TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Apr 2026 01:29 PM IST
| TATAPOWER 28-Apr-2026 (4d) 455 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.04
Vega: 0
Theta: -0.13
Gamma: 0.00605
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 429.00 | 0.2 | -0.2 | 28.52 | 292 | -40 | 260 | |||||||||
| 23 Apr | 430.30 | 0.4 | -0.7999999999999999 | 29.35 | 1,029 | -62 | 304 | |||||||||
| 22 Apr | 436.05 | 1.15 | -0.30000000000000004 | 28.71 | 848 | 42 | 366 | |||||||||
| 21 Apr | 436.05 | 1.35 | -0.34999999999999987 | 28.82 | 453 | 13 | 321 | |||||||||
| 20 Apr | 433.60 | 1.7 | 0.34999999999999987 | 31.19 | 1,207 | 120 | 307 | |||||||||
| 17 Apr | 427.60 | 1.3 | -0.44999999999999996 | 29.33 | 307 | 53 | 188 | |||||||||
| 16 Apr | 426.60 | 2.05 | 0.5499999999999998 | 30.81 | 308 | 6 | 131 | |||||||||
| 15 Apr | 421.85 | 1.45 | 0.7 | 32.17 | 248 | 78 | 125 | |||||||||
| 13 Apr | 409.55 | 0.75 | -0.050000000000000044 | 32.15 | 89 | 31 | 46 | |||||||||
| 10 Apr | 399.35 | 0.8 | 0.45000000000000007 | - | 0 | 0 | 15 | |||||||||
|
|
||||||||||||||||
| 9 Apr | 394.70 | 0.8 | 0 | - | 0 | 0 | 15 | |||||||||
| 8 Apr | 394.95 | 0.8 | 0 | 35.76 | 2 | 0 | 15 | |||||||||
| 7 Apr | 387.70 | 0.8 | 0 | - | 0 | 0 | 15 | |||||||||
| 6 Apr | 383.85 | 0.8 | 0 | 40.09 | 1 | 0 | 15 | |||||||||
| 2 Apr | 385.00 | 0.8 | -0.55 | - | 0 | 0 | 15 | |||||||||
| 1 Apr | 380.20 | 0.8 | -0.55 | - | 0 | 0 | 15 | |||||||||
| 30 Mar | 378.75 | 0.8 | -0.55 | 36.79 | 17 | 1 | 15 | |||||||||
| 27 Mar | 385.70 | 1.35 | -0.4 | 36.03 | 25 | 5 | 19 | |||||||||
| 25 Mar | 390.70 | 1.75 | -0.05 | 34.51 | 15 | 4 | 15 | |||||||||
| 24 Mar | 384.75 | 1.8 | -1.95 | 36.75 | 20 | 0 | 10 | |||||||||
| 23 Mar | 386.95 | 3.75 | 1.2 | - | 0 | 0 | 10 | |||||||||
| 20 Mar | 402.40 | 3.75 | 1.2 | 33.54 | 12 | 9 | 9 | |||||||||
| 19 Mar | 398.50 | 2.55 | 0 | 10.02 | 0 | 0 | 0 | |||||||||
| 18 Mar | 400.35 | 2.55 | 0 | 9.74 | 0 | 0 | 0 | |||||||||
| 17 Mar | 400.85 | 2.55 | 0 | 9.52 | 0 | 0 | 0 | |||||||||
| 16 Mar | 390.55 | 2.55 | 0 | 11.11 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 455 expiring on 28APR2026
Delta for 455 CE is 0.04
Historical price for 455 CE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 0.2, which was -0.2 lower than the previous day. The implied volatity was 28.52, the open interest changed by -40 which decreased total open position to 260
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 0.4, which was -0.7999999999999999 lower than the previous day. The implied volatity was 29.35, the open interest changed by -62 which decreased total open position to 304
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 1.15, which was -0.30000000000000004 lower than the previous day. The implied volatity was 28.71, the open interest changed by 42 which increased total open position to 366
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 1.35, which was -0.34999999999999987 lower than the previous day. The implied volatity was 28.82, the open interest changed by 13 which increased total open position to 321
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 1.7, which was 0.34999999999999987 higher than the previous day. The implied volatity was 31.19, the open interest changed by 120 which increased total open position to 307
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 1.3, which was -0.44999999999999996 lower than the previous day. The implied volatity was 29.33, the open interest changed by 53 which increased total open position to 188
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 2.05, which was 0.5499999999999998 higher than the previous day. The implied volatity was 30.81, the open interest changed by 6 which increased total open position to 131
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 1.45, which was 0.7 higher than the previous day. The implied volatity was 32.17, the open interest changed by 78 which increased total open position to 125
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 0.75, which was -0.050000000000000044 lower than the previous day. The implied volatity was 32.15, the open interest changed by 31 which increased total open position to 46
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 0.8, which was 0.45000000000000007 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 35.76, the open interest changed by 0 which decreased total open position to 15
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 40.09, the open interest changed by 0 which decreased total open position to 15
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 0.8, which was -0.55 lower than the previous day. The implied volatity was 36.79, the open interest changed by 1 which increased total open position to 15
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 1.35, which was -0.4 lower than the previous day. The implied volatity was 36.03, the open interest changed by 5 which increased total open position to 19
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 34.51, the open interest changed by 4 which increased total open position to 15
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 1.8, which was -1.95 lower than the previous day. The implied volatity was 36.75, the open interest changed by 0 which decreased total open position to 10
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 3.75, which was 1.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 3.75, which was 1.2 higher than the previous day. The implied volatity was 33.54, the open interest changed by 9 which increased total open position to 9
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 10.02, the open interest changed by 0 which decreased total open position to 0
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 9.74, the open interest changed by 0 which decreased total open position to 0
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 9.52, the open interest changed by 0 which decreased total open position to 0
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 2.55, which was 0 lower than the previous day. The implied volatity was 11.11, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 28-Apr-2026 (4d) 455 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -1
Vega: 0
Theta: 0.06
Gamma: 0.001
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 429.00 | 23 | 1 | 16.71 | 1 | 0 | 6 |
| 23 Apr | 430.30 | 22 | 2.4499999999999993 | 37.53 | 1 | 0 | 5 |
| 22 Apr | 436.05 | 19.85 | -2.5 | 29.74 | 8 | 3 | 6 |
| 21 Apr | 436.05 | 22.35 | 22.35 | 26.7 | 0 | 0 | 3 |
| 20 Apr | 433.60 | 22.35 | -61.9 | 26.7 | 5 | 3 | 3 |
| 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 | 0 | 0 |
| 10 Apr | 399.35 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 394.70 | 84.25 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 394.95 | 84.25 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 387.70 | 84.25 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 383.85 | 84.25 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 385.00 | 84.25 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 380.20 | 84.25 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 378.75 | 84.25 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 385.70 | 84.25 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 390.70 | 84.25 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 384.75 | 84.25 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 386.95 | 84.25 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 402.40 | 84.25 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 398.50 | 84.25 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 400.35 | 84.25 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 400.85 | 84.25 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 390.55 | 84.25 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 455 expiring on 28APR2026
Delta for 455 PE is -1
Historical price for 455 PE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 23, which was 1 higher than the previous day. The implied volatity was 16.71, the open interest changed by 0 which decreased total open position to 6
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 22, which was 2.4499999999999993 higher than the previous day. The implied volatity was 37.53, the open interest changed by 0 which decreased total open position to 5
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 19.85, which was -2.5 lower than the previous day. The implied volatity was 29.74, the open interest changed by 3 which increased total open position to 6
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 22.35, which was 22.35 higher than the previous day. The implied volatity was 26.7, the open interest changed by 0 which decreased total open position to 3
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 22.35, which was -61.9 lower than the previous day. The implied volatity was 26.7, the open interest changed by 3 which increased total open position to 3
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 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 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 84.25, 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 84.25, 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 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 84.25, 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 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 84.25, 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 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 84.25, 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 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 84.25, 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 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 84.25, 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 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 84.25, 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 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 84.25, 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 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 84.25, 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 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 84.25, 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 Mar TATAPOWER was trading at 402.40. The strike last trading price was 84.25, 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 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 84.25, 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 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 84.25, 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 Mar TATAPOWER was trading at 400.85. The strike last trading price was 84.25, 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 Mar TATAPOWER was trading at 390.55. The strike last trading price was 84.25, 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
