TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Apr 2026 01:31 PM IST
| TATAPOWER 28-Apr-2026 (4d) 450 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0
Theta: -0.21
Gamma: 0.00981
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 428.65 | 0.4 | -0.29999999999999993 | 28.48 | 1,959 | -337 | 1,355 | |||||||||
| 23 Apr | 430.30 | 0.7 | -1.1500000000000001 | 27.78 | 4,138 | 22 | 1,692 | |||||||||
| 22 Apr | 436.05 | 1.85 | -0.3500000000000001 | 27.95 | 6,923 | -191 | 1,688 | |||||||||
| 21 Apr | 436.05 | 2.1 | -0.3999999999999999 | 28.19 | 5,707 | 350 | 1,891 | |||||||||
| 20 Apr | 433.60 | 2.45 | 0.5500000000000003 | 30.61 | 10,382 | -147 | 1,577 | |||||||||
| 17 Apr | 427.60 | 1.8 | -0.55 | 28.09 | 3,300 | -71 | 1,724 | |||||||||
| 16 Apr | 426.60 | 2.7 | 0.7000000000000002 | 29.81 | 4,600 | -273 | 1,799 | |||||||||
| 15 Apr | 421.85 | 2 | 0.95 | 31.66 | 7,282 | 490 | 2,072 | |||||||||
| 13 Apr | 409.55 | 1.1 | 0.6500000000000001 | 32.37 | 5,360 | -148 | 1,593 | |||||||||
| 10 Apr | 399.35 | 0.45 | -0.10000000000000003 | 29.59 | 739 | 137 | 1,741 | |||||||||
| 9 Apr | 394.70 | 0.55 | 0.05 | 32.17 | 654 | 11 | 1,589 | |||||||||
| 8 Apr | 394.95 | 0.5 | -0.05 | 30.41 | 1,504 | -47 | 1,582 | |||||||||
| 7 Apr | 387.70 | 0.55 | -0.05 | 34.22 | 270 | 63 | 1,629 | |||||||||
| 6 Apr | 383.85 | 0.55 | -0.15 | 35.32 | 544 | 180 | 1,567 | |||||||||
| 2 Apr | 385.00 | 0.65 | -0.1 | 33.85 | 629 | 223 | 1,391 | |||||||||
| 1 Apr | 380.20 | 0.75 | -0.2 | 35.24 | 501 | 7 | 1,170 | |||||||||
| 30 Mar | 378.75 | 0.95 | -0.4 | 36.19 | 475 | 91 | 1,158 | |||||||||
| 27 Mar | 385.70 | 1.3 | -0.25 | 33.82 | 429 | -19 | 1,062 | |||||||||
| 25 Mar | 390.70 | 1.55 | -0.6 | 31.22 | 501 | 95 | 1,083 | |||||||||
| 24 Mar | 384.75 | 2.15 | -0.75 | 36.5 | 649 | 61 | 988 | |||||||||
| 23 Mar | 386.95 | 2.6 | -0.95 | 38.91 | 988 | 59 | 922 | |||||||||
| 20 Mar | 402.40 | 3.75 | 0.6 | 31.39 | 2,252 | 424 | 857 | |||||||||
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| 19 Mar | 398.50 | 3.2 | 0.35 | 31.08 | 421 | 6 | 431 | |||||||||
| 18 Mar | 400.35 | 2.75 | -0.2 | 28.78 | 627 | 268 | 423 | |||||||||
| 17 Mar | 400.85 | 2.9 | 0.15 | 28.56 | 199 | 86 | 164 | |||||||||
| 16 Mar | 390.55 | 2.6 | -1.25 | 31.87 | 74 | 52 | 77 | |||||||||
| 13 Mar | 394.95 | 3.8 | 2.45 | 32.55 | 44 | 25 | 25 | |||||||||
For Tata Power Co Ltd - strike price 450 expiring on 28APR2026
Delta for 450 CE is 0.07
Historical price for 450 CE is as follows
On 24 Apr TATAPOWER was trading at 428.65. The strike last trading price was 0.4, which was -0.29999999999999993 lower than the previous day. The implied volatity was 28.48, the open interest changed by -337 which decreased total open position to 1355
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 0.7, which was -1.1500000000000001 lower than the previous day. The implied volatity was 27.78, the open interest changed by 22 which increased total open position to 1692
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 1.85, which was -0.3500000000000001 lower than the previous day. The implied volatity was 27.95, the open interest changed by -191 which decreased total open position to 1688
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 2.1, which was -0.3999999999999999 lower than the previous day. The implied volatity was 28.19, the open interest changed by 350 which increased total open position to 1891
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 2.45, which was 0.5500000000000003 higher than the previous day. The implied volatity was 30.61, the open interest changed by -147 which decreased total open position to 1577
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 1.8, which was -0.55 lower than the previous day. The implied volatity was 28.09, the open interest changed by -71 which decreased total open position to 1724
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 2.7, which was 0.7000000000000002 higher than the previous day. The implied volatity was 29.81, the open interest changed by -273 which decreased total open position to 1799
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 2, which was 0.95 higher than the previous day. The implied volatity was 31.66, the open interest changed by 490 which increased total open position to 2072
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 1.1, which was 0.6500000000000001 higher than the previous day. The implied volatity was 32.37, the open interest changed by -148 which decreased total open position to 1593
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 0.45, which was -0.10000000000000003 lower than the previous day. The implied volatity was 29.59, the open interest changed by 137 which increased total open position to 1741
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 32.17, the open interest changed by 11 which increased total open position to 1589
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by -47 which decreased total open position to 1582
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 34.22, the open interest changed by 63 which increased total open position to 1629
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 35.32, the open interest changed by 180 which increased total open position to 1567
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 33.85, the open interest changed by 223 which increased total open position to 1391
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 0.75, which was -0.2 lower than the previous day. The implied volatity was 35.24, the open interest changed by 7 which increased total open position to 1170
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 0.95, which was -0.4 lower than the previous day. The implied volatity was 36.19, the open interest changed by 91 which increased total open position to 1158
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 1.3, which was -0.25 lower than the previous day. The implied volatity was 33.82, the open interest changed by -19 which decreased total open position to 1062
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 1.55, which was -0.6 lower than the previous day. The implied volatity was 31.22, the open interest changed by 95 which increased total open position to 1083
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 2.15, which was -0.75 lower than the previous day. The implied volatity was 36.5, the open interest changed by 61 which increased total open position to 988
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 2.6, which was -0.95 lower than the previous day. The implied volatity was 38.91, the open interest changed by 59 which increased total open position to 922
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 3.75, which was 0.6 higher than the previous day. The implied volatity was 31.39, the open interest changed by 424 which increased total open position to 857
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 3.2, which was 0.35 higher than the previous day. The implied volatity was 31.08, the open interest changed by 6 which increased total open position to 431
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 2.75, which was -0.2 lower than the previous day. The implied volatity was 28.78, the open interest changed by 268 which increased total open position to 423
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 2.9, which was 0.15 higher than the previous day. The implied volatity was 28.56, the open interest changed by 86 which increased total open position to 164
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 2.6, which was -1.25 lower than the previous day. The implied volatity was 31.87, the open interest changed by 52 which increased total open position to 77
On 13 Mar TATAPOWER was trading at 394.95. The strike last trading price was 3.8, which was 2.45 higher than the previous day. The implied volatity was 32.55, the open interest changed by 25 which increased total open position to 25
| TATAPOWER 28-Apr-2026 (4d) 450 PE | |||||||
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Delta: -0.9
Vega: 0
Theta: -0.22
Gamma: 0.01269
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 428.65 | 19 | -1.25 | 29.13 | 177 | -87 | 225 |
| 23 Apr | 430.30 | 20 | 4.449999999999999 | 30.91 | 81 | -37 | 320 |
| 22 Apr | 436.05 | 15.45 | -1.1999999999999993 | 28.13 | 344 | 38 | 355 |
| 21 Apr | 436.05 | 16.9 | -2 | 31.12 | 224 | -22 | 318 |
| 20 Apr | 433.60 | 19.05 | -6.550000000000001 | 30.14 | 224 | 33 | 342 |
| 17 Apr | 427.60 | 25.6 | 1.5500000000000007 | 32.57 | 16 | -1 | 311 |
| 16 Apr | 426.60 | 23.5 | -6.5 | 31.21 | 286 | -207 | 312 |
| 15 Apr | 421.85 | 30 | -4.100000000000001 | 33.49 | 32 | 14 | 520 |
| 13 Apr | 409.55 | 34.1 | -15.899999999999999 | 31.59 | 75 | 29 | 507 |
| 10 Apr | 399.35 | 49 | -3 | 29.58 | 79 | 55 | 479 |
| 9 Apr | 394.70 | 52 | -17.35 | - | 0 | 2 | 0 |
| 8 Apr | 394.95 | 52 | -17.35 | 32.35 | 6 | 2 | 424 |
| 7 Apr | 387.70 | 69.9 | 11.5 | - | 0 | 0 | 422 |
| 6 Apr | 383.85 | 69.9 | 11.5 | - | 0 | 0 | 422 |
| 2 Apr | 385.00 | 69.9 | 11.5 | - | 0 | 0 | 422 |
| 1 Apr | 380.20 | 69.9 | 11.5 | - | 0 | 0 | 422 |
| 30 Mar | 378.75 | 69.9 | 11.5 | 44.32 | 139 | 58 | 422 |
| 27 Mar | 385.70 | 58.5 | 11.5 | - | 0 | 0 | 364 |
| 25 Mar | 390.70 | 58.5 | 11.5 | 40.59 | 6 | 4 | 362 |
| 24 Mar | 384.75 | 46.6 | -4.6 | - | 0 | 0 | 358 |
| 23 Mar | 386.95 | 46.6 | -4.6 | - | 0 | 0 | 358 |
| 20 Mar | 402.40 | 46.6 | -4.6 | 32.06 | 63 | 62 | 358 |
| 19 Mar | 398.50 | 51 | 4.75 | 36.07 | 150 | 101 | 286 |
| 18 Mar | 400.35 | 46.25 | -2.35 | 22.75 | 20 | 20 | 0 |
| 17 Mar | 400.85 | 48.7 | -7.2 | 32.92 | 20 | 0 | 145 |
| 16 Mar | 390.55 | 55.9 | 1.9 | 27.8 | 119 | 105 | 145 |
| 13 Mar | 394.95 | 54 | -42.7 | 33.5 | 46 | 42 | 42 |
For Tata Power Co Ltd - strike price 450 expiring on 28APR2026
Delta for 450 PE is -0.9
Historical price for 450 PE is as follows
On 24 Apr TATAPOWER was trading at 428.65. The strike last trading price was 19, which was -1.25 lower than the previous day. The implied volatity was 29.13, the open interest changed by -87 which decreased total open position to 225
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 20, which was 4.449999999999999 higher than the previous day. The implied volatity was 30.91, the open interest changed by -37 which decreased total open position to 320
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 15.45, which was -1.1999999999999993 lower than the previous day. The implied volatity was 28.13, the open interest changed by 38 which increased total open position to 355
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 16.9, which was -2 lower than the previous day. The implied volatity was 31.12, the open interest changed by -22 which decreased total open position to 318
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 19.05, which was -6.550000000000001 lower than the previous day. The implied volatity was 30.14, the open interest changed by 33 which increased total open position to 342
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 25.6, which was 1.5500000000000007 higher than the previous day. The implied volatity was 32.57, the open interest changed by -1 which decreased total open position to 311
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 23.5, which was -6.5 lower than the previous day. The implied volatity was 31.21, the open interest changed by -207 which decreased total open position to 312
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 30, which was -4.100000000000001 lower than the previous day. The implied volatity was 33.49, the open interest changed by 14 which increased total open position to 520
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 34.1, which was -15.899999999999999 lower than the previous day. The implied volatity was 31.59, the open interest changed by 29 which increased total open position to 507
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 49, which was -3 lower than the previous day. The implied volatity was 29.58, the open interest changed by 55 which increased total open position to 479
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 52, which was -17.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 52, which was -17.35 lower than the previous day. The implied volatity was 32.35, the open interest changed by 2 which increased total open position to 424
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 69.9, which was 11.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 422
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 69.9, which was 11.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 422
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 69.9, which was 11.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 422
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 69.9, which was 11.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 422
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 69.9, which was 11.5 higher than the previous day. The implied volatity was 44.32, the open interest changed by 58 which increased total open position to 422
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 58.5, which was 11.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 364
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 58.5, which was 11.5 higher than the previous day. The implied volatity was 40.59, the open interest changed by 4 which increased total open position to 362
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 46.6, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 358
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 46.6, which was -4.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 358
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 46.6, which was -4.6 lower than the previous day. The implied volatity was 32.06, the open interest changed by 62 which increased total open position to 358
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 51, which was 4.75 higher than the previous day. The implied volatity was 36.07, the open interest changed by 101 which increased total open position to 286
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 46.25, which was -2.35 lower than the previous day. The implied volatity was 22.75, the open interest changed by 20 which increased total open position to 0
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 48.7, which was -7.2 lower than the previous day. The implied volatity was 32.92, the open interest changed by 0 which decreased total open position to 145
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 55.9, which was 1.9 higher than the previous day. The implied volatity was 27.8, the open interest changed by 105 which increased total open position to 145
On 13 Mar TATAPOWER was trading at 394.95. The strike last trading price was 54, which was -42.7 lower than the previous day. The implied volatity was 33.5, the open interest changed by 42 which increased total open position to 42
