[--[65.84.65.76]--]

TATAPOWER

Tata Power Co Ltd
376.25 +2.10 (0.56%)
L: 369.8 H: 378.35

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Historical option data for TATAPOWER

09 Dec 2025 04:10 PM IST
TATAPOWER 30-DEC-2025 450 CE
Delta: 0.01
Vega: 0.03
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 0.1 -0.05 30.81 384 -78 542
8 Dec 374.15 0.15 -0.05 33.35 26 -5 620
5 Dec 384.50 0.2 0 27.83 61 -20 623
4 Dec 384.45 0.2 0 27.22 29 -11 644
3 Dec 383.65 0.2 -0.05 26.60 53 -12 660
2 Dec 388.45 0.25 0 25.01 92 18 674
1 Dec 389.75 0.25 -0.05 23.99 42 -21 656
28 Nov 390.10 0.3 -0.05 23.63 92 14 690
27 Nov 392.05 0.35 0.1 23.04 506 177 681
26 Nov 391.50 0.25 0.1 21.57 178 -6 503
25 Nov 380.00 0.15 -0.15 23.62 300 20 512
24 Nov 382.55 0.3 -0.15 24.99 97 50 491
21 Nov 387.00 0.5 -0.2 24.21 78 20 440
20 Nov 388.10 0.65 -0.25 24.47 258 -40 420
19 Nov 389.10 0.9 -0.05 25.62 43 -18 460
18 Nov 386.25 0.9 -0.45 26.05 156 54 480
17 Nov 392.75 1.35 0.05 25.82 660 241 426
14 Nov 388.40 1.3 0 26.24 9 2 184
13 Nov 388.80 1.3 -0.05 25.86 80 8 182
12 Nov 388.65 1.3 -1.05 25.34 60 9 172
11 Nov 395.60 2.3 -0.3 26.64 42 24 163
10 Nov 395.85 2.6 0.25 26.98 163 36 139
7 Nov 393.20 2.35 0.05 25.95 14 1 103
6 Nov 391.75 2.3 -1.1 26.85 52 39 102
4 Nov 400.60 3.4 -1.45 25.40 14 8 63
3 Nov 408.60 4.85 -0.25 25.02 42 33 54
30 Oct 409.80 5.1 -0.55 23.87 28 17 21
29 Oct 410.70 5.6 -2.7 24.11 4 3 3


For Tata Power Co Ltd - strike price 450 expiring on 30DEC2025

Delta for 450 CE is 0.01

Historical price for 450 CE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 30.81, the open interest changed by -78 which decreased total open position to 542


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 33.35, the open interest changed by -5 which decreased total open position to 620


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 27.83, the open interest changed by -20 which decreased total open position to 623


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 27.22, the open interest changed by -11 which decreased total open position to 644


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 26.60, the open interest changed by -12 which decreased total open position to 660


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 25.01, the open interest changed by 18 which increased total open position to 674


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 23.99, the open interest changed by -21 which decreased total open position to 656


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 23.63, the open interest changed by 14 which increased total open position to 690


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 0.35, which was 0.1 higher than the previous day. The implied volatity was 23.04, the open interest changed by 177 which increased total open position to 681


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 21.57, the open interest changed by -6 which decreased total open position to 503


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 23.62, the open interest changed by 20 which increased total open position to 512


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 24.99, the open interest changed by 50 which increased total open position to 491


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 24.21, the open interest changed by 20 which increased total open position to 440


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 24.47, the open interest changed by -40 which decreased total open position to 420


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 25.62, the open interest changed by -18 which decreased total open position to 460


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 0.9, which was -0.45 lower than the previous day. The implied volatity was 26.05, the open interest changed by 54 which increased total open position to 480


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 1.35, which was 0.05 higher than the previous day. The implied volatity was 25.82, the open interest changed by 241 which increased total open position to 426


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 1.3, which was 0 lower than the previous day. The implied volatity was 26.24, the open interest changed by 2 which increased total open position to 184


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 25.86, the open interest changed by 8 which increased total open position to 182


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 1.3, which was -1.05 lower than the previous day. The implied volatity was 25.34, the open interest changed by 9 which increased total open position to 172


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 2.3, which was -0.3 lower than the previous day. The implied volatity was 26.64, the open interest changed by 24 which increased total open position to 163


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 2.6, which was 0.25 higher than the previous day. The implied volatity was 26.98, the open interest changed by 36 which increased total open position to 139


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 2.35, which was 0.05 higher than the previous day. The implied volatity was 25.95, the open interest changed by 1 which increased total open position to 103


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 2.3, which was -1.1 lower than the previous day. The implied volatity was 26.85, the open interest changed by 39 which increased total open position to 102


On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 3.4, which was -1.45 lower than the previous day. The implied volatity was 25.40, the open interest changed by 8 which increased total open position to 63


On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 4.85, which was -0.25 lower than the previous day. The implied volatity was 25.02, the open interest changed by 33 which increased total open position to 54


On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 5.1, which was -0.55 lower than the previous day. The implied volatity was 23.87, the open interest changed by 17 which increased total open position to 21


On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 5.6, which was -2.7 lower than the previous day. The implied volatity was 24.11, the open interest changed by 3 which increased total open position to 3


TATAPOWER 30DEC2025 450 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 72 -1.5 - 12 -3 336
8 Dec 374.15 73.5 14.5 34.22 2 0 339
5 Dec 384.50 59 2.25 - 0 0 0
4 Dec 384.45 59 2.25 - 0 0 0
3 Dec 383.65 59 2.25 - 0 0 0
2 Dec 388.45 59 2.25 - 0 1 0
1 Dec 389.75 59 2.25 41.13 1 0 338
28 Nov 390.10 56.75 2.15 25.63 7 0 337
27 Nov 392.05 54.55 -0.75 24.56 60 -8 336
26 Nov 391.50 55.55 -12.45 29.33 2 1 343
25 Nov 380.00 68 3.85 38.34 124 112 340
24 Nov 382.55 64.5 3.95 30.60 232 107 226
21 Nov 387.00 60.65 2.2 34.27 99 26 95
20 Nov 388.10 58.15 -1.85 29.92 54 46 67
19 Nov 389.10 60 24 38.20 20 19 20
18 Nov 386.25 36 -26.85 - 0 0 0
17 Nov 392.75 36 -26.85 - 0 0 0
14 Nov 388.40 36 -26.85 - 0 0 0
13 Nov 388.80 36 -26.85 - 0 0 0
12 Nov 388.65 36 -26.85 - 0 0 0
11 Nov 395.60 36 -26.85 - 0 0 0
10 Nov 395.85 36 -26.85 - 0 0 0
7 Nov 393.20 36 -26.85 - 0 0 0
6 Nov 391.75 36 -26.85 - 0 0 0
4 Nov 400.60 36 -26.85 - 0 0 0
3 Nov 408.60 36 -26.85 - 0 0 0
30 Oct 409.80 36 -26.85 - 0 1 0
29 Oct 410.70 36 -26.85 22.07 1 0 0


For Tata Power Co Ltd - strike price 450 expiring on 30DEC2025

Delta for 450 PE is -

Historical price for 450 PE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 72, which was -1.5 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 336


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 73.5, which was 14.5 higher than the previous day. The implied volatity was 34.22, the open interest changed by 0 which decreased total open position to 339


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 59, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 59, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 59, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 59, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 59, which was 2.25 higher than the previous day. The implied volatity was 41.13, the open interest changed by 0 which decreased total open position to 338


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 56.75, which was 2.15 higher than the previous day. The implied volatity was 25.63, the open interest changed by 0 which decreased total open position to 337


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 54.55, which was -0.75 lower than the previous day. The implied volatity was 24.56, the open interest changed by -8 which decreased total open position to 336


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 55.55, which was -12.45 lower than the previous day. The implied volatity was 29.33, the open interest changed by 1 which increased total open position to 343


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 68, which was 3.85 higher than the previous day. The implied volatity was 38.34, the open interest changed by 112 which increased total open position to 340


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 64.5, which was 3.95 higher than the previous day. The implied volatity was 30.60, the open interest changed by 107 which increased total open position to 226


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 60.65, which was 2.2 higher than the previous day. The implied volatity was 34.27, the open interest changed by 26 which increased total open position to 95


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 58.15, which was -1.85 lower than the previous day. The implied volatity was 29.92, the open interest changed by 46 which increased total open position to 67


On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 60, which was 24 higher than the previous day. The implied volatity was 38.20, the open interest changed by 19 which increased total open position to 20


On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov TATAPOWER was trading at 388.40. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov TATAPOWER was trading at 388.80. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov TATAPOWER was trading at 388.65. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov TATAPOWER was trading at 395.60. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Nov TATAPOWER was trading at 395.85. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov TATAPOWER was trading at 393.20. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Nov TATAPOWER was trading at 391.75. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Nov TATAPOWER was trading at 400.60. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov TATAPOWER was trading at 408.60. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct TATAPOWER was trading at 409.80. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 29 Oct TATAPOWER was trading at 410.70. The strike last trading price was 36, which was -26.85 lower than the previous day. The implied volatity was 22.07, the open interest changed by 0 which decreased total open position to 0