TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1320 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.66
Theta: -0.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1264.50 | 7.55 | -4.9 | 27.28 | 1,045 | 116 | 488 | |||||||||
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| 14 Sept | 1267.80 | 11.95 | -1.85 | 26.13 | 141 | -10 | 299 | |||||||||
| 17 Aug | 1329.60 | 86 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.22
Historical price for 1320 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 7.55, which was -4.9 lower than the previous day. The implied volatity was 27.28, the open interest changed by 116 which increased total open position to 488
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 11.95, which was -1.85 lower than the previous day. The implied volatity was 26.13, the open interest changed by -10 which decreased total open position to 299
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 86, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TORNTPOWER 30SEP2025 1320 PE | |||||||
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Delta: -0.82
Vega: 0.59
Theta: -0.32
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 53.1 | 7.9 | 23.31 | 31 | 9 | 99 |
| 14 Sept | 1267.80 | 59.55 | 1 | 26.34 | 3 | 0 | 51 |
| 17 Aug | 1329.60 | 68.6 | 0 | 1.67 | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is -0.82
Historical price for 1320 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 53.1, which was 7.9 higher than the previous day. The implied volatity was 23.31, the open interest changed by 9 which increased total open position to 99
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 59.55, which was 1 higher than the previous day. The implied volatity was 26.34, the open interest changed by 0 which decreased total open position to 51
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 68.6, which was 0 lower than the previous day. The implied volatity was 1.67, the open interest changed by 0 which decreased total open position to 0
