TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Apr 2026 01:29 PM IST
| TATAPOWER 28-Apr-2026 (4d) 475 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0
Theta: -0.05
Gamma: 0.00135
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 429.00 | 0.05 | -0.09999999999999999 | 36.75 | 7 | 0 | 16 | |||||||||
| 23 Apr | 430.30 | 0.15 | -0.25 | 39.4 | 1 | 0 | 16 | |||||||||
| 22 Apr | 436.05 | 0.4 | 0 | 34.07 | 19 | 14 | 15 | |||||||||
| 21 Apr | 436.05 | 0.4 | -0.65 | 35.45 | 2 | 1 | 1 | |||||||||
For Tata Power Co Ltd - strike price 475 expiring on 28APR2026
Delta for 475 CE is 0.01
Historical price for 475 CE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 0.05, which was -0.09999999999999999 lower than the previous day. The implied volatity was 36.75, the open interest changed by 0 which decreased total open position to 16
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 0.15, which was -0.25 lower than the previous day. The implied volatity was 39.4, the open interest changed by 0 which decreased total open position to 16
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 34.07, the open interest changed by 14 which increased total open position to 15
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 0.4, which was -0.65 lower than the previous day. The implied volatity was 35.45, the open interest changed by 1 which increased total open position to 1
| TATAPOWER 28-Apr-2026 (4d) 475 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 | 39.7 | 39.7 | - | 0 | 0 | 1 |
| 23 Apr | 430.30 | 39.7 | 39.7 | - | 0 | 0 | 1 |
| 22 Apr | 436.05 | 39.7 | 39.7 | 36.66 | 0 | 0 | 1 |
| 21 Apr | 436.05 | 39.7 | -51.14999999999999 | 36.66 | 1 | 0 | 0 |
For Tata Power Co Ltd - strike price 475 expiring on 28APR2026
Delta for 475 PE is -
Historical price for 475 PE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 39.7, which was 39.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 39.7, which was 39.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 39.7, which was 39.7 higher than the previous day. The implied volatity was 36.66, the open interest changed by 0 which decreased total open position to 1
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 39.7, which was -51.14999999999999 lower than the previous day. The implied volatity was 36.66, the open interest changed by 0 which decreased total open position to 0
