Tata Power Company Limited

Power · Power

NSE: TATAPOWER BSE: 500400

₹351.50

Oct. 5, 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) +4.05

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	352.2000	-0.25	64554000	555350	Short Buildup
Nov. 23, 2026	354.2000	-0.15	1341250	98600	Short Buildup
Dec. 29, 2026	355.5500	-1.00	33350	1450	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	356.8000	357.9000	354.9500	355.5500	33350	1450
Oct. 5, 2026	Nov. 23, 2026	357.6000	357.6000	351.8500	354.2000	1341250	98600
Oct. 5, 2026	Oct. 27, 2026	352.4500	355.3000	350.0000	352.2000	64554000	555350
Oct. 1, 2026	Dec. 29, 2026	361.7500	361.9000	351.8500	356.5500	31900	29000
Oct. 1, 2026	Nov. 23, 2026	359.4000	360.9000	349.2500	354.3500	1242650	52200
Oct. 1, 2026	Oct. 27, 2026	357.1000	358.9500	347.7000	352.4500	63998650	469800
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

Options Chain

As of Oct. 1, 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) 1.008

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
					290.0000	-0.040	43.8	0.7000	0	1450
					300.0000	-0.029	32.94	0.3500	18850	24650
					305.0000	-0.031	30.12	0.3500	0	8700
0	0	68.0500	123.57	0.713	310.0000	-0.052	30.85	0.6500	5800	34800
					315.0000	-0.057	27.79	0.6500	49300	63800
15950	0	39.4000	51.35	0.785	320.0000	-0.080	27.08	0.9500	-47850	168200
11600	0	35.1000	48.99	0.759	325.0000	-0.108	25.95	1.3000	98600	136300
15950	0	29.0000	40.39	0.754	330.0000	-0.143	24.7	1.7500	-8700	334950
5800	0	37.1500	74.48	0.643	335.0000	-0.196	24.17	2.5500	33350	92800
65250	58000	15.7500	20.01	0.771	340.0000	-0.260	23.37	3.5500	162400	894650
91350	46400	12.2000	19.94	0.681	345.0000	-0.337	22.65	4.9000	-20300	464000
820700	614800	9.1500	19.91	0.580	350.0000	-0.426	22.2	6.7500	102950	645250
1039650	507500	6.6000	19.82	0.473	355.0000	-0.521	22.14	9.2000	123250	793150
2090900	287100	4.6500	19.94	0.371	360.0000	-0.611	22.72	12.3500	130500	2256200
1596450	-42050	3.3000	20.47	0.284	365.0000	-0.687	23.59	16.0000	46400	945400
1961850	-100050	2.2500	20.77	0.210	370.0000	-0.749	24.59	20.0000	29000	2043050
830850	17400	1.5500	21.27	0.153	375.0000	-0.803	25.26	24.1500	-5800	142100
1545700	124700	1.1000	22.01	0.113	380.0000	-0.842	26.37	28.6000	-15950	891750
281300	43500	0.8500	23.19	0.087	385.0000		—	24.4500	0	23200
336400	4350	0.6500	24.21	0.067	390.0000		—	30.7500	0	142100
137750	-18850	0.5500	25.66	0.055	395.0000		—	35.7000	0	40600
1638500	15950	0.4500	26.84	0.045	400.0000	-0.885	37.3	48.4000	-1450	1187550
					405.0000		—	36.0000	0	1450
236350	0	0.2500	28.1	0.026	410.0000		—	54.9000	0	114550
11600	0	0.1500	27.8	0.016	415.0000		—	49.9000	0	14500
487200	0	0.1000	27.99	0.011	420.0000		—	65.8000	1450	719200
169650	0	0.0500	28.8	0.006	430.0000		—	67.7500	0	327700
983100	0	0.0500	31.75	0.005	440.0000		—	78.0000	0	1970550