[--[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 1340 CE
Delta: 0.24
Vega: 0.90
Theta: -0.61
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1290.80 8.5 1.1 21.03 155 -13 508
11 Dec 1282.70 7.55 2.25 21.71 676 230 525
10 Dec 1267.00 5.35 -0.25 21.43 65 5 292
9 Dec 1259.00 5.65 -0.7 24.04 145 62 287
8 Dec 1255.10 6.3 -6.85 25.00 220 -18 225
5 Dec 1289.90 12.85 -5.2 21.04 336 -1 242
4 Dec 1299.70 18.05 -2.6 22.62 214 23 243
3 Dec 1302.20 21 -4.7 23.64 114 21 221
2 Dec 1313.30 25.2 0.2 22.24 125 23 201
1 Dec 1307.40 25.65 -2.9 23.39 96 -9 177
28 Nov 1314.50 28.3 -0.3 22.13 132 30 185
27 Nov 1312.90 29.2 -2.8 23.33 113 16 155
26 Nov 1316.10 31.6 8.9 24.21 196 32 139
25 Nov 1293.00 22.5 -4.75 23.67 71 16 105
24 Nov 1302.30 29.05 3.85 24.97 16 7 88
21 Nov 1291.40 26.4 -11.1 24.08 46 9 81
20 Nov 1313.90 37.5 3.45 24.68 21 7 71
19 Nov 1300.80 34.05 -8.95 26.70 19 16 63
18 Nov 1313.10 43 0.2 27.25 1 0 46
17 Nov 1310.00 42.8 4.8 27.39 6 -1 46
14 Nov 1301.00 38 -3.95 24.62 7 6 47
13 Nov 1293.60 41.95 1.95 29.50 4 1 39
12 Nov 1292.80 40 -20.1 28.41 37 21 37
11 Nov 1336.80 60.1 18.1 25.11 15 12 16
10 Nov 1312.20 42 2 - 0 3 0
7 Nov 1281.20 42 2 30.24 4 0 1
6 Nov 1273.20 40 -35 30.77 1 0 1
4 Nov 1304.30 75 7.4 - 0 1 0
3 Nov 1344.80 75 7.4 29.75 1 0 0
31 Oct 1316.50 67.6 0 - 0 0 0


For Torrent Power Ltd - strike price 1340 expiring on 30DEC2025

Delta for 1340 CE is 0.24

Historical price for 1340 CE is as follows

On 12 Dec TORNTPOWER was trading at 1290.80. The strike last trading price was 8.5, which was 1.1 higher than the previous day. The implied volatity was 21.03, the open interest changed by -13 which decreased total open position to 508


On 11 Dec TORNTPOWER was trading at 1282.70. The strike last trading price was 7.55, which was 2.25 higher than the previous day. The implied volatity was 21.71, the open interest changed by 230 which increased total open position to 525


On 10 Dec TORNTPOWER was trading at 1267.00. The strike last trading price was 5.35, which was -0.25 lower than the previous day. The implied volatity was 21.43, the open interest changed by 5 which increased total open position to 292


On 9 Dec TORNTPOWER was trading at 1259.00. The strike last trading price was 5.65, which was -0.7 lower than the previous day. The implied volatity was 24.04, the open interest changed by 62 which increased total open position to 287


On 8 Dec TORNTPOWER was trading at 1255.10. The strike last trading price was 6.3, which was -6.85 lower than the previous day. The implied volatity was 25.00, the open interest changed by -18 which decreased total open position to 225


On 5 Dec TORNTPOWER was trading at 1289.90. The strike last trading price was 12.85, which was -5.2 lower than the previous day. The implied volatity was 21.04, the open interest changed by -1 which decreased total open position to 242


On 4 Dec TORNTPOWER was trading at 1299.70. The strike last trading price was 18.05, which was -2.6 lower than the previous day. The implied volatity was 22.62, the open interest changed by 23 which increased total open position to 243


On 3 Dec TORNTPOWER was trading at 1302.20. The strike last trading price was 21, which was -4.7 lower than the previous day. The implied volatity was 23.64, the open interest changed by 21 which increased total open position to 221


On 2 Dec TORNTPOWER was trading at 1313.30. The strike last trading price was 25.2, which was 0.2 higher than the previous day. The implied volatity was 22.24, the open interest changed by 23 which increased total open position to 201


On 1 Dec TORNTPOWER was trading at 1307.40. The strike last trading price was 25.65, which was -2.9 lower than the previous day. The implied volatity was 23.39, the open interest changed by -9 which decreased total open position to 177


On 28 Nov TORNTPOWER was trading at 1314.50. The strike last trading price was 28.3, which was -0.3 lower than the previous day. The implied volatity was 22.13, the open interest changed by 30 which increased total open position to 185


On 27 Nov TORNTPOWER was trading at 1312.90. The strike last trading price was 29.2, which was -2.8 lower than the previous day. The implied volatity was 23.33, the open interest changed by 16 which increased total open position to 155


On 26 Nov TORNTPOWER was trading at 1316.10. The strike last trading price was 31.6, which was 8.9 higher than the previous day. The implied volatity was 24.21, the open interest changed by 32 which increased total open position to 139


On 25 Nov TORNTPOWER was trading at 1293.00. The strike last trading price was 22.5, which was -4.75 lower than the previous day. The implied volatity was 23.67, the open interest changed by 16 which increased total open position to 105


On 24 Nov TORNTPOWER was trading at 1302.30. The strike last trading price was 29.05, which was 3.85 higher than the previous day. The implied volatity was 24.97, the open interest changed by 7 which increased total open position to 88


On 21 Nov TORNTPOWER was trading at 1291.40. The strike last trading price was 26.4, which was -11.1 lower than the previous day. The implied volatity was 24.08, the open interest changed by 9 which increased total open position to 81


On 20 Nov TORNTPOWER was trading at 1313.90. The strike last trading price was 37.5, which was 3.45 higher than the previous day. The implied volatity was 24.68, the open interest changed by 7 which increased total open position to 71


On 19 Nov TORNTPOWER was trading at 1300.80. The strike last trading price was 34.05, which was -8.95 lower than the previous day. The implied volatity was 26.70, the open interest changed by 16 which increased total open position to 63


On 18 Nov TORNTPOWER was trading at 1313.10. The strike last trading price was 43, which was 0.2 higher than the previous day. The implied volatity was 27.25, the open interest changed by 0 which decreased total open position to 46


On 17 Nov TORNTPOWER was trading at 1310.00. The strike last trading price was 42.8, which was 4.8 higher than the previous day. The implied volatity was 27.39, the open interest changed by -1 which decreased total open position to 46


On 14 Nov TORNTPOWER was trading at 1301.00. The strike last trading price was 38, which was -3.95 lower than the previous day. The implied volatity was 24.62, the open interest changed by 6 which increased total open position to 47


On 13 Nov TORNTPOWER was trading at 1293.60. The strike last trading price was 41.95, which was 1.95 higher than the previous day. The implied volatity was 29.50, the open interest changed by 1 which increased total open position to 39


On 12 Nov TORNTPOWER was trading at 1292.80. The strike last trading price was 40, which was -20.1 lower than the previous day. The implied volatity was 28.41, the open interest changed by 21 which increased total open position to 37


On 11 Nov TORNTPOWER was trading at 1336.80. The strike last trading price was 60.1, which was 18.1 higher than the previous day. The implied volatity was 25.11, the open interest changed by 12 which increased total open position to 16


On 10 Nov TORNTPOWER was trading at 1312.20. The strike last trading price was 42, which was 2 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 7 Nov TORNTPOWER was trading at 1281.20. The strike last trading price was 42, which was 2 higher than the previous day. The implied volatity was 30.24, the open interest changed by 0 which decreased total open position to 1


On 6 Nov TORNTPOWER was trading at 1273.20. The strike last trading price was 40, which was -35 lower than the previous day. The implied volatity was 30.77, the open interest changed by 0 which decreased total open position to 1


On 4 Nov TORNTPOWER was trading at 1304.30. The strike last trading price was 75, which was 7.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 3 Nov TORNTPOWER was trading at 1344.80. The strike last trading price was 75, which was 7.4 higher than the previous day. The implied volatity was 29.75, 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 67.6, 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 1340 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1290.80 67.05 15.5 - 0 0 17
11 Dec 1282.70 67.05 15.5 - 0 0 17
10 Dec 1267.00 67.05 15.5 - 0 0 17
9 Dec 1259.00 67.05 15.5 - 0 0 0
8 Dec 1255.10 67.05 15.5 - 0 0 17
5 Dec 1289.90 67.05 15.5 31.89 32 -2 18
4 Dec 1299.70 51.55 5.55 23.48 52 9 20
3 Dec 1302.20 46 -2 - 0 0 0
2 Dec 1313.30 46 -2 - 0 0 0
1 Dec 1307.40 46 -2 - 0 -1 0
28 Nov 1314.50 46 -2 24.98 1 0 12
27 Nov 1312.90 48 -68.35 24.72 27 10 10
26 Nov 1316.10 116.35 0 - 0 0 0
25 Nov 1293.00 116.35 0 - 0 0 0
24 Nov 1302.30 116.35 0 - 0 0 0
21 Nov 1291.40 116.35 0 - 0 0 0
20 Nov 1313.90 116.35 0 - 0 0 0
19 Nov 1300.80 116.35 0 - 0 0 0
18 Nov 1313.10 116.35 0 - 0 0 0
17 Nov 1310.00 116.35 0 - 0 0 0
14 Nov 1301.00 116.35 0 - 0 0 0
13 Nov 1293.60 116.35 0 - 0 0 0
12 Nov 1292.80 116.35 0 - 0 0 0
11 Nov 1336.80 116.35 0 1.23 0 0 0
10 Nov 1312.20 116.35 0 - 0 0 0
7 Nov 1281.20 116.35 0 - 0 0 0
6 Nov 1273.20 116.35 0 - 0 0 0
4 Nov 1304.30 116.35 0 - 0 0 0
3 Nov 1344.80 116.35 0 1.24 0 0 0
31 Oct 1316.50 116.35 0 - 0 0 0


For Torrent Power Ltd - strike price 1340 expiring on 30DEC2025

Delta for 1340 PE is -

Historical price for 1340 PE is as follows

On 12 Dec TORNTPOWER was trading at 1290.80. The strike last trading price was 67.05, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 11 Dec TORNTPOWER was trading at 1282.70. The strike last trading price was 67.05, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 10 Dec TORNTPOWER was trading at 1267.00. The strike last trading price was 67.05, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 9 Dec TORNTPOWER was trading at 1259.00. The strike last trading price was 67.05, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec TORNTPOWER was trading at 1255.10. The strike last trading price was 67.05, which was 15.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 5 Dec TORNTPOWER was trading at 1289.90. The strike last trading price was 67.05, which was 15.5 higher than the previous day. The implied volatity was 31.89, the open interest changed by -2 which decreased total open position to 18


On 4 Dec TORNTPOWER was trading at 1299.70. The strike last trading price was 51.55, which was 5.55 higher than the previous day. The implied volatity was 23.48, the open interest changed by 9 which increased total open position to 20


On 3 Dec TORNTPOWER was trading at 1302.20. The strike last trading price was 46, which was -2 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 46, which was -2 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 46, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0


On 28 Nov TORNTPOWER was trading at 1314.50. The strike last trading price was 46, which was -2 lower than the previous day. The implied volatity was 24.98, the open interest changed by 0 which decreased total open position to 12


On 27 Nov TORNTPOWER was trading at 1312.90. The strike last trading price was 48, which was -68.35 lower than the previous day. The implied volatity was 24.72, the open interest changed by 10 which increased total open position to 10


On 26 Nov TORNTPOWER was trading at 1316.10. The strike last trading price was 116.35, 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 116.35, 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 116.35, 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 116.35, 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 116.35, 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 116.35, 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 116.35, 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 116.35, 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 116.35, 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 116.35, 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 116.35, 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 116.35, which was 0 lower than the previous day. The implied volatity was 1.23, 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 116.35, 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 116.35, 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 116.35, 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 116.35, 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 116.35, which was 0 lower than the previous day. The implied volatity was 1.24, 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 116.35, 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