TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Apr 2026 01:30 PM IST
| TATAPOWER 28-Apr-2026 (4d) 440 CE | ||||||||||||||||
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Delta: 0.2
Vega: 0
Theta: -0.41
Gamma: 0.02268
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 429.00 | 1.35 | -0.6999999999999997 | 26.1 | 2,885 | -93 | 1,752 | |||||||||
| 23 Apr | 430.30 | 2.05 | -2.4000000000000004 | 25.72 | 7,347 | 160 | 1,960 | |||||||||
| 22 Apr | 436.05 | 4.45 | -0.4500000000000002 | 26.4 | 9,158 | 4 | 1,798 | |||||||||
| 21 Apr | 436.05 | 4.75 | -0.40000000000000036 | 26.95 | 5,223 | -70 | 1,821 | |||||||||
| 20 Apr | 433.60 | 5.05 | 1.1999999999999997 | 29.73 | 13,593 | 549 | 1,732 | |||||||||
| 17 Apr | 427.60 | 3.65 | -0.8000000000000003 | 27 | 4,148 | -1 | 1,185 | |||||||||
| 16 Apr | 426.60 | 5 | 1.4500000000000002 | 28.99 | 5,067 | 102 | 1,186 | |||||||||
| 15 Apr | 421.85 | 3.55 | 1.7499999999999998 | 30.43 | 7,361 | 96 | 1,071 | |||||||||
| 13 Apr | 409.55 | 1.8 | 1.05 | 30.6 | 5,552 | 432 | 994 | |||||||||
| 10 Apr | 399.35 | 0.65 | -0.25 | 26.9 | 397 | -3 | 555 | |||||||||
| 9 Apr | 394.70 | 0.85 | -0.05 | 30.22 | 187 | -16 | 557 | |||||||||
| 8 Apr | 394.95 | 0.9 | 0.15 | 29.41 | 465 | -33 | 567 | |||||||||
| 7 Apr | 387.70 | 0.75 | -0.05 | 31.83 | 328 | -20 | 598 | |||||||||
| 6 Apr | 383.85 | 0.85 | -0.15 | 34 | 343 | 19 | 618 | |||||||||
| 2 Apr | 385.00 | 0.9 | -0.15 | 32.02 | 392 | 20 | 598 | |||||||||
| 1 Apr | 380.20 | 1 | -0.25 | 33.3 | 268 | 36 | 577 | |||||||||
| 30 Mar | 378.75 | 1.25 | -0.65 | 34.36 | 731 | -117 | 539 | |||||||||
| 27 Mar | 385.70 | 1.9 | -0.3 | 32.94 | 406 | 66 | 654 | |||||||||
| 25 Mar | 390.70 | 2.2 | -0.75 | 30.39 | 1,285 | 294 | 588 | |||||||||
| 24 Mar | 384.75 | 2.9 | -1.05 | 35.41 | 215 | -2 | 293 | |||||||||
| 23 Mar | 386.95 | 3.6 | -1.5 | 38.49 | 453 | 9 | 281 | |||||||||
| 20 Mar | 402.40 | 5.35 | 1.05 | 30.98 | 541 | 6 | 259 | |||||||||
| 19 Mar | 398.50 | 4.5 | 0.5 | 30.4 | 357 | 13 | 254 | |||||||||
| 18 Mar | 400.35 | 4.05 | -0.5 | 28.3 | 385 | 27 | 216 | |||||||||
| 17 Mar | 400.85 | 4.35 | 0.45 | 28.34 | 293 | 17 | 189 | |||||||||
| 16 Mar | 390.55 | 3.65 | -1.35 | 31.27 | 234 | 44 | 172 | |||||||||
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| 13 Mar | 394.95 | 5.2 | -0.75 | 32.08 | 192 | 63 | 128 | |||||||||
| 12 Mar | 402.15 | 6.5 | 4.65 | 30.65 | 183 | 64 | 64 | |||||||||
For Tata Power Co Ltd - strike price 440 expiring on 28APR2026
Delta for 440 CE is 0.2
Historical price for 440 CE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 1.35, which was -0.6999999999999997 lower than the previous day. The implied volatity was 26.1, the open interest changed by -93 which decreased total open position to 1752
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 2.05, which was -2.4000000000000004 lower than the previous day. The implied volatity was 25.72, the open interest changed by 160 which increased total open position to 1960
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 4.45, which was -0.4500000000000002 lower than the previous day. The implied volatity was 26.4, the open interest changed by 4 which increased total open position to 1798
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 4.75, which was -0.40000000000000036 lower than the previous day. The implied volatity was 26.95, the open interest changed by -70 which decreased total open position to 1821
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 5.05, which was 1.1999999999999997 higher than the previous day. The implied volatity was 29.73, the open interest changed by 549 which increased total open position to 1732
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 3.65, which was -0.8000000000000003 lower than the previous day. The implied volatity was 27, the open interest changed by -1 which decreased total open position to 1185
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 5, which was 1.4500000000000002 higher than the previous day. The implied volatity was 28.99, the open interest changed by 102 which increased total open position to 1186
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 3.55, which was 1.7499999999999998 higher than the previous day. The implied volatity was 30.43, the open interest changed by 96 which increased total open position to 1071
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 1.8, which was 1.05 higher than the previous day. The implied volatity was 30.6, the open interest changed by 432 which increased total open position to 994
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 26.9, the open interest changed by -3 which decreased total open position to 555
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 30.22, the open interest changed by -16 which decreased total open position to 557
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 0.9, which was 0.15 higher than the previous day. The implied volatity was 29.41, the open interest changed by -33 which decreased total open position to 567
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 31.83, the open interest changed by -20 which decreased total open position to 598
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 34, the open interest changed by 19 which increased total open position to 618
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 0.9, which was -0.15 lower than the previous day. The implied volatity was 32.02, the open interest changed by 20 which increased total open position to 598
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 33.3, the open interest changed by 36 which increased total open position to 577
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 34.36, the open interest changed by -117 which decreased total open position to 539
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 1.9, which was -0.3 lower than the previous day. The implied volatity was 32.94, the open interest changed by 66 which increased total open position to 654
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 2.2, which was -0.75 lower than the previous day. The implied volatity was 30.39, the open interest changed by 294 which increased total open position to 588
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 2.9, which was -1.05 lower than the previous day. The implied volatity was 35.41, the open interest changed by -2 which decreased total open position to 293
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 3.6, which was -1.5 lower than the previous day. The implied volatity was 38.49, the open interest changed by 9 which increased total open position to 281
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 5.35, which was 1.05 higher than the previous day. The implied volatity was 30.98, the open interest changed by 6 which increased total open position to 259
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 4.5, which was 0.5 higher than the previous day. The implied volatity was 30.4, the open interest changed by 13 which increased total open position to 254
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 4.05, which was -0.5 lower than the previous day. The implied volatity was 28.3, the open interest changed by 27 which increased total open position to 216
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 4.35, which was 0.45 higher than the previous day. The implied volatity was 28.34, the open interest changed by 17 which increased total open position to 189
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 3.65, which was -1.35 lower than the previous day. The implied volatity was 31.27, the open interest changed by 44 which increased total open position to 172
On 13 Mar TATAPOWER was trading at 394.95. The strike last trading price was 5.2, which was -0.75 lower than the previous day. The implied volatity was 32.08, the open interest changed by 63 which increased total open position to 128
On 12 Mar TATAPOWER was trading at 402.15. The strike last trading price was 6.5, which was 4.65 higher than the previous day. The implied volatity was 30.65, the open interest changed by 64 which increased total open position to 64
| TATAPOWER 28-Apr-2026 (4d) 440 PE | |||||||
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Delta: -0.81
Vega: 0
Theta: -0.29
Gamma: 0.02401
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 429.00 | 11.35 | 0 | 23.75 | 367 | -41 | 295 |
| 23 Apr | 430.30 | 11.05 | 3.0500000000000007 | 25.96 | 842 | -130 | 336 |
| 22 Apr | 436.05 | 7.65 | -1.9499999999999993 | 25.74 | 1,535 | 199 | 471 |
| 21 Apr | 436.05 | 9.55 | -1.75 | 29.19 | 1,057 | 32 | 275 |
| 20 Apr | 433.60 | 11.15 | -5.1 | 28.61 | 1,471 | 165 | 245 |
| 17 Apr | 427.60 | 16.15 | -0.8000000000000007 | 29.59 | 369 | -17 | 82 |
| 16 Apr | 426.60 | 15.7 | -5.800000000000001 | 29.46 | 248 | 24 | 100 |
| 15 Apr | 421.85 | 21.45 | -5.75 | 31.38 | 80 | 21 | 76 |
| 13 Apr | 409.55 | 27.2 | -16.2 | 26.92 | 63 | 27 | 55 |
| 10 Apr | 399.35 | 43.4 | -0.8500000000000014 | 40.09 | 4 | 1 | 30 |
| 9 Apr | 394.70 | 44.25 | 1.25 | 34.03 | 33 | -14 | 39 |
| 8 Apr | 394.95 | 43.1 | -13 | 30.18 | 8 | 2 | 51 |
| 7 Apr | 387.70 | 56.1 | -1.9 | - | 0 | 0 | 49 |
| 6 Apr | 383.85 | 56.1 | -1.9 | 43.66 | 1 | 0 | 48 |
| 2 Apr | 385.00 | 58 | -0.25 | 46.26 | 7 | 5 | 50 |
| 1 Apr | 380.20 | 58.25 | 5 | - | 0 | 0 | 45 |
| 30 Mar | 378.75 | 58.25 | 5 | 28.74 | 4 | 2 | 43 |
| 27 Mar | 385.70 | 53.25 | 3.85 | 33.81 | 7 | 6 | 40 |
| 25 Mar | 390.70 | 49.4 | -5.7 | 38.49 | 2 | 0 | 32 |
| 24 Mar | 384.75 | 55.1 | 17.3 | 40.27 | 5 | 0 | 27 |
| 23 Mar | 386.95 | 37.8 | 0.3 | - | 0 | 0 | 27 |
| 20 Mar | 402.40 | 37.8 | 0.3 | 30.3 | 28 | 19 | 26 |
| 19 Mar | 398.50 | 37.5 | -49.85 | - | 0 | 0 | 7 |
| 18 Mar | 400.35 | 37.5 | -49.85 | 23.27 | 7 | 0 | 0 |
| 17 Mar | 400.85 | 87.35 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 390.55 | 87.35 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 394.95 | 87.35 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 402.15 | 87.35 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 440 expiring on 28APR2026
Delta for 440 PE is -0.81
Historical price for 440 PE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 11.35, which was 0 lower than the previous day. The implied volatity was 23.75, the open interest changed by -41 which decreased total open position to 295
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 11.05, which was 3.0500000000000007 higher than the previous day. The implied volatity was 25.96, the open interest changed by -130 which decreased total open position to 336
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 7.65, which was -1.9499999999999993 lower than the previous day. The implied volatity was 25.74, the open interest changed by 199 which increased total open position to 471
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 9.55, which was -1.75 lower than the previous day. The implied volatity was 29.19, the open interest changed by 32 which increased total open position to 275
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 11.15, which was -5.1 lower than the previous day. The implied volatity was 28.61, the open interest changed by 165 which increased total open position to 245
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 16.15, which was -0.8000000000000007 lower than the previous day. The implied volatity was 29.59, the open interest changed by -17 which decreased total open position to 82
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 15.7, which was -5.800000000000001 lower than the previous day. The implied volatity was 29.46, the open interest changed by 24 which increased total open position to 100
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 21.45, which was -5.75 lower than the previous day. The implied volatity was 31.38, the open interest changed by 21 which increased total open position to 76
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 27.2, which was -16.2 lower than the previous day. The implied volatity was 26.92, the open interest changed by 27 which increased total open position to 55
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 43.4, which was -0.8500000000000014 lower than the previous day. The implied volatity was 40.09, the open interest changed by 1 which increased total open position to 30
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 44.25, which was 1.25 higher than the previous day. The implied volatity was 34.03, the open interest changed by -14 which decreased total open position to 39
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 43.1, which was -13 lower than the previous day. The implied volatity was 30.18, the open interest changed by 2 which increased total open position to 51
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 56.1, which was -1.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 56.1, which was -1.9 lower than the previous day. The implied volatity was 43.66, the open interest changed by 0 which decreased total open position to 48
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 58, which was -0.25 lower than the previous day. The implied volatity was 46.26, the open interest changed by 5 which increased total open position to 50
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 58.25, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 45
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 58.25, which was 5 higher than the previous day. The implied volatity was 28.74, the open interest changed by 2 which increased total open position to 43
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 53.25, which was 3.85 higher than the previous day. The implied volatity was 33.81, the open interest changed by 6 which increased total open position to 40
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 49.4, which was -5.7 lower than the previous day. The implied volatity was 38.49, the open interest changed by 0 which decreased total open position to 32
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 55.1, which was 17.3 higher than the previous day. The implied volatity was 40.27, the open interest changed by 0 which decreased total open position to 27
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 37.8, which was 0.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 37.8, which was 0.3 higher than the previous day. The implied volatity was 30.3, the open interest changed by 19 which increased total open position to 26
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 37.5, which was -49.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 37.5, which was -49.85 lower than the previous day. The implied volatity was 23.27, 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 87.35, 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 87.35, 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 13 Mar TATAPOWER was trading at 394.95. The strike last trading price was 87.35, 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 87.35, 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
