TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 28OCT2025 1280 CE | ||||||||||||||||
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Delta: 0.53
Vega: 1.65
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1264.50 | 55 | -5.1 | 32.81 | 29 | 9 | 101 | |||||||||
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| 14 Sept | 1267.80 | 51.8 | -0.85 | 28.33 | 9 | 6 | 39 | |||||||||
| 17 Aug | 1329.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1280 expiring on 28OCT2025
Delta for 1280 CE is 0.53
Historical price for 1280 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 55, which was -5.1 lower than the previous day. The implied volatity was 32.81, the open interest changed by 9 which increased total open position to 101
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 51.8, which was -0.85 lower than the previous day. The implied volatity was 28.33, the open interest changed by 6 which increased total open position to 39
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 0, 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 28OCT2025 1280 PE | |||||||
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Delta: -0.47
Vega: 1.65
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 54 | -37.85 | 33.18 | 2 | 2 | 0 |
| 14 Sept | 1267.80 | 91.85 | 0 | 0.16 | 0 | 0 | 0 |
| 17 Aug | 1329.60 | 0 | 0 | 3.67 | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1280 expiring on 28OCT2025
Delta for 1280 PE is -0.47
Historical price for 1280 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 54, which was -37.85 lower than the previous day. The implied volatity was 33.18, the open interest changed by 2 which increased total open position to 0
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 91.85, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.67, the open interest changed by 0 which decreased total open position to 0
