TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
09 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 450 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.03
Theta: -0.02
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































