TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1180 CE | ||||||||||||||||
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Delta: 0.89
Vega: 0.42
Theta: -0.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1264.50 | 96.1 | -13.4 | 36.63 | 11 | 2 | 84 | |||||||||
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| 14 Sept | 1267.80 | 101.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1180 expiring on 30SEP2025
Delta for 1180 CE is 0.89
Historical price for 1180 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 96.1, which was -13.4 lower than the previous day. The implied volatity was 36.63, the open interest changed by 2 which increased total open position to 84
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 101.35, 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 1180 PE | |||||||
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Delta: -0.06
Vega: 0.27
Theta: -0.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 1.7 | 0.2 | 28.45 | 35 | 12 | 62 |
| 14 Sept | 1267.80 | 4.2 | -0.25 | 28.10 | 6 | -1 | 44 |
For Torrent Power Ltd - strike price 1180 expiring on 30SEP2025
Delta for 1180 PE is -0.06
Historical price for 1180 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 1.7, which was 0.2 higher than the previous day. The implied volatity was 28.45, the open interest changed by 12 which increased total open position to 62
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 4.2, which was -0.25 lower than the previous day. The implied volatity was 28.10, the open interest changed by -1 which decreased total open position to 44
