TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
30 Apr 2026 04:10 PM IST
| TATAPOWER 26-May-2026 (25d) 450 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0
Theta: -0.3
Gamma: 0.01099
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 444.55 | 13.5 | -3.3999999999999986 | 30.29 | 2,947 | 337 | 1,483 | |||||||||
| 29 Apr | 451.50 | 16.45 | -7.449999999999999 | 31.42 | 1,130 | 103 | 1,146 | |||||||||
| 28 Apr | 461.80 | 23.25 | 4.25 | 30.25 | 2,495 | -257 | 1,059 | |||||||||
| 27 Apr | 453.20 | 19.75 | 9.85 | 33.04 | 5,226 | 10 | 1,325 | |||||||||
| 24 Apr | 435.00 | 9.7 | 1.1499999999999986 | 28.73 | 1,505 | 265 | 1,315 | |||||||||
| 23 Apr | 430.30 | 8.4 | -2.9499999999999993 | 29.51 | 838 | 433 | 1,051 | |||||||||
| 22 Apr | 436.05 | 11.55 | 0.3000000000000007 | 30.71 | 877 | 80 | 622 | |||||||||
| 21 Apr | 436.05 | 11.45 | 0.09999999999999964 | 30.89 | 427 | 52 | 542 | |||||||||
| 20 Apr | 433.60 | 11.35 | 2.1999999999999993 | 31.84 | 974 | 54 | 490 | |||||||||
| 17 Apr | 427.60 | 9.1 | -0.20000000000000107 | 30.1 | 591 | 160 | 431 | |||||||||
| 16 Apr | 426.60 | 9.85 | 1.5999999999999996 | 30.15 | 455 | 74 | 274 | |||||||||
| 15 Apr | 421.85 | 8 | 2.45 | 30.91 | 440 | 100 | 200 | |||||||||
| 13 Apr | 409.55 | 5.5 | 0.4500000000000002 | 31.36 | 151 | 97 | 97 | |||||||||
| 10 Apr | 399.35 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 9 Apr | 394.70 | 5.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Apr | 394.95 | 5.05 | 0 | 8.98 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 450 expiring on 26MAY2026
Delta for 450 CE is 0.49
Historical price for 450 CE is as follows
On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 13.5, which was -3.3999999999999986 lower than the previous day. The implied volatity was 30.29, the open interest changed by 337 which increased total open position to 1483
On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 16.45, which was -7.449999999999999 lower than the previous day. The implied volatity was 31.42, the open interest changed by 103 which increased total open position to 1146
On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 23.25, which was 4.25 higher than the previous day. The implied volatity was 30.25, the open interest changed by -257 which decreased total open position to 1059
On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 19.75, which was 9.85 higher than the previous day. The implied volatity was 33.04, the open interest changed by 10 which increased total open position to 1325
On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 9.7, which was 1.1499999999999986 higher than the previous day. The implied volatity was 28.73, the open interest changed by 265 which increased total open position to 1315
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 8.4, which was -2.9499999999999993 lower than the previous day. The implied volatity was 29.51, the open interest changed by 433 which increased total open position to 1051
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 11.55, which was 0.3000000000000007 higher than the previous day. The implied volatity was 30.71, the open interest changed by 80 which increased total open position to 622
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 11.45, which was 0.09999999999999964 higher than the previous day. The implied volatity was 30.89, the open interest changed by 52 which increased total open position to 542
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 11.35, which was 2.1999999999999993 higher than the previous day. The implied volatity was 31.84, the open interest changed by 54 which increased total open position to 490
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 9.1, which was -0.20000000000000107 lower than the previous day. The implied volatity was 30.1, the open interest changed by 160 which increased total open position to 431
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 9.85, which was 1.5999999999999996 higher than the previous day. The implied volatity was 30.15, the open interest changed by 74 which increased total open position to 274
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 8, which was 2.45 higher than the previous day. The implied volatity was 30.91, the open interest changed by 100 which increased total open position to 200
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 5.5, which was 0.4500000000000002 higher than the previous day. The implied volatity was 31.36, the open interest changed by 97 which increased total open position to 97
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 5.05, 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 5.05, which was 0 lower than the previous day. The implied volatity was 8.98, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 26-May-2026 (25d) 450 PE | |||||||
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Delta: -0.51
Vega: 0
Theta: -0.23
Gamma: 0.01118
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 444.55 | 15.35 | 2.1500000000000004 | 29.78 | 1,079 | 35 | 1,215 |
| 29 Apr | 451.50 | 13.45 | 3.9499999999999993 | 29.48 | 2,090 | 187 | 1,180 |
| 28 Apr | 461.80 | 9.4 | -3.5999999999999996 | 30.39 | 2,097 | 158 | 1,008 |
| 27 Apr | 453.20 | 12.2 | -10.25 | 29.04 | 2,289 | 360 | 870 |
| 24 Apr | 435.00 | 22.4 | -2.700000000000003 | 29.26 | 222 | 151 | 510 |
| 23 Apr | 430.30 | 25 | 2.8999999999999986 | 27.42 | 100 | 35 | 348 |
| 22 Apr | 436.05 | 22 | -2.0500000000000007 | 29.02 | 242 | 160 | 313 |
| 21 Apr | 436.05 | 24.05 | -0.1999999999999993 | 30.3 | 91 | 79 | 151 |
| 20 Apr | 433.60 | 24.25 | -3.8000000000000007 | 29.89 | 86 | 14 | 69 |
| 17 Apr | 427.60 | 28.3 | -5.699999999999999 | 27.44 | 38 | 35 | 55 |
| 16 Apr | 426.60 | 34 | 0.5 | 27.45 | 14 | 3 | 17 |
| 15 Apr | 421.85 | 33.5 | -8.5 | 28.16 | 11 | 6 | 13 |
| 13 Apr | 409.55 | 42 | -19 | 28.81 | 9 | 6 | 7 |
| 10 Apr | 399.35 | 61 | 0.14999999999999858 | - | 0 | 0 | 1 |
| 9 Apr | 394.70 | 61 | -6.9 | - | 0 | 0 | 1 |
| 8 Apr | 394.95 | 61 | -6.9 | - | 0 | 0 | 1 |
For Tata Power Co Ltd - strike price 450 expiring on 26MAY2026
Delta for 450 PE is -0.51
Historical price for 450 PE is as follows
On 30 Apr TATAPOWER was trading at 444.55. The strike last trading price was 15.35, which was 2.1500000000000004 higher than the previous day. The implied volatity was 29.78, the open interest changed by 35 which increased total open position to 1215
On 29 Apr TATAPOWER was trading at 451.50. The strike last trading price was 13.45, which was 3.9499999999999993 higher than the previous day. The implied volatity was 29.48, the open interest changed by 187 which increased total open position to 1180
On 28 Apr TATAPOWER was trading at 461.80. The strike last trading price was 9.4, which was -3.5999999999999996 lower than the previous day. The implied volatity was 30.39, the open interest changed by 158 which increased total open position to 1008
On 27 Apr TATAPOWER was trading at 453.20. The strike last trading price was 12.2, which was -10.25 lower than the previous day. The implied volatity was 29.04, the open interest changed by 360 which increased total open position to 870
On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 22.4, which was -2.700000000000003 lower than the previous day. The implied volatity was 29.26, the open interest changed by 151 which increased total open position to 510
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 25, which was 2.8999999999999986 higher than the previous day. The implied volatity was 27.42, the open interest changed by 35 which increased total open position to 348
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 22, which was -2.0500000000000007 lower than the previous day. The implied volatity was 29.02, the open interest changed by 160 which increased total open position to 313
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 24.05, which was -0.1999999999999993 lower than the previous day. The implied volatity was 30.3, the open interest changed by 79 which increased total open position to 151
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 24.25, which was -3.8000000000000007 lower than the previous day. The implied volatity was 29.89, the open interest changed by 14 which increased total open position to 69
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 28.3, which was -5.699999999999999 lower than the previous day. The implied volatity was 27.44, the open interest changed by 35 which increased total open position to 55
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 34, which was 0.5 higher than the previous day. The implied volatity was 27.45, the open interest changed by 3 which increased total open position to 17
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 33.5, which was -8.5 lower than the previous day. The implied volatity was 28.16, the open interest changed by 6 which increased total open position to 13
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 42, which was -19 lower than the previous day. The implied volatity was 28.81, the open interest changed by 6 which increased total open position to 7
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 61, which was 0.14999999999999858 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 61, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 61, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
