TORNTPOWER

Torrent Power Ltd

1345.1 -1.40 (-0.10%)

L: 1325 H: 1353

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Historical option data for TORNTPOWER
14 Jan 2026 04:13 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

TORNTPOWER 27-JAN-2026 1370 CE
Delta: 0.39 Vega: 0.97 Theta: -0.95 Gamma: 0.01
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	1345.10	14.6 ₹ 6,205	-0.45 -191.25	21.66	11 4,675	0 0	41 17,425
13 Jan	1346.50	15.05 ₹ 6,396.25	-5.95 -2528.75	25.8	27 11,475	0 0	42 17,850

12 Jan	1351.10	20.25 ₹ 8,606.25	7 2975.00	25.62	60 25,500	9 3,825	41 17,425
9 Jan	1321.30	13.05 ₹ 5,546.25	-15.35 -6523.75	25.07	57 24,225	-5 -2,125	33 14,025
8 Jan	1359.70	28.4 ₹ 12,070	-22.6 -9605.00	27.13	67 28,475	21 8,925	38 16,150
7 Jan	1396.80	51 ₹ 21,675	-6 -2550.00	26.64	4 1,700	0 0	17 7,225
6 Jan	1409.00	57 ₹ 24,225	-0.15 -63.75	19.5	4 1,700	0 0	17 7,225
5 Jan	1403.80	57.15 ₹ 24,288.75	1.8 765.00	24.62	18 7,650	-5 -2,125	17 7,225
2 Jan	1399.40	54.35 ₹ 23,098.75	35.2 14960.00	21.01	393 1,67,025	18 7,650	23 9,775
1 Jan	1327.00	19.4 ₹ 8,245	-1.75 -743.75	23.16	5 2,125	0 0	0 0
31 Dec	1306.70	21.15 ₹ 8,988.75	0 0.00	4.17	0 0	0 0	0 0

For Torrent Power Ltd - strike price 1370 expiring on 27JAN2026

Delta for 1370 CE is 0.39

Historical price for 1370 CE is as follows

On 14 Jan TORNTPOWER was trading at 1345.10. The strike last trading price was 14.6, which was -0.45 lower than the previous day. The implied volatity was 21.66, the open interest changed by 0 which decreased total open position to 41

On 13 Jan TORNTPOWER was trading at 1346.50. The strike last trading price was 15.05, which was -5.95 lower than the previous day. The implied volatity was 25.8, the open interest changed by 0 which decreased total open position to 42

On 12 Jan TORNTPOWER was trading at 1351.10. The strike last trading price was 20.25, which was 7 higher than the previous day. The implied volatity was 25.62, the open interest changed by 9 which increased total open position to 41

On 9 Jan TORNTPOWER was trading at 1321.30. The strike last trading price was 13.05, which was -15.35 lower than the previous day. The implied volatity was 25.07, the open interest changed by -5 which decreased total open position to 33

On 8 Jan TORNTPOWER was trading at 1359.70. The strike last trading price was 28.4, which was -22.6 lower than the previous day. The implied volatity was 27.13, the open interest changed by 21 which increased total open position to 38

On 7 Jan TORNTPOWER was trading at 1396.80. The strike last trading price was 51, which was -6 lower than the previous day. The implied volatity was 26.64, the open interest changed by 0 which decreased total open position to 17

On 6 Jan TORNTPOWER was trading at 1409.00. The strike last trading price was 57, which was -0.15 lower than the previous day. The implied volatity was 19.5, the open interest changed by 0 which decreased total open position to 17

On 5 Jan TORNTPOWER was trading at 1403.80. The strike last trading price was 57.15, which was 1.8 higher than the previous day. The implied volatity was 24.62, the open interest changed by -5 which decreased total open position to 17

On 2 Jan TORNTPOWER was trading at 1399.40. The strike last trading price was 54.35, which was 35.2 higher than the previous day. The implied volatity was 21.01, the open interest changed by 18 which increased total open position to 23

On 1 Jan TORNTPOWER was trading at 1327.00. The strike last trading price was 19.4, which was -1.75 lower than the previous day. The implied volatity was 23.16, the open interest changed by 0 which decreased total open position to 0

On 31 Dec TORNTPOWER was trading at 1306.70. The strike last trading price was 21.15, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0

TORNTPOWER 27JAN2026 1370 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	1345.10	36.85 ₹ 15,661.25	-20 -8500.00	-	0 0	0 0	43 18,275
13 Jan	1346.50	36.85 ₹ 15,661.25	-20 -8500.00	-	0 0	0 0	0 0
12 Jan	1351.10	36.85 ₹ 15,661.25	-20 -8500.00	24.89	6 2,550	-1 -425	44 18,700
9 Jan	1321.30	58 ₹ 24,650	21.75 9243.75	26.83	35 14,875	-6 -2,550	46 19,550
8 Jan	1359.70	37.65 ₹ 16,001.25	19.65 8351.25	25.88	224 95,200	12 5,100	56 23,800
7 Jan	1396.80	18 ₹ 7,650	-0.3 -127.50	23.72	15 6,375	-3 -1,275	45 19,125
6 Jan	1409.00	18.3 ₹ 7,777.5	-0.7 -297.50	28.41	11 4,675	-4 -1,700	47 19,975
5 Jan	1403.80	19 ₹ 8,075	-2.35 -998.75	26.25	73 31,025	5 2,125	51 21,675
2 Jan	1399.40	21 ₹ 8,925	-97.3 -41352.50	26.13	159 67,575	35 14,875	35 14,875
1 Jan	1327.00	118.3 ₹ 50,277.5	0 0.00	-	0 0	0 0	0 0
31 Dec	1306.70	118.3 ₹ 50,277.5	0 0.00	-	0 0	0 0	0 0

For Torrent Power Ltd - strike price 1370 expiring on 27JAN2026

Delta for 1370 PE is -

Historical price for 1370 PE is as follows

On 14 Jan TORNTPOWER was trading at 1345.10. The strike last trading price was 36.85, which was -20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43

On 13 Jan TORNTPOWER was trading at 1346.50. The strike last trading price was 36.85, which was -20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Jan TORNTPOWER was trading at 1351.10. The strike last trading price was 36.85, which was -20 lower than the previous day. The implied volatity was 24.89, the open interest changed by -1 which decreased total open position to 44

On 9 Jan TORNTPOWER was trading at 1321.30. The strike last trading price was 58, which was 21.75 higher than the previous day. The implied volatity was 26.83, the open interest changed by -6 which decreased total open position to 46

On 8 Jan TORNTPOWER was trading at 1359.70. The strike last trading price was 37.65, which was 19.65 higher than the previous day. The implied volatity was 25.88, the open interest changed by 12 which increased total open position to 56

On 7 Jan TORNTPOWER was trading at 1396.80. The strike last trading price was 18, which was -0.3 lower than the previous day. The implied volatity was 23.72, the open interest changed by -3 which decreased total open position to 45

On 6 Jan TORNTPOWER was trading at 1409.00. The strike last trading price was 18.3, which was -0.7 lower than the previous day. The implied volatity was 28.41, the open interest changed by -4 which decreased total open position to 47

On 5 Jan TORNTPOWER was trading at 1403.80. The strike last trading price was 19, which was -2.35 lower than the previous day. The implied volatity was 26.25, the open interest changed by 5 which increased total open position to 51

On 2 Jan TORNTPOWER was trading at 1399.40. The strike last trading price was 21, which was -97.3 lower than the previous day. The implied volatity was 26.13, the open interest changed by 35 which increased total open position to 35

On 1 Jan TORNTPOWER was trading at 1327.00. The strike last trading price was 118.3, 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 Dec TORNTPOWER was trading at 1306.70. The strike last trading price was 118.3, 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

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