[--[65.84.65.76]--]

TORNTPOWER

Torrent Power Ltd
1290.8 +8.10 (0.63%)
L: 1280.6 H: 1296.5

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Historical option data for TORNTPOWER

12 Dec 2025 04:13 PM IST
TORNTPOWER 30-DEC-2025 1160 CE
Delta: 0.93
Vega: 0.40
Theta: -0.67
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1290.80 137.55 27.35 34.96 5 0 4
11 Dec 1282.70 110.2 -32.3 - 0 0 4
10 Dec 1267.00 110.2 -32.3 - 8 4 4
9 Dec 1259.00 142.5 0 - 0 0 0
8 Dec 1255.10 142.5 0 - 0 0 0
4 Dec 1299.70 142.5 0 - 0 0 0
2 Dec 1313.30 142.5 0 - 0 0 0
1 Dec 1307.40 142.5 0 - 0 0 0
27 Nov 1312.90 142.5 0 - 0 0 0
26 Nov 1316.10 142.5 0 - 0 0 0
24 Nov 1302.30 142.5 0 - 0 0 0
21 Nov 1291.40 142.5 0 - 0 0 0
28 Oct 1277.20 0 0 - 0 0 0
27 Oct 1321.70 0 0 - 0 0 0
24 Oct 1325.80 0 0 - 0 0 0
23 Oct 1328.40 0 0 - 0 0 0
21 Oct 1319.20 0 0 - 0 0 0
17 Oct 1311.80 0 0 - 0 0 0
16 Oct 1337.60 0 0 - 0 0 0
15 Oct 1309.70 0 0 - 0 0 0
14 Oct 1294.80 0 0 - 0 0 0
13 Oct 1283.60 0 0 - 0 0 0
10 Oct 1239.30 0 0 - 0 0 0
9 Oct 1240.50 0 0 - 0 0 0
8 Oct 1225.00 0 0 - 0 0 0
7 Oct 1240.00 0 0 - 0 0 0
6 Oct 1200.00 0 0 - 0 0 0
3 Oct 1221.10 0 0 - 0 0 0


For Torrent Power Ltd - strike price 1160 expiring on 30DEC2025

Delta for 1160 CE is 0.93

Historical price for 1160 CE is as follows

On 12 Dec TORNTPOWER was trading at 1290.80. The strike last trading price was 137.55, which was 27.35 higher than the previous day. The implied volatity was 34.96, the open interest changed by 0 which decreased total open position to 4


On 11 Dec TORNTPOWER was trading at 1282.70. The strike last trading price was 110.2, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 10 Dec TORNTPOWER was trading at 1267.00. The strike last trading price was 110.2, which was -32.3 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4


On 9 Dec TORNTPOWER was trading at 1259.00. The strike last trading price was 142.5, 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 8 Dec TORNTPOWER was trading at 1255.10. The strike last trading price was 142.5, 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 4 Dec TORNTPOWER was trading at 1299.70. The strike last trading price was 142.5, 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 2 Dec TORNTPOWER was trading at 1313.30. The strike last trading price was 142.5, 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 1 Dec TORNTPOWER was trading at 1307.40. The strike last trading price was 142.5, 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 27 Nov TORNTPOWER was trading at 1312.90. The strike last trading price was 142.5, 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 26 Nov TORNTPOWER was trading at 1316.10. The strike last trading price was 142.5, 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 24 Nov TORNTPOWER was trading at 1302.30. The strike last trading price was 142.5, 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 21 Nov TORNTPOWER was trading at 1291.40. The strike last trading price was 142.5, 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 28 Oct TORNTPOWER was trading at 1277.20. The strike last trading price was 0, 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 27 Oct TORNTPOWER was trading at 1321.70. The strike last trading price was 0, 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 24 Oct TORNTPOWER was trading at 1325.80. The strike last trading price was 0, 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 23 Oct TORNTPOWER was trading at 1328.40. The strike last trading price was 0, 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 21 Oct TORNTPOWER was trading at 1319.20. The strike last trading price was 0, 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 Oct TORNTPOWER was trading at 1311.80. The strike last trading price was 0, 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 16 Oct TORNTPOWER was trading at 1337.60. The strike last trading price was 0, 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 15 Oct TORNTPOWER was trading at 1309.70. The strike last trading price was 0, 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 14 Oct TORNTPOWER was trading at 1294.80. The strike last trading price was 0, 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 13 Oct TORNTPOWER was trading at 1283.60. The strike last trading price was 0, 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 10 Oct TORNTPOWER was trading at 1239.30. The strike last trading price was 0, 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 9 Oct TORNTPOWER was trading at 1240.50. The strike last trading price was 0, 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 8 Oct TORNTPOWER was trading at 1225.00. The strike last trading price was 0, 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 7 Oct TORNTPOWER was trading at 1240.00. The strike last trading price was 0, 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 6 Oct TORNTPOWER was trading at 1200.00. The strike last trading price was 0, 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 3 Oct TORNTPOWER was trading at 1221.10. The strike last trading price was 0, 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


TORNTPOWER 30DEC2025 1160 PE
Delta: -0.04
Vega: 0.23
Theta: -0.17
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1290.80 1.2 -0.45 28.13 2 0 91
11 Dec 1282.70 1.65 -0.6 27.83 83 -36 96
10 Dec 1267.00 2.3 -0.95 26.93 59 14 132
9 Dec 1259.00 3.15 -0.7 26.08 164 67 114
8 Dec 1255.10 3.95 2.55 26.51 63 -3 47
4 Dec 1299.70 1.4 -0.8 25.78 34 -15 51
2 Dec 1313.30 2.2 0.35 29.18 2 0 67
1 Dec 1307.40 1.75 -0.4 27.28 8 -4 66
27 Nov 1312.90 2.15 -0.1 26.87 2 1 71
26 Nov 1316.10 2.25 -2.05 26.85 16 5 70
24 Nov 1302.30 4.3 -0.45 28.74 13 9 64
21 Nov 1291.40 4.75 -61.25 27.43 87 54 54
28 Oct 1277.20 66 0 - 0 0 0
27 Oct 1321.70 66 0 - 0 0 0
24 Oct 1325.80 66 0 - 0 0 0
23 Oct 1328.40 66 0 - 0 0 0
21 Oct 1319.20 66 0 - 0 0 0
17 Oct 1311.80 66 0 - 0 0 0
16 Oct 1337.60 66 0 - 0 0 0
15 Oct 1309.70 66 0 - 0 0 0
14 Oct 1294.80 66 0 - 0 0 0
13 Oct 1283.60 66 0 - 0 0 0
10 Oct 1239.30 66 0 - 0 0 0
9 Oct 1240.50 66 0 5.19 0 0 0
8 Oct 1225.00 66 0 - 0 0 0
7 Oct 1240.00 66 0 - 0 0 0
6 Oct 1200.00 0 0 - 0 0 0
3 Oct 1221.10 0 0 4.50 0 0 0


For Torrent Power Ltd - strike price 1160 expiring on 30DEC2025

Delta for 1160 PE is -0.04

Historical price for 1160 PE is as follows

On 12 Dec TORNTPOWER was trading at 1290.80. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 91


On 11 Dec TORNTPOWER was trading at 1282.70. The strike last trading price was 1.65, which was -0.6 lower than the previous day. The implied volatity was 27.83, the open interest changed by -36 which decreased total open position to 96


On 10 Dec TORNTPOWER was trading at 1267.00. The strike last trading price was 2.3, which was -0.95 lower than the previous day. The implied volatity was 26.93, the open interest changed by 14 which increased total open position to 132


On 9 Dec TORNTPOWER was trading at 1259.00. The strike last trading price was 3.15, which was -0.7 lower than the previous day. The implied volatity was 26.08, the open interest changed by 67 which increased total open position to 114


On 8 Dec TORNTPOWER was trading at 1255.10. The strike last trading price was 3.95, which was 2.55 higher than the previous day. The implied volatity was 26.51, the open interest changed by -3 which decreased total open position to 47


On 4 Dec TORNTPOWER was trading at 1299.70. The strike last trading price was 1.4, which was -0.8 lower than the previous day. The implied volatity was 25.78, the open interest changed by -15 which decreased total open position to 51


On 2 Dec TORNTPOWER was trading at 1313.30. The strike last trading price was 2.2, which was 0.35 higher than the previous day. The implied volatity was 29.18, the open interest changed by 0 which decreased total open position to 67


On 1 Dec TORNTPOWER was trading at 1307.40. The strike last trading price was 1.75, which was -0.4 lower than the previous day. The implied volatity was 27.28, the open interest changed by -4 which decreased total open position to 66


On 27 Nov TORNTPOWER was trading at 1312.90. The strike last trading price was 2.15, which was -0.1 lower than the previous day. The implied volatity was 26.87, the open interest changed by 1 which increased total open position to 71


On 26 Nov TORNTPOWER was trading at 1316.10. The strike last trading price was 2.25, which was -2.05 lower than the previous day. The implied volatity was 26.85, the open interest changed by 5 which increased total open position to 70


On 24 Nov TORNTPOWER was trading at 1302.30. The strike last trading price was 4.3, which was -0.45 lower than the previous day. The implied volatity was 28.74, the open interest changed by 9 which increased total open position to 64


On 21 Nov TORNTPOWER was trading at 1291.40. The strike last trading price was 4.75, which was -61.25 lower than the previous day. The implied volatity was 27.43, the open interest changed by 54 which increased total open position to 54


On 28 Oct TORNTPOWER was trading at 1277.20. The strike last trading price was 66, 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 27 Oct TORNTPOWER was trading at 1321.70. The strike last trading price was 66, 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 24 Oct TORNTPOWER was trading at 1325.80. The strike last trading price was 66, 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 23 Oct TORNTPOWER was trading at 1328.40. The strike last trading price was 66, 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 21 Oct TORNTPOWER was trading at 1319.20. The strike last trading price was 66, 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 Oct TORNTPOWER was trading at 1311.80. The strike last trading price was 66, 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 16 Oct TORNTPOWER was trading at 1337.60. The strike last trading price was 66, 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 15 Oct TORNTPOWER was trading at 1309.70. The strike last trading price was 66, 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 14 Oct TORNTPOWER was trading at 1294.80. The strike last trading price was 66, 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 13 Oct TORNTPOWER was trading at 1283.60. The strike last trading price was 66, 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 10 Oct TORNTPOWER was trading at 1239.30. The strike last trading price was 66, 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 9 Oct TORNTPOWER was trading at 1240.50. The strike last trading price was 66, which was 0 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0


On 8 Oct TORNTPOWER was trading at 1225.00. The strike last trading price was 66, 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 7 Oct TORNTPOWER was trading at 1240.00. The strike last trading price was 66, 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 6 Oct TORNTPOWER was trading at 1200.00. The strike last trading price was 0, 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 3 Oct TORNTPOWER was trading at 1221.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.50, the open interest changed by 0 which decreased total open position to 0