[--[65.84.65.76]--]

TATAPOWER

Tata Power Co Ltd
407 -0.85 (-0.21%)
L: 405 H: 412.25

Back to Option Chain


Historical option data for TATAPOWER

15 May 2026 04:10 PM IST
TATAPOWER 26-May-2026 (10d) 425 CE
Delta: 0.2
Vega: 0
Theta: -0.26
Gamma: 0.01431
Date Close Ltp Change IV Volume OI Chg OI
15 May 407.00 2.15 -0.8999999999999999 (-29.51%) 27.34 2,983 621 1,193
14 May 407.85 2.95 -0.19999999999999973 (-6.35%) 28.92 2,089 -108 578
13 May 404.45 3.1 -7 (-69.31%) 0 5,283 65 686
12 May 418.40 10.55 -7.449999999999999 (-41.39%) 38.82 2,025 495 626
11 May 433.20 18 -1.3500000000000014 (-6.98%) 0 304 8 124
8 May 436.00 18.75 -4.25 (-18.48%) 30.93 63 11 116
7 May 439.25 23 -1.75 (-7.07%) 34.5 1 0 104
6 May 443.25 24.7 1.1499999999999986 (4.88%) 31.92 9 3 103
5 May 442.65 23.55 0.4499999999999993 (1.95%) 31.71 77 -3 100
4 May 441.40 23.1 -4.949999999999999 (-17.65%) 32.44 11 -2 103
30 Apr 444.55 27.85 -5.149999999999999 (-15.61%) 31.94 9 2 107
29 Apr 451.50 33 -9.25 (-21.89%) 31.18 16 3 106
28 Apr 461.80 42.25 6.950000000000003 (19.69%) 33.51 28 -1 102
27 Apr 453.20 35.85 14.350000000000001 (66.74%) 33.77 96 5 104
24 Apr 435.00 22 2.6499999999999986 (13.70%) 28.94 112 63 99
23 Apr 430.30 19.25 -3.75 (-16.30%) 29.3 17 7 37
22 Apr 436.05 23 0 (0.00%) 30 12 -2 29
21 Apr 436.05 23 1.3000000000000007 (5.99%) 29.24 7 -5 32
20 Apr 433.60 21.7 2.6999999999999993 (14.21%) 29.63 81 -16 38
17 Apr 427.60 19.2 -0.3500000000000014 (-1.79%) 30.1 130 -17 54
16 Apr 426.60 20.8 3.8000000000000007 (22.35%) 30.63 91 12 72
15 Apr 421.85 16.6 4.800000000000001 (40.68%) 30.07 112 50 61
13 Apr 409.55 11.95 2.299999999999999 (23.83%) 30.56 23 9 9
10 Apr 399.35 0 0 (0.00%) 4.12 0 0 0
9 Apr 394.70 9.65 0 (0.00%) 5.11 0 0 0
8 Apr 394.95 9.65 0 (0.00%) 4.84 0 0 0
7 Apr 387.70 9.65 0 (0.00%) 6.4 0 0 0
6 Apr 383.85 9.65 0 (0.00%) 7.03 0 0 0
2 Apr 385.00 9.65 0 (0.00%) - 0 0 0
1 Apr 380.20 9.65 0 (0.00%) 7.2 0 0 0
30 Mar 378.75 9.65 0 (0.00%) 7.3 0 0 0
27 Mar 385.70 9.65 0 (0.00%) 5.87 0 0 0
25 Mar 390.70 9.65 0 (0.00%) 4.79 0 0 0
24 Mar 384.75 9.65 0 (0.00%) - 0 0 0
23 Mar 386.95 9.65 0 (0.00%) 4.22 0 0 0
20 Mar 402.40 9.65 0 (0.00%) 1.79 0 0 0
19 Mar 398.50 9.65 0 (0.00%) - 0 0 0
18 Mar 400.35 9.65 0 (0.00%) 2.62 0 0 0
17 Mar 400.85 9.65 0 (0.00%) 3.25 0 0 0
16 Mar 390.55 - - - 0 0 0
13 Mar 394.95 9.65 0 (0.00%) 2.74 0 0 0
12 Mar 402.15 0 0 (0.00%) 2.16 0 0 0


For Tata Power Co Ltd - strike price 425 expiring on 26MAY2026

Delta for 425 CE is 0.2

Historical price for 425 CE is as follows

On 15 May TATAPOWER was trading at 407.00. The strike last trading price was 2.15, which was -0.8999999999999999 lower than the previous day. The implied volatity was 27.34, the open interest changed by 621 which increased total open position to 1193


On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 2.95, which was -0.19999999999999973 lower than the previous day. The implied volatity was 28.92, the open interest changed by -108 which decreased total open position to 578


On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 3.1, which was -7 lower than the previous day. The implied volatity was 0, the open interest changed by 65 which increased total open position to 686


On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 10.55, which was -7.449999999999999 lower than the previous day. The implied volatity was 38.82, the open interest changed by 495 which increased total open position to 626


On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 18, which was -1.3500000000000014 lower than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 124


On 8 May TATAPOWER was trading at 436.00. The strike last trading price was 18.75, which was -4.25 lower than the previous day. The implied volatity was 30.93, the open interest changed by 11 which increased total open position to 116


On 7 May TATAPOWER was trading at 439.25. The strike last trading price was 23, which was -1.75 lower than the previous day. The implied volatity was 34.5, the open interest changed by 0 which decreased total open position to 104


On 6 May TATAPOWER was trading at 443.25. The strike last trading price was 24.7, which was 1.1499999999999986 higher than the previous day. The implied volatity was 31.92, the open interest changed by 3 which increased total open position to 103


On 5 May TATAPOWER was trading at 442.65. The strike last trading price was 23.55, which was 0.4499999999999993 higher than the previous day. The implied volatity was 31.71, the open interest changed by -3 which decreased total open position to 100


On 4 May TATAPOWER was trading at 441.40. The strike last trading price was 23.1, which was -4.949999999999999 lower than the previous day. The implied volatity was 32.44, the open interest changed by -2 which decreased total open position to 103


On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 27.85, which was -5.149999999999999 lower than the previous day. The implied volatity was 31.94, the open interest changed by 2 which increased total open position to 107


On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 33, which was -9.25 lower than the previous day. The implied volatity was 31.18, the open interest changed by 3 which increased total open position to 106


On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 42.25, which was 6.950000000000003 higher than the previous day. The implied volatity was 33.51, the open interest changed by -1 which decreased total open position to 102


On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 35.85, which was 14.350000000000001 higher than the previous day. The implied volatity was 33.77, the open interest changed by 5 which increased total open position to 104


On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 22, which was 2.6499999999999986 higher than the previous day. The implied volatity was 28.94, the open interest changed by 63 which increased total open position to 99


On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 19.25, which was -3.75 lower than the previous day. The implied volatity was 29.3, the open interest changed by 7 which increased total open position to 37


On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 23, which was 0 lower than the previous day. The implied volatity was 30, the open interest changed by -2 which decreased total open position to 29


On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 23, which was 1.3000000000000007 higher than the previous day. The implied volatity was 29.24, the open interest changed by -5 which decreased total open position to 32


On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 21.7, which was 2.6999999999999993 higher than the previous day. The implied volatity was 29.63, the open interest changed by -16 which decreased total open position to 38


On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 19.2, which was -0.3500000000000014 lower than the previous day. The implied volatity was 30.1, the open interest changed by -17 which decreased total open position to 54


On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 20.8, which was 3.8000000000000007 higher than the previous day. The implied volatity was 30.63, the open interest changed by 12 which increased total open position to 72


On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 16.6, which was 4.800000000000001 higher than the previous day. The implied volatity was 30.07, the open interest changed by 50 which increased total open position to 61


On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 11.95, which was 2.299999999999999 higher than the previous day. The implied volatity was 30.56, the open interest changed by 9 which increased total open position to 9


On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0


On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 5.11, 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 9.65, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0


On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 6.4, the open interest changed by 0 which decreased total open position to 0


On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 7.03, the open interest changed by 0 which decreased total open position to 0


On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 9.65, 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 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 7.2, the open interest changed by 0 which decreased total open position to 0


On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 7.3, the open interest changed by 0 which decreased total open position to 0


On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 5.87, the open interest changed by 0 which decreased total open position to 0


On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0


On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 9.65, 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 Mar TATAPOWER was trading at 386.95. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0


On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 9.65, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0


On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 9.65, 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 9.65, which was 0 lower than the previous day. The implied volatity was 2.62, 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 9.65, which was 0 lower than the previous day. The implied volatity was 3.25, 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 -, which was - 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 9.65, 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 12 Mar TATAPOWER was trading at 402.15. The strike last trading price was 0, 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


TATAPOWER 26-May-2026 (10d) 425 PE
Delta: -0.77
Vega: 0
Theta: -0.24
Gamma: 0.01383
Date Close Ltp Change IV Volume OI Chg OI
15 May 407.00 20 2 (11.11%) 30.33 44 -1 249
14 May 407.85 18 -4 (-18.18%) 21.27 89 -23 251
13 May 404.45 23 8 (53.33%) 0 831 -176 275
12 May 418.40 15 7 (87.50%) 0 2,547 177 446
11 May 433.20 8 1 (14.29%) 0 559 48 270
8 May 436.00 6.95 1.1000000000000005 (18.80%) 31.51 187 14 221
7 May 439.25 5.55 0.5 (9.90%) 29.95 157 16 208
6 May 443.25 5.3 -0.5499999999999998 (-9.40%) 30.48 86 -11 192
5 May 442.65 5.65 -0.09999999999999964 (-1.74%) 31.45 317 2 201
4 May 441.40 5.6 0.04999999999999982 (0.90%) 29.87 97 30 203
30 Apr 444.55 5.6 0.7999999999999998 (16.67%) 30.48 272 15 188
29 Apr 451.50 4.75 1.25 (35.71%) 30.31 192 -31 173
28 Apr 461.80 3.35 -1.4499999999999997 (-30.21%) 31.9 249 11 203
27 Apr 453.20 4.4 -5.1 (-53.68%) 30.15 357 97 191
24 Apr 435.00 9.15 -1.799999999999999 (-16.44%) 28.18 87 8 94
23 Apr 430.30 10.9 1.0500000000000007 (10.66%) 27.79 63 -2 86
22 Apr 436.05 9.85 -1 (-9.22%) 29.31 37 6 87
21 Apr 436.05 10.85 -0.5 (-4.41%) 29.87 25 6 81
20 Apr 433.60 11.45 -2.1000000000000014 (-15.50%) 29.92 69 13 74
17 Apr 427.60 13.8 -0.14999999999999858 (-1.08%) 28.58 16 8 59
16 Apr 426.60 12.9 -4.799999999999999 (-27.12%) 28.42 56 38 45
15 Apr 421.85 17.7 -30.2 (-63.05%) 30.49 8 6 6
13 Apr 409.55 0 0 - 0 0 0
10 Apr 399.35 0 0 (0.00%) - 0 0 0
9 Apr 394.70 47.9 0 (0.00%) - 0 0 0
8 Apr 394.95 47.9 0 (0.00%) - 0 0 0
7 Apr 387.70 47.9 0 (0.00%) - 0 0 0
6 Apr 383.85 47.9 0 (0.00%) - 0 0 0
2 Apr 385.00 47.9 0 (0.00%) - 0 0 0
1 Apr 380.20 47.9 0 (0.00%) - 0 0 0
30 Mar 378.75 0 0 (0.00%) - 0 0 0
27 Mar 385.70 0 0 (0.00%) - 0 0 0
25 Mar 390.70 0 0 (0.00%) - 0 0 0
24 Mar 384.75 0 0 (0.00%) - 0 0 0
23 Mar 386.95 0 0 (0.00%) - 0 0 0
20 Mar 402.40 0 0 (0.00%) - 0 0 0
19 Mar 398.50 0 0 (0.00%) - 0 0 0
18 Mar 400.35 0 0 (0.00%) - 0 0 0
17 Mar 400.85 0 0 (0.00%) - 0 0 0
16 Mar 390.55 - - - 0 0 0
13 Mar 394.95 0 0 (0.00%) - 0 0 0
12 Mar 402.15 0 0 (0.00%) - 0 0 0


For Tata Power Co Ltd - strike price 425 expiring on 26MAY2026

Delta for 425 PE is -0.77

Historical price for 425 PE is as follows

On 15 May TATAPOWER was trading at 407.00. The strike last trading price was 20, which was 2 higher than the previous day. The implied volatity was 30.33, the open interest changed by -1 which decreased total open position to 249


On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 18, which was -4 lower than the previous day. The implied volatity was 21.27, the open interest changed by -23 which decreased total open position to 251


On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 23, which was 8 higher than the previous day. The implied volatity was 0, the open interest changed by -176 which decreased total open position to 275


On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 15, which was 7 higher than the previous day. The implied volatity was 0, the open interest changed by 177 which increased total open position to 446


On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 8, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by 48 which increased total open position to 270


On 8 May TATAPOWER was trading at 436.00. The strike last trading price was 6.95, which was 1.1000000000000005 higher than the previous day. The implied volatity was 31.51, the open interest changed by 14 which increased total open position to 221


On 7 May TATAPOWER was trading at 439.25. The strike last trading price was 5.55, which was 0.5 higher than the previous day. The implied volatity was 29.95, the open interest changed by 16 which increased total open position to 208


On 6 May TATAPOWER was trading at 443.25. The strike last trading price was 5.3, which was -0.5499999999999998 lower than the previous day. The implied volatity was 30.48, the open interest changed by -11 which decreased total open position to 192


On 5 May TATAPOWER was trading at 442.65. The strike last trading price was 5.65, which was -0.09999999999999964 lower than the previous day. The implied volatity was 31.45, the open interest changed by 2 which increased total open position to 201


On 4 May TATAPOWER was trading at 441.40. The strike last trading price was 5.6, which was 0.04999999999999982 higher than the previous day. The implied volatity was 29.87, the open interest changed by 30 which increased total open position to 203


On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 5.6, which was 0.7999999999999998 higher than the previous day. The implied volatity was 30.48, the open interest changed by 15 which increased total open position to 188


On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 4.75, which was 1.25 higher than the previous day. The implied volatity was 30.31, the open interest changed by -31 which decreased total open position to 173


On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 3.35, which was -1.4499999999999997 lower than the previous day. The implied volatity was 31.9, the open interest changed by 11 which increased total open position to 203


On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 4.4, which was -5.1 lower than the previous day. The implied volatity was 30.15, the open interest changed by 97 which increased total open position to 191


On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 9.15, which was -1.799999999999999 lower than the previous day. The implied volatity was 28.18, the open interest changed by 8 which increased total open position to 94


On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 10.9, which was 1.0500000000000007 higher than the previous day. The implied volatity was 27.79, the open interest changed by -2 which decreased total open position to 86


On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 9.85, which was -1 lower than the previous day. The implied volatity was 29.31, the open interest changed by 6 which increased total open position to 87


On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 10.85, which was -0.5 lower than the previous day. The implied volatity was 29.87, the open interest changed by 6 which increased total open position to 81


On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 11.45, which was -2.1000000000000014 lower than the previous day. The implied volatity was 29.92, the open interest changed by 13 which increased total open position to 74


On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 13.8, which was -0.14999999999999858 lower than the previous day. The implied volatity was 28.58, the open interest changed by 8 which increased total open position to 59


On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 12.9, which was -4.799999999999999 lower than the previous day. The implied volatity was 28.42, the open interest changed by 38 which increased total open position to 45


On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 17.7, which was -30.2 lower than the previous day. The implied volatity was 30.49, the open interest changed by 6 which increased total open position to 6


On 13 Apr TATAPOWER was trading at 409.55. 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


On 10 Apr TATAPOWER was trading at 399.35. 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 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 47.9, 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 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 47.9, 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 Apr TATAPOWER was trading at 387.70. The strike last trading price was 47.9, 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 Apr TATAPOWER was trading at 383.85. The strike last trading price was 47.9, 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 Apr TATAPOWER was trading at 385.00. The strike last trading price was 47.9, 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 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 47.9, 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 Mar TATAPOWER was trading at 378.75. 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 27 Mar TATAPOWER was trading at 385.70. 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 25 Mar TATAPOWER was trading at 390.70. 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 24 Mar TATAPOWER was trading at 384.75. 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 23 Mar TATAPOWER was trading at 386.95. 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 20 Mar TATAPOWER was trading at 402.40. 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 19 Mar TATAPOWER was trading at 398.50. 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 18 Mar TATAPOWER was trading at 400.35. 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 17 Mar TATAPOWER was trading at 400.85. 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 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was -, which was - 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 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 12 Mar TATAPOWER was trading at 402.15. 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