TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Apr 2026 01:30 PM IST
| TATAPOWER 28-Apr-2026 (4d) 430 CE | ||||||||||||||||
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Delta: 0.48
Vega: 0
Theta: -0.56
Gamma: 0.03387
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 429.00 | 4.3 | -0.9500000000000002 | 24.93 | 3,089 | -201 | 1,113 | |||||||||
| 23 Apr | 430.30 | 5.3 | -4.250000000000001 | 23.07 | 3,300 | -129 | 1,324 | |||||||||
| 22 Apr | 436.05 | 9.6 | -0.05000000000000071 | 24.36 | 1,518 | -142 | 1,462 | |||||||||
| 21 Apr | 436.05 | 9.6 | 0 | 25.89 | 2,831 | -118 | 1,612 | |||||||||
| 20 Apr | 433.60 | 9.55 | 2.1000000000000005 | 30.22 | 12,363 | -714 | 1,887 | |||||||||
| 17 Apr | 427.60 | 7 | -0.7999999999999998 | 25.84 | 6,724 | 67 | 2,614 | |||||||||
| 16 Apr | 426.60 | 8.45 | 2.1999999999999993 | 27.17 | 14,317 | -85 | 2,561 | |||||||||
| 15 Apr | 421.85 | 6.15 | 2.9000000000000004 | 29.25 | 15,313 | 1,210 | 2,643 | |||||||||
| 13 Apr | 409.55 | 3.25 | 1.95 | 29.38 | 6,631 | -101 | 1,459 | |||||||||
| 10 Apr | 399.35 | 1.3 | -0.30000000000000004 | 25.94 | 907 | 152 | 1,543 | |||||||||
| 9 Apr | 394.70 | 1.55 | 0.05 | 29.31 | 697 | -79 | 1,391 | |||||||||
| 8 Apr | 394.95 | 1.5 | 0.15 | 27.81 | 1,875 | 318 | 1,473 | |||||||||
| 7 Apr | 387.70 | 1.35 | 0 | 31.22 | 211 | 15 | 1,155 | |||||||||
| 6 Apr | 383.85 | 1.3 | -0.2 | 32.47 | 260 | 43 | 1,139 | |||||||||
| 2 Apr | 385.00 | 1.5 | -0.1 | 31.38 | 457 | 36 | 1,095 | |||||||||
| 1 Apr | 380.20 | 1.6 | -0.25 | 32.61 | 502 | 88 | 1,058 | |||||||||
| 30 Mar | 378.75 | 1.9 | -0.85 | 33.58 | 378 | 61 | 967 | |||||||||
| 27 Mar | 385.70 | 2.7 | -0.55 | 31.74 | 974 | 205 | 905 | |||||||||
| 25 Mar | 390.70 | 3.2 | -1.05 | 29.35 | 653 | 109 | 703 | |||||||||
| 24 Mar | 384.75 | 4.15 | -1.1 | 34.99 | 283 | 48 | 592 | |||||||||
| 23 Mar | 386.95 | 5 | -2.25 | 38.21 | 700 | 182 | 534 | |||||||||
| 20 Mar | 402.40 | 7.4 | 1.55 | 30.29 | 882 | 94 | 305 | |||||||||
| 19 Mar | 398.50 | 6.5 | 0.6 | 30.17 | 179 | 55 | 211 | |||||||||
| 18 Mar | 400.35 | 5.6 | -0.75 | 27.16 | 200 | 40 | 154 | |||||||||
| 17 Mar | 400.85 | 6.3 | 0.85 | 27.93 | 130 | 23 | 113 | |||||||||
| 16 Mar | 390.55 | 5.45 | -1.1 | 31.54 | 48 | 13 | 90 | |||||||||
| 13 Mar | 394.95 | 6.5 | -1.7 | 30.39 | 133 | 23 | 77 | |||||||||
| 12 Mar | 402.15 | 7.95 | 3.4 | 28.56 | 121 | 33 | 52 | |||||||||
| 11 Mar | 385.75 | 4.55 | 0.8 | 30.43 | 31 | 16 | 18 | |||||||||
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| 10 Mar | 381.30 | 3.75 | 0.6 | - | 1 | 0 | 2 | |||||||||
| 9 Mar | 372.90 | 3.75 | 0.6 | 33.13 | 1 | 0 | 1 | |||||||||
| 6 Mar | 375.50 | 3.15 | 2.1 | 29.16 | 1 | 0 | 1 | |||||||||
| 5 Mar | 376.85 | 1.05 | -1.5 | - | 1 | 1 | 0 | |||||||||
| 4 Mar | 365.85 | 1.05 | -1.5 | 25.21 | 1 | 0 | 0 | |||||||||
| 2 Mar | 368.35 | 2.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 377.55 | 2.55 | 0 | 8.06 | 0 | 0 | 0 | |||||||||
| 26 Feb | 380.40 | 2.55 | 0 | 7.52 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 430 expiring on 28APR2026
Delta for 430 CE is 0.48
Historical price for 430 CE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 4.3, which was -0.9500000000000002 lower than the previous day. The implied volatity was 24.93, the open interest changed by -201 which decreased total open position to 1113
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 5.3, which was -4.250000000000001 lower than the previous day. The implied volatity was 23.07, the open interest changed by -129 which decreased total open position to 1324
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 9.6, which was -0.05000000000000071 lower than the previous day. The implied volatity was 24.36, the open interest changed by -142 which decreased total open position to 1462
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 9.6, which was 0 lower than the previous day. The implied volatity was 25.89, the open interest changed by -118 which decreased total open position to 1612
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 9.55, which was 2.1000000000000005 higher than the previous day. The implied volatity was 30.22, the open interest changed by -714 which decreased total open position to 1887
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 7, which was -0.7999999999999998 lower than the previous day. The implied volatity was 25.84, the open interest changed by 67 which increased total open position to 2614
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 8.45, which was 2.1999999999999993 higher than the previous day. The implied volatity was 27.17, the open interest changed by -85 which decreased total open position to 2561
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 6.15, which was 2.9000000000000004 higher than the previous day. The implied volatity was 29.25, the open interest changed by 1210 which increased total open position to 2643
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 3.25, which was 1.95 higher than the previous day. The implied volatity was 29.38, the open interest changed by -101 which decreased total open position to 1459
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 1.3, which was -0.30000000000000004 lower than the previous day. The implied volatity was 25.94, the open interest changed by 152 which increased total open position to 1543
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 1.55, which was 0.05 higher than the previous day. The implied volatity was 29.31, the open interest changed by -79 which decreased total open position to 1391
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 1.5, which was 0.15 higher than the previous day. The implied volatity was 27.81, the open interest changed by 318 which increased total open position to 1473
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 31.22, the open interest changed by 15 which increased total open position to 1155
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 1.3, which was -0.2 lower than the previous day. The implied volatity was 32.47, the open interest changed by 43 which increased total open position to 1139
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 1.5, which was -0.1 lower than the previous day. The implied volatity was 31.38, the open interest changed by 36 which increased total open position to 1095
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 32.61, the open interest changed by 88 which increased total open position to 1058
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 1.9, which was -0.85 lower than the previous day. The implied volatity was 33.58, the open interest changed by 61 which increased total open position to 967
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 2.7, which was -0.55 lower than the previous day. The implied volatity was 31.74, the open interest changed by 205 which increased total open position to 905
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 3.2, which was -1.05 lower than the previous day. The implied volatity was 29.35, the open interest changed by 109 which increased total open position to 703
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 4.15, which was -1.1 lower than the previous day. The implied volatity was 34.99, the open interest changed by 48 which increased total open position to 592
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 5, which was -2.25 lower than the previous day. The implied volatity was 38.21, the open interest changed by 182 which increased total open position to 534
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 7.4, which was 1.55 higher than the previous day. The implied volatity was 30.29, the open interest changed by 94 which increased total open position to 305
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 6.5, which was 0.6 higher than the previous day. The implied volatity was 30.17, the open interest changed by 55 which increased total open position to 211
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 5.6, which was -0.75 lower than the previous day. The implied volatity was 27.16, the open interest changed by 40 which increased total open position to 154
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 6.3, which was 0.85 higher than the previous day. The implied volatity was 27.93, the open interest changed by 23 which increased total open position to 113
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 5.45, which was -1.1 lower than the previous day. The implied volatity was 31.54, the open interest changed by 13 which increased total open position to 90
On 13 Mar TATAPOWER was trading at 394.95. The strike last trading price was 6.5, which was -1.7 lower than the previous day. The implied volatity was 30.39, the open interest changed by 23 which increased total open position to 77
On 12 Mar TATAPOWER was trading at 402.15. The strike last trading price was 7.95, which was 3.4 higher than the previous day. The implied volatity was 28.56, the open interest changed by 33 which increased total open position to 52
On 11 Mar TATAPOWER was trading at 385.75. The strike last trading price was 4.55, which was 0.8 higher than the previous day. The implied volatity was 30.43, the open interest changed by 16 which increased total open position to 18
On 10 Mar TATAPOWER was trading at 381.30. The strike last trading price was 3.75, which was 0.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Mar TATAPOWER was trading at 372.90. The strike last trading price was 3.75, which was 0.6 higher than the previous day. The implied volatity was 33.13, the open interest changed by 0 which decreased total open position to 1
On 6 Mar TATAPOWER was trading at 375.50. The strike last trading price was 3.15, which was 2.1 higher than the previous day. The implied volatity was 29.16, the open interest changed by 0 which decreased total open position to 1
On 5 Mar TATAPOWER was trading at 376.85. The strike last trading price was 1.05, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Mar TATAPOWER was trading at 365.85. The strike last trading price was 1.05, which was -1.5 lower than the previous day. The implied volatity was 25.21, the open interest changed by 0 which decreased total open position to 0
On 2 Mar TATAPOWER was trading at 368.35. The strike last trading price was 2.55, 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 Feb TATAPOWER was trading at 377.55. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 8.06, the open interest changed by 0 which decreased total open position to 0
On 26 Feb TATAPOWER was trading at 380.40. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 7.52, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 28-Apr-2026 (4d) 430 PE | |||||||
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Delta: -0.52
Vega: 0
Theta: -0.43
Gamma: 0.03869
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 429.00 | 4.4 | -0.5 | 21.82 | 2,729 | -201 | 1,117 |
| 23 Apr | 430.30 | 4.6 | 1.4999999999999996 | 24.62 | 6,497 | -172 | 1,310 |
| 22 Apr | 436.05 | 2.9 | -1.6 | 24.29 | 4,561 | 255 | 1,483 |
| 21 Apr | 436.05 | 4.4 | -1.5 | 28.17 | 3,311 | 2 | 1,231 |
| 20 Apr | 433.60 | 5.7 | -3.7 | 28.38 | 6,482 | 589 | 1,242 |
| 17 Apr | 427.60 | 9.35 | -0.9000000000000004 | 28.02 | 2,282 | 67 | 654 |
| 16 Apr | 426.60 | 9.35 | -4.65 | 28.04 | 1,243 | 39 | 585 |
| 15 Apr | 421.85 | 14.3 | -7.800000000000001 | 30.91 | 1,017 | 233 | 551 |
| 13 Apr | 409.55 | 21.75 | -7.75 | 26.53 | 343 | -7 | 317 |
| 10 Apr | 399.35 | 29.35 | -4.949999999999996 | 17.51 | 119 | -15 | 324 |
| 9 Apr | 394.70 | 34.3 | 0.1 | 28.37 | 2 | 0 | 338 |
| 8 Apr | 394.95 | 33.8 | -13 | 28.6 | 89 | 51 | 337 |
| 7 Apr | 387.70 | 46.8 | 1.75 | - | 0 | 0 | 286 |
| 6 Apr | 383.85 | 46.8 | 1.75 | 41.21 | 5 | 0 | 286 |
| 2 Apr | 385.00 | 46.25 | -2.75 | 32.98 | 8 | 1 | 286 |
| 1 Apr | 380.20 | 49 | -0.95 | 35.94 | 55 | 6 | 284 |
| 30 Mar | 378.75 | 50 | 5.5 | 35 | 198 | 48 | 277 |
| 27 Mar | 385.70 | 44 | 4.5 | 31.94 | 13 | 9 | 228 |
| 25 Mar | 390.70 | 39.5 | -3.95 | 33.4 | 113 | 70 | 189 |
| 24 Mar | 384.75 | 43.45 | -3.55 | 29.66 | 1 | 0 | 118 |
| 23 Mar | 386.95 | 47 | 16.7 | 35.56 | 14 | 9 | 117 |
| 20 Mar | 402.40 | 30.3 | -2.2 | 30.44 | 62 | 47 | 107 |
| 19 Mar | 398.50 | 32.5 | 1.35 | 29.46 | 7 | 3 | 56 |
| 18 Mar | 400.35 | 32 | -0.25 | 29.62 | 39 | 35 | 50 |
| 17 Mar | 400.85 | 32.25 | -8.85 | 30.97 | 6 | 5 | 14 |
| 16 Mar | 390.55 | 41.1 | 5.6 | 34.13 | 5 | 4 | 8 |
| 13 Mar | 394.95 | 35.5 | 2.5 | 27.91 | 3 | 1 | 2 |
| 12 Mar | 402.15 | 33 | -8 | 33.34 | 1 | 0 | 2 |
| 11 Mar | 385.75 | 41 | -37.25 | 20.35 | 2 | 1 | 1 |
| 10 Mar | 381.30 | 78.25 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 372.90 | 78.25 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 375.50 | 78.25 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 376.85 | 78.25 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 365.85 | 78.25 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 368.35 | 78.25 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 377.55 | 78.25 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 380.40 | 78.25 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 430 expiring on 28APR2026
Delta for 430 PE is -0.52
Historical price for 430 PE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 4.4, which was -0.5 lower than the previous day. The implied volatity was 21.82, the open interest changed by -201 which decreased total open position to 1117
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 4.6, which was 1.4999999999999996 higher than the previous day. The implied volatity was 24.62, the open interest changed by -172 which decreased total open position to 1310
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 2.9, which was -1.6 lower than the previous day. The implied volatity was 24.29, the open interest changed by 255 which increased total open position to 1483
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 4.4, which was -1.5 lower than the previous day. The implied volatity was 28.17, the open interest changed by 2 which increased total open position to 1231
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 5.7, which was -3.7 lower than the previous day. The implied volatity was 28.38, the open interest changed by 589 which increased total open position to 1242
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 9.35, which was -0.9000000000000004 lower than the previous day. The implied volatity was 28.02, the open interest changed by 67 which increased total open position to 654
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 9.35, which was -4.65 lower than the previous day. The implied volatity was 28.04, the open interest changed by 39 which increased total open position to 585
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 14.3, which was -7.800000000000001 lower than the previous day. The implied volatity was 30.91, the open interest changed by 233 which increased total open position to 551
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 21.75, which was -7.75 lower than the previous day. The implied volatity was 26.53, the open interest changed by -7 which decreased total open position to 317
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 29.35, which was -4.949999999999996 lower than the previous day. The implied volatity was 17.51, the open interest changed by -15 which decreased total open position to 324
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 34.3, which was 0.1 higher than the previous day. The implied volatity was 28.37, the open interest changed by 0 which decreased total open position to 338
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 33.8, which was -13 lower than the previous day. The implied volatity was 28.6, the open interest changed by 51 which increased total open position to 337
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 46.8, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 286
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 46.8, which was 1.75 higher than the previous day. The implied volatity was 41.21, the open interest changed by 0 which decreased total open position to 286
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 46.25, which was -2.75 lower than the previous day. The implied volatity was 32.98, the open interest changed by 1 which increased total open position to 286
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 49, which was -0.95 lower than the previous day. The implied volatity was 35.94, the open interest changed by 6 which increased total open position to 284
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 50, which was 5.5 higher than the previous day. The implied volatity was 35, the open interest changed by 48 which increased total open position to 277
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 44, which was 4.5 higher than the previous day. The implied volatity was 31.94, the open interest changed by 9 which increased total open position to 228
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 39.5, which was -3.95 lower than the previous day. The implied volatity was 33.4, the open interest changed by 70 which increased total open position to 189
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 43.45, which was -3.55 lower than the previous day. The implied volatity was 29.66, the open interest changed by 0 which decreased total open position to 118
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 47, which was 16.7 higher than the previous day. The implied volatity was 35.56, the open interest changed by 9 which increased total open position to 117
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 30.3, which was -2.2 lower than the previous day. The implied volatity was 30.44, the open interest changed by 47 which increased total open position to 107
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 32.5, which was 1.35 higher than the previous day. The implied volatity was 29.46, the open interest changed by 3 which increased total open position to 56
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 32, which was -0.25 lower than the previous day. The implied volatity was 29.62, the open interest changed by 35 which increased total open position to 50
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 32.25, which was -8.85 lower than the previous day. The implied volatity was 30.97, the open interest changed by 5 which increased total open position to 14
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 41.1, which was 5.6 higher than the previous day. The implied volatity was 34.13, the open interest changed by 4 which increased total open position to 8
On 13 Mar TATAPOWER was trading at 394.95. The strike last trading price was 35.5, which was 2.5 higher than the previous day. The implied volatity was 27.91, the open interest changed by 1 which increased total open position to 2
On 12 Mar TATAPOWER was trading at 402.15. The strike last trading price was 33, which was -8 lower than the previous day. The implied volatity was 33.34, the open interest changed by 0 which decreased total open position to 2
On 11 Mar TATAPOWER was trading at 385.75. The strike last trading price was 41, which was -37.25 lower than the previous day. The implied volatity was 20.35, the open interest changed by 1 which increased total open position to 1
On 10 Mar TATAPOWER was trading at 381.30. The strike last trading price was 78.25, 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 Mar TATAPOWER was trading at 372.90. The strike last trading price was 78.25, 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 Mar TATAPOWER was trading at 375.50. The strike last trading price was 78.25, 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 5 Mar TATAPOWER was trading at 376.85. The strike last trading price was 78.25, 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 4 Mar TATAPOWER was trading at 365.85. The strike last trading price was 78.25, 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 Mar TATAPOWER was trading at 368.35. The strike last trading price was 78.25, 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 Feb TATAPOWER was trading at 377.55. The strike last trading price was 78.25, 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 26 Feb TATAPOWER was trading at 380.40. The strike last trading price was 78.25, 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
