TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1220 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.51
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1264.50 | 55.7 | -14.35 | 23.43 | 66 | -3 | 84 | |||||||||
| 14 Sept | 1267.80 | 58.15 | -8.5 | 21.35 | 15 | -3 | 43 | |||||||||
For Torrent Power Ltd - strike price 1220 expiring on 30SEP2025
Delta for 1220 CE is 0.85
Historical price for 1220 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 55.7, which was -14.35 lower than the previous day. The implied volatity was 23.43, the open interest changed by -3 which decreased total open position to 84
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 58.15, which was -8.5 lower than the previous day. The implied volatity was 21.35, the open interest changed by -3 which decreased total open position to 43
| TORNTPOWER 30SEP2025 1220 PE | |||||||
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Delta: -0.18
Vega: 0.57
Theta: -0.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 5.7 | 1.65 | 26.52 | 260 | 38 | 210 |
| 14 Sept | 1267.80 | 9.85 | -0.6 | 26.12 | 13 | -1 | 92 |
For Torrent Power Ltd - strike price 1220 expiring on 30SEP2025
Delta for 1220 PE is -0.18
Historical price for 1220 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 5.7, which was 1.65 higher than the previous day. The implied volatity was 26.52, the open interest changed by 38 which increased total open position to 210
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 9.85, which was -0.6 lower than the previous day. The implied volatity was 26.12, the open interest changed by -1 which decreased total open position to 92
