TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1380 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.33
Theta: -0.51
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1264.50 | 2.55 | -1.05 | 32.77 | 82 | -2 | 184 | |||||||||
| 14 Sept | 1267.80 | 3.75 | -0.85 | 28.13 | 17 | -1 | 166 | |||||||||
| 17 Aug | 1329.60 | 73.4 | 0 | 1.87 | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 CE is 0.08
Historical price for 1380 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 2.55, which was -1.05 lower than the previous day. The implied volatity was 32.77, the open interest changed by -2 which decreased total open position to 184
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 3.75, which was -0.85 lower than the previous day. The implied volatity was 28.13, the open interest changed by -1 which decreased total open position to 166
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 73.4, which was 0 lower than the previous day. The implied volatity was 1.87, the open interest changed by 0 which decreased total open position to 0
| TORNTPOWER 30SEP2025 1380 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 115.7 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1267.80 | 117.7 | 9.55 | 38.86 | 4 | 2 | 5 |
| 17 Aug | 1329.60 | 129.4 | 0 | - | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1380 expiring on 30SEP2025
Delta for 1380 PE is 0.00
Historical price for 1380 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 115.7, 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
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 117.7, which was 9.55 higher than the previous day. The implied volatity was 38.86, the open interest changed by 2 which increased total open position to 5
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 129.4, 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
