TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Apr 2026 01:28 PM IST
| TATAPOWER 28-Apr-2026 (4d) 435 CE | ||||||||||||||||
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Delta: 0.33
Vega: 0
Theta: -0.51
Gamma: 0.03031
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 429.00 | 2.5 | -0.8999999999999999 | 25.18 | 2,107 | -6 | 1,045 | |||||||||
| 23 Apr | 430.30 | 3.35 | -3.2499999999999996 | 24.36 | 3,764 | 169 | 1,083 | |||||||||
| 22 Apr | 436.05 | 6.5 | -0.5 | 25.2 | 2,586 | -84 | 915 | |||||||||
| 21 Apr | 436.05 | 6.85 | -0.25 | 26.35 | 4,330 | 21 | 1,006 | |||||||||
| 20 Apr | 433.60 | 7 | 1.5999999999999996 | 29.84 | 7,889 | 187 | 984 | |||||||||
| 17 Apr | 427.60 | 5.1 | -1 | 26.52 | 2,367 | 95 | 804 | |||||||||
| 16 Apr | 426.60 | 6.6 | 1.8999999999999995 | 28.37 | 3,233 | 244 | 706 | |||||||||
| 15 Apr | 421.85 | 4.6 | 2.1999999999999997 | 29.51 | 1,848 | 85 | 462 | |||||||||
| 13 Apr | 409.55 | 2.4 | 1.5 | 29.61 | 1,353 | 109 | 371 | |||||||||
| 10 Apr | 399.35 | 0.95 | -0.19999999999999996 | 26.56 | 202 | 6 | 265 | |||||||||
| 9 Apr | 394.70 | 1.15 | 0.05 | 29.77 | 28 | 4 | 261 | |||||||||
| 8 Apr | 394.95 | 1.1 | 0.05 | 28.24 | 188 | 61 | 257 | |||||||||
| 7 Apr | 387.70 | 1.05 | 0 | 31.83 | 48 | 13 | 196 | |||||||||
| 6 Apr | 383.85 | 1.05 | -0.1 | 33.25 | 27 | 11 | 182 | |||||||||
| 2 Apr | 385.00 | 1.15 | -0.1 | 31.61 | 24 | 1 | 171 | |||||||||
| 1 Apr | 380.20 | 1.25 | -0.3 | 32.86 | 69 | 1 | 171 | |||||||||
| 30 Mar | 378.75 | 1.55 | -0.7 | 34.01 | 177 | -4 | 168 | |||||||||
| 27 Mar | 385.70 | 2.15 | -0.5 | 31.87 | 140 | 39 | 172 | |||||||||
| 25 Mar | 390.70 | 2.65 | -0.95 | 29.46 | 69 | -5 | 134 | |||||||||
| 24 Mar | 384.75 | 3.5 | -0.85 | 35.29 | 81 | -21 | 139 | |||||||||
| 23 Mar | 386.95 | 4.05 | -1.95 | 37.71 | 133 | 51 | 160 | |||||||||
| 20 Mar | 402.40 | 6.2 | 1.6 | 30.41 | 124 | 32 | 110 | |||||||||
| 19 Mar | 398.50 | 4.6 | -0.6 | 28.25 | 15 | 1 | 78 | |||||||||
| 18 Mar | 400.35 | 5.2 | -0.9 | 28.8 | 78 | 50 | 78 | |||||||||
| 17 Mar | 400.85 | 6.1 | 0 | 30.11 | 1 | 0 | 29 | |||||||||
| 16 Mar | 390.55 | 6.1 | -1.75 | - | 7 | 2 | 0 | |||||||||
| 13 Mar | 394.95 | 6.1 | -1.75 | 31.92 | 7 | 1 | 28 | |||||||||
| 12 Mar | 402.15 | 7.85 | 4.9 | 30.98 | 26 | 12 | 27 | |||||||||
| 11 Mar | 385.75 | 2.95 | 0.3 | 28.06 | 3 | 2 | 14 | |||||||||
| 10 Mar | 381.30 | 2.65 | 1.45 | 28.64 | 8 | -2 | 12 | |||||||||
| 9 Mar | 372.90 | 1.2 | -0.35 | 25.65 | 5 | 4 | 13 | |||||||||
| 6 Mar | 375.50 | 1.55 | -0.45 | 25.35 | 7 | 2 | 9 | |||||||||
| 5 Mar | 376.85 | 2 | 0.2 | 26.54 | 4 | 1 | 7 | |||||||||
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| 4 Mar | 365.85 | 1.8 | -1 | 29.91 | 1 | 0 | 6 | |||||||||
| 2 Mar | 368.35 | 2.8 | 0.6 | - | 7 | 0 | 6 | |||||||||
| 27 Feb | 377.55 | 2.8 | 0.6 | - | 7 | 0 | 6 | |||||||||
| 26 Feb | 380.40 | 2.8 | 0.6 | 25.89 | 7 | 6 | 6 | |||||||||
For Tata Power Co Ltd - strike price 435 expiring on 28APR2026
Delta for 435 CE is 0.33
Historical price for 435 CE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 2.5, which was -0.8999999999999999 lower than the previous day. The implied volatity was 25.18, the open interest changed by -6 which decreased total open position to 1045
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 3.35, which was -3.2499999999999996 lower than the previous day. The implied volatity was 24.36, the open interest changed by 169 which increased total open position to 1083
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 6.5, which was -0.5 lower than the previous day. The implied volatity was 25.2, the open interest changed by -84 which decreased total open position to 915
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 6.85, which was -0.25 lower than the previous day. The implied volatity was 26.35, the open interest changed by 21 which increased total open position to 1006
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 7, which was 1.5999999999999996 higher than the previous day. The implied volatity was 29.84, the open interest changed by 187 which increased total open position to 984
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 5.1, which was -1 lower than the previous day. The implied volatity was 26.52, the open interest changed by 95 which increased total open position to 804
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 6.6, which was 1.8999999999999995 higher than the previous day. The implied volatity was 28.37, the open interest changed by 244 which increased total open position to 706
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 4.6, which was 2.1999999999999997 higher than the previous day. The implied volatity was 29.51, the open interest changed by 85 which increased total open position to 462
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 2.4, which was 1.5 higher than the previous day. The implied volatity was 29.61, the open interest changed by 109 which increased total open position to 371
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 0.95, which was -0.19999999999999996 lower than the previous day. The implied volatity was 26.56, the open interest changed by 6 which increased total open position to 265
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 1.15, which was 0.05 higher than the previous day. The implied volatity was 29.77, the open interest changed by 4 which increased total open position to 261
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 1.1, which was 0.05 higher than the previous day. The implied volatity was 28.24, the open interest changed by 61 which increased total open position to 257
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 1.05, which was 0 lower than the previous day. The implied volatity was 31.83, the open interest changed by 13 which increased total open position to 196
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 1.05, which was -0.1 lower than the previous day. The implied volatity was 33.25, the open interest changed by 11 which increased total open position to 182
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 1.15, which was -0.1 lower than the previous day. The implied volatity was 31.61, the open interest changed by 1 which increased total open position to 171
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 1.25, which was -0.3 lower than the previous day. The implied volatity was 32.86, the open interest changed by 1 which increased total open position to 171
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 1.55, which was -0.7 lower than the previous day. The implied volatity was 34.01, the open interest changed by -4 which decreased total open position to 168
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 2.15, which was -0.5 lower than the previous day. The implied volatity was 31.87, the open interest changed by 39 which increased total open position to 172
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 2.65, which was -0.95 lower than the previous day. The implied volatity was 29.46, the open interest changed by -5 which decreased total open position to 134
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 3.5, which was -0.85 lower than the previous day. The implied volatity was 35.29, the open interest changed by -21 which decreased total open position to 139
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 4.05, which was -1.95 lower than the previous day. The implied volatity was 37.71, the open interest changed by 51 which increased total open position to 160
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 6.2, which was 1.6 higher than the previous day. The implied volatity was 30.41, the open interest changed by 32 which increased total open position to 110
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 4.6, which was -0.6 lower than the previous day. The implied volatity was 28.25, the open interest changed by 1 which increased total open position to 78
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 5.2, which was -0.9 lower than the previous day. The implied volatity was 28.8, the open interest changed by 50 which increased total open position to 78
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 6.1, which was 0 lower than the previous day. The implied volatity was 30.11, the open interest changed by 0 which decreased total open position to 29
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 6.1, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 13 Mar TATAPOWER was trading at 394.95. The strike last trading price was 6.1, which was -1.75 lower than the previous day. The implied volatity was 31.92, the open interest changed by 1 which increased total open position to 28
On 12 Mar TATAPOWER was trading at 402.15. The strike last trading price was 7.85, which was 4.9 higher than the previous day. The implied volatity was 30.98, the open interest changed by 12 which increased total open position to 27
On 11 Mar TATAPOWER was trading at 385.75. The strike last trading price was 2.95, which was 0.3 higher than the previous day. The implied volatity was 28.06, the open interest changed by 2 which increased total open position to 14
On 10 Mar TATAPOWER was trading at 381.30. The strike last trading price was 2.65, which was 1.45 higher than the previous day. The implied volatity was 28.64, the open interest changed by -2 which decreased total open position to 12
On 9 Mar TATAPOWER was trading at 372.90. The strike last trading price was 1.2, which was -0.35 lower than the previous day. The implied volatity was 25.65, the open interest changed by 4 which increased total open position to 13
On 6 Mar TATAPOWER was trading at 375.50. The strike last trading price was 1.55, which was -0.45 lower than the previous day. The implied volatity was 25.35, the open interest changed by 2 which increased total open position to 9
On 5 Mar TATAPOWER was trading at 376.85. The strike last trading price was 2, which was 0.2 higher than the previous day. The implied volatity was 26.54, the open interest changed by 1 which increased total open position to 7
On 4 Mar TATAPOWER was trading at 365.85. The strike last trading price was 1.8, which was -1 lower than the previous day. The implied volatity was 29.91, the open interest changed by 0 which decreased total open position to 6
On 2 Mar TATAPOWER was trading at 368.35. The strike last trading price was 2.8, 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 6
On 27 Feb TATAPOWER was trading at 377.55. The strike last trading price was 2.8, 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 6
On 26 Feb TATAPOWER was trading at 380.40. The strike last trading price was 2.8, which was 0.6 higher than the previous day. The implied volatity was 25.89, the open interest changed by 6 which increased total open position to 6
| TATAPOWER 28-Apr-2026 (4d) 435 PE | |||||||
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Delta: -0.68
Vega: 0
Theta: -0.43
Gamma: 0.03049
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 429.00 | 8.1 | 0.25 | 24.81 | 917 | -72 | 526 |
| 23 Apr | 430.30 | 7.5 | 2.25 | 25.21 | 1,877 | -91 | 597 |
| 22 Apr | 436.05 | 5.05 | -1.6000000000000005 | 25.84 | 3,588 | -298 | 699 |
| 21 Apr | 436.05 | 6.6 | -1.700000000000001 | 28.3 | 2,068 | 103 | 1,001 |
| 20 Apr | 433.60 | 8.1 | -4.300000000000001 | 27.41 | 3,304 | 178 | 900 |
| 17 Apr | 427.60 | 12.4 | -0.9000000000000004 | 27.97 | 761 | -5 | 722 |
| 16 Apr | 426.60 | 12.35 | -5.35 | 29.45 | 361 | -1 | 728 |
| 15 Apr | 421.85 | 17.9 | -7.900000000000002 | 31.97 | 183 | 0 | 729 |
| 13 Apr | 409.55 | 25.75 | -10.5 | 24.51 | 272 | -6 | 728 |
| 10 Apr | 399.35 | 36.25 | -1.6499999999999986 | 26.5 | 22 | 0 | 734 |
| 9 Apr | 394.70 | 37.9 | -0.75 | 14.19 | 7 | -1 | 734 |
| 8 Apr | 394.95 | 38.4 | -11.4 | 29.35 | 73 | 0 | 737 |
| 7 Apr | 387.70 | 49.8 | -2.2 | 50.06 | 4 | 0 | 739 |
| 6 Apr | 383.85 | 52 | 3.3 | - | 0 | 0 | 739 |
| 2 Apr | 385.00 | 52 | 3.3 | - | 0 | 0 | 739 |
| 1 Apr | 380.20 | 52 | 3.3 | - | 0 | 0 | 739 |
| 30 Mar | 378.75 | 52 | 3.3 | 29.42 | 2 | 1 | 738 |
| 27 Mar | 385.70 | 48 | 3.75 | 30.3 | 18 | 11 | 737 |
| 25 Mar | 390.70 | 44.25 | -5.7 | 35.4 | 25 | -4 | 725 |
| 24 Mar | 384.75 | 49.95 | -2.3 | 37.27 | 8 | 6 | 728 |
| 23 Mar | 386.95 | 53.8 | 22.3 | 43.51 | 18 | 16 | 721 |
| 20 Mar | 402.40 | 31.5 | -6.7 | 24.36 | 11 | -1 | 703 |
| 19 Mar | 398.50 | 38.2 | 3.1 | 33.86 | 18 | -1 | 703 |
| 18 Mar | 400.35 | 35.65 | -1.15 | 29.3 | 746 | 693 | 704 |
| 17 Mar | 400.85 | 36.8 | -8.55 | 32.83 | 2 | -1 | 10 |
| 16 Mar | 390.55 | 45.35 | -37.4 | - | 0 | 0 | 0 |
| 13 Mar | 394.95 | 45.35 | -37.4 | - | 0 | 0 | 0 |
| 12 Mar | 402.15 | 45.35 | -37.4 | - | 0 | 0 | 11 |
| 11 Mar | 385.75 | 45.35 | -37.4 | 19.15 | 11 | 10 | 10 |
| 10 Mar | 381.30 | 82.75 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 372.90 | 82.75 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 375.50 | 82.75 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 376.85 | 82.75 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 365.85 | 82.75 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 368.35 | 82.75 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 377.55 | 82.75 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 380.40 | 82.75 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 435 expiring on 28APR2026
Delta for 435 PE is -0.68
Historical price for 435 PE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 8.1, which was 0.25 higher than the previous day. The implied volatity was 24.81, the open interest changed by -72 which decreased total open position to 526
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 7.5, which was 2.25 higher than the previous day. The implied volatity was 25.21, the open interest changed by -91 which decreased total open position to 597
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 5.05, which was -1.6000000000000005 lower than the previous day. The implied volatity was 25.84, the open interest changed by -298 which decreased total open position to 699
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 6.6, which was -1.700000000000001 lower than the previous day. The implied volatity was 28.3, the open interest changed by 103 which increased total open position to 1001
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 8.1, which was -4.300000000000001 lower than the previous day. The implied volatity was 27.41, the open interest changed by 178 which increased total open position to 900
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 12.4, which was -0.9000000000000004 lower than the previous day. The implied volatity was 27.97, the open interest changed by -5 which decreased total open position to 722
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 12.35, which was -5.35 lower than the previous day. The implied volatity was 29.45, the open interest changed by -1 which decreased total open position to 728
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 17.9, which was -7.900000000000002 lower than the previous day. The implied volatity was 31.97, the open interest changed by 0 which decreased total open position to 729
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 25.75, which was -10.5 lower than the previous day. The implied volatity was 24.51, the open interest changed by -6 which decreased total open position to 728
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 36.25, which was -1.6499999999999986 lower than the previous day. The implied volatity was 26.5, the open interest changed by 0 which decreased total open position to 734
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 37.9, which was -0.75 lower than the previous day. The implied volatity was 14.19, the open interest changed by -1 which decreased total open position to 734
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 38.4, which was -11.4 lower than the previous day. The implied volatity was 29.35, the open interest changed by 0 which decreased total open position to 737
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 49.8, which was -2.2 lower than the previous day. The implied volatity was 50.06, the open interest changed by 0 which decreased total open position to 739
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 52, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 739
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 52, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 739
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 52, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 739
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 52, which was 3.3 higher than the previous day. The implied volatity was 29.42, the open interest changed by 1 which increased total open position to 738
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 48, which was 3.75 higher than the previous day. The implied volatity was 30.3, the open interest changed by 11 which increased total open position to 737
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 44.25, which was -5.7 lower than the previous day. The implied volatity was 35.4, the open interest changed by -4 which decreased total open position to 725
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 49.95, which was -2.3 lower than the previous day. The implied volatity was 37.27, the open interest changed by 6 which increased total open position to 728
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 53.8, which was 22.3 higher than the previous day. The implied volatity was 43.51, the open interest changed by 16 which increased total open position to 721
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 31.5, which was -6.7 lower than the previous day. The implied volatity was 24.36, the open interest changed by -1 which decreased total open position to 703
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 38.2, which was 3.1 higher than the previous day. The implied volatity was 33.86, the open interest changed by -1 which decreased total open position to 703
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 35.65, which was -1.15 lower than the previous day. The implied volatity was 29.3, the open interest changed by 693 which increased total open position to 704
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 36.8, which was -8.55 lower than the previous day. The implied volatity was 32.83, the open interest changed by -1 which decreased total open position to 10
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 45.35, which was -37.4 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 45.35, which was -37.4 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 45.35, which was -37.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Mar TATAPOWER was trading at 385.75. The strike last trading price was 45.35, which was -37.4 lower than the previous day. The implied volatity was 19.15, the open interest changed by 10 which increased total open position to 10
On 10 Mar TATAPOWER was trading at 381.30. The strike last trading price was 82.75, 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 Mar TATAPOWER was trading at 372.90. The strike last trading price was 82.75, 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 6 Mar TATAPOWER was trading at 375.50. The strike last trading price was 82.75, 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 5 Mar TATAPOWER was trading at 376.85. The strike last trading price was 82.75, 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 4 Mar TATAPOWER was trading at 365.85. The strike last trading price was 82.75, 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 2 Mar TATAPOWER was trading at 368.35. The strike last trading price was 82.75, 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 27 Feb TATAPOWER was trading at 377.55. The strike last trading price was 82.75, 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 26 Feb TATAPOWER was trading at 380.40. The strike last trading price was 82.75, 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
