TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
02 Jan 2026 04:13 PM IST
| TORNTPOWER 27-JAN-2026 1300 CE | ||||||||||||||||
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Delta: 0.96
Vega: 0.29
Theta: -0.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jan | 1399.40 | 110.4 | 56.3 | 17.48 | 433 | -69 | 167 | |||||||||
| 1 Jan | 1327.00 | 55.15 | 13.7 | 23.98 | 590 | -38 | 236 | |||||||||
| 31 Dec | 1306.70 | 40.55 | 17.25 | 23.05 | 1,116 | -33 | 277 | |||||||||
| 30 Dec | 1266.60 | 24 | -10.4 | 25.12 | 490 | 71 | 308 | |||||||||
| 29 Dec | 1284.30 | 33.7 | -11.65 | 25.15 | 523 | 90 | 237 | |||||||||
| 26 Dec | 1299.20 | 45.5 | 10.55 | 26.25 | 422 | 39 | 147 | |||||||||
| 24 Dec | 1280.80 | 35 | -5 | 24.85 | 58 | 26 | 108 | |||||||||
| 23 Dec | 1288.70 | 40 | 0.4 | 24.43 | 25 | 5 | 82 | |||||||||
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| 22 Dec | 1287.30 | 39.6 | 0.3 | 24.61 | 3 | 0 | 76 | |||||||||
| 19 Dec | 1279.10 | 38 | 10 | 24.81 | 77 | 57 | 76 | |||||||||
| 18 Dec | 1252.70 | 28 | -12.6 | 25.31 | 13 | -2 | 19 | |||||||||
| 17 Dec | 1274.50 | 40 | -4.9 | 26.61 | 10 | 3 | 22 | |||||||||
| 16 Dec | 1281.20 | 44.7 | -4.9 | 27.19 | 20 | 6 | 19 | |||||||||
| 15 Dec | 1292.70 | 49.6 | -1.3 | 26.02 | 4 | 2 | 11 | |||||||||
| 12 Dec | 1290.80 | 50.9 | 20.9 | 26.24 | 5 | 3 | 9 | |||||||||
| 11 Dec | 1282.70 | 30 | -11.35 | - | 0 | 0 | 6 | |||||||||
| 10 Dec | 1267.00 | 30 | -11.35 | - | 0 | 0 | 6 | |||||||||
| 9 Dec | 1259.00 | 30 | -11.35 | 22.03 | 1 | 0 | 5 | |||||||||
| 8 Dec | 1255.10 | 41.35 | -5.15 | 29.80 | 1 | 0 | 6 | |||||||||
| 5 Dec | 1289.90 | 46.5 | -13.5 | 21.49 | 2 | 1 | 5 | |||||||||
| 4 Dec | 1299.70 | 60 | -0.75 | 25.43 | 1 | 0 | 3 | |||||||||
| 3 Dec | 1302.20 | 60.75 | -8.25 | 25.22 | 3 | -1 | 2 | |||||||||
| 2 Dec | 1313.30 | 69 | 0 | 25.46 | 2 | 0 | 1 | |||||||||
| 1 Dec | 1307.40 | 69 | -21.8 | 24.86 | 1 | 0 | 0 | |||||||||
| 27 Nov | 1312.90 | 90.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 1316.10 | 90.8 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1300 expiring on 27JAN2026
Delta for 1300 CE is 0.96
Historical price for 1300 CE is as follows
On 2 Jan TORNTPOWER was trading at 1399.40. The strike last trading price was 110.4, which was 56.3 higher than the previous day. The implied volatity was 17.48, the open interest changed by -69 which decreased total open position to 167
On 1 Jan TORNTPOWER was trading at 1327.00. The strike last trading price was 55.15, which was 13.7 higher than the previous day. The implied volatity was 23.98, the open interest changed by -38 which decreased total open position to 236
On 31 Dec TORNTPOWER was trading at 1306.70. The strike last trading price was 40.55, which was 17.25 higher than the previous day. The implied volatity was 23.05, the open interest changed by -33 which decreased total open position to 277
On 30 Dec TORNTPOWER was trading at 1266.60. The strike last trading price was 24, which was -10.4 lower than the previous day. The implied volatity was 25.12, the open interest changed by 71 which increased total open position to 308
On 29 Dec TORNTPOWER was trading at 1284.30. The strike last trading price was 33.7, which was -11.65 lower than the previous day. The implied volatity was 25.15, the open interest changed by 90 which increased total open position to 237
On 26 Dec TORNTPOWER was trading at 1299.20. The strike last trading price was 45.5, which was 10.55 higher than the previous day. The implied volatity was 26.25, the open interest changed by 39 which increased total open position to 147
On 24 Dec TORNTPOWER was trading at 1280.80. The strike last trading price was 35, which was -5 lower than the previous day. The implied volatity was 24.85, the open interest changed by 26 which increased total open position to 108
On 23 Dec TORNTPOWER was trading at 1288.70. The strike last trading price was 40, which was 0.4 higher than the previous day. The implied volatity was 24.43, the open interest changed by 5 which increased total open position to 82
On 22 Dec TORNTPOWER was trading at 1287.30. The strike last trading price was 39.6, which was 0.3 higher than the previous day. The implied volatity was 24.61, the open interest changed by 0 which decreased total open position to 76
On 19 Dec TORNTPOWER was trading at 1279.10. The strike last trading price was 38, which was 10 higher than the previous day. The implied volatity was 24.81, the open interest changed by 57 which increased total open position to 76
On 18 Dec TORNTPOWER was trading at 1252.70. The strike last trading price was 28, which was -12.6 lower than the previous day. The implied volatity was 25.31, the open interest changed by -2 which decreased total open position to 19
On 17 Dec TORNTPOWER was trading at 1274.50. The strike last trading price was 40, which was -4.9 lower than the previous day. The implied volatity was 26.61, the open interest changed by 3 which increased total open position to 22
On 16 Dec TORNTPOWER was trading at 1281.20. The strike last trading price was 44.7, which was -4.9 lower than the previous day. The implied volatity was 27.19, the open interest changed by 6 which increased total open position to 19
On 15 Dec TORNTPOWER was trading at 1292.70. The strike last trading price was 49.6, which was -1.3 lower than the previous day. The implied volatity was 26.02, the open interest changed by 2 which increased total open position to 11
On 12 Dec TORNTPOWER was trading at 1290.80. The strike last trading price was 50.9, which was 20.9 higher than the previous day. The implied volatity was 26.24, the open interest changed by 3 which increased total open position to 9
On 11 Dec TORNTPOWER was trading at 1282.70. The strike last trading price was 30, which was -11.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 10 Dec TORNTPOWER was trading at 1267.00. The strike last trading price was 30, which was -11.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Dec TORNTPOWER was trading at 1259.00. The strike last trading price was 30, which was -11.35 lower than the previous day. The implied volatity was 22.03, the open interest changed by 0 which decreased total open position to 5
On 8 Dec TORNTPOWER was trading at 1255.10. The strike last trading price was 41.35, which was -5.15 lower than the previous day. The implied volatity was 29.80, the open interest changed by 0 which decreased total open position to 6
On 5 Dec TORNTPOWER was trading at 1289.90. The strike last trading price was 46.5, which was -13.5 lower than the previous day. The implied volatity was 21.49, the open interest changed by 1 which increased total open position to 5
On 4 Dec TORNTPOWER was trading at 1299.70. The strike last trading price was 60, which was -0.75 lower than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 3
On 3 Dec TORNTPOWER was trading at 1302.20. The strike last trading price was 60.75, which was -8.25 lower than the previous day. The implied volatity was 25.22, the open interest changed by -1 which decreased total open position to 2
On 2 Dec TORNTPOWER was trading at 1313.30. The strike last trading price was 69, which was 0 lower than the previous day. The implied volatity was 25.46, the open interest changed by 0 which decreased total open position to 1
On 1 Dec TORNTPOWER was trading at 1307.40. The strike last trading price was 69, which was -21.8 lower than the previous day. The implied volatity was 24.86, 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 90.8, 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
On 26 Nov TORNTPOWER was trading at 1316.10. The strike last trading price was 90.8, 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
| TORNTPOWER 27JAN2026 1300 PE | |||||||
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Delta: -0.12
Vega: 0.73
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jan | 1399.40 | 6.05 | -11.05 | 27.24 | 654 | 124 | 359 |
| 1 Jan | 1327.00 | 16.8 | -9.2 | 22.93 | 481 | -2 | 233 |
| 31 Dec | 1306.70 | 25.8 | -21.05 | 23.29 | 266 | 45 | 237 |
| 30 Dec | 1266.60 | 45 | 1.4 | 21.50 | 140 | 44 | 192 |
| 29 Dec | 1284.30 | 42.55 | 6.4 | 27.46 | 112 | -7 | 148 |
| 26 Dec | 1299.20 | 36.15 | -8.25 | 26.91 | 83 | 27 | 154 |
| 24 Dec | 1280.80 | 44.4 | 4.45 | 25.79 | 31 | 3 | 128 |
| 23 Dec | 1288.70 | 39.95 | -2.55 | 25.79 | 3 | 2 | 124 |
| 22 Dec | 1287.30 | 43.95 | -5.2 | 27.22 | 86 | 70 | 123 |
| 19 Dec | 1279.10 | 49.25 | -12.75 | 27.25 | 50 | 16 | 53 |
| 18 Dec | 1252.70 | 62 | 20 | 26.04 | 19 | 8 | 35 |
| 17 Dec | 1274.50 | 42 | -28.05 | 20.71 | 1 | 0 | 26 |
| 16 Dec | 1281.20 | 70 | -6.45 | - | 0 | 0 | 26 |
| 15 Dec | 1292.70 | 70 | -6.45 | - | 0 | 0 | 0 |
| 12 Dec | 1290.80 | 70 | -6.45 | - | 0 | 0 | 26 |
| 11 Dec | 1282.70 | 70 | -6.45 | - | 0 | 0 | 26 |
| 10 Dec | 1267.00 | 70 | -6.45 | - | 0 | 0 | 26 |
| 9 Dec | 1259.00 | 70 | -6.45 | 29.43 | 7 | 0 | 31 |
| 8 Dec | 1255.10 | 76.45 | 20.45 | 31.76 | 7 | -4 | 32 |
| 5 Dec | 1289.90 | 56 | 9.6 | 30.86 | 20 | 12 | 38 |
| 4 Dec | 1299.70 | 44.8 | 2.8 | 26.77 | 14 | 9 | 26 |
| 3 Dec | 1302.20 | 42 | -4.05 | - | 0 | 1 | 0 |
| 2 Dec | 1313.30 | 42 | -4.05 | 27.94 | 1 | 0 | 16 |
| 1 Dec | 1307.40 | 46.05 | -2.75 | 29.86 | 7 | 1 | 17 |
| 27 Nov | 1312.90 | 48.8 | -35.4 | - | 0 | 16 | 0 |
| 26 Nov | 1316.10 | 48.8 | -35.4 | 30.23 | 16 | 14 | 14 |
For Torrent Power Ltd - strike price 1300 expiring on 27JAN2026
Delta for 1300 PE is -0.12
Historical price for 1300 PE is as follows
On 2 Jan TORNTPOWER was trading at 1399.40. The strike last trading price was 6.05, which was -11.05 lower than the previous day. The implied volatity was 27.24, the open interest changed by 124 which increased total open position to 359
On 1 Jan TORNTPOWER was trading at 1327.00. The strike last trading price was 16.8, which was -9.2 lower than the previous day. The implied volatity was 22.93, the open interest changed by -2 which decreased total open position to 233
On 31 Dec TORNTPOWER was trading at 1306.70. The strike last trading price was 25.8, which was -21.05 lower than the previous day. The implied volatity was 23.29, the open interest changed by 45 which increased total open position to 237
On 30 Dec TORNTPOWER was trading at 1266.60. The strike last trading price was 45, which was 1.4 higher than the previous day. The implied volatity was 21.50, the open interest changed by 44 which increased total open position to 192
On 29 Dec TORNTPOWER was trading at 1284.30. The strike last trading price was 42.55, which was 6.4 higher than the previous day. The implied volatity was 27.46, the open interest changed by -7 which decreased total open position to 148
On 26 Dec TORNTPOWER was trading at 1299.20. The strike last trading price was 36.15, which was -8.25 lower than the previous day. The implied volatity was 26.91, the open interest changed by 27 which increased total open position to 154
On 24 Dec TORNTPOWER was trading at 1280.80. The strike last trading price was 44.4, which was 4.45 higher than the previous day. The implied volatity was 25.79, the open interest changed by 3 which increased total open position to 128
On 23 Dec TORNTPOWER was trading at 1288.70. The strike last trading price was 39.95, which was -2.55 lower than the previous day. The implied volatity was 25.79, the open interest changed by 2 which increased total open position to 124
On 22 Dec TORNTPOWER was trading at 1287.30. The strike last trading price was 43.95, which was -5.2 lower than the previous day. The implied volatity was 27.22, the open interest changed by 70 which increased total open position to 123
On 19 Dec TORNTPOWER was trading at 1279.10. The strike last trading price was 49.25, which was -12.75 lower than the previous day. The implied volatity was 27.25, the open interest changed by 16 which increased total open position to 53
On 18 Dec TORNTPOWER was trading at 1252.70. The strike last trading price was 62, which was 20 higher than the previous day. The implied volatity was 26.04, the open interest changed by 8 which increased total open position to 35
On 17 Dec TORNTPOWER was trading at 1274.50. The strike last trading price was 42, which was -28.05 lower than the previous day. The implied volatity was 20.71, the open interest changed by 0 which decreased total open position to 26
On 16 Dec TORNTPOWER was trading at 1281.20. The strike last trading price was 70, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 15 Dec TORNTPOWER was trading at 1292.70. The strike last trading price was 70, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec TORNTPOWER was trading at 1290.80. The strike last trading price was 70, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 11 Dec TORNTPOWER was trading at 1282.70. The strike last trading price was 70, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 10 Dec TORNTPOWER was trading at 1267.00. The strike last trading price was 70, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26
On 9 Dec TORNTPOWER was trading at 1259.00. The strike last trading price was 70, which was -6.45 lower than the previous day. The implied volatity was 29.43, the open interest changed by 0 which decreased total open position to 31
On 8 Dec TORNTPOWER was trading at 1255.10. The strike last trading price was 76.45, which was 20.45 higher than the previous day. The implied volatity was 31.76, the open interest changed by -4 which decreased total open position to 32
On 5 Dec TORNTPOWER was trading at 1289.90. The strike last trading price was 56, which was 9.6 higher than the previous day. The implied volatity was 30.86, the open interest changed by 12 which increased total open position to 38
On 4 Dec TORNTPOWER was trading at 1299.70. The strike last trading price was 44.8, which was 2.8 higher than the previous day. The implied volatity was 26.77, the open interest changed by 9 which increased total open position to 26
On 3 Dec TORNTPOWER was trading at 1302.20. The strike last trading price was 42, which was -4.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 2 Dec TORNTPOWER was trading at 1313.30. The strike last trading price was 42, which was -4.05 lower than the previous day. The implied volatity was 27.94, the open interest changed by 0 which decreased total open position to 16
On 1 Dec TORNTPOWER was trading at 1307.40. The strike last trading price was 46.05, which was -2.75 lower than the previous day. The implied volatity was 29.86, the open interest changed by 1 which increased total open position to 17
On 27 Nov TORNTPOWER was trading at 1312.90. The strike last trading price was 48.8, which was -35.4 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 0
On 26 Nov TORNTPOWER was trading at 1316.10. The strike last trading price was 48.8, which was -35.4 lower than the previous day. The implied volatity was 30.23, the open interest changed by 14 which increased total open position to 14































































































































































































































