TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
28 Sep 2025 10:10 PM IST
| TORNTPOWER 28-OCT-2025 1300 CE | ||||||||||||||||
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Delta: 0.32
Vega: 1.30
Theta: -0.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 1233.30 | 21 | -9.6 | 29.30 | 125 | 33 | 301 | |||||||||
| 21 Sept | 1264.50 | 37.6 | -11.7 | 27.70 | 50 | 27 | 78 | |||||||||
| 14 Sept | 1267.80 | 40.7 | -3.55 | 27.15 | 10 | -1 | 14 | |||||||||
For Torrent Power Ltd - strike price 1300 expiring on 28OCT2025
Delta for 1300 CE is 0.32
Historical price for 1300 CE is as follows
On 28 Sept TORNTPOWER was trading at 1233.30. The strike last trading price was 21, which was -9.6 lower than the previous day. The implied volatity was 29.30, the open interest changed by 33 which increased total open position to 301
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 37.6, which was -11.7 lower than the previous day. The implied volatity was 27.70, the open interest changed by 27 which increased total open position to 78
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 40.7, which was -3.55 lower than the previous day. The implied volatity was 27.15, the open interest changed by -1 which decreased total open position to 14
| TORNTPOWER 28OCT2025 1300 PE | |||||||
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Delta: -0.67
Vega: 1.33
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1233.30 | 81 | 15 | 31.84 | 7 | 4 | 213 |
| 21 Sept | 1264.50 | 60 | 8 | 30.27 | 50 | 44 | 74 |
| 14 Sept | 1267.80 | 55.9 | -2.55 | 25.80 | 3 | 2 | 1 |
For Torrent Power Ltd - strike price 1300 expiring on 28OCT2025
Delta for 1300 PE is -0.67
Historical price for 1300 PE is as follows
On 28 Sept TORNTPOWER was trading at 1233.30. The strike last trading price was 81, which was 15 higher than the previous day. The implied volatity was 31.84, the open interest changed by 4 which increased total open position to 213
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 60, which was 8 higher than the previous day. The implied volatity was 30.27, the open interest changed by 44 which increased total open position to 74
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 55.9, which was -2.55 lower than the previous day. The implied volatity was 25.80, the open interest changed by 2 which increased total open position to 1
