TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
09 Dec 2025 04:10 PM IST
| TATAPOWER 30-DEC-2025 460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 0.02
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 | 34.22 | 6 | 4 | 90 | |||||||||
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| 8 Dec | 374.15 | 0.15 | 0 | 36.78 | 5 | 0 | 86 | |||||||||
| 5 Dec | 384.50 | 0.15 | -0.05 | 29.74 | 2 | -1 | 87 | |||||||||
| 4 Dec | 384.45 | 0.2 | 0.05 | 30.51 | 11 | 0 | 87 | |||||||||
| 3 Dec | 383.65 | 0.15 | -0.05 | 28.65 | 17 | -8 | 95 | |||||||||
| 2 Dec | 388.45 | 0.2 | 0 | 27.37 | 2 | -1 | 102 | |||||||||
| 1 Dec | 389.75 | 0.2 | -0.05 | - | 0 | 17 | 0 | |||||||||
| 28 Nov | 390.10 | 0.2 | -0.05 | 25.18 | 28 | 17 | 103 | |||||||||
| 27 Nov | 392.05 | 0.25 | 0.1 | 24.82 | 16 | 0 | 86 | |||||||||
| 26 Nov | 391.50 | 0.15 | 0.05 | 22.81 | 17 | -2 | 86 | |||||||||
| 25 Nov | 380.00 | 0.1 | -0.1 | 25.01 | 6 | 2 | 88 | |||||||||
| 24 Nov | 382.55 | 0.2 | -0.05 | 26.26 | 24 | 5 | 80 | |||||||||
| 21 Nov | 387.00 | 0.25 | -0.15 | 24.29 | 27 | 2 | 75 | |||||||||
| 20 Nov | 388.10 | 0.4 | -0.25 | 25.25 | 26 | -5 | 73 | |||||||||
| 19 Nov | 389.10 | 0.65 | 0 | 27.02 | 34 | 22 | 78 | |||||||||
| 18 Nov | 386.25 | 0.65 | -0.25 | 27.38 | 13 | 7 | 55 | |||||||||
| 17 Nov | 392.75 | 0.9 | 0 | 26.65 | 51 | 46 | 47 | |||||||||
For Tata Power Co Ltd - strike price 460 expiring on 30DEC2025
Delta for 460 CE is 0.01
Historical price for 460 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 34.22, the open interest changed by 4 which increased total open position to 90
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 36.78, the open interest changed by 0 which decreased total open position to 86
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 29.74, the open interest changed by -1 which decreased total open position to 87
On 4 Dec TATAPOWER was trading at 384.45. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 30.51, the open interest changed by 0 which decreased total open position to 87
On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 28.65, the open interest changed by -8 which decreased total open position to 95
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 27.37, the open interest changed by -1 which decreased total open position to 102
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 17 which increased total open position to 0
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 25.18, the open interest changed by 17 which increased total open position to 103
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 24.82, the open interest changed by 0 which decreased total open position to 86
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 22.81, the open interest changed by -2 which decreased total open position to 86
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 25.01, the open interest changed by 2 which increased total open position to 88
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 26.26, the open interest changed by 5 which increased total open position to 80
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 24.29, the open interest changed by 2 which increased total open position to 75
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 25.25, the open interest changed by -5 which decreased total open position to 73
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 27.02, the open interest changed by 22 which increased total open position to 78
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 0.65, which was -0.25 lower than the previous day. The implied volatity was 27.38, the open interest changed by 7 which increased total open position to 55
On 17 Nov TATAPOWER was trading at 392.75. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 26.65, the open interest changed by 46 which increased total open position to 47
| TATAPOWER 30DEC2025 460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 376.25 | 81 | 11.9 | - | 70 | -40 | 297 |
| 8 Dec | 374.15 | 69.1 | 2.45 | - | 0 | 0 | 337 |
| 5 Dec | 384.50 | 69.1 | 2.45 | - | 0 | 0 | 0 |
| 4 Dec | 384.45 | 69.1 | 2.45 | - | 0 | 0 | 0 |
| 3 Dec | 383.65 | 69.1 | 2.45 | - | 3 | 0 | 337 |
| 2 Dec | 388.45 | 66.65 | -10.85 | - | 0 | 0 | 0 |
| 1 Dec | 389.75 | 66.65 | -10.85 | - | 0 | 2 | 0 |
| 28 Nov | 390.10 | 66.65 | -10.85 | 30.68 | 7 | 2 | 337 |
| 27 Nov | 392.05 | 77.5 | 3.75 | - | 0 | 0 | 0 |
| 26 Nov | 391.50 | 77.5 | 3.75 | - | 0 | 3 | 0 |
| 25 Nov | 380.00 | 77.5 | 3.75 | 39.89 | 3 | 2 | 334 |
| 24 Nov | 382.55 | 73.75 | 3.9 | 24.36 | 74 | 68 | 326 |
| 21 Nov | 387.00 | 69.65 | 0.5 | 33.72 | 44 | 24 | 238 |
| 20 Nov | 388.10 | 69.15 | 0.4 | 38.27 | 154 | 140 | 200 |
| 19 Nov | 389.10 | 68.75 | -2.25 | 38.21 | 60 | 0 | 0 |
| 18 Nov | 386.25 | 71 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 392.75 | 71 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 460 expiring on 30DEC2025
Delta for 460 PE is -
Historical price for 460 PE is as follows
On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 81, which was 11.9 higher than the previous day. The implied volatity was -, the open interest changed by -40 which decreased total open position to 297
On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 69.1, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 337
On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 69.1, which was 2.45 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 69.1, which was 2.45 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 69.1, which was 2.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 337
On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 66.65, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 66.65, which was -10.85 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 66.65, which was -10.85 lower than the previous day. The implied volatity was 30.68, the open interest changed by 2 which increased total open position to 337
On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 77.5, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 77.5, which was 3.75 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 77.5, which was 3.75 higher than the previous day. The implied volatity was 39.89, the open interest changed by 2 which increased total open position to 334
On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 73.75, which was 3.9 higher than the previous day. The implied volatity was 24.36, the open interest changed by 68 which increased total open position to 326
On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 69.65, which was 0.5 higher than the previous day. The implied volatity was 33.72, the open interest changed by 24 which increased total open position to 238
On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 69.15, which was 0.4 higher than the previous day. The implied volatity was 38.27, the open interest changed by 140 which increased total open position to 200
On 19 Nov TATAPOWER was trading at 389.10. The strike last trading price was 68.75, which was -2.25 lower than the previous day. The implied volatity was 38.21, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TATAPOWER was trading at 386.25. The strike last trading price was 71, 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 Nov TATAPOWER was trading at 392.75. The strike last trading price was 71, 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































































































































































































































