TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Apr 2026 01:30 PM IST
| TATAPOWER 28-Apr-2026 (4d) 470 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0
Theta: -0.08
Gamma: 0.00222
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 429.00 | 0.1 | -0.04999999999999999 | 37.96 | 618 | -221 | 480 | |||||||||
| 23 Apr | 430.30 | 0.15 | -0.30000000000000004 | 35.57 | 668 | -138 | 699 | |||||||||
| 22 Apr | 436.05 | 0.5 | -0.050000000000000044 | 35.37 | 1,114 | 27 | 843 | |||||||||
| 21 Apr | 436.05 | 0.55 | -0.04999999999999993 | 33.98 | 746 | 78 | 817 | |||||||||
| 20 Apr | 433.60 | 0.65 | 0.050000000000000044 | 34.84 | 2,857 | 280 | 740 | |||||||||
| 17 Apr | 427.60 | 0.5 | -0.30000000000000004 | 31.81 | 749 | -38 | 460 | |||||||||
| 16 Apr | 426.60 | 0.85 | 0.15000000000000002 | 33.61 | 1,201 | 37 | 495 | |||||||||
| 15 Apr | 421.85 | 0.7 | 0.04999999999999993 | 35.06 | 1,188 | 456 | 456 | |||||||||
For Tata Power Co Ltd - strike price 470 expiring on 28APR2026
Delta for 470 CE is 0.02
Historical price for 470 CE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 0.1, which was -0.04999999999999999 lower than the previous day. The implied volatity was 37.96, the open interest changed by -221 which decreased total open position to 480
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 0.15, which was -0.30000000000000004 lower than the previous day. The implied volatity was 35.57, the open interest changed by -138 which decreased total open position to 699
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 0.5, which was -0.050000000000000044 lower than the previous day. The implied volatity was 35.37, the open interest changed by 27 which increased total open position to 843
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 0.55, which was -0.04999999999999993 lower than the previous day. The implied volatity was 33.98, the open interest changed by 78 which increased total open position to 817
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 0.65, which was 0.050000000000000044 higher than the previous day. The implied volatity was 34.84, the open interest changed by 280 which increased total open position to 740
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 0.5, which was -0.30000000000000004 lower than the previous day. The implied volatity was 31.81, the open interest changed by -38 which decreased total open position to 460
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 0.85, which was 0.15000000000000002 higher than the previous day. The implied volatity was 33.61, the open interest changed by 37 which increased total open position to 495
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 0.7, which was 0.04999999999999993 higher than the previous day. The implied volatity was 35.06, the open interest changed by 456 which increased total open position to 456
| TATAPOWER 28-Apr-2026 (4d) 470 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 429.00 | 36 | 36 | - | 0 | 0 | 0 |
| 23 Apr | 430.30 | 36 | 36 | - | 0 | 0 | 0 |
| 22 Apr | 436.05 | 36 | 36 | 44.86 | 0 | 0 | 0 |
| 21 Apr | 436.05 | 36 | -13 | 44.86 | 2 | 0 | 2 |
| 20 Apr | 433.60 | 49 | 49 | - | 0 | 0 | 2 |
| 17 Apr | 427.60 | 49 | 49 | - | 0 | 0 | 2 |
| 16 Apr | 426.60 | 49 | 49 | 41.46 | 0 | 0 | 2 |
| 15 Apr | 421.85 | 49 | -66.7 | 41.46 | 2 | 0 | 0 |
For Tata Power Co Ltd - strike price 470 expiring on 28APR2026
Delta for 470 PE is -
Historical price for 470 PE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 36, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 36, which was 36 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 36, which was 36 higher than the previous day. The implied volatity was 44.86, the open interest changed by 0 which decreased total open position to 0
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 36, which was -13 lower than the previous day. The implied volatity was 44.86, the open interest changed by 0 which decreased total open position to 2
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 49, which was 49 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 49, which was 49 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 49, which was 49 higher than the previous day. The implied volatity was 41.46, the open interest changed by 0 which decreased total open position to 2
On 15 Apr TATAPOWER was trading at 421.85. The strike last trading price was 49, which was -66.7 lower than the previous day. The implied volatity was 41.46, the open interest changed by 0 which decreased total open position to 0
