TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1120 CE | ||||||||||||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1264.50 | 129.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 1267.80 | 129.65 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is 0.00
Historical price for 1120 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 129.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 129.65, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TORNTPOWER 30SEP2025 1120 PE | |||||||
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Delta: -0.01
Vega: 0.07
Theta: -0.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 0.3 | -0.15 | 32.83 | 1 | 0 | 76 |
| 14 Sept | 1267.80 | 1.25 | -0.6 | 32.32 | 4 | 0 | 85 |
For Torrent Power Ltd - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -0.01
Historical price for 1120 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 0.3, which was -0.15 lower than the previous day. The implied volatity was 32.83, the open interest changed by 0 which decreased total open position to 76
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 1.25, which was -0.6 lower than the previous day. The implied volatity was 32.32, the open interest changed by 0 which decreased total open position to 85
