TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1260 CE | ||||||||||||||||
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Delta: 0.59
Vega: 0.85
Theta: -1.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1264.50 | 28 | -12.25 | 24.71 | 528 | 6 | 440 | |||||||||
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| 14 Sept | 1267.80 | 34.3 | -3.25 | 24.83 | 500 | 22 | 271 | |||||||||
| 17 Aug | 1329.60 | 129.15 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is 0.59
Historical price for 1260 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 28, which was -12.25 lower than the previous day. The implied volatity was 24.71, the open interest changed by 6 which increased total open position to 440
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 34.3, which was -3.25 lower than the previous day. The implied volatity was 24.83, the open interest changed by 22 which increased total open position to 271
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 129.15, 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 1260 PE | |||||||
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Delta: -0.41
Vega: 0.85
Theta: -0.82
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 16.4 | 4.2 | 24.93 | 264 | -9 | 473 |
| 14 Sept | 1267.80 | 22.8 | -0.2 | 25.56 | 173 | -2 | 364 |
| 17 Aug | 1329.60 | 66.4 | 0 | 5.17 | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is -0.41
Historical price for 1260 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 16.4, which was 4.2 higher than the previous day. The implied volatity was 24.93, the open interest changed by -9 which decreased total open position to 473
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 22.8, which was -0.2 lower than the previous day. The implied volatity was 25.56, the open interest changed by -2 which decreased total open position to 364
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 66.4, which was 0 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
