TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Apr 2026 01:28 PM IST
| TATAPOWER 28-Apr-2026 (4d) 445 CE | ||||||||||||||||
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Delta: 0.12
Vega: 0
Theta: -0.3
Gamma: 0.01542
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 429.00 | 0.75 | -0.3999999999999999 | 27.38 | 956 | -119 | 583 | |||||||||
| 23 Apr | 430.30 | 1.2 | -1.7 | 26.66 | 2,357 | 213 | 703 | |||||||||
| 22 Apr | 436.05 | 2.9 | -0.4500000000000002 | 27.13 | 2,591 | 79 | 495 | |||||||||
| 21 Apr | 436.05 | 3.25 | -0.25 | 27.59 | 2,144 | 70 | 415 | |||||||||
| 20 Apr | 433.60 | 3.45 | 0.7000000000000002 | 30.08 | 2,920 | -201 | 338 | |||||||||
| 17 Apr | 427.60 | 2.55 | -0.8000000000000003 | 27.26 | 839 | 26 | 536 | |||||||||
| 16 Apr | 426.60 | 3.6 | 0.9500000000000002 | 29.86 | 1,671 | -66 | 510 | |||||||||
| 15 Apr | 421.85 | 2.65 | 1.2999999999999998 | 31.13 | 2,293 | 129 | 579 | |||||||||
| 13 Apr | 409.55 | 1.4 | 0.95 | 31.41 | 918 | 360 | 450 | |||||||||
| 10 Apr | 399.35 | 0.45 | -0.14999999999999997 | 28.51 | 9 | -5 | 91 | |||||||||
| 9 Apr | 394.70 | 0.6 | -0.05 | 30.41 | 17 | 3 | 96 | |||||||||
| 8 Apr | 394.95 | 0.65 | 0 | 29.72 | 18 | 1 | 94 | |||||||||
| 7 Apr | 387.70 | 0.65 | -0.15 | - | 0 | 0 | 93 | |||||||||
| 6 Apr | 383.85 | 0.65 | -0.15 | 34.15 | 3 | -2 | 94 | |||||||||
| 2 Apr | 385.00 | 0.8 | -0.1 | 33.26 | 16 | 8 | 96 | |||||||||
| 1 Apr | 380.20 | 0.9 | -0.2 | 34.58 | 53 | 9 | 87 | |||||||||
| 30 Mar | 378.75 | 1.1 | -0.55 | 35.37 | 45 | 27 | 73 | |||||||||
| 27 Mar | 385.70 | 1.6 | -0.2 | 33.54 | 66 | 13 | 46 | |||||||||
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| 25 Mar | 390.70 | 1.85 | -0.55 | 31.01 | 40 | -13 | 33 | |||||||||
| 24 Mar | 384.75 | 2.4 | -1.05 | 35.57 | 27 | 15 | 46 | |||||||||
| 23 Mar | 386.95 | 3.35 | -0.8 | 39.77 | 16 | 5 | 31 | |||||||||
| 20 Mar | 402.40 | 4.15 | 0.7 | 30.27 | 16 | 4 | 26 | |||||||||
| 19 Mar | 398.50 | 3.45 | 1.3 | 29.73 | 23 | 22 | 22 | |||||||||
| 18 Mar | 400.35 | 2.15 | 0 | 7.99 | 0 | 0 | 0 | |||||||||
| 17 Mar | 400.85 | 2.15 | 0 | 7.91 | 0 | 0 | 0 | |||||||||
| 16 Mar | 390.55 | 2.15 | 0 | 9.77 | 0 | 0 | 0 | |||||||||
| 13 Mar | 394.95 | 2.15 | 0 | 8.5 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 445 expiring on 28APR2026
Delta for 445 CE is 0.12
Historical price for 445 CE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 0.75, which was -0.3999999999999999 lower than the previous day. The implied volatity was 27.38, the open interest changed by -119 which decreased total open position to 583
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 1.2, which was -1.7 lower than the previous day. The implied volatity was 26.66, the open interest changed by 213 which increased total open position to 703
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 2.9, which was -0.4500000000000002 lower than the previous day. The implied volatity was 27.13, the open interest changed by 79 which increased total open position to 495
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 27.59, the open interest changed by 70 which increased total open position to 415
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 3.45, which was 0.7000000000000002 higher than the previous day. The implied volatity was 30.08, the open interest changed by -201 which decreased total open position to 338
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 2.55, which was -0.8000000000000003 lower than the previous day. The implied volatity was 27.26, the open interest changed by 26 which increased total open position to 536
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 3.6, which was 0.9500000000000002 higher than the previous day. The implied volatity was 29.86, the open interest changed by -66 which decreased total open position to 510
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 2.65, which was 1.2999999999999998 higher than the previous day. The implied volatity was 31.13, the open interest changed by 129 which increased total open position to 579
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 1.4, which was 0.95 higher than the previous day. The implied volatity was 31.41, the open interest changed by 360 which increased total open position to 450
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 0.45, which was -0.14999999999999997 lower than the previous day. The implied volatity was 28.51, the open interest changed by -5 which decreased total open position to 91
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 0.6, which was -0.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by 3 which increased total open position to 96
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 29.72, the open interest changed by 1 which increased total open position to 94
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 93
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 34.15, the open interest changed by -2 which decreased total open position to 94
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 0.8, which was -0.1 lower than the previous day. The implied volatity was 33.26, the open interest changed by 8 which increased total open position to 96
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 34.58, the open interest changed by 9 which increased total open position to 87
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 35.37, the open interest changed by 27 which increased total open position to 73
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 1.6, which was -0.2 lower than the previous day. The implied volatity was 33.54, the open interest changed by 13 which increased total open position to 46
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 1.85, which was -0.55 lower than the previous day. The implied volatity was 31.01, the open interest changed by -13 which decreased total open position to 33
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 2.4, which was -1.05 lower than the previous day. The implied volatity was 35.57, the open interest changed by 15 which increased total open position to 46
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 3.35, which was -0.8 lower than the previous day. The implied volatity was 39.77, the open interest changed by 5 which increased total open position to 31
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 4.15, which was 0.7 higher than the previous day. The implied volatity was 30.27, the open interest changed by 4 which increased total open position to 26
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 3.45, which was 1.3 higher than the previous day. The implied volatity was 29.73, the open interest changed by 22 which increased total open position to 22
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 2.15, which was 0 lower than the previous day. The implied volatity was 7.99, 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 2.15, which was 0 lower than the previous day. The implied volatity was 7.91, 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 2.15, which was 0 lower than the previous day. The implied volatity was 9.77, 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 2.15, which was 0 lower than the previous day. The implied volatity was 8.5, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 28-Apr-2026 (4d) 445 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.9
Vega: 0
Theta: -0.17
Gamma: 0.01554
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 429.00 | 15.5 | -0.05000000000000071 | 24.17 | 92 | -16 | 140 |
| 23 Apr | 430.30 | 15.7 | 4.35 | 27.41 | 333 | -23 | 156 |
| 22 Apr | 436.05 | 11.4 | -1.5999999999999996 | 26.75 | 345 | 67 | 178 |
| 21 Apr | 436.05 | 13 | -1.9000000000000004 | 30.06 | 504 | 22 | 111 |
| 20 Apr | 433.60 | 15 | -5.300000000000001 | 29.18 | 514 | 55 | 91 |
| 17 Apr | 427.60 | 20.1 | -5.599999999999998 | 30.1 | 52 | 2 | 37 |
| 16 Apr | 426.60 | 25.8 | 25.8 | 33.32 | 0 | 0 | 35 |
| 15 Apr | 421.85 | 25.8 | -59.55 | 33.32 | 38 | 36 | 36 |
| 13 Apr | 409.55 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 399.35 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 394.70 | 85.35 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 394.95 | 85.35 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 387.70 | 85.35 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 383.85 | 85.35 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 385.00 | 85.35 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 380.20 | 85.35 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 378.75 | 85.35 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 385.70 | 85.35 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 390.70 | 85.35 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 384.75 | 85.35 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 386.95 | 85.35 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 402.40 | 85.35 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 398.50 | 85.35 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 400.35 | 85.35 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 400.85 | 85.35 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 390.55 | 85.35 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 394.95 | 85.35 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 445 expiring on 28APR2026
Delta for 445 PE is -0.9
Historical price for 445 PE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 15.5, which was -0.05000000000000071 lower than the previous day. The implied volatity was 24.17, the open interest changed by -16 which decreased total open position to 140
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 15.7, which was 4.35 higher than the previous day. The implied volatity was 27.41, the open interest changed by -23 which decreased total open position to 156
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 11.4, which was -1.5999999999999996 lower than the previous day. The implied volatity was 26.75, the open interest changed by 67 which increased total open position to 178
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 13, which was -1.9000000000000004 lower than the previous day. The implied volatity was 30.06, the open interest changed by 22 which increased total open position to 111
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 15, which was -5.300000000000001 lower than the previous day. The implied volatity was 29.18, the open interest changed by 55 which increased total open position to 91
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 20.1, which was -5.599999999999998 lower than the previous day. The implied volatity was 30.1, the open interest changed by 2 which increased total open position to 37
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 25.8, which was 25.8 higher than the previous day. The implied volatity was 33.32, the open interest changed by 0 which decreased total open position to 35
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 25.8, which was -59.55 lower than the previous day. The implied volatity was 33.32, the open interest changed by 36 which increased total open position to 36
On 13 Apr TATAPOWER was trading at 409.55. 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 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 85.35, 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 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 85.35, 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 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 85.35, 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 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 85.35, 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 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 85.35, 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 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 85.35, 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 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 85.35, 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 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 85.35, 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 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 85.35, 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 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 85.35, 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 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 85.35, 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 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 85.35, 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 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 85.35, 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 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 85.35, 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 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 85.35, 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 85.35, 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 85.35, 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
