Tata Power Company Limited

Power · Power

NSE: TATAPOWER BSE: 500400

₹359.00

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +5.65

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	360.0500	+0.40	63528850	210250	Long Buildup
Nov. 23, 2026	362.3000	+1.15	1190450	14500	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	365.0000	365.6500	364.6500	364.6500	2900	2900
Sept. 30, 2026	Nov. 23, 2026	360.5500	365.1000	360.5500	362.3000	1190450	14500
Sept. 30, 2026	Oct. 27, 2026	359.6500	363.6500	358.3000	360.0500	63528850	210250
Sept. 29, 2026	Nov. 23, 2026	361.0000	363.9000	358.0000	361.1500	1175950	203000
Sept. 29, 2026	Oct. 27, 2026	361.0000	362.1500	355.7000	359.6500	63318600	8749300
Sept. 29, 2026	Sept. 29, 2026	358.2000	360.3000	353.0000	356.7000	6213250	-9335100
Sept. 28, 2026	Nov. 23, 2026	368.0000	368.4000	364.2000	364.4000	972950	98600
Sept. 28, 2026	Oct. 27, 2026	367.5000	367.5000	361.7500	362.2000	54569300	21536850
Sept. 28, 2026	Sept. 29, 2026	364.9500	365.9500	360.0500	360.5500	15548350	-22174850
Sept. 25, 2026	Nov. 23, 2026	368.0000	372.3500	366.7000	371.4000	874350	46400

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 1.075

Max Pain 370.0000

Open Interest by Strike (Max Pain: 370.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	86.4000	120.83	0.797	290.0000	-0.037	46.59	0.7000	0	1450
0	0	77.1000	112.04	0.776	300.0000	-0.020	33.82	0.2500	5800	5800
0	0	69.4000	97.27	0.779	305.0000	-0.028	33.0	0.3500	7250	8700
0	0	68.0500	103.93	0.751	310.0000	-0.036	31.7	0.4500	29000	29000
0	0	60.1000	88.86	0.753	315.0000	-0.044	30.07	0.5500	14500	14500
15950	0	39.4000	—		320.0000	-0.057	28.65	0.7000	53650	216050
11600	0	35.1000	—		325.0000	-0.071	26.87	0.8500	2900	37700
15950	0	29.0000	—		330.0000	-0.095	25.75	1.1500	-13050	343650
5800	0	37.1500	58.47	0.708	335.0000	-0.124	24.34	1.5000	5800	59450
7250	0	24.2500	28.72	0.789	340.0000	-0.163	23.05	2.0000	59450	732250
44950	2900	18.0000	20.11	0.802	345.0000	-0.214	21.66	2.6500	24650	484300
205900	31900	14.1500	19.67	0.725	350.0000	-0.289	21.36	3.9000	0	542300
532150	0	10.5000	18.67	0.636	355.0000	-0.377	21.06	5.5500	73950	669900
1803800	217500	7.3500	17.77	0.529	360.0000	-0.472	20.88	7.7000	4350	2125700
1638500	2900	5.3000	18.3	0.419	365.0000	-0.566	21.53	10.6500	43500	899000
2061900	129050	3.6500	18.54	0.319	370.0000	-0.651	21.95	13.9500	94250	2014050
813450	-14500	2.5500	19.14	0.238	375.0000	-0.737	21.35	17.3000	-15950	147900
1421000	-185600	1.7500	19.66	0.174	380.0000	-0.780	23.59	21.8500	-1450	907700
237800	63800	1.2500	20.48	0.128	385.0000	-0.933	15.63	24.4500	-1450	23200
332050	43500	0.8500	20.98	0.091	390.0000	-0.858	25.76	30.7500	0	142100
156600	-2900	0.6500	22.06	0.070	395.0000	-0.871	28.45	35.7000	0	40600
1622550	221850	0.5000	23.07	0.054	400.0000	-0.971	19.77	39.1500	7250	1189000
0	0	6.8000	53.75	0.237	405.0000		—	36.0000	0	1450
236350	-2900	0.3000	24.93	0.032	410.0000		—	48.7500	0	114550
11600	0	0.1500	24.12	0.018	415.0000		—	49.9000	0	14500
487200	-1450	0.1500	25.86	0.017	420.0000	-0.939	35.01	59.7000	7250	717750
169650	0	0.0500	25.5	0.006	430.0000		—	67.7500	1450	327700
983100	0	0.0500	28.42	0.006	440.0000		—	78.0000	-1450	1970550