TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1420 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.23
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1264.50 | 1.75 | -0.15 | 38.06 | 45 | 16 | 69 | |||||||||
| 14 Sept | 1267.80 | 2.2 | -0.4 | 31.10 | 2 | 0 | 38 | |||||||||
| 17 Aug | 1329.60 | 59.65 | 0 | 4.04 | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1420 expiring on 30SEP2025
Delta for 1420 CE is 0.05
Historical price for 1420 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 38.06, the open interest changed by 16 which increased total open position to 69
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 2.2, which was -0.4 lower than the previous day. The implied volatity was 31.10, 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 59.65, which was 0 lower than the previous day. The implied volatity was 4.04, the open interest changed by 0 which decreased total open position to 0
| TORNTPOWER 30SEP2025 1420 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1264.50 | 136 | -19.25 | - | 1 | 1 | 0 |
| 14 Sept | 1267.80 | 155.25 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 1329.60 | 155.25 | 0 | - | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1420 expiring on 30SEP2025
Delta for 1420 PE is -
Historical price for 1420 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 136, which was -19.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 155.25, 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
On 17 Aug TORNTPOWER was trading at 1329.60. The strike last trading price was 155.25, 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
