[--[65.84.65.76]--]

TATAPOWER

Tata Power Co Ltd
376.25 +2.10 (0.56%)
L: 369.8 H: 378.35

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Historical option data for TATAPOWER

09 Dec 2025 04:10 PM IST
TATAPOWER 30-DEC-2025 460 CE
Delta: 0.01
Vega: 0.02
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 0.1 -0.05 34.22 6 4 90
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: -
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