[--[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 1260 CE
Delta: 0.71
Vega: 0.98
Theta: -0.90
Gamma: 0.00
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
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
Delta: -0.27
Vega: 0.94
Theta: -0.45
Gamma: 0.01
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