TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1280 CE | ||||||||||||||||
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Delta: 0.45
Vega: 0.87
Theta: -1.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1264.50 | 19.1 | -8.35 | 26.05 | 814 | 14 | 420 | |||||||||
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| 14 Sept | 1267.80 | 24.4 | -3.15 | 24.92 | 362 | 6 | 242 | |||||||||
| 17 Aug | 1329.60 | 256.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1280 expiring on 30SEP2025
Delta for 1280 CE is 0.45
Historical price for 1280 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 19.1, which was -8.35 lower than the previous day. The implied volatity was 26.05, the open interest changed by 14 which increased total open position to 420
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 24.4, which was -3.15 lower than the previous day. The implied volatity was 24.92, the open interest changed by 6 which increased total open position to 242
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 256.6, 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 1280 PE | |||||||
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Delta: -0.55
Vega: 0.87
Theta: -0.84
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 27.35 | 7.2 | 26.16 | 246 | -1 | 231 |
| 14 Sept | 1267.80 | 33.3 | -2.25 | 26.08 | 56 | 3 | 175 |
| 17 Aug | 1329.60 | 55.4 | 0 | 4.02 | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1280 expiring on 30SEP2025
Delta for 1280 PE is -0.55
Historical price for 1280 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 27.35, which was 7.2 higher than the previous day. The implied volatity was 26.16, the open interest changed by -1 which decreased total open position to 231
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 33.3, which was -2.25 lower than the previous day. The implied volatity was 26.08, the open interest changed by 3 which increased total open position to 175
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 55.4, which was 0 lower than the previous day. The implied volatity was 4.02, the open interest changed by 0 which decreased total open position to 0
