TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
05 Dec 2025 04:13 PM IST
| TORNTPOWER 30-DEC-2025 1300 CE | ||||||||||||||||
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Delta: 0.50
Vega: 1.35
Theta: -0.72
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Dec | 1289.90 | 27.05 | -8.35 | 20.49 | 2,631 | 209 | 605 | |||||||||
| 4 Dec | 1299.70 | 35.6 | -2.2 | 23.08 | 838 | 41 | 395 | |||||||||
| 3 Dec | 1302.20 | 38.95 | -5.7 | 23.92 | 234 | 51 | 355 | |||||||||
| 2 Dec | 1313.30 | 45 | 1.6 | 21.97 | 149 | -8 | 305 | |||||||||
| 1 Dec | 1307.40 | 44.65 | -2.5 | 23.16 | 143 | 5 | 312 | |||||||||
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| 28 Nov | 1314.50 | 47.15 | -1.4 | 21.00 | 139 | 20 | 307 | |||||||||
| 27 Nov | 1312.90 | 48.35 | -4 | 22.89 | 156 | 6 | 287 | |||||||||
| 26 Nov | 1316.10 | 51.5 | 12.1 | 24.19 | 399 | 0 | 282 | |||||||||
| 25 Nov | 1293.00 | 38 | -7.45 | 23.11 | 195 | 44 | 282 | |||||||||
| 24 Nov | 1302.30 | 46.6 | 5.65 | 24.62 | 304 | 108 | 237 | |||||||||
| 21 Nov | 1291.40 | 41.25 | -15.4 | 22.77 | 140 | 17 | 129 | |||||||||
| 20 Nov | 1313.90 | 55.1 | 2.25 | 23.01 | 180 | 14 | 112 | |||||||||
| 19 Nov | 1300.80 | 51.9 | -10.1 | 26.63 | 103 | 67 | 97 | |||||||||
| 18 Nov | 1313.10 | 63 | 1 | 27.19 | 18 | -2 | 27 | |||||||||
| 17 Nov | 1310.00 | 62 | -0.6 | 27.05 | 14 | 2 | 28 | |||||||||
| 14 Nov | 1301.00 | 64.6 | 7.65 | 28.56 | 17 | 0 | 23 | |||||||||
| 13 Nov | 1293.60 | 56.95 | -0.85 | 27.94 | 15 | 9 | 22 | |||||||||
| 12 Nov | 1292.80 | 57.55 | -29.8 | 28.31 | 25 | 3 | 13 | |||||||||
| 11 Nov | 1336.80 | 87.85 | 19.55 | 26.83 | 21 | 0 | 10 | |||||||||
| 10 Nov | 1312.20 | 68.3 | 8.45 | 25.96 | 10 | 8 | 9 | |||||||||
| 7 Nov | 1281.20 | 59.85 | -24.15 | 30.81 | 1 | 0 | 0 | |||||||||
| 6 Nov | 1273.20 | 84 | 0 | 0.53 | 0 | 0 | 0 | |||||||||
| 4 Nov | 1304.30 | 84 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 1344.80 | 84 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 1316.50 | 84 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1300 expiring on 30DEC2025
Delta for 1300 CE is 0.50
Historical price for 1300 CE is as follows
On 5 Dec TORNTPOWER was trading at 1289.90. The strike last trading price was 27.05, which was -8.35 lower than the previous day. The implied volatity was 20.49, the open interest changed by 209 which increased total open position to 605
On 4 Dec TORNTPOWER was trading at 1299.70. The strike last trading price was 35.6, which was -2.2 lower than the previous day. The implied volatity was 23.08, the open interest changed by 41 which increased total open position to 395
On 3 Dec TORNTPOWER was trading at 1302.20. The strike last trading price was 38.95, which was -5.7 lower than the previous day. The implied volatity was 23.92, the open interest changed by 51 which increased total open position to 355
On 2 Dec TORNTPOWER was trading at 1313.30. The strike last trading price was 45, which was 1.6 higher than the previous day. The implied volatity was 21.97, the open interest changed by -8 which decreased total open position to 305
On 1 Dec TORNTPOWER was trading at 1307.40. The strike last trading price was 44.65, which was -2.5 lower than the previous day. The implied volatity was 23.16, the open interest changed by 5 which increased total open position to 312
On 28 Nov TORNTPOWER was trading at 1314.50. The strike last trading price was 47.15, which was -1.4 lower than the previous day. The implied volatity was 21.00, the open interest changed by 20 which increased total open position to 307
On 27 Nov TORNTPOWER was trading at 1312.90. The strike last trading price was 48.35, which was -4 lower than the previous day. The implied volatity was 22.89, the open interest changed by 6 which increased total open position to 287
On 26 Nov TORNTPOWER was trading at 1316.10. The strike last trading price was 51.5, which was 12.1 higher than the previous day. The implied volatity was 24.19, the open interest changed by 0 which decreased total open position to 282
On 25 Nov TORNTPOWER was trading at 1293.00. The strike last trading price was 38, which was -7.45 lower than the previous day. The implied volatity was 23.11, the open interest changed by 44 which increased total open position to 282
On 24 Nov TORNTPOWER was trading at 1302.30. The strike last trading price was 46.6, which was 5.65 higher than the previous day. The implied volatity was 24.62, the open interest changed by 108 which increased total open position to 237
On 21 Nov TORNTPOWER was trading at 1291.40. The strike last trading price was 41.25, which was -15.4 lower than the previous day. The implied volatity was 22.77, the open interest changed by 17 which increased total open position to 129
On 20 Nov TORNTPOWER was trading at 1313.90. The strike last trading price was 55.1, which was 2.25 higher than the previous day. The implied volatity was 23.01, the open interest changed by 14 which increased total open position to 112
On 19 Nov TORNTPOWER was trading at 1300.80. The strike last trading price was 51.9, which was -10.1 lower than the previous day. The implied volatity was 26.63, the open interest changed by 67 which increased total open position to 97
On 18 Nov TORNTPOWER was trading at 1313.10. The strike last trading price was 63, which was 1 higher than the previous day. The implied volatity was 27.19, the open interest changed by -2 which decreased total open position to 27
On 17 Nov TORNTPOWER was trading at 1310.00. The strike last trading price was 62, which was -0.6 lower than the previous day. The implied volatity was 27.05, the open interest changed by 2 which increased total open position to 28
On 14 Nov TORNTPOWER was trading at 1301.00. The strike last trading price was 64.6, which was 7.65 higher than the previous day. The implied volatity was 28.56, the open interest changed by 0 which decreased total open position to 23
On 13 Nov TORNTPOWER was trading at 1293.60. The strike last trading price was 56.95, which was -0.85 lower than the previous day. The implied volatity was 27.94, the open interest changed by 9 which increased total open position to 22
On 12 Nov TORNTPOWER was trading at 1292.80. The strike last trading price was 57.55, which was -29.8 lower than the previous day. The implied volatity was 28.31, the open interest changed by 3 which increased total open position to 13
On 11 Nov TORNTPOWER was trading at 1336.80. The strike last trading price was 87.85, which was 19.55 higher than the previous day. The implied volatity was 26.83, the open interest changed by 0 which decreased total open position to 10
On 10 Nov TORNTPOWER was trading at 1312.20. The strike last trading price was 68.3, which was 8.45 higher than the previous day. The implied volatity was 25.96, the open interest changed by 8 which increased total open position to 9
On 7 Nov TORNTPOWER was trading at 1281.20. The strike last trading price was 59.85, which was -24.15 lower than the previous day. The implied volatity was 30.81, 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 84, which was 0 lower than the previous day. The implied volatity was 0.53, 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 84, 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 84, 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 84, 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 1300 PE | |||||||
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Delta: -0.49
Vega: 1.35
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Dec | 1289.90 | 33 | 5.1 | 24.07 | 2,502 | 46 | 540 |
| 4 Dec | 1299.70 | 28.05 | 0.55 | 22.92 | 401 | 44 | 494 |
| 3 Dec | 1302.20 | 27 | 2.85 | 22.65 | 168 | 30 | 451 |
| 2 Dec | 1313.30 | 24.2 | -2.6 | 24.24 | 88 | -20 | 423 |
| 1 Dec | 1307.40 | 25.7 | 0.65 | 24.58 | 97 | -8 | 441 |
| 28 Nov | 1314.50 | 25.05 | -1.25 | 23.89 | 182 | 19 | 449 |
| 27 Nov | 1312.90 | 25.9 | -0.45 | 23.25 | 144 | 32 | 431 |
| 26 Nov | 1316.10 | 26.95 | -12 | 23.86 | 178 | -2 | 400 |
| 25 Nov | 1293.00 | 41 | 3.7 | 26.51 | 214 | 68 | 402 |
| 24 Nov | 1302.30 | 36.55 | -5.95 | 26.31 | 193 | 79 | 335 |
| 21 Nov | 1291.40 | 42.2 | 7.2 | 26.81 | 130 | 22 | 255 |
| 20 Nov | 1313.90 | 35 | -6.25 | 27.81 | 207 | 89 | 233 |
| 19 Nov | 1300.80 | 41.1 | 3.6 | 26.99 | 79 | 54 | 144 |
| 18 Nov | 1313.10 | 37.5 | -1.5 | 28.57 | 12 | 1 | 88 |
| 17 Nov | 1310.00 | 39 | -3.35 | 28.62 | 30 | 19 | 87 |
| 14 Nov | 1301.00 | 42 | -5 | 28.72 | 7 | 1 | 71 |
| 13 Nov | 1293.60 | 47 | -4.4 | 28.25 | 19 | 1 | 68 |
| 12 Nov | 1292.80 | 51.4 | 14.25 | 30.06 | 30 | 8 | 68 |
| 11 Nov | 1336.80 | 37.15 | -12.85 | 32.91 | 7 | -1 | 60 |
| 10 Nov | 1312.20 | 50 | -15 | 34.11 | 30 | 15 | 56 |
| 7 Nov | 1281.20 | 65 | -4.9 | 33.33 | 30 | 18 | 30 |
| 6 Nov | 1273.20 | 69.9 | 13.05 | 33.39 | 3 | 1 | 11 |
| 4 Nov | 1304.30 | 56.85 | 14.15 | 33.33 | 5 | 3 | 9 |
| 3 Nov | 1344.80 | 42.7 | -9.3 | 33.78 | 8 | 3 | 6 |
| 31 Oct | 1316.50 | 52 | -41.15 | - | 3 | 2 | 2 |
For Torrent Power Ltd - strike price 1300 expiring on 30DEC2025
Delta for 1300 PE is -0.49
Historical price for 1300 PE is as follows
On 5 Dec TORNTPOWER was trading at 1289.90. The strike last trading price was 33, which was 5.1 higher than the previous day. The implied volatity was 24.07, the open interest changed by 46 which increased total open position to 540
On 4 Dec TORNTPOWER was trading at 1299.70. The strike last trading price was 28.05, which was 0.55 higher than the previous day. The implied volatity was 22.92, the open interest changed by 44 which increased total open position to 494
On 3 Dec TORNTPOWER was trading at 1302.20. The strike last trading price was 27, which was 2.85 higher than the previous day. The implied volatity was 22.65, the open interest changed by 30 which increased total open position to 451
On 2 Dec TORNTPOWER was trading at 1313.30. The strike last trading price was 24.2, which was -2.6 lower than the previous day. The implied volatity was 24.24, the open interest changed by -20 which decreased total open position to 423
On 1 Dec TORNTPOWER was trading at 1307.40. The strike last trading price was 25.7, which was 0.65 higher than the previous day. The implied volatity was 24.58, the open interest changed by -8 which decreased total open position to 441
On 28 Nov TORNTPOWER was trading at 1314.50. The strike last trading price was 25.05, which was -1.25 lower than the previous day. The implied volatity was 23.89, the open interest changed by 19 which increased total open position to 449
On 27 Nov TORNTPOWER was trading at 1312.90. The strike last trading price was 25.9, which was -0.45 lower than the previous day. The implied volatity was 23.25, the open interest changed by 32 which increased total open position to 431
On 26 Nov TORNTPOWER was trading at 1316.10. The strike last trading price was 26.95, which was -12 lower than the previous day. The implied volatity was 23.86, the open interest changed by -2 which decreased total open position to 400
On 25 Nov TORNTPOWER was trading at 1293.00. The strike last trading price was 41, which was 3.7 higher than the previous day. The implied volatity was 26.51, the open interest changed by 68 which increased total open position to 402
On 24 Nov TORNTPOWER was trading at 1302.30. The strike last trading price was 36.55, which was -5.95 lower than the previous day. The implied volatity was 26.31, the open interest changed by 79 which increased total open position to 335
On 21 Nov TORNTPOWER was trading at 1291.40. The strike last trading price was 42.2, which was 7.2 higher than the previous day. The implied volatity was 26.81, the open interest changed by 22 which increased total open position to 255
On 20 Nov TORNTPOWER was trading at 1313.90. The strike last trading price was 35, which was -6.25 lower than the previous day. The implied volatity was 27.81, the open interest changed by 89 which increased total open position to 233
On 19 Nov TORNTPOWER was trading at 1300.80. The strike last trading price was 41.1, which was 3.6 higher than the previous day. The implied volatity was 26.99, the open interest changed by 54 which increased total open position to 144
On 18 Nov TORNTPOWER was trading at 1313.10. The strike last trading price was 37.5, which was -1.5 lower than the previous day. The implied volatity was 28.57, the open interest changed by 1 which increased total open position to 88
On 17 Nov TORNTPOWER was trading at 1310.00. The strike last trading price was 39, which was -3.35 lower than the previous day. The implied volatity was 28.62, the open interest changed by 19 which increased total open position to 87
On 14 Nov TORNTPOWER was trading at 1301.00. The strike last trading price was 42, which was -5 lower than the previous day. The implied volatity was 28.72, the open interest changed by 1 which increased total open position to 71
On 13 Nov TORNTPOWER was trading at 1293.60. The strike last trading price was 47, which was -4.4 lower than the previous day. The implied volatity was 28.25, the open interest changed by 1 which increased total open position to 68
On 12 Nov TORNTPOWER was trading at 1292.80. The strike last trading price was 51.4, which was 14.25 higher than the previous day. The implied volatity was 30.06, the open interest changed by 8 which increased total open position to 68
On 11 Nov TORNTPOWER was trading at 1336.80. The strike last trading price was 37.15, which was -12.85 lower than the previous day. The implied volatity was 32.91, the open interest changed by -1 which decreased total open position to 60
On 10 Nov TORNTPOWER was trading at 1312.20. The strike last trading price was 50, which was -15 lower than the previous day. The implied volatity was 34.11, the open interest changed by 15 which increased total open position to 56
On 7 Nov TORNTPOWER was trading at 1281.20. The strike last trading price was 65, which was -4.9 lower than the previous day. The implied volatity was 33.33, the open interest changed by 18 which increased total open position to 30
On 6 Nov TORNTPOWER was trading at 1273.20. The strike last trading price was 69.9, which was 13.05 higher than the previous day. The implied volatity was 33.39, the open interest changed by 1 which increased total open position to 11
On 4 Nov TORNTPOWER was trading at 1304.30. The strike last trading price was 56.85, which was 14.15 higher than the previous day. The implied volatity was 33.33, the open interest changed by 3 which increased total open position to 9
On 3 Nov TORNTPOWER was trading at 1344.80. The strike last trading price was 42.7, which was -9.3 lower than the previous day. The implied volatity was 33.78, the open interest changed by 3 which increased total open position to 6
On 31 Oct TORNTPOWER was trading at 1316.50. The strike last trading price was 52, which was -41.15 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 2































































































































































































































