TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Apr 2026 04:10 PM IST
| TATAPOWER 28-Apr-2026 (4d) 460 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0
Theta: -0.13
Gamma: 0.00623
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 435.00 | 0.2 | -0.04999999999999999 | 27.97 | 1,012 | -24 | 1,066 | |||||||||
| 23 Apr | 430.30 | 0.25 | -0.55 | 31.06 | 1,618 | -153 | 1,082 | |||||||||
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| 22 Apr | 436.05 | 0.8 | -0.25 | 30.49 | 3,817 | 115 | 1,235 | |||||||||
| 21 Apr | 436.05 | 0.95 | -0.25 | 30.32 | 1,346 | -32 | 1,121 | |||||||||
| 20 Apr | 433.60 | 1.2 | 0.19999999999999996 | 32.31 | 5,202 | -25 | 1,164 | |||||||||
| 17 Apr | 427.60 | 0.95 | -0.44999999999999996 | 30 | 1,853 | -97 | 1,193 | |||||||||
| 16 Apr | 426.60 | 1.55 | 0.40000000000000013 | 31.7 | 4,152 | 270 | 1,287 | |||||||||
| 15 Apr | 421.85 | 1.2 | 0.5499999999999999 | 33.56 | 3,012 | 278 | 1,017 | |||||||||
| 13 Apr | 409.55 | 0.65 | 0.35000000000000003 | 33.88 | 2,955 | 463 | 728 | |||||||||
| 10 Apr | 399.35 | 0.25 | -0.09999999999999998 | 30.73 | 72 | 13 | 265 | |||||||||
| 9 Apr | 394.70 | 0.35 | 0 | 33.8 | 108 | 9 | 251 | |||||||||
| 8 Apr | 394.95 | 0.35 | -0.05 | 32.59 | 100 | -9 | 242 | |||||||||
| 7 Apr | 387.70 | 0.4 | 0 | 36.28 | 23 | -5 | 252 | |||||||||
| 6 Apr | 383.85 | 0.35 | -0.1 | 36.31 | 66 | -16 | 259 | |||||||||
| 2 Apr | 385.00 | 0.45 | -0.05 | 35.24 | 178 | -24 | 278 | |||||||||
| 1 Apr | 380.20 | 0.45 | -0.25 | 35.57 | 203 | 22 | 303 | |||||||||
| 30 Mar | 378.75 | 0.7 | -0.35 | 37.61 | 83 | 8 | 280 | |||||||||
| 27 Mar | 385.70 | 1 | -0.15 | 35.51 | 189 | 40 | 269 | |||||||||
| 25 Mar | 390.70 | 1.15 | -0.4 | 32.69 | 80 | 36 | 228 | |||||||||
| 24 Mar | 384.75 | 1.55 | -0.65 | 37.26 | 55 | 12 | 192 | |||||||||
| 23 Mar | 386.95 | 2 | -0.45 | 40 | 347 | -80 | 168 | |||||||||
| 20 Mar | 402.40 | 2.6 | 0.45 | 31.8 | 811 | 143 | 279 | |||||||||
| 19 Mar | 398.50 | 2.25 | 0.25 | 31.69 | 170 | 9 | 135 | |||||||||
| 18 Mar | 400.35 | 2 | -0.15 | 29.87 | 182 | 115 | 125 | |||||||||
| 17 Mar | 400.85 | 2.25 | 1.3 | 30.15 | 12 | 9 | 9 | |||||||||
| 16 Mar | 390.55 | 0.95 | 0 | 12.84 | 0 | 0 | 0 | |||||||||
For Tata Power Co Ltd - strike price 460 expiring on 28APR2026
Delta for 460 CE is 0.04
Historical price for 460 CE is as follows
On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 0.2, which was -0.04999999999999999 lower than the previous day. The implied volatity was 27.97, the open interest changed by -24 which decreased total open position to 1066
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 0.25, which was -0.55 lower than the previous day. The implied volatity was 31.06, the open interest changed by -153 which decreased total open position to 1082
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 0.8, which was -0.25 lower than the previous day. The implied volatity was 30.49, the open interest changed by 115 which increased total open position to 1235
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 30.32, the open interest changed by -32 which decreased total open position to 1121
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 1.2, which was 0.19999999999999996 higher than the previous day. The implied volatity was 32.31, the open interest changed by -25 which decreased total open position to 1164
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 0.95, which was -0.44999999999999996 lower than the previous day. The implied volatity was 30, the open interest changed by -97 which decreased total open position to 1193
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 1.55, which was 0.40000000000000013 higher than the previous day. The implied volatity was 31.7, the open interest changed by 270 which increased total open position to 1287
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 1.2, which was 0.5499999999999999 higher than the previous day. The implied volatity was 33.56, the open interest changed by 278 which increased total open position to 1017
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 0.65, which was 0.35000000000000003 higher than the previous day. The implied volatity was 33.88, the open interest changed by 463 which increased total open position to 728
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 0.25, which was -0.09999999999999998 lower than the previous day. The implied volatity was 30.73, the open interest changed by 13 which increased total open position to 265
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 33.8, the open interest changed by 9 which increased total open position to 251
On 8 Apr TATAPOWER was trading at 394.95. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 32.59, the open interest changed by -9 which decreased total open position to 242
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 36.28, the open interest changed by -5 which decreased total open position to 252
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 36.31, the open interest changed by -16 which decreased total open position to 259
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 35.24, the open interest changed by -24 which decreased total open position to 278
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 35.57, the open interest changed by 22 which increased total open position to 303
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 37.61, the open interest changed by 8 which increased total open position to 280
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 35.51, the open interest changed by 40 which increased total open position to 269
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 1.15, which was -0.4 lower than the previous day. The implied volatity was 32.69, the open interest changed by 36 which increased total open position to 228
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 1.55, which was -0.65 lower than the previous day. The implied volatity was 37.26, the open interest changed by 12 which increased total open position to 192
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 2, which was -0.45 lower than the previous day. The implied volatity was 40, the open interest changed by -80 which decreased total open position to 168
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 2.6, which was 0.45 higher than the previous day. The implied volatity was 31.8, the open interest changed by 143 which increased total open position to 279
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 31.69, the open interest changed by 9 which increased total open position to 135
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 2, which was -0.15 lower than the previous day. The implied volatity was 29.87, the open interest changed by 115 which increased total open position to 125
On 17 Mar TATAPOWER was trading at 400.85. The strike last trading price was 2.25, which was 1.3 higher than the previous day. The implied volatity was 30.15, the open interest changed by 9 which increased total open position to 9
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 0.95, which was 0 lower than the previous day. The implied volatity was 12.84, the open interest changed by 0 which decreased total open position to 0
| TATAPOWER 28-Apr-2026 (4d) 460 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.86
Vega: 0
Theta: -0.4
Gamma: 0.00961
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 435.00 | 27.95 | 27.95 | 43.12 | 0 | 0 | 437 |
| 23 Apr | 430.30 | 27.95 | 3.5 | 43.12 | 2 | -1 | 437 |
| 22 Apr | 436.05 | 23.85 | -1.9499999999999993 | 28.93 | 129 | -15 | 438 |
| 21 Apr | 436.05 | 25.5 | -1.75 | 38.65 | 17 | 0 | 454 |
| 20 Apr | 433.60 | 27.9 | -7.399999999999999 | 34.45 | 74 | 19 | 454 |
| 17 Apr | 427.60 | 35.3 | 2.6999999999999957 | 36.42 | 6 | 0 | 435 |
| 16 Apr | 426.60 | 31.5 | -7.700000000000003 | 31.53 | 285 | 201 | 416 |
| 15 Apr | 421.85 | 39.2 | -5.399999999999999 | 36.12 | 22 | -1 | 215 |
| 13 Apr | 409.55 | 44.6 | -15.549999999999997 | 18.63 | 16 | -6 | 217 |
| 10 Apr | 399.35 | 60.15 | -4.899999999999999 | 38.12 | 1 | 0 | 223 |
| 9 Apr | 394.70 | 65.05 | -10.7 | - | 0 | 0 | 0 |
| 8 Apr | 394.95 | 65.05 | -10.7 | 52.71 | 3 | 0 | 223 |
| 7 Apr | 387.70 | 75.75 | 4.05 | - | 0 | 0 | 223 |
| 6 Apr | 383.85 | 75.75 | 4.05 | - | 0 | 0 | 223 |
| 2 Apr | 385.00 | 75.75 | 4.05 | 44.78 | 4 | 1 | 220 |
| 1 Apr | 380.20 | 71.7 | -4 | 22.31 | 2 | 0 | 219 |
| 30 Mar | 378.75 | 75.7 | 6.7 | 35.76 | 187 | 180 | 219 |
| 27 Mar | 385.70 | 69 | 3.5 | 35.57 | 8 | 0 | 31 |
| 25 Mar | 390.70 | 65.5 | -5.7 | 31.47 | 21 | 18 | 30 |
| 24 Mar | 384.75 | 71.2 | -2.6 | 30.51 | 9 | 8 | 11 |
| 23 Mar | 386.95 | 73.8 | 23.5 | 35.62 | 2 | 0 | 1 |
| 20 Mar | 402.40 | 50.3 | -16.65 | 20.13 | 1 | 0 | 1 |
| 19 Mar | 398.50 | 66.95 | -39.2 | - | 0 | 0 | 1 |
| 18 Mar | 400.35 | 66.95 | -39.2 | - | 0 | 0 | 0 |
| 17 Mar | 400.85 | 66.95 | -39.2 | - | 2 | 0 | 1 |
| 16 Mar | 390.55 | 66.95 | -39.2 | 31.51 | 2 | 1 | 1 |
For Tata Power Co Ltd - strike price 460 expiring on 28APR2026
Delta for 460 PE is -0.86
Historical price for 460 PE is as follows
On 24 Apr TATAPOWER was trading at 435.00. The strike last trading price was 27.95, which was 27.95 higher than the previous day. The implied volatity was 43.12, the open interest changed by 0 which decreased total open position to 437
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 27.95, which was 3.5 higher than the previous day. The implied volatity was 43.12, the open interest changed by -1 which decreased total open position to 437
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 23.85, which was -1.9499999999999993 lower than the previous day. The implied volatity was 28.93, the open interest changed by -15 which decreased total open position to 438
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 25.5, which was -1.75 lower than the previous day. The implied volatity was 38.65, the open interest changed by 0 which decreased total open position to 454
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 27.9, which was -7.399999999999999 lower than the previous day. The implied volatity was 34.45, the open interest changed by 19 which increased total open position to 454
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 35.3, which was 2.6999999999999957 higher than the previous day. The implied volatity was 36.42, the open interest changed by 0 which decreased total open position to 435
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 31.5, which was -7.700000000000003 lower than the previous day. The implied volatity was 31.53, the open interest changed by 201 which increased total open position to 416
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 39.2, which was -5.399999999999999 lower than the previous day. The implied volatity was 36.12, the open interest changed by -1 which decreased total open position to 215
On 13 Apr TATAPOWER was trading at 409.55. The strike last trading price was 44.6, which was -15.549999999999997 lower than the previous day. The implied volatity was 18.63, the open interest changed by -6 which decreased total open position to 217
On 10 Apr TATAPOWER was trading at 399.35. The strike last trading price was 60.15, which was -4.899999999999999 lower than the previous day. The implied volatity was 38.12, the open interest changed by 0 which decreased total open position to 223
On 9 Apr TATAPOWER was trading at 394.70. The strike last trading price was 65.05, which was -10.7 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 65.05, which was -10.7 lower than the previous day. The implied volatity was 52.71, the open interest changed by 0 which decreased total open position to 223
On 7 Apr TATAPOWER was trading at 387.70. The strike last trading price was 75.75, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 223
On 6 Apr TATAPOWER was trading at 383.85. The strike last trading price was 75.75, which was 4.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 223
On 2 Apr TATAPOWER was trading at 385.00. The strike last trading price was 75.75, which was 4.05 higher than the previous day. The implied volatity was 44.78, the open interest changed by 1 which increased total open position to 220
On 1 Apr TATAPOWER was trading at 380.20. The strike last trading price was 71.7, which was -4 lower than the previous day. The implied volatity was 22.31, the open interest changed by 0 which decreased total open position to 219
On 30 Mar TATAPOWER was trading at 378.75. The strike last trading price was 75.7, which was 6.7 higher than the previous day. The implied volatity was 35.76, the open interest changed by 180 which increased total open position to 219
On 27 Mar TATAPOWER was trading at 385.70. The strike last trading price was 69, which was 3.5 higher than the previous day. The implied volatity was 35.57, the open interest changed by 0 which decreased total open position to 31
On 25 Mar TATAPOWER was trading at 390.70. The strike last trading price was 65.5, which was -5.7 lower than the previous day. The implied volatity was 31.47, the open interest changed by 18 which increased total open position to 30
On 24 Mar TATAPOWER was trading at 384.75. The strike last trading price was 71.2, which was -2.6 lower than the previous day. The implied volatity was 30.51, the open interest changed by 8 which increased total open position to 11
On 23 Mar TATAPOWER was trading at 386.95. The strike last trading price was 73.8, which was 23.5 higher than the previous day. The implied volatity was 35.62, the open interest changed by 0 which decreased total open position to 1
On 20 Mar TATAPOWER was trading at 402.40. The strike last trading price was 50.3, which was -16.65 lower than the previous day. The implied volatity was 20.13, the open interest changed by 0 which decreased total open position to 1
On 19 Mar TATAPOWER was trading at 398.50. The strike last trading price was 66.95, which was -39.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Mar TATAPOWER was trading at 400.35. The strike last trading price was 66.95, which was -39.2 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 66.95, which was -39.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Mar TATAPOWER was trading at 390.55. The strike last trading price was 66.95, which was -39.2 lower than the previous day. The implied volatity was 31.51, the open interest changed by 1 which increased total open position to 1
