TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1400 CE | ||||||||||||||||
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Delta: 0.06
Vega: 0.26
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1264.50 | 1.95 | -0.65 | 34.94 | 328 | 0 | 322 | |||||||||
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| 14 Sept | 1267.80 | 2.8 | -0.8 | 29.51 | 65 | 3 | 219 | |||||||||
| 17 Aug | 1329.60 | 183.75 | 0 | 3.10 | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 CE is 0.06
Historical price for 1400 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 1.95, which was -0.65 lower than the previous day. The implied volatity was 34.94, the open interest changed by 0 which decreased total open position to 322
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 2.8, which was -0.8 lower than the previous day. The implied volatity was 29.51, the open interest changed by 3 which increased total open position to 219
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 183.75, which was 0 lower than the previous day. The implied volatity was 3.10, the open interest changed by 0 which decreased total open position to 0
| TORNTPOWER 30SEP2025 1400 PE | |||||||
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Delta: -0.94
Vega: 0.26
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 129.65 | 1.65 | 34.60 | 45 | 5 | 78 |
| 14 Sept | 1267.80 | 126.1 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1329.60 | 100.6 | 0 | - | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1400 expiring on 30SEP2025
Delta for 1400 PE is -0.94
Historical price for 1400 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 129.65, which was 1.65 higher than the previous day. The implied volatity was 34.60, the open interest changed by 5 which increased total open position to 78
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 126.1, 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 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 100.6, 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
