TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
02 Apr 2026 04:10 PM IST
| TATAPOWER 28-Apr-2026 (23d) 440 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.13
Theta: -0.09
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Apr | 385.00 | 0.9 | -0.15 | 32.02 | 392 | 20 | 598 | |||||||||
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| 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 | |||||||||
| 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 0.07
Historical price for 440 CE is as follows
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 (23d) 440 PE | |||||||
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Delta: -0.84
Vega: 0.24
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.84
Historical price for 440 PE is as follows
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
