TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
12 Dec 2025 04:13 PM IST
| TORNTPOWER 30-DEC-2025 1260 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.98
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 1290.80 | 48.7 | 8.1 | 24.15 | 27 | -10 | 70 | |||||||||
| 11 Dec | 1282.70 | 40.6 | 8.05 | 21.67 | 63 | -36 | 80 | |||||||||
| 10 Dec | 1267.00 | 32.7 | 2.95 | 20.96 | 68 | 5 | 116 | |||||||||
| 9 Dec | 1259.00 | 31 | 1 | 25.29 | 184 | 52 | 114 | |||||||||
| 8 Dec | 1255.10 | 28 | -15.5 | 23.50 | 176 | 59 | 60 | |||||||||
| 5 Dec | 1289.90 | 43.5 | -59.7 | 13.55 | 1 | 0 | 0 | |||||||||
| 4 Dec | 1299.70 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 1302.20 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 1313.30 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 1307.40 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 1314.50 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 1312.90 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1316.10 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 1293.00 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 1302.30 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 1291.40 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 1313.90 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 1300.80 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 1313.10 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 1310.00 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 1301.00 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 1293.60 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 1292.80 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 1336.80 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 1312.20 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
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| 7 Nov | 1281.20 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 1273.20 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 1304.30 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1344.80 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1316.50 | 103.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1260 expiring on 30DEC2025
Delta for 1260 CE is 0.71
Historical price for 1260 CE is as follows
On 12 Dec TORNTPOWER was trading at 1290.80. The strike last trading price was 48.7, which was 8.1 higher than the previous day. The implied volatity was 24.15, the open interest changed by -10 which decreased total open position to 70
On 11 Dec TORNTPOWER was trading at 1282.70. The strike last trading price was 40.6, which was 8.05 higher than the previous day. The implied volatity was 21.67, the open interest changed by -36 which decreased total open position to 80
On 10 Dec TORNTPOWER was trading at 1267.00. The strike last trading price was 32.7, which was 2.95 higher than the previous day. The implied volatity was 20.96, the open interest changed by 5 which increased total open position to 116
On 9 Dec TORNTPOWER was trading at 1259.00. The strike last trading price was 31, which was 1 higher than the previous day. The implied volatity was 25.29, the open interest changed by 52 which increased total open position to 114
On 8 Dec TORNTPOWER was trading at 1255.10. The strike last trading price was 28, which was -15.5 lower than the previous day. The implied volatity was 23.50, the open interest changed by 59 which increased total open position to 60
On 5 Dec TORNTPOWER was trading at 1289.90. The strike last trading price was 43.5, which was -59.7 lower than the previous day. The implied volatity was 13.55, 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 103.2, 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 Dec TORNTPOWER was trading at 1302.20. The strike last trading price was 103.2, 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 103.2, 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 103.2, 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 Nov TORNTPOWER was trading at 1314.50. The strike last trading price was 103.2, 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 103.2, 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 103.2, 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 25 Nov TORNTPOWER was trading at 1293.00. The strike last trading price was 103.2, 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 103.2, 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 103.2, 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 20 Nov TORNTPOWER was trading at 1313.90. The strike last trading price was 103.2, 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 19 Nov TORNTPOWER was trading at 1300.80. The strike last trading price was 103.2, 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 18 Nov TORNTPOWER was trading at 1313.10. The strike last trading price was 103.2, 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 Nov TORNTPOWER was trading at 1310.00. The strike last trading price was 103.2, 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 Nov TORNTPOWER was trading at 1301.00. The strike last trading price was 103.2, 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 Nov TORNTPOWER was trading at 1293.60. The strike last trading price was 103.2, 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 12 Nov TORNTPOWER was trading at 1292.80. The strike last trading price was 103.2, 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 11 Nov TORNTPOWER was trading at 1336.80. The strike last trading price was 103.2, 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 Nov TORNTPOWER was trading at 1312.20. The strike last trading price was 103.2, 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 Nov TORNTPOWER was trading at 1281.20. The strike last trading price was 103.2, 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 Nov TORNTPOWER was trading at 1273.20. The strike last trading price was 103.2, 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 Nov TORNTPOWER was trading at 1304.30. The strike last trading price was 103.2, 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 Nov TORNTPOWER was trading at 1344.80. The strike last trading price was 103.2, 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 31 Oct TORNTPOWER was trading at 1316.50. The strike last trading price was 103.2, 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 1260 PE | |||||||
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Delta: -0.27
Vega: 0.94
Theta: -0.45
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 1290.80 | 10.05 | -3.15 | 21.09 | 76 | -20 | 222 |
| 11 Dec | 1282.70 | 13.45 | -8.4 | 21.28 | 184 | 0 | 240 |
| 10 Dec | 1267.00 | 21.85 | -5 | 24.30 | 78 | 36 | 234 |
| 9 Dec | 1259.00 | 26.75 | -3.55 | 22.85 | 60 | 20 | 197 |
| 8 Dec | 1255.10 | 30.75 | 14.15 | 24.42 | 142 | 1 | 176 |
| 5 Dec | 1289.90 | 16 | 2.65 | 23.84 | 208 | 57 | 176 |
| 4 Dec | 1299.70 | 12.85 | -0.95 | 22.72 | 209 | -4 | 119 |
| 3 Dec | 1302.20 | 13.8 | 2.1 | 23.78 | 52 | 6 | 124 |
| 2 Dec | 1313.30 | 12.1 | -1.1 | 24.80 | 46 | 0 | 116 |
| 1 Dec | 1307.40 | 12.55 | -0.3 | 23.92 | 93 | 4 | 116 |
| 28 Nov | 1314.50 | 12.9 | -0.85 | 24.37 | 40 | 9 | 103 |
| 27 Nov | 1312.90 | 13.3 | -0.35 | 23.69 | 84 | -1 | 93 |
| 26 Nov | 1316.10 | 13.75 | -8.55 | 23.91 | 144 | 8 | 95 |
| 25 Nov | 1293.00 | 22.3 | 0.8 | 25.42 | 38 | -12 | 75 |
| 24 Nov | 1302.30 | 21.5 | -3 | 26.75 | 34 | 11 | 87 |
| 21 Nov | 1291.40 | 24.5 | 4 | 26.28 | 49 | 24 | 75 |
| 20 Nov | 1313.90 | 20.55 | -4.45 | 27.70 | 43 | -22 | 51 |
| 19 Nov | 1300.80 | 24.1 | 1.55 | 26.53 | 50 | 16 | 73 |
| 18 Nov | 1313.10 | 22.55 | -2.65 | 28.36 | 6 | -1 | 56 |
| 17 Nov | 1310.00 | 25.2 | -2 | 29.38 | 39 | 30 | 55 |
| 14 Nov | 1301.00 | 27.2 | -3.8 | 29.15 | 3 | 2 | 26 |
| 13 Nov | 1293.60 | 31 | -2.5 | 28.62 | 7 | 0 | 22 |
| 12 Nov | 1292.80 | 33.5 | 11.7 | 29.72 | 67 | -33 | 23 |
| 11 Nov | 1336.80 | 21 | -12.3 | 30.70 | 62 | 40 | 53 |
| 10 Nov | 1312.20 | 32.85 | -11.35 | 32.54 | 13 | -2 | 13 |
| 7 Nov | 1281.20 | 44.2 | -28.6 | 32.26 | 15 | 14 | 14 |
| 6 Nov | 1273.20 | 72.8 | 0 | 1.83 | 0 | 0 | 0 |
| 4 Nov | 1304.30 | 72.8 | 0 | 3.41 | 0 | 0 | 0 |
| 3 Nov | 1344.80 | 72.8 | 0 | 5.50 | 0 | 0 | 0 |
| 31 Oct | 1316.50 | 72.8 | 0 | - | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1260 expiring on 30DEC2025
Delta for 1260 PE is -0.27
Historical price for 1260 PE is as follows
On 12 Dec TORNTPOWER was trading at 1290.80. The strike last trading price was 10.05, which was -3.15 lower than the previous day. The implied volatity was 21.09, the open interest changed by -20 which decreased total open position to 222
On 11 Dec TORNTPOWER was trading at 1282.70. The strike last trading price was 13.45, which was -8.4 lower than the previous day. The implied volatity was 21.28, the open interest changed by 0 which decreased total open position to 240
On 10 Dec TORNTPOWER was trading at 1267.00. The strike last trading price was 21.85, which was -5 lower than the previous day. The implied volatity was 24.30, the open interest changed by 36 which increased total open position to 234
On 9 Dec TORNTPOWER was trading at 1259.00. The strike last trading price was 26.75, which was -3.55 lower than the previous day. The implied volatity was 22.85, the open interest changed by 20 which increased total open position to 197
On 8 Dec TORNTPOWER was trading at 1255.10. The strike last trading price was 30.75, which was 14.15 higher than the previous day. The implied volatity was 24.42, the open interest changed by 1 which increased total open position to 176
On 5 Dec TORNTPOWER was trading at 1289.90. The strike last trading price was 16, which was 2.65 higher than the previous day. The implied volatity was 23.84, the open interest changed by 57 which increased total open position to 176
On 4 Dec TORNTPOWER was trading at 1299.70. The strike last trading price was 12.85, which was -0.95 lower than the previous day. The implied volatity was 22.72, the open interest changed by -4 which decreased total open position to 119
On 3 Dec TORNTPOWER was trading at 1302.20. The strike last trading price was 13.8, which was 2.1 higher than the previous day. The implied volatity was 23.78, the open interest changed by 6 which increased total open position to 124
On 2 Dec TORNTPOWER was trading at 1313.30. The strike last trading price was 12.1, which was -1.1 lower than the previous day. The implied volatity was 24.80, the open interest changed by 0 which decreased total open position to 116
On 1 Dec TORNTPOWER was trading at 1307.40. The strike last trading price was 12.55, which was -0.3 lower than the previous day. The implied volatity was 23.92, the open interest changed by 4 which increased total open position to 116
On 28 Nov TORNTPOWER was trading at 1314.50. The strike last trading price was 12.9, which was -0.85 lower than the previous day. The implied volatity was 24.37, the open interest changed by 9 which increased total open position to 103
On 27 Nov TORNTPOWER was trading at 1312.90. The strike last trading price was 13.3, which was -0.35 lower than the previous day. The implied volatity was 23.69, the open interest changed by -1 which decreased total open position to 93
On 26 Nov TORNTPOWER was trading at 1316.10. The strike last trading price was 13.75, which was -8.55 lower than the previous day. The implied volatity was 23.91, the open interest changed by 8 which increased total open position to 95
On 25 Nov TORNTPOWER was trading at 1293.00. The strike last trading price was 22.3, which was 0.8 higher than the previous day. The implied volatity was 25.42, the open interest changed by -12 which decreased total open position to 75
On 24 Nov TORNTPOWER was trading at 1302.30. The strike last trading price was 21.5, which was -3 lower than the previous day. The implied volatity was 26.75, the open interest changed by 11 which increased total open position to 87
On 21 Nov TORNTPOWER was trading at 1291.40. The strike last trading price was 24.5, which was 4 higher than the previous day. The implied volatity was 26.28, the open interest changed by 24 which increased total open position to 75
On 20 Nov TORNTPOWER was trading at 1313.90. The strike last trading price was 20.55, which was -4.45 lower than the previous day. The implied volatity was 27.70, the open interest changed by -22 which decreased total open position to 51
On 19 Nov TORNTPOWER was trading at 1300.80. The strike last trading price was 24.1, which was 1.55 higher than the previous day. The implied volatity was 26.53, the open interest changed by 16 which increased total open position to 73
On 18 Nov TORNTPOWER was trading at 1313.10. The strike last trading price was 22.55, which was -2.65 lower than the previous day. The implied volatity was 28.36, the open interest changed by -1 which decreased total open position to 56
On 17 Nov TORNTPOWER was trading at 1310.00. The strike last trading price was 25.2, which was -2 lower than the previous day. The implied volatity was 29.38, the open interest changed by 30 which increased total open position to 55
On 14 Nov TORNTPOWER was trading at 1301.00. The strike last trading price was 27.2, which was -3.8 lower than the previous day. The implied volatity was 29.15, the open interest changed by 2 which increased total open position to 26
On 13 Nov TORNTPOWER was trading at 1293.60. The strike last trading price was 31, which was -2.5 lower than the previous day. The implied volatity was 28.62, the open interest changed by 0 which decreased total open position to 22
On 12 Nov TORNTPOWER was trading at 1292.80. The strike last trading price was 33.5, which was 11.7 higher than the previous day. The implied volatity was 29.72, the open interest changed by -33 which decreased total open position to 23
On 11 Nov TORNTPOWER was trading at 1336.80. The strike last trading price was 21, which was -12.3 lower than the previous day. The implied volatity was 30.70, the open interest changed by 40 which increased total open position to 53
On 10 Nov TORNTPOWER was trading at 1312.20. The strike last trading price was 32.85, which was -11.35 lower than the previous day. The implied volatity was 32.54, the open interest changed by -2 which decreased total open position to 13
On 7 Nov TORNTPOWER was trading at 1281.20. The strike last trading price was 44.2, which was -28.6 lower than the previous day. The implied volatity was 32.26, the open interest changed by 14 which increased total open position to 14
On 6 Nov TORNTPOWER was trading at 1273.20. The strike last trading price was 72.8, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TORNTPOWER was trading at 1304.30. The strike last trading price was 72.8, which was 0 lower than the previous day. The implied volatity was 3.41, the open interest changed by 0 which decreased total open position to 0
On 3 Nov TORNTPOWER was trading at 1344.80. The strike last trading price was 72.8, which was 0 lower than the previous day. The implied volatity was 5.50, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TORNTPOWER was trading at 1316.50. The strike last trading price was 72.8, 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































































































































































































































