[--[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 470 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 37.74 37 -13 52
8 Dec 374.15 0.05 -0.05 35.22 4 0 65
5 Dec 384.50 0.1 0 31.41 12 0 75
3 Dec 383.65 0.1 -0.1 30.10 7 0 82
2 Dec 388.45 0.2 0.05 30.42 1 0 81
1 Dec 389.75 0.15 -0.05 28.20 12 0 81
28 Nov 390.10 0.2 0 28.06 23 -7 84
27 Nov 392.05 0.2 0.1 26.85 97 57 91
26 Nov 391.50 0.1 0.05 24.21 1 0 34
25 Nov 380.00 0.05 -0.05 25.43 8 5 34
24 Nov 382.55 0.1 0 26.43 8 1 29
21 Nov 387.00 0.1 -0.15 23.76 9 0 19
20 Nov 388.10 0.25 -4.95 26.04 36 19 19


For Tata Power Co Ltd - strike price 470 expiring on 30DEC2025

Delta for 470 CE is 0.01

Historical price for 470 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 higher than the previous day. The implied volatity was 37.74, the open interest changed by -13 which decreased total open position to 52


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 35.22, the open interest changed by 0 which decreased total open position to 65


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 31.41, the open interest changed by 0 which decreased total open position to 75


On 3 Dec TATAPOWER was trading at 383.65. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 30.10, the open interest changed by 0 which decreased total open position to 82


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 30.42, the open interest changed by 0 which decreased total open position to 81


On 1 Dec TATAPOWER was trading at 389.75. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 28.20, the open interest changed by 0 which decreased total open position to 81


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 28.06, the open interest changed by -7 which decreased total open position to 84


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 0.2, which was 0.1 higher than the previous day. The implied volatity was 26.85, the open interest changed by 57 which increased total open position to 91


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 24.21, the open interest changed by 0 which decreased total open position to 34


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 25.43, the open interest changed by 5 which increased total open position to 34


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 26.43, the open interest changed by 1 which increased total open position to 29


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 23.76, the open interest changed by 0 which decreased total open position to 19


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 0.25, which was -4.95 lower than the previous day. The implied volatity was 26.04, the open interest changed by 19 which increased total open position to 19


TATAPOWER 30DEC2025 470 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 376.25 90.7 15.7 - 0 -1 0
8 Dec 374.15 90.7 15.7 - 1 0 49
5 Dec 384.50 74.7 -11.3 - 0 0 0
3 Dec 383.65 74.7 -11.3 - 0 0 0
2 Dec 388.45 74.7 -11.3 - 0 0 0
1 Dec 389.75 74.7 -11.3 - 0 0 0
28 Nov 390.10 74.7 -11.3 - 0 0 0
27 Nov 392.05 74.7 -11.3 - 0 1 0
26 Nov 391.50 74.7 -11.3 31.28 5 0 48
25 Nov 380.00 86 5 24.57 3 2 47
24 Nov 382.55 81 4 - 1 0 44
21 Nov 387.00 77 -0.5 - 29 0 15
20 Nov 388.10 77.5 -1.95 34.28 15 14 14


For Tata Power Co Ltd - strike price 470 expiring on 30DEC2025

Delta for 470 PE is -

Historical price for 470 PE is as follows

On 9 Dec TATAPOWER was trading at 376.25. The strike last trading price was 90.7, which was 15.7 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 8 Dec TATAPOWER was trading at 374.15. The strike last trading price was 90.7, which was 15.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 49


On 5 Dec TATAPOWER was trading at 384.50. The strike last trading price was 74.7, which was -11.3 lower 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 74.7, which was -11.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec TATAPOWER was trading at 388.45. The strike last trading price was 74.7, which was -11.3 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 74.7, which was -11.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov TATAPOWER was trading at 390.10. The strike last trading price was 74.7, which was -11.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov TATAPOWER was trading at 392.05. The strike last trading price was 74.7, which was -11.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 26 Nov TATAPOWER was trading at 391.50. The strike last trading price was 74.7, which was -11.3 lower than the previous day. The implied volatity was 31.28, the open interest changed by 0 which decreased total open position to 48


On 25 Nov TATAPOWER was trading at 380.00. The strike last trading price was 86, which was 5 higher than the previous day. The implied volatity was 24.57, the open interest changed by 2 which increased total open position to 47


On 24 Nov TATAPOWER was trading at 382.55. The strike last trading price was 81, which was 4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44


On 21 Nov TATAPOWER was trading at 387.00. The strike last trading price was 77, which was -0.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 20 Nov TATAPOWER was trading at 388.10. The strike last trading price was 77.5, which was -1.95 lower than the previous day. The implied volatity was 34.28, the open interest changed by 14 which increased total open position to 14