TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
06 Apr 2026 04:13 PM IST
| TORNTPOWER 28-Apr-2026 (21d) 1350 CE | ||||||||||||||||
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Delta: 0.62
Vega: 1.29
Theta: -1.46
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Apr | 1379.10 | 75.85 | 26.15 | 42.51 | 157 | 23 | 36 | |||||||||
| 2 Apr | 1332.20 | 51.55 | -2.4 | 37.01 | 103 | -8 | 13 | |||||||||
| 1 Apr | 1337.10 | 54.05 | -25.3 | 35.83 | 77 | 11 | 21 | |||||||||
| 30 Mar | 1305.80 | 79.35 | -154.15 | - | 0 | 10 | 0 | |||||||||
| 27 Mar | 1352.30 | 79.35 | -154.15 | 46.21 | 10 | 9 | 9 | |||||||||
| 25 Mar | 1391.90 | 233.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 1366.30 | 233.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 1362.80 | 233.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 1450.70 | 233.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 1446.90 | 233.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 1454.30 | 233.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 1443.40 | 233.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 1445.80 | 233.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 1461.30 | 233.5 | 0 | - | 0 | 0 | 0 | |||||||||
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| 12 Mar | 1506.00 | 233.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 1439.00 | 233.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 1451.50 | 233.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1350 expiring on 28APR2026
Delta for 1350 CE is 0.62
Historical price for 1350 CE is as follows
On 6 Apr TORNTPOWER was trading at 1379.10. The strike last trading price was 75.85, which was 26.15 higher than the previous day. The implied volatity was 42.51, the open interest changed by 23 which increased total open position to 36
On 2 Apr TORNTPOWER was trading at 1332.20. The strike last trading price was 51.55, which was -2.4 lower than the previous day. The implied volatity was 37.01, the open interest changed by -8 which decreased total open position to 13
On 1 Apr TORNTPOWER was trading at 1337.10. The strike last trading price was 54.05, which was -25.3 lower than the previous day. The implied volatity was 35.83, the open interest changed by 11 which increased total open position to 21
On 30 Mar TORNTPOWER was trading at 1305.80. The strike last trading price was 79.35, which was -154.15 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0
On 27 Mar TORNTPOWER was trading at 1352.30. The strike last trading price was 79.35, which was -154.15 lower than the previous day. The implied volatity was 46.21, the open interest changed by 9 which increased total open position to 9
On 25 Mar TORNTPOWER was trading at 1391.90. The strike last trading price was 233.5, 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 Mar TORNTPOWER was trading at 1366.30. The strike last trading price was 233.5, 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 23 Mar TORNTPOWER was trading at 1362.80. The strike last trading price was 233.5, 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 Mar TORNTPOWER was trading at 1450.70. The strike last trading price was 233.5, 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 Mar TORNTPOWER was trading at 1446.90. The strike last trading price was 233.5, 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 Mar TORNTPOWER was trading at 1454.30. The strike last trading price was 233.5, 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 Mar TORNTPOWER was trading at 1443.40. The strike last trading price was 233.5, 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 16 Mar TORNTPOWER was trading at 1445.80. The strike last trading price was 233.5, 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 Mar TORNTPOWER was trading at 1461.30. The strike last trading price was 233.5, 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 Mar TORNTPOWER was trading at 1506.00. The strike last trading price was 233.5, 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 Mar TORNTPOWER was trading at 1439.00. The strike last trading price was 233.5, 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 10 Mar TORNTPOWER was trading at 1451.50. The strike last trading price was 233.5, 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 28-Apr-2026 (21d) 1350 PE | |||||||
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Delta: -0.38
Vega: 1.28
Theta: -1.01
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Apr | 1379.10 | 37.15 | -22.35 | 39.72 | 295 | 81 | 144 |
| 2 Apr | 1332.20 | 59.1 | 1.55 | 40.61 | 23 | 3 | 62 |
| 1 Apr | 1337.10 | 55.95 | -21.05 | 39.72 | 188 | 2 | 60 |
| 30 Mar | 1305.80 | 77 | 28.85 | 39.98 | 60 | 32 | 59 |
| 27 Mar | 1352.30 | 48.15 | 12.85 | 33.92 | 37 | 21 | 27 |
| 25 Mar | 1391.90 | 35.3 | 12.1 | - | 0 | 0 | 6 |
| 24 Mar | 1366.30 | 35.3 | 12.1 | - | 0 | 0 | 6 |
| 23 Mar | 1362.80 | 35.3 | 12.1 | 27.96 | 6 | -1 | 5 |
| 20 Mar | 1450.70 | 23.2 | -2.35 | 36.03 | 4 | 1 | 4 |
| 19 Mar | 1446.90 | 25.55 | 3.2 | - | 0 | 0 | 3 |
| 18 Mar | 1454.30 | 25.55 | 3.2 | - | 0 | 0 | 3 |
| 17 Mar | 1443.40 | 25.55 | 3.2 | 34.29 | 1 | 0 | 2 |
| 16 Mar | 1445.80 | 22.35 | -3.9 | - | 0 | 0 | 0 |
| 13 Mar | 1461.30 | 22.35 | -3.9 | - | 0 | 2 | 0 |
| 12 Mar | 1506.00 | 26.25 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 1439.00 | 26.25 | 0 | 5.79 | 0 | 0 | 0 |
| 10 Mar | 1451.50 | 26.25 | 0 | 6.58 | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1350 expiring on 28APR2026
Delta for 1350 PE is -0.38
Historical price for 1350 PE is as follows
On 6 Apr TORNTPOWER was trading at 1379.10. The strike last trading price was 37.15, which was -22.35 lower than the previous day. The implied volatity was 39.72, the open interest changed by 81 which increased total open position to 144
On 2 Apr TORNTPOWER was trading at 1332.20. The strike last trading price was 59.1, which was 1.55 higher than the previous day. The implied volatity was 40.61, the open interest changed by 3 which increased total open position to 62
On 1 Apr TORNTPOWER was trading at 1337.10. The strike last trading price was 55.95, which was -21.05 lower than the previous day. The implied volatity was 39.72, the open interest changed by 2 which increased total open position to 60
On 30 Mar TORNTPOWER was trading at 1305.80. The strike last trading price was 77, which was 28.85 higher than the previous day. The implied volatity was 39.98, the open interest changed by 32 which increased total open position to 59
On 27 Mar TORNTPOWER was trading at 1352.30. The strike last trading price was 48.15, which was 12.85 higher than the previous day. The implied volatity was 33.92, the open interest changed by 21 which increased total open position to 27
On 25 Mar TORNTPOWER was trading at 1391.90. The strike last trading price was 35.3, which was 12.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 24 Mar TORNTPOWER was trading at 1366.30. The strike last trading price was 35.3, which was 12.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Mar TORNTPOWER was trading at 1362.80. The strike last trading price was 35.3, which was 12.1 higher than the previous day. The implied volatity was 27.96, the open interest changed by -1 which decreased total open position to 5
On 20 Mar TORNTPOWER was trading at 1450.70. The strike last trading price was 23.2, which was -2.35 lower than the previous day. The implied volatity was 36.03, the open interest changed by 1 which increased total open position to 4
On 19 Mar TORNTPOWER was trading at 1446.90. The strike last trading price was 25.55, which was 3.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 Mar TORNTPOWER was trading at 1454.30. The strike last trading price was 25.55, which was 3.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Mar TORNTPOWER was trading at 1443.40. The strike last trading price was 25.55, which was 3.2 higher than the previous day. The implied volatity was 34.29, the open interest changed by 0 which decreased total open position to 2
On 16 Mar TORNTPOWER was trading at 1445.80. The strike last trading price was 22.35, which was -3.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar TORNTPOWER was trading at 1461.30. The strike last trading price was 22.35, which was -3.9 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 12 Mar TORNTPOWER was trading at 1506.00. The strike last trading price was 26.25, 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 Mar TORNTPOWER was trading at 1439.00. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 5.79, the open interest changed by 0 which decreased total open position to 0
On 10 Mar TORNTPOWER was trading at 1451.50. The strike last trading price was 26.25, which was 0 lower than the previous day. The implied volatity was 6.58, the open interest changed by 0 which decreased total open position to 0
