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TATAPOWER

Tata Power Co Ltd
407.85 +3.40 (0.84%)
L: 402.2 H: 411.3

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Historical option data for TATAPOWER

14 May 2026 04:10 PM IST
TATAPOWER 26-May-2026 (12d) 430 CE
Delta: 0.18
Vega: 0
Theta: -0.26
Gamma: 0.01186
Date Close Ltp Change IV Volume OI Chg OI
14 May 407.85 2.2 -0.19999999999999973 (-8.33%) 29.95 4,608 -647 1,582
13 May 404.45 2.3 -5.8999999999999995 (-71.95%) 0 11,792 438 2,230
12 May 418.40 8.45 -6.5 (-43.48%) 0 4,933 958 1,793
11 May 433.20 14.9 -1.200000000000001 (-7.45%) 34.71 1,737 152 841
8 May 436.00 15.8 -3.6999999999999993 (-18.97%) 31.65 744 222 690
7 May 439.25 19.5 -2.3500000000000014 (-10.76%) 33.23 472 11 470
6 May 443.25 21 0.05000000000000071 (0.24%) 32.09 394 88 457
5 May 442.65 21 -0.5 (-2.33%) 30.15 597 48 369
4 May 441.40 21.65 -2.650000000000002 (-10.91%) 32.88 143 -108 321
30 Apr 444.55 24.35 -4.899999999999999 (-16.75%) 31.64 411 -133 296
29 Apr 451.50 28.9 -9.450000000000003 (-24.64%) 31.81 161 -62 430
28 Apr 461.80 38.4 6.25 (19.44%) 32.9 154 -10 491
27 Apr 453.20 32.55 13.699999999999996 (72.68%) 32.75 658 -109 501
24 Apr 435.00 18.25 1.6999999999999993 (10.27%) 27.58 1,035 248 612
23 Apr 430.30 16.4 -4.200000000000003 (-20.39%) 28.86 410 90 366
22 Apr 436.05 20.6 0.20000000000000284 (0.98%) 30.59 375 -60 288
21 Apr 436.05 20.35 0.5500000000000007 (2.78%) 30.35 266 76 344
20 Apr 433.60 19.6 2.6000000000000014 (15.29%) 30.91 548 -22 270
17 Apr 427.60 16.7 -0.15000000000000213 (-0.89%) 30.08 340 82 292
16 Apr 426.60 18.05 3.200000000000001 (21.55%) 31.21 447 14 205
15 Apr 421.85 14.5 4 (38.10%) 30.3 241 166 192
13 Apr 409.55 10.35 1.8499999999999996 (21.76%) 30.8 54 25 25
10 Apr 399.35 0 0 (0.00%) 5.05 0 0 0
9 Apr 394.70 8.5 0 (0.00%) 6 0 0 0
8 Apr 394.95 8.5 0 (0.00%) 5.75 0 0 0
7 Apr 387.70 8.5 0 (0.00%) 7.13 0 0 0
6 Apr 383.85 8.5 0 (0.00%) 7.85 0 0 0
2 Apr 385.00 8.5 0 (0.00%) 7.63 0 0 0
1 Apr 380.20 8.5 0 (0.00%) 7.97 0 0 0
30 Mar 378.75 8.5 0 (0.00%) 7.03 0 0 0
27 Mar 385.70 8.5 0 (0.00%) 6.25 0 0 0
25 Mar 390.70 8.5 0 (0.00%) 5.19 0 0 0
24 Mar 384.75 8.5 0 (0.00%) 6.59 0 0 0
23 Mar 386.95 8.5 0 (0.00%) 5.87 0 0 0
20 Mar 402.40 8.5 0 (0.00%) 3.38 0 0 0
19 Mar 398.50 8.5 0 (0.00%) 3.33 0 0 0
18 Mar 400.35 8.5 0 (0.00%) 3.69 0 0 0
17 Mar 400.85 8.5 0 (0.00%) 3.59 0 0 0
16 Mar 390.55 - - - 0 0 0
13 Mar 394.95 - - - 0 0 0
12 Mar 402.15 8.5 0 (0.00%) - 0 0 0


For Tata Power Co Ltd - strike price 430 expiring on 26MAY2026

Delta for 430 CE is 0.18

Historical price for 430 CE is as follows

On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 2.2, which was -0.19999999999999973 lower than the previous day. The implied volatity was 29.95, the open interest changed by -647 which decreased total open position to 1582


On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 2.3, which was -5.8999999999999995 lower than the previous day. The implied volatity was 0, the open interest changed by 438 which increased total open position to 2230


On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 8.45, which was -6.5 lower than the previous day. The implied volatity was 0, the open interest changed by 958 which increased total open position to 1793


On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 14.9, which was -1.200000000000001 lower than the previous day. The implied volatity was 34.71, the open interest changed by 152 which increased total open position to 841


On 8 May TATAPOWER was trading at 436.00. The strike last trading price was 15.8, which was -3.6999999999999993 lower than the previous day. The implied volatity was 31.65, the open interest changed by 222 which increased total open position to 690


On 7 May TATAPOWER was trading at 439.25. The strike last trading price was 19.5, which was -2.3500000000000014 lower than the previous day. The implied volatity was 33.23, the open interest changed by 11 which increased total open position to 470


On 6 May TATAPOWER was trading at 443.25. The strike last trading price was 21, which was 0.05000000000000071 higher than the previous day. The implied volatity was 32.09, the open interest changed by 88 which increased total open position to 457


On 5 May TATAPOWER was trading at 442.65. The strike last trading price was 21, which was -0.5 lower than the previous day. The implied volatity was 30.15, the open interest changed by 48 which increased total open position to 369


On 4 May TATAPOWER was trading at 441.40. The strike last trading price was 21.65, which was -2.650000000000002 lower than the previous day. The implied volatity was 32.88, the open interest changed by -108 which decreased total open position to 321


On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 24.35, which was -4.899999999999999 lower than the previous day. The implied volatity was 31.64, the open interest changed by -133 which decreased total open position to 296


On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 28.9, which was -9.450000000000003 lower than the previous day. The implied volatity was 31.81, the open interest changed by -62 which decreased total open position to 430


On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 38.4, which was 6.25 higher than the previous day. The implied volatity was 32.9, the open interest changed by -10 which decreased total open position to 491


On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 32.55, which was 13.699999999999996 higher than the previous day. The implied volatity was 32.75, the open interest changed by -109 which decreased total open position to 501


On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 18.25, which was 1.6999999999999993 higher than the previous day. The implied volatity was 27.58, the open interest changed by 248 which increased total open position to 612


On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 16.4, which was -4.200000000000003 lower than the previous day. The implied volatity was 28.86, the open interest changed by 90 which increased total open position to 366


On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 20.6, which was 0.20000000000000284 higher than the previous day. The implied volatity was 30.59, the open interest changed by -60 which decreased total open position to 288


On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 20.35, which was 0.5500000000000007 higher than the previous day. The implied volatity was 30.35, the open interest changed by 76 which increased total open position to 344


On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 19.6, which was 2.6000000000000014 higher than the previous day. The implied volatity was 30.91, the open interest changed by -22 which decreased total open position to 270


On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 16.7, which was -0.15000000000000213 lower than the previous day. The implied volatity was 30.08, the open interest changed by 82 which increased total open position to 292


On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 18.05, which was 3.200000000000001 higher than the previous day. The implied volatity was 31.21, the open interest changed by 14 which increased total open position to 205


On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 14.5, which was 4 higher than the previous day. The implied volatity was 30.3, the open interest changed by 166 which increased total open position to 192


On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 10.35, which was 1.8499999999999996 higher than the previous day. The implied volatity was 30.8, the open interest changed by 25 which increased total open position to 25


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 5.05, 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 8.5, which was 0 lower than the previous day. The implied volatity was 6, 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 8.5, which was 0 lower than the previous day. The implied volatity was 5.75, 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 8.5, which was 0 lower than the previous day. The implied volatity was 7.13, 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 8.5, which was 0 lower than the previous day. The implied volatity was 7.85, 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 8.5, which was 0 lower than the previous day. The implied volatity was 7.63, 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 8.5, which was 0 lower than the previous day. The implied volatity was 7.97, 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 8.5, 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 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 6.25, 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 8.5, which was 0 lower than the previous day. The implied volatity was 5.19, 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 8.5, which was 0 lower than the previous day. The implied volatity was 6.59, 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 8.5, 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 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 8.5, which was 0 lower than the previous day. The implied volatity was 3.38, 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 8.5, which was 0 lower than the previous day. The implied volatity was 3.33, 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 8.5, which was 0 lower than the previous day. The implied volatity was 3.69, 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 8.5, which was 0 lower than the previous day. The implied volatity was 3.59, 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 -, 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 12 Mar TATAPOWER was trading at 402.15. The strike last trading price was 8.5, 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 26-May-2026 (12d) 430 PE
Delta: -0.84
Vega: 0
Theta: -0.15
Gamma: 0.01257
Date Close Ltp Change IV Volume OI Chg OI
14 May 407.85 22 -4 (-15.38%) 26.04 81 -22 1,318
13 May 404.45 26 8 (44.44%) 0 922 -191 1,416
12 May 418.40 18 8 (80.00%) 0 3,424 -116 1,605
11 May 433.20 10 1 (11.11%) 0 1,859 60 1,722
8 May 436.00 9 1.5499999999999998 (20.81%) 31.09 1,218 226 1,661
7 May 439.25 7 0.75 (12.00%) 29.36 958 62 1,437
6 May 443.25 6.75 -0.5999999999999996 (-8.16%) 30.13 731 36 1,379
5 May 442.65 7.1 -0.25 (-3.40%) 31.01 1,461 -4 1,344
4 May 441.40 7.05 -0.04999999999999982 (-0.70%) 29.13 912 362 1,354
30 Apr 444.55 7 0.9000000000000004 (14.75%) 30.26 1,512 241 1,233
29 Apr 451.50 6.2 2.05 (49.40%) 30.74 468 47 993
28 Apr 461.80 4 -1.8499999999999996 (-31.62%) 31.01 957 190 885
27 Apr 453.20 5.4 -6.1 (-53.04%) 29.63 1,203 258 698
24 Apr 435.00 11.5 -1.5 (-11.54%) 29.26 391 155 437
23 Apr 430.30 13.2 1.549999999999999 (13.30%) 27.79 262 120 282
22 Apr 436.05 11.25 -0.8499999999999996 (-7.02%) 28.74 167 16 162
21 Apr 436.05 12.05 -1.4499999999999993 (-10.74%) 30.19 148 -22 144
20 Apr 433.60 13.6 -2.1500000000000004 (-13.65%) 30.07 184 6 167
17 Apr 427.60 16.1 -0.1999999999999993 (-1.23%) 28.8 171 21 160
16 Apr 426.60 15.65 -4.450000000000001 (-22.14%) 28.92 33 14 139
15 Apr 421.85 19.95 -6.400000000000002 (-24.29%) 30 70 44 125
13 Apr 409.55 26.5 -25.200000000000003 (-48.74%) 28.43 82 80 80
10 Apr 399.35 0 0 (0.00%) - 0 0 0
9 Apr 394.70 51.7 0 (0.00%) - 0 0 0
8 Apr 394.95 51.7 0 (0.00%) - 0 0 0
7 Apr 387.70 51.7 0 (0.00%) - 0 0 0
6 Apr 383.85 51.7 0 (0.00%) - 0 0 0
2 Apr 385.00 51.7 0 (0.00%) - 0 0 0
1 Apr 380.20 51.7 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
12 Mar 402.15 0 0 (0.00%) - 0 0 0


For Tata Power Co Ltd - strike price 430 expiring on 26MAY2026

Delta for 430 PE is -0.84

Historical price for 430 PE is as follows

On 14 May TATAPOWER was trading at 407.85. The strike last trading price was 22, which was -4 lower than the previous day. The implied volatity was 26.04, the open interest changed by -22 which decreased total open position to 1318


On 13 May TATAPOWER was trading at 404.45. The strike last trading price was 26, which was 8 higher than the previous day. The implied volatity was 0, the open interest changed by -191 which decreased total open position to 1416


On 12 May TATAPOWER was trading at 418.40. The strike last trading price was 18, which was 8 higher than the previous day. The implied volatity was 0, the open interest changed by -116 which decreased total open position to 1605


On 11 May TATAPOWER was trading at 433.20. The strike last trading price was 10, which was 1 higher than the previous day. The implied volatity was 0, the open interest changed by 60 which increased total open position to 1722


On 8 May TATAPOWER was trading at 436.00. The strike last trading price was 9, which was 1.5499999999999998 higher than the previous day. The implied volatity was 31.09, the open interest changed by 226 which increased total open position to 1661


On 7 May TATAPOWER was trading at 439.25. The strike last trading price was 7, which was 0.75 higher than the previous day. The implied volatity was 29.36, the open interest changed by 62 which increased total open position to 1437


On 6 May TATAPOWER was trading at 443.25. The strike last trading price was 6.75, which was -0.5999999999999996 lower than the previous day. The implied volatity was 30.13, the open interest changed by 36 which increased total open position to 1379


On 5 May TATAPOWER was trading at 442.65. The strike last trading price was 7.1, which was -0.25 lower than the previous day. The implied volatity was 31.01, the open interest changed by -4 which decreased total open position to 1344


On 4 May TATAPOWER was trading at 441.40. The strike last trading price was 7.05, which was -0.04999999999999982 lower than the previous day. The implied volatity was 29.13, the open interest changed by 362 which increased total open position to 1354


On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 7, which was 0.9000000000000004 higher than the previous day. The implied volatity was 30.26, the open interest changed by 241 which increased total open position to 1233


On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 6.2, which was 2.05 higher than the previous day. The implied volatity was 30.74, the open interest changed by 47 which increased total open position to 993


On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 4, which was -1.8499999999999996 lower than the previous day. The implied volatity was 31.01, the open interest changed by 190 which increased total open position to 885


On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 5.4, which was -6.1 lower than the previous day. The implied volatity was 29.63, the open interest changed by 258 which increased total open position to 698


On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 11.5, which was -1.5 lower than the previous day. The implied volatity was 29.26, the open interest changed by 155 which increased total open position to 437


On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 13.2, which was 1.549999999999999 higher than the previous day. The implied volatity was 27.79, the open interest changed by 120 which increased total open position to 282


On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 11.25, which was -0.8499999999999996 lower than the previous day. The implied volatity was 28.74, the open interest changed by 16 which increased total open position to 162


On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 12.05, which was -1.4499999999999993 lower than the previous day. The implied volatity was 30.19, the open interest changed by -22 which decreased total open position to 144


On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 13.6, which was -2.1500000000000004 lower than the previous day. The implied volatity was 30.07, the open interest changed by 6 which increased total open position to 167


On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 16.1, which was -0.1999999999999993 lower than the previous day. The implied volatity was 28.8, the open interest changed by 21 which increased total open position to 160


On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 15.65, which was -4.450000000000001 lower than the previous day. The implied volatity was 28.92, the open interest changed by 14 which increased total open position to 139


On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 19.95, which was -6.400000000000002 lower than the previous day. The implied volatity was 30, the open interest changed by 44 which increased total open position to 125


On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 26.5, which was -25.200000000000003 lower than the previous day. The implied volatity was 28.43, the open interest changed by 80 which increased total open position to 80


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 51.7, 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 51.7, 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 51.7, 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 51.7, 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 51.7, 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 51.7, 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 -, 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 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