1.6 15.92 112 7 526
20 Nov 388.10 30.35 -0.5 23.78 323 301 519
19 Nov 389.10 30.5 -3 25.02 125 37 138
18 Nov 386.25 33.75 4.75 29.16 18 9 101
17 Nov 392.75 29 -1.55 27.71 12 8 92
14 Nov 388.40 30.5 0.25 23.96 12 4 78
13 Nov 388.80 30.25 1.75 - 0 1 0
12 Nov 388.65 30.25 1.75 24.49 3 0 73
11 Nov 395.60 28.5 1.3 28.89 19 17 71
10 Nov 395.85 27.2 -4.3 27.24 6 1 53
7 Nov 393.20 31.5 2 32.70 8 5 49
6 Nov 391.75 29.5 4.3 24.81 22 19 41
4 Nov 400.60 25.2 4.95 28.29 12 2 22
3 Nov 408.60 20.25 2.05 - 0 0 0
31 Oct 404.90 20.25 2.05 - 7 1 21
30 Oct 409.80 18.2 -6.8 24.65 43 17 21
29 Oct 410.70 25 -15.75 - 0 4 0
28 Oct 398.65 25 -15.75 26.03 4 0 0
27 Oct 400.25 40.75 0 - 0 0 0
24 Oct 396.85 40.75 0 - 0 0 0
23 Oct 397.65 40.75 0 - 0 0 0
20 Oct 399.80 40.75 0 - 0 0 0
17 Oct 397.80 40.75 0 - 0 0 0
15 Oct 396.50 40.75 0 - 0 0 0
14 Oct 391.55 40.75 0 - 0 0 0
10 Oct 390.10 40.75 0 - 0 0 0
9 Oct 388.20 40.75 0 - 0 0 0
7 Oct 392.50 40.75 0 - 0 0 0
3 Oct 394.90 0 0 - 0 0 0


For Tata Power Co Ltd - strike price 420 expiring on 30DEC2025

Delta for 420 PE is -

Historical price for 420 PE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 41.85, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by -11 which decreased total open position to 1019


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 45.7, which was 12.55 higher than the previous day. The implied volatity was 38.34, the open interest changed by -1 which decreased total open position to 1031


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 33.25, which was 1.05 higher than the previous day. The implied volatity was 15.38, the open interest changed by -4 which decreased total open position to 1031


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 32.2, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1035


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 33.6, which was 2.85 higher than the previous day. The implied volatity was 20.83, the open interest changed by -13 which decreased total open position to 1038


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 30.45, which was 1.35 higher than the previous day. The implied volatity was 26.17, the open interest changed by 1 which increased total open position to 1052


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 29.1, which was 0.6 higher than the previous day. The implied volatity was 25.32, the open interest changed by -5 which decreased total open position to 1052


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 28.5, which was 2.15 higher than the previous day. The implied volatity was 21.38, the open interest changed by 9 which increased total open position to 1057


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 26.45, which was -1.25 lower than the previous day. The implied volatity was 20.38, the open interest changed by 6 which increased total open position to 1048


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 27.7, which was -10.55 lower than the previous day. The implied volatity was 23.24, the open interest changed by -2 which decreased total open position to 1042


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 38.35, which was 2.4 higher than the previous day. The implied volatity was 26.03, the open interest changed by 150 which increased total open position to 1044


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 36.15, which was 6.7 higher than the previous day. The implied volatity was 25.18, the open interest changed by 367 which increased total open position to 894


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 29.45, which was -1.6 lower than the previous day. The implied volatity was 15.92, the open interest changed by 7 which increased total open position to 526


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 30.35, which was -0.5 lower than the previous day. The implied volatity was 23.78, the open interest changed by 301 which increased total open position to 519


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 30.5, which was -3 lower than the previous day. The implied volatity was 25.02, the open interest changed by 37 which increased total open position to 138


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 33.75, which was 4.75 higher than the previous day. The implied volatity was 29.16, the open interest changed by 9 which increased total open position to 101


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 29, which was -1.55 lower than the previous day. The implied volatity was 27.71, the open interest changed by 8 which increased total open position to 92


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 30.5, which was 0.25 higher than the previous day. The implied volatity was 23.96, the open interest changed by 4 which increased total open position to 78


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 30.25, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 30.25, which was 1.75 higher than the previous day. The implied volatity was 24.49, the open interest changed by 0 which decreased total open position to 73


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 28.5, which was 1.3 higher than the previous day. The implied volatity was 28.89, the open interest changed by 17 which increased total open position to 71


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 27.2, which was -4.3 lower than the previous day. The implied volatity was 27.24, the open interest changed by 1 which increased total open position to 53


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 31.5, which was 2 higher than the previous day. The implied volatity was 32.70, the open interest changed by 5 which increased total open position to 49


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 29.5, which was 4.3 higher than the previous day. The implied volatity was 24.81, the open interest changed by 19 which increased total open position to 41


On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 25.2, which was 4.95 higher than the previous day. The implied volatity was 28.29, the open interest changed by 2 which increased total open position to 22


On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 20.25, which was 2.05 higher 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 20.25, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21


On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 18.2, which was -6.8 lower than the previous day. The implied volatity was 24.65, the open interest changed by 17 which increased total open position to 21


On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 25, which was -15.75 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 28 Oct TATAPOWER was trading at 398.65. The strike last trading price was 25, which was -15.75 lower than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 0


On 27 Oct TATAPOWER was trading at 400.25. The strike last trading price was 40.75, 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 24 Oct TATAPOWER was trading at 396.85. The strike last trading price was 40.75, 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 23 Oct TATAPOWER was trading at 397.65. The strike last trading price was 40.75, 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 20 Oct TATAPOWER was trading at 399.80. The strike last trading price was 40.75, 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 Oct TATAPOWER was trading at 397.80. The strike last trading price was 40.75, 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 15 Oct TATAPOWER was trading at 396.50. The strike last trading price was 40.75, 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 14 Oct TATAPOWER was trading at 391.55. The strike last trading price was 40.75, 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 Oct TATAPOWER was trading at 390.10. The strike last trading price was 40.75, 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 Oct TATAPOWER was trading at 388.20. The strike last trading price was 40.75, 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 Oct TATAPOWER was trading at 392.50. The strike last trading price was 40.75, 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 3 Oct TATAPOWER was trading at 394.90. 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