TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
08 May 2026 04:10 PM IST
| TATAPOWER 26-May-2026 (16d) 440 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0
Theta: -0.37
Gamma: 0.01273
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 May | 436.00 | 10.9 | -2.799999999999999 (-20.44%) | 32.04 | 2,403 | 264 | 1,796 | |||||||||
| 7 May | 439.25 | 13.55 | -1.8999999999999986 (-12.30%) | 32.31 | 2,548 | 160 | 1,529 | |||||||||
| 6 May | 443.25 | 14.95 | -0.05000000000000071 (-0.33%) | 30.85 | 1,606 | 9 | 1,380 | |||||||||
| 5 May | 442.65 | 15.15 | -0.5 (-3.19%) | 29.49 | 3,750 | 275 | 1,389 | |||||||||
| 4 May | 441.40 | 15.4 | -2.9000000000000004 (-15.85%) | 31.8 | 1,171 | 463 | 1,115 | |||||||||
| 30 Apr | 444.55 | 18.55 | -4.050000000000001 (-17.92%) | 30.1 | 1,358 | 172 | 824 | |||||||||
| 29 Apr | 451.50 | 22.2 | -8.400000000000002 (-27.45%) | 31.89 | 312 | -22 | 652 | |||||||||
| 28 Apr | 461.80 | 30.45 | 5.5 (22.04%) | 31.15 | 592 | -115 | 676 | |||||||||
| 27 Apr | 453.20 | 25.5 | 11.65 (84.12%) | 32.98 | 2,093 | -148 | 797 | |||||||||
| 24 Apr | 435.00 | 13.45 | 1.5999999999999996 (13.50%) | 28.17 | 928 | 60 | 926 | |||||||||
| 23 Apr | 430.30 | 11.95 | -3.6000000000000014 (-23.15%) | 29.11 | 1,013 | 204 | 866 | |||||||||
| 22 Apr | 436.05 | 15.7 | 0.34999999999999964 (2.28%) | 30.97 | 761 | 33 | 662 | |||||||||
| 21 Apr | 436.05 | 15.3 | 0.3000000000000007 (2.00%) | 30.43 | 477 | 25 | 570 | |||||||||
| 20 Apr | 433.60 | 15 | 2.5 (20.00%) | 31.32 | 549 | 49 | 532 | |||||||||
| 17 Apr | 427.60 | 12.6 | 0.1999999999999993 (1.61%) | 30.2 | 470 | 117 | 479 | |||||||||
| 16 Apr | 426.60 | 13.45 | 2.3999999999999986 (21.72%) | 30.17 | 627 | 5 | 358 | |||||||||
| 15 Apr | 421.85 | 10.75 | 3.2 (42.38%) | 30.4 | 449 | 151 | 353 | |||||||||
| 13 Apr | 409.55 | 7.55 | 2.75 (57.29%) | 31.12 | 666 | 7 | 196 | |||||||||
| 10 Apr | 399.35 | 4.75 | 0.2999999999999998 (6.74%) | 29.37 | 201 | 98 | 186 | |||||||||
| 9 Apr | 394.70 | 4.45 | -0.3 (-6.32%) | 29.65 | 56 | 4 | 88 | |||||||||
| 8 Apr | 394.95 | 4.8 | 0.8 (20.00%) | 29.83 | 104 | 23 | 60 | |||||||||
| 7 Apr | 387.70 | 4 | 0.3 (8.11%) | 31.58 | 33 | 16 | 37 | |||||||||
| 6 Apr | 383.85 | 3.6 | -1.9 (-34.55%) | 31.69 | 26 | 19 | 20 | |||||||||
| 2 Apr | 385.00 | 6 | -5.6 (-48.28%) | 36.94 | 20 | 10 | 11 | |||||||||
| 1 Apr | 380.20 | 11.6 | 5 (75.76%) | - | 0 | 0 | 1 | |||||||||
| 30 Mar | 378.75 | 11.6 | 5 (75.76%) | - | 0 | 0 | 1 | |||||||||
| 27 Mar | 385.70 | 11.6 | 5 (75.76%) | - | 0 | 0 | 1 | |||||||||
| 25 Mar | 390.70 | 11.6 | 5 (75.76%) | - | 0 | 0 | 1 | |||||||||
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| 24 Mar | 384.75 | 11.6 | 5 (75.76%) | - | 0 | 0 | 1 | |||||||||
| 23 Mar | 386.95 | 11.6 | 5 (75.76%) | - | 0 | 0 | 1 | |||||||||
| 20 Mar | 402.40 | 11.6 | 5 (75.76%) | - | 0 | 0 | 1 | |||||||||
| 19 Mar | 398.50 | 11.6 | 5 (75.76%) | - | 0 | 0 | 1 | |||||||||
| 18 Mar | 400.35 | 11.6 | 5 (75.76%) | - | 0 | 0 | 1 | |||||||||
| 17 Mar | 400.85 | 11.6 | 5 (75.76%) | - | 1 | 0 | 1 | |||||||||
For Tata Power Co Ltd - strike price 440 expiring on 26MAY2026
Delta for 440 CE is 0.47
Historical price for 440 CE is as follows
On 8 May TATAPOWER was trading at 436.00. The strike last trading price was 10.9, which was -2.799999999999999 lower than the previous day. The implied volatity was 32.04, the open interest changed by 264 which increased total open position to 1796
On 7 May TATAPOWER was trading at 439.25. The strike last trading price was 13.55, which was -1.8999999999999986 lower than the previous day. The implied volatity was 32.31, the open interest changed by 160 which increased total open position to 1529
On 6 May TATAPOWER was trading at 443.25. The strike last trading price was 14.95, which was -0.05000000000000071 lower than the previous day. The implied volatity was 30.85, the open interest changed by 9 which increased total open position to 1380
On 5 May TATAPOWER was trading at 442.65. The strike last trading price was 15.15, which was -0.5 lower than the previous day. The implied volatity was 29.49, the open interest changed by 275 which increased total open position to 1389
On 4 May TATAPOWER was trading at 441.40. The strike last trading price was 15.4, which was -2.9000000000000004 lower than the previous day. The implied volatity was 31.8, the open interest changed by 463 which increased total open position to 1115
On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 18.55, which was -4.050000000000001 lower than the previous day. The implied volatity was 30.1, the open interest changed by 172 which increased total open position to 824
On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 22.2, which was -8.400000000000002 lower than the previous day. The implied volatity was 31.89, the open interest changed by -22 which decreased total open position to 652
On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 30.45, which was 5.5 higher than the previous day. The implied volatity was 31.15, the open interest changed by -115 which decreased total open position to 676
On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 25.5, which was 11.65 higher than the previous day. The implied volatity was 32.98, the open interest changed by -148 which decreased total open position to 797
On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 13.45, which was 1.5999999999999996 higher than the previous day. The implied volatity was 28.17, the open interest changed by 60 which increased total open position to 926
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 11.95, which was -3.6000000000000014 lower than the previous day. The implied volatity was 29.11, the open interest changed by 204 which increased total open position to 866
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 15.7, which was 0.34999999999999964 higher than the previous day. The implied volatity was 30.97, the open interest changed by 33 which increased total open position to 662
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 15.3, which was 0.3000000000000007 higher than the previous day. The implied volatity was 30.43, the open interest changed by 25 which increased total open position to 570
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 15, which was 2.5 higher than the previous day. The implied volatity was 31.32, the open interest changed by 49 which increased total open position to 532
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 12.6, which was 0.1999999999999993 higher than the previous day. The implied volatity was 30.2, the open interest changed by 117 which increased total open position to 479
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 13.45, which was 2.3999999999999986 higher than the previous day. The implied volatity was 30.17, the open interest changed by 5 which increased total open position to 358
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 10.75, which was 3.2 higher than the previous day. The implied volatity was 30.4, the open interest changed by 151 which increased total open position to 353
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 7.55, which was 2.75 higher than the previous day. The implied volatity was 31.12, the open interest changed by 7 which increased total open position to 196
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 4.75, which was 0.2999999999999998 higher than the previous day. The implied volatity was 29.37, the open interest changed by 98 which increased total open position to 186
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 4.45, which was -0.3 lower than the previous day. The implied volatity was 29.65, the open interest changed by 4 which increased total open position to 88
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 4.8, which was 0.8 higher than the previous day. The implied volatity was 29.83, the open interest changed by 23 which increased total open position to 60
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 4, which was 0.3 higher than the previous day. The implied volatity was 31.58, the open interest changed by 16 which increased total open position to 37
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 3.6, which was -1.9 lower than the previous day. The implied volatity was 31.69, the open interest changed by 19 which increased total open position to 20
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 6, which was -5.6 lower than the previous day. The implied volatity was 36.94, the open interest changed by 10 which increased total open position to 11
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 11.6, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 11.6, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 11.6, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 11.6, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 11.6, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 11.6, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 11.6, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 11.6, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 11.6, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 11.6, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
| TATAPOWER 26-May-2026 (16d) 440 PE | |||||||
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Delta: -0.52
Vega: 0
Theta: -0.3
Gamma: 0.01266
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 May | 436.00 | 13.9 | 2.3000000000000007 (19.83%) | 32.19 | 1,115 | 7 | 1,060 |
| 7 May | 439.25 | 11.35 | 1.3499999999999996 (13.50%) | 29.41 | 1,534 | 53 | 1,052 |
| 6 May | 443.25 | 10.45 | -0.8000000000000007 (-7.11%) | 29.87 | 1,131 | 8 | 1,004 |
| 5 May | 442.65 | 10.9 | -0.5 (-4.39%) | 30.61 | 2,023 | 238 | 994 |
| 4 May | 441.40 | 11 | -0.05000000000000071 (-0.45%) | 28.74 | 1,139 | 29 | 755 |
| 30 Apr | 444.55 | 10.5 | 1.3499999999999996 (14.75%) | 29.76 | 2,950 | -54 | 672 |
| 29 Apr | 451.50 | 9.1 | 2.75 (43.31%) | 29.68 | 1,702 | 35 | 726 |
| 28 Apr | 461.80 | 6.3 | -2.6499999999999995 (-29.61%) | 30.76 | 1,362 | 99 | 689 |
| 27 Apr | 453.20 | 8.25 | -8.100000000000001 (-49.54%) | 29.2 | 1,823 | 421 | 588 |
| 24 Apr | 435.00 | 16.5 | -1.9499999999999993 (-10.57%) | 28.9 | 94 | 20 | 167 |
| 23 Apr | 430.30 | 18.25 | 1.9499999999999993 (11.96%) | 27.56 | 180 | 30 | 147 |
| 22 Apr | 436.05 | 16.3 | -0.8499999999999979 (-4.96%) | 29.19 | 199 | 29 | 116 |
| 21 Apr | 436.05 | 17.25 | -1.4499999999999993 (-7.75%) | 29.57 | 81 | -9 | 87 |
| 20 Apr | 433.60 | 19 | -2.5500000000000007 (-11.83%) | 29.58 | 95 | 30 | 95 |
| 17 Apr | 427.60 | 22.3 | -0.8000000000000007 (-3.46%) | 29.26 | 83 | 57 | 66 |
| 16 Apr | 426.60 | 23.1 | -1.8999999999999986 (-7.60%) | 29.14 | 9 | -4 | 10 |
| 15 Apr | 421.85 | 25 | -5.399999999999999 (-17.76%) | 28.04 | 12 | 0 | 2 |
| 13 Apr | 409.55 | 30.4 | -29.200000000000003 (-48.99%) | 20.34 | 2 | 1 | 1 |
| 10 Apr | 399.35 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 394.70 | 59.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 394.95 | 59.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 387.70 | 59.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 383.85 | 59.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 385.00 | 59.6 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 380.20 | 59.6 | 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 |
For Tata Power Co Ltd - strike price 440 expiring on 26MAY2026
Delta for 440 PE is -0.52
Historical price for 440 PE is as follows
On 8 May TATAPOWER was trading at 436.00. The strike last trading price was 13.9, which was 2.3000000000000007 higher than the previous day. The implied volatity was 32.19, the open interest changed by 7 which increased total open position to 1060
On 7 May TATAPOWER was trading at 439.25. The strike last trading price was 11.35, which was 1.3499999999999996 higher than the previous day. The implied volatity was 29.41, the open interest changed by 53 which increased total open position to 1052
On 6 May TATAPOWER was trading at 443.25. The strike last trading price was 10.45, which was -0.8000000000000007 lower than the previous day. The implied volatity was 29.87, the open interest changed by 8 which increased total open position to 1004
On 5 May TATAPOWER was trading at 442.65. The strike last trading price was 10.9, which was -0.5 lower than the previous day. The implied volatity was 30.61, the open interest changed by 238 which increased total open position to 994
On 4 May TATAPOWER was trading at 441.40. The strike last trading price was 11, which was -0.05000000000000071 lower than the previous day. The implied volatity was 28.74, the open interest changed by 29 which increased total open position to 755
On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 10.5, which was 1.3499999999999996 higher than the previous day. The implied volatity was 29.76, the open interest changed by -54 which decreased total open position to 672
On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 9.1, which was 2.75 higher than the previous day. The implied volatity was 29.68, the open interest changed by 35 which increased total open position to 726
On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 6.3, which was -2.6499999999999995 lower than the previous day. The implied volatity was 30.76, the open interest changed by 99 which increased total open position to 689
On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 8.25, which was -8.100000000000001 lower than the previous day. The implied volatity was 29.2, the open interest changed by 421 which increased total open position to 588
On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 16.5, which was -1.9499999999999993 lower than the previous day. The implied volatity was 28.9, the open interest changed by 20 which increased total open position to 167
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 18.25, which was 1.9499999999999993 higher than the previous day. The implied volatity was 27.56, the open interest changed by 30 which increased total open position to 147
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 16.3, which was -0.8499999999999979 lower than the previous day. The implied volatity was 29.19, the open interest changed by 29 which increased total open position to 116
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 17.25, which was -1.4499999999999993 lower than the previous day. The implied volatity was 29.57, the open interest changed by -9 which decreased total open position to 87
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 19, which was -2.5500000000000007 lower than the previous day. The implied volatity was 29.58, the open interest changed by 30 which increased total open position to 95
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 22.3, which was -0.8000000000000007 lower than the previous day. The implied volatity was 29.26, the open interest changed by 57 which increased total open position to 66
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 23.1, which was -1.8999999999999986 lower than the previous day. The implied volatity was 29.14, the open interest changed by -4 which decreased total open position to 10
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 25, which was -5.399999999999999 lower than the previous day. The implied volatity was 28.04, the open interest changed by 0 which decreased total open position to 2
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 30.4, which was -29.200000000000003 lower than the previous day. The implied volatity was 20.34, the open interest changed by 1 which increased total open position to 1
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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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 59.6, 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
