TATAPOWER
Tata Power Co Ltd
Historical option data for TATAPOWER
24 Apr 2026 01:29 PM IST
| TATAPOWER 28-Apr-2026 (4d) 500 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0
Theta: -0.04
Gamma: 0.00067
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 429.00 | 0.05 | 0 | 49.49 | 0 | 0 | 9 | |||||||||
| 23 Apr | 430.30 | 0.05 | -0.05 | 49.49 | 17 | -3 | 9 | |||||||||
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| 22 Apr | 436.05 | 0.1 | -0.15 | 44.84 | 19 | 12 | 12 | |||||||||
For Tata Power Co Ltd - strike price 500 expiring on 28APR2026
Delta for 500 CE is 0.01
Historical price for 500 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 49.49, the open interest changed by 0 which decreased total open position to 9
On 23 Apr TATAPOWER was trading at 430.30. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 49.49, the open interest changed by -3 which decreased total open position to 9
On 22 Apr TATAPOWER was trading at 436.05. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 44.84, the open interest changed by 12 which increased total open position to 12
| TATAPOWER 28-Apr-2026 (4d) 500 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 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 430.30 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 436.05 | 0 | 0 | - | 0 | 0 | 0 |
For Tata Power Co Ltd - strike price 500 expiring on 28APR2026
Delta for 500 PE is -
Historical price for 500 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
