TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1240 CE | ||||||||||||||||
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Delta: 0.73
Vega: 0.72
Theta: -1.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1264.50 | 40.45 | -13.1 | 24.05 | 59 | 3 | 101 | |||||||||
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| 14 Sept | 1267.80 | 46.05 | -4.5 | 24.34 | 37 | -3 | 79 | |||||||||
| 17 Aug | 1329.60 | 284.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 CE is 0.73
Historical price for 1240 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 40.45, which was -13.1 lower than the previous day. The implied volatity was 24.05, the open interest changed by 3 which increased total open position to 101
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 46.05, which was -4.5 lower than the previous day. The implied volatity was 24.34, the open interest changed by -3 which decreased total open position to 79
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 284.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TORNTPOWER 30SEP2025 1240 PE | |||||||
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Delta: -0.28
Vega: 0.74
Theta: -0.77
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 10 | 2.95 | 25.81 | 216 | -8 | 235 |
| 14 Sept | 1267.80 | 15.85 | 0.5 | 26.34 | 67 | -11 | 232 |
| 17 Aug | 1329.60 | 43.9 | 0 | 6.91 | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1240 expiring on 30SEP2025
Delta for 1240 PE is -0.28
Historical price for 1240 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 10, which was 2.95 higher than the previous day. The implied volatity was 25.81, the open interest changed by -8 which decreased total open position to 235
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 15.85, which was 0.5 higher than the previous day. The implied volatity was 26.34, the open interest changed by -11 which decreased total open position to 232
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 43.9, which was 0 lower than the previous day. The implied volatity was 6.91, the open interest changed by 0 which decreased total open position to 0
