TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.28
Theta: -0.58
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 1264.50 | 73 | -16.05 | 22.29 | 59 | -7 | 86 | |||||||||
| 14 Sept | 1267.80 | 78.5 | -5.05 | 27.11 | 16 | -2 | 36 | |||||||||
For Torrent Power Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.94
Historical price for 1200 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 73, which was -16.05 lower than the previous day. The implied volatity was 22.29, the open interest changed by -7 which decreased total open position to 86
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 78.5, which was -5.05 lower than the previous day. The implied volatity was 27.11, the open interest changed by -2 which decreased total open position to 36
| TORNTPOWER 30SEP2025 1200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 0.40
Theta: -0.45
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 3 | 0.6 | 27.05 | 184 | 34 | 320 |
| 14 Sept | 1267.80 | 6.15 | -0.7 | 26.60 | 35 | -3 | 172 |
For Torrent Power Ltd - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.10
Historical price for 1200 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 3, which was 0.6 higher than the previous day. The implied volatity was 27.05, the open interest changed by 34 which increased total open position to 320
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 6.15, which was -0.7 lower than the previous day. The implied volatity was 26.60, the open interest changed by -3 which decreased total open position to 172
