TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Apr 2026 01:30 PM IST
| TATAPOWER 28-Apr-2026 (4d) 480 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0
Theta: -0.05
Gamma: 0.00115
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
|
|
||||||||||||||||
| 24 Apr | 429.00 | 0.05 | 0 | 40.06 | 109 | -39 | 121 | |||||||||
| 23 Apr | 430.30 | 0.05 | -0.2 | 36.9 | 139 | -54 | 160 | |||||||||
| 22 Apr | 436.05 | 0.25 | -0.04999999999999999 | 37.64 | 113 | -10 | 213 | |||||||||
| 21 Apr | 436.05 | 0.3 | -0.04999999999999999 | 36.63 | 84 | -36 | 225 | |||||||||
| 20 Apr | 433.60 | 0.35 | -0.050000000000000044 | 37.34 | 765 | 234 | 259 | |||||||||
| 17 Apr | 427.60 | 0.35 | -0.20000000000000007 | 35.11 | 31 | -11 | 24 | |||||||||
| 16 Apr | 426.60 | 0.55 | 0.10000000000000003 | 35.53 | 67 | 28 | 28 | |||||||||
For Tata Power Co Ltd - strike price 480 expiring on 28APR2026
Delta for 480 CE is 0.01
Historical price for 480 CE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 40.06, the open interest changed by -39 which decreased total open position to 121
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 0.05, which was -0.2 lower than the previous day. The implied volatity was 36.9, the open interest changed by -54 which decreased total open position to 160
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 0.25, which was -0.04999999999999999 lower than the previous day. The implied volatity was 37.64, the open interest changed by -10 which decreased total open position to 213
On 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 0.3, which was -0.04999999999999999 lower than the previous day. The implied volatity was 36.63, the open interest changed by -36 which decreased total open position to 225
On 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 0.35, which was -0.050000000000000044 lower than the previous day. The implied volatity was 37.34, the open interest changed by 234 which increased total open position to 259
On 17 Apr TATAPOWER was trading at 427.60. The strike last trading price was 0.35, which was -0.20000000000000007 lower than the previous day. The implied volatity was 35.11, the open interest changed by -11 which decreased total open position to 24
On 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 0.55, which was 0.10000000000000003 higher than the previous day. The implied volatity was 35.53, the open interest changed by 28 which increased total open position to 28
| TATAPOWER 28-Apr-2026 (4d) 480 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 429.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 430.30 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 436.05 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 436.05 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 433.60 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 427.60 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 426.60 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 480 expiring on 28APR2026
Delta for 480 PE is -
Historical price for 480 PE is as follows
On 24 Apr TATAPOWER was trading at 429.00. The strike last trading price was 0, 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 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 0, 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 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 0, 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 21 Apr TATAPOWER was trading at 436.05. The strike last trading price was 0, 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 20 Apr TATAPOWER was trading at 433.60. The strike last trading price was 0, 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 Apr TATAPOWER was trading at 427.60. The strike last trading price was 0, 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 16 Apr TATAPOWER was trading at 426.60. The strike last trading price was 0, 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
