TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
12 Dec 2025 04:13 PM IST
| TORNTPOWER 30-DEC-2025 1340 CE | ||||||||||||||||
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Delta: 0.24
Vega: 0.90
Theta: -0.61
Gamma: 0.01
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































