TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1360 CE | ||||||||||||||||
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Delta: 0.10
Vega: 0.40
Theta: -0.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1264.50 | 3.25 | -2.3 | 30.14 | 163 | -20 | 209 | |||||||||
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| 14 Sept | 1267.80 | 5.55 | -1.1 | 27.45 | 73 | 24 | 206 | |||||||||
| 17 Aug | 1329.60 | 64.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 CE is 0.10
Historical price for 1360 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 3.25, which was -2.3 lower than the previous day. The implied volatity was 30.14, the open interest changed by -20 which decreased total open position to 209
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 5.55, which was -1.1 lower than the previous day. The implied volatity was 27.45, the open interest changed by 24 which increased total open position to 206
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 64.7, 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 1360 PE | |||||||
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Delta: -0.94
Vega: 0.26
Theta: 0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 89.25 | -6.7 | 24.39 | 6 | -5 | 42 |
| 14 Sept | 1267.80 | 99.05 | 9.75 | 35.98 | 6 | 0 | 38 |
| 17 Aug | 1329.60 | 65.05 | 0 | 0.00 | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1360 expiring on 30SEP2025
Delta for 1360 PE is -0.94
Historical price for 1360 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 89.25, which was -6.7 lower than the previous day. The implied volatity was 24.39, the open interest changed by -5 which decreased total open position to 42
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 99.05, which was 9.75 higher than the previous day. The implied volatity was 35.98, the open interest changed by 0 which decreased total open position to 38
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 65.05, 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
