[--[65.84.65.76]--]

TORNTPOWER

Torrent Power Ltd
1277 -22.70 (-1.75%)
L: 1275.1 H: 1300.8

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Historical option data for TORNTPOWER

05 Dec 2025 02:48 PM IST
TORNTPOWER 30-DEC-2025 1300 CE
Delta: 0.43
Vega: 1.31
Theta: -0.70
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1276.00 21.75 -13.65 21.39 2,523 215 611
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
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 0.43

Historical price for 1300 CE is as follows

On 5 Dec TORNTPOWER was trading at 1276.00. The strike last trading price was 21.75, which was -13.65 lower than the previous day. The implied volatity was 21.39, the open interest changed by 215 which increased total open position to 611


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
Delta: -0.56
Vega: 1.32
Theta: -0.43
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 1276.00 40.55 12.65 24.19 2,479 51 545
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 -0.56

Historical price for 1300 PE is as follows

On 5 Dec TORNTPOWER was trading at 1276.00. The strike last trading price was 40.55, which was 12.65 higher than the previous day. The implied volatity was 24.19, the open interest changed by 51 which increased total open position to 545


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