TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
07 May 2026 11:51 AM IST
| TATAPOWER 26-May-2026 (19d) 445 CE | ||||||||||||||||
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Delta: 0.46
Vega: 0
Theta: -0.37
Gamma: 0.01174
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 438.85 | 11.25 | -1.6500000000000004 (-12.79%) | 33.34 | 1,262 | 53 | 746 | |||||||||
| 6 May | 443.25 | 12.2 | -0.3500000000000014 (-2.79%) | 30.29 | 1,485 | -13 | 695 | |||||||||
| 5 May | 442.65 | 12.65 | -0.34999999999999964 (-2.69%) | 31.32 | 2,799 | 77 | 635 | |||||||||
| 4 May | 441.40 | 12.7 | -3.200000000000001 (-20.13%) | 31.22 | 1,691 | 364 | 560 | |||||||||
| 30 Apr | 444.55 | 16.15 | -3.700000000000003 (-18.64%) | 31.49 | 1,297 | 253 | 449 | |||||||||
| 29 Apr | 451.50 | 19.45 | -7.699999999999999 (-28.36%) | 31.93 | 433 | -24 | 188 | |||||||||
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| 28 Apr | 461.80 | 27 | 5.75 (27.06%) | 31.32 | 250 | -33 | 215 | |||||||||
| 27 Apr | 453.20 | 22 | 10.35 (88.84%) | 31.33 | 930 | 171 | 248 | |||||||||
| 24 Apr | 435.00 | 11.45 | 1.3499999999999996 (13.37%) | 28.75 | 52 | 2 | 74 | |||||||||
| 23 Apr | 430.30 | 9.8 | -3.5999999999999996 (-26.87%) | 28.95 | 27 | 5 | 71 | |||||||||
| 22 Apr | 436.05 | 13.4 | 0.25 (1.90%) | 29.94 | 61 | 13 | 62 | |||||||||
| 21 Apr | 436.05 | 13.35 | 0.6999999999999993 (5.53%) | 29.72 | 14 | 7 | 49 | |||||||||
| 20 Apr | 433.60 | 12.6 | 1.75 (16.13%) | 30.71 | 77 | 8 | 42 | |||||||||
| 17 Apr | 427.60 | 10.45 | -1.3500000000000014 (-11.44%) | 30.13 | 62 | 32 | 33 | |||||||||
| 16 Apr | 426.60 | 11.8 | 6.000000000000001 (103.45%) | 30.62 | 1 | 0 | 0 | |||||||||
| 15 Apr | 421.85 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 409.55 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 399.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 394.70 | 5.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 394.95 | 5.8 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 445 expiring on 26MAY2026
Delta for 445 CE is 0.46
Historical price for 445 CE is as follows
On 7 May TATAPOWER was trading at 438.85. The strike last trading price was 11.25, which was -1.6500000000000004 lower than the previous day. The implied volatity was 33.34, the open interest changed by 53 which increased total open position to 746
On 6 May TATAPOWER was trading at 443.25. The strike last trading price was 12.2, which was -0.3500000000000014 lower than the previous day. The implied volatity was 30.29, the open interest changed by -13 which decreased total open position to 695
On 5 May TATAPOWER was trading at 442.65. The strike last trading price was 12.65, which was -0.34999999999999964 lower than the previous day. The implied volatity was 31.32, the open interest changed by 77 which increased total open position to 635
On 4 May TATAPOWER was trading at 441.40. The strike last trading price was 12.7, which was -3.200000000000001 lower than the previous day. The implied volatity was 31.22, the open interest changed by 364 which increased total open position to 560
On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 16.15, which was -3.700000000000003 lower than the previous day. The implied volatity was 31.49, the open interest changed by 253 which increased total open position to 449
On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 19.45, which was -7.699999999999999 lower than the previous day. The implied volatity was 31.93, the open interest changed by -24 which decreased total open position to 188
On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 27, which was 5.75 higher than the previous day. The implied volatity was 31.32, the open interest changed by -33 which decreased total open position to 215
On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 22, which was 10.35 higher than the previous day. The implied volatity was 31.33, the open interest changed by 171 which increased total open position to 248
On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 11.45, which was 1.3499999999999996 higher than the previous day. The implied volatity was 28.75, the open interest changed by 2 which increased total open position to 74
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 9.8, which was -3.5999999999999996 lower than the previous day. The implied volatity was 28.95, the open interest changed by 5 which increased total open position to 71
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 13.4, which was 0.25 higher than the previous day. The implied volatity was 29.94, the open interest changed by 13 which increased total open position to 62
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 13.35, which was 0.6999999999999993 higher than the previous day. The implied volatity was 29.72, the open interest changed by 7 which increased total open position to 49
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 12.6, which was 1.75 higher than the previous day. The implied volatity was 30.71, the open interest changed by 8 which increased total open position to 42
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 10.45, which was -1.3500000000000014 lower than the previous day. The implied volatity was 30.13, the open interest changed by 32 which increased total open position to 33
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 11.8, which was 6.000000000000001 higher than the previous day. The implied volatity was 30.62, the open interest changed by 0 which decreased total open position to 0
On 15 Apr TATAPOWER was trading at 421.85. 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
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was -, which was - 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 -, which was - 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 5.8, 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 5.8, 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
| TATAPOWER 26-May-2026 (19d) 445 PE | |||||||
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Delta: -0.55
Vega: 0
Theta: -0.28
Gamma: 0.01248
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 438.85 | 15.3 | 2.75 (21.91%) | 31.31 | 332 | 25 | 505 |
| 6 May | 443.25 | 12.85 | -0.75 (-5.51%) | 29.72 | 461 | -38 | 480 |
| 5 May | 442.65 | 13.3 | -0.5499999999999989 (-3.97%) | 30.5 | 1,015 | 49 | 469 |
| 4 May | 441.40 | 13.55 | 0.3500000000000014 (2.65%) | 28.27 | 662 | 257 | 418 |
| 30 Apr | 444.55 | 12.95 | 1.75 (15.63%) | 30.14 | 1,022 | 170 | 331 |
| 29 Apr | 451.50 | 11.1 | 3.3499999999999996 (43.23%) | 29.59 | 585 | -136 | 161 |
| 28 Apr | 461.80 | 7.75 | -3 (-27.91%) | 30.4 | 514 | 0 | 295 |
| 27 Apr | 453.20 | 10 | -9.3 (-48.19%) | 28.93 | 597 | 294 | 297 |
| 24 Apr | 435.00 | 19.3 | -44.400000000000006 (-69.70%) | 29.45 | 3 | 0 | 0 |
| 23 Apr | 430.30 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 436.05 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 436.05 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 433.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 427.60 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 426.60 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 421.85 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 409.55 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 399.35 | - | - | - | 0 | 0 | 0 |
| 9 Apr | 394.70 | 63.7 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 394.95 | 63.7 | 0 (0.00%) | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 445 expiring on 26MAY2026
Delta for 445 PE is -0.55
Historical price for 445 PE is as follows
On 7 May TATAPOWER was trading at 438.85. The strike last trading price was 15.3, which was 2.75 higher than the previous day. The implied volatity was 31.31, the open interest changed by 25 which increased total open position to 505
On 6 May TATAPOWER was trading at 443.25. The strike last trading price was 12.85, which was -0.75 lower than the previous day. The implied volatity was 29.72, the open interest changed by -38 which decreased total open position to 480
On 5 May TATAPOWER was trading at 442.65. The strike last trading price was 13.3, which was -0.5499999999999989 lower than the previous day. The implied volatity was 30.5, the open interest changed by 49 which increased total open position to 469
On 4 May TATAPOWER was trading at 441.40. The strike last trading price was 13.55, which was 0.3500000000000014 higher than the previous day. The implied volatity was 28.27, the open interest changed by 257 which increased total open position to 418
On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 12.95, which was 1.75 higher than the previous day. The implied volatity was 30.14, the open interest changed by 170 which increased total open position to 331
On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 11.1, which was 3.3499999999999996 higher than the previous day. The implied volatity was 29.59, the open interest changed by -136 which decreased total open position to 161
On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 7.75, which was -3 lower than the previous day. The implied volatity was 30.4, the open interest changed by 0 which decreased total open position to 295
On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 10, which was -9.3 lower than the previous day. The implied volatity was 28.93, the open interest changed by 294 which increased total open position to 297
On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 19.3, which was -44.400000000000006 lower than the previous day. The implied volatity was 29.45, the open interest changed by 0 which decreased total open position to 0
On 23 Apr TATAPOWER was trading at 430.30. 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 22 Apr TATAPOWER was trading at 436.05. 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 21 Apr TATAPOWER was trading at 436.05. 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 Apr TATAPOWER was trading at 433.60. 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 Apr TATAPOWER was trading at 427.60. 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 16 Apr TATAPOWER was trading at 426.60. 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 15 Apr TATAPOWER was trading at 421.85. 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
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was -, which was - 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 -, which was - 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 63.7, 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 63.7, 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
