TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
21 Sep 2025 04:15 PM IST
| TORNTPOWER 30SEP2025 1500 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.08
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1264.50 | 0.5 | -0.25 | 43.16 | 1 | 0 | 51 | |||||||||
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| 14 Sept | 1267.80 | 1 | 0.3 | 37.30 | 2 | 0 | 48 | |||||||||
For Torrent Power Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 CE is 0.02
Historical price for 1500 CE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 0.5, which was -0.25 lower than the previous day. The implied volatity was 43.16, the open interest changed by 0 which decreased total open position to 51
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 1, which was 0.3 higher than the previous day. The implied volatity was 37.30, the open interest changed by 0 which decreased total open position to 48
| TORNTPOWER 30SEP2025 1500 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 | 206 | -14.2 | - | 15 | 0 | 18 |
| 14 Sept | 1267.80 | 222 | 0 | 0.00 | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1500 expiring on 30SEP2025
Delta for 1500 PE is -
Historical price for 1500 PE is as follows
On 21 Sept TORNTPOWER was trading at 1264.50. The strike last trading price was 206, which was -14.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18
On 14 Sept TORNTPOWER was trading at 1267.80. The strike last trading price was 222, 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
