TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1340 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 0.53
Theta: -0.75
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1264.50 | 5.1 | -2.65 | 29.03 | 577 | 94 | 352 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1267.80 | 7.85 | -1.7 | 26.36 | 55 | 9 | 210 | |||||||||
| 17 Aug | 1329.60 | 65.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 CE is 0.16
Historical price for 1340 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 5.1, which was -2.65 lower than the previous day. The implied volatity was 29.03, the open interest changed by 94 which increased total open position to 352
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 7.85, which was -1.7 lower than the previous day. The implied volatity was 26.36, the open interest changed by 9 which increased total open position to 210
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 65.8, 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 1340 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.79
Vega: 0.63
Theta: -0.72
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 76.85 | 13.75 | 35.53 | 40 | -1 | 78 |
| 14 Sept | 1267.80 | 74.65 | -1.35 | 25.70 | 6 | 4 | 76 |
| 17 Aug | 1329.60 | 105.85 | 0 | 0.52 | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1340 expiring on 30SEP2025
Delta for 1340 PE is -0.79
Historical price for 1340 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 76.85, which was 13.75 higher than the previous day. The implied volatity was 35.53, the open interest changed by -1 which decreased total open position to 78
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 74.65, which was -1.35 lower than the previous day. The implied volatity was 25.70, the open interest changed by 4 which increased total open position to 76
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 105.85, which was 0 lower than the previous day. The implied volatity was 0.52, the open interest changed by 0 which decreased total open position to 0
