TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 0.80
Theta: -1.09
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1264.50 | 12.5 | -6.35 | 27.00 | 1,795 | 155 | 1,145 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1267.80 | 17.15 | -2.7 | 25.44 | 672 | 33 | 611 | |||||||||
| 17 Aug | 1329.60 | 108 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1300 expiring on 30SEP2025
Delta for 1300 CE is 0.33
Historical price for 1300 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 12.5, which was -6.35 lower than the previous day. The implied volatity was 27.00, the open interest changed by 155 which increased total open position to 1145
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 17.15, which was -2.7 lower than the previous day. The implied volatity was 25.44, the open interest changed by 33 which increased total open position to 611
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 108, 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 1300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.79
Theta: -0.67
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 39.5 | 8.3 | 25.63 | 174 | -6 | 525 |
| 14 Sept | 1267.80 | 45.15 | 0.3 | 25.91 | 32 | 1 | 394 |
| 17 Aug | 1329.60 | 84.8 | 0 | 2.85 | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1300 expiring on 30SEP2025
Delta for 1300 PE is -0.68
Historical price for 1300 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 39.5, which was 8.3 higher than the previous day. The implied volatity was 25.63, the open interest changed by -6 which decreased total open position to 525
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 45.15, which was 0.3 higher than the previous day. The implied volatity was 25.91, the open interest changed by 1 which increased total open position to 394
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 84.8, which was 0 lower than the previous day. The implied volatity was 2.85, the open interest changed by 0 which decreased total open position to 0
