TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
09 Jan 2026 04:13 PM IST
| TORNTPOWER 27-JAN-2026 1380 CE | ||||||||||||||||
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Delta: 0.25
Vega: 0.94
Theta: -0.75
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Jan | 1321.30 | 11 | -13.4 | 25.55 | 108 | 17 | 151 | |||||||||
| 8 Jan | 1359.70 | 23.35 | -24.9 | 26.35 | 1,920 | 39 | 134 | |||||||||
| 7 Jan | 1396.80 | 48.25 | -2.1 | 29.19 | 27 | 3 | 94 | |||||||||
| 6 Jan | 1409.00 | 50.35 | 0.95 | 20.14 | 7 | -1 | 92 | |||||||||
| 5 Jan | 1403.80 | 49.3 | -0.2 | 23.53 | 44 | -10 | 93 | |||||||||
| 2 Jan | 1399.40 | 48.15 | 31.5 | 21.32 | 1,916 | 67 | 106 | |||||||||
| 1 Jan | 1327.00 | 16.7 | 5.25 | 23.50 | 96 | 33 | 42 | |||||||||
| 31 Dec | 1306.70 | 11.45 | -47 | 23.77 | 9 | 6 | 6 | |||||||||
| 30 Dec | 1266.60 | 58.45 | 0 | 7.67 | 0 | 0 | 0 | |||||||||
| 29 Dec | 1284.30 | 58.45 | 0 | 6.16 | 0 | 0 | 0 | |||||||||
| 26 Dec | 1299.20 | 58.45 | 0 | 4.86 | 0 | 0 | 0 | |||||||||
| 24 Dec | 1280.80 | 58.45 | 0 | 5.98 | 0 | 0 | 0 | |||||||||
| 23 Dec | 1288.70 | 58.45 | 0 | 5.26 | 0 | 0 | 0 | |||||||||
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| 22 Dec | 1287.30 | 58.45 | 0 | 5.24 | 0 | 0 | 0 | |||||||||
| 19 Dec | 1279.10 | 58.45 | 0 | 5.47 | 0 | 0 | 0 | |||||||||
| 18 Dec | 1252.70 | 58.45 | 0 | 7.06 | 0 | 0 | 0 | |||||||||
| 17 Dec | 1274.50 | 58.45 | 0 | 5.66 | 0 | 0 | 0 | |||||||||
| 16 Dec | 1281.20 | 58.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 1292.70 | 58.45 | 0 | 4.40 | 0 | 0 | 0 | |||||||||
| 12 Dec | 1290.80 | 58.45 | 0 | 4.28 | 0 | 0 | 0 | |||||||||
| 11 Dec | 1282.70 | 58.45 | 0 | 4.68 | 0 | 0 | 0 | |||||||||
| 10 Dec | 1267.00 | 58.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Dec | 1259.00 | 58.45 | 0 | 5.89 | 0 | 0 | 0 | |||||||||
| 8 Dec | 1255.10 | 58.45 | 0 | 5.99 | 0 | 0 | 0 | |||||||||
| 5 Dec | 1289.90 | 58.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 1299.70 | 58.45 | 0 | 3.32 | 0 | 0 | 0 | |||||||||
| 2 Dec | 1313.30 | 58.45 | 0 | 2.54 | 0 | 0 | 0 | |||||||||
| 28 Nov | 1314.50 | 58.45 | 0 | 2.23 | 0 | 0 | 0 | |||||||||
| 27 Nov | 1312.90 | 58.45 | 0 | 2.38 | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1380 expiring on 27JAN2026
Delta for 1380 CE is 0.25
Historical price for 1380 CE is as follows
On 9 Jan TORNTPOWER was trading at 1321.30. The strike last trading price was 11, which was -13.4 lower than the previous day. The implied volatity was 25.55, the open interest changed by 17 which increased total open position to 151
On 8 Jan TORNTPOWER was trading at 1359.70. The strike last trading price was 23.35, which was -24.9 lower than the previous day. The implied volatity was 26.35, the open interest changed by 39 which increased total open position to 134
On 7 Jan TORNTPOWER was trading at 1396.80. The strike last trading price was 48.25, which was -2.1 lower than the previous day. The implied volatity was 29.19, the open interest changed by 3 which increased total open position to 94
On 6 Jan TORNTPOWER was trading at 1409.00. The strike last trading price was 50.35, which was 0.95 higher than the previous day. The implied volatity was 20.14, the open interest changed by -1 which decreased total open position to 92
On 5 Jan TORNTPOWER was trading at 1403.80. The strike last trading price was 49.3, which was -0.2 lower than the previous day. The implied volatity was 23.53, the open interest changed by -10 which decreased total open position to 93
On 2 Jan TORNTPOWER was trading at 1399.40. The strike last trading price was 48.15, which was 31.5 higher than the previous day. The implied volatity was 21.32, the open interest changed by 67 which increased total open position to 106
On 1 Jan TORNTPOWER was trading at 1327.00. The strike last trading price was 16.7, which was 5.25 higher than the previous day. The implied volatity was 23.50, the open interest changed by 33 which increased total open position to 42
On 31 Dec TORNTPOWER was trading at 1306.70. The strike last trading price was 11.45, which was -47 lower than the previous day. The implied volatity was 23.77, the open interest changed by 6 which increased total open position to 6
On 30 Dec TORNTPOWER was trading at 1266.60. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 7.67, the open interest changed by 0 which decreased total open position to 0
On 29 Dec TORNTPOWER was trading at 1284.30. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 6.16, the open interest changed by 0 which decreased total open position to 0
On 26 Dec TORNTPOWER was trading at 1299.20. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0
On 24 Dec TORNTPOWER was trading at 1280.80. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 5.98, the open interest changed by 0 which decreased total open position to 0
On 23 Dec TORNTPOWER was trading at 1288.70. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0
On 22 Dec TORNTPOWER was trading at 1287.30. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 5.24, the open interest changed by 0 which decreased total open position to 0
On 19 Dec TORNTPOWER was trading at 1279.10. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 5.47, the open interest changed by 0 which decreased total open position to 0
On 18 Dec TORNTPOWER was trading at 1252.70. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 7.06, the open interest changed by 0 which decreased total open position to 0
On 17 Dec TORNTPOWER was trading at 1274.50. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
On 16 Dec TORNTPOWER was trading at 1281.20. The strike last trading price was 58.45, 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 15 Dec TORNTPOWER was trading at 1292.70. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 4.40, the open interest changed by 0 which decreased total open position to 0
On 12 Dec TORNTPOWER was trading at 1290.80. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0
On 11 Dec TORNTPOWER was trading at 1282.70. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 4.68, the open interest changed by 0 which decreased total open position to 0
On 10 Dec TORNTPOWER was trading at 1267.00. The strike last trading price was 58.45, 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 9 Dec TORNTPOWER was trading at 1259.00. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 5.89, 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 58.45, which was 0 lower than the previous day. The implied volatity was 5.99, the open interest changed by 0 which decreased total open position to 0
On 5 Dec TORNTPOWER was trading at 1289.90. The strike last trading price was 58.45, 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 Dec TORNTPOWER was trading at 1299.70. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 3.32, 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 58.45, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TORNTPOWER was trading at 1314.50. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TORNTPOWER was trading at 1312.90. The strike last trading price was 58.45, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
| TORNTPOWER 27JAN2026 1380 PE | |||||||
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Delta: -0.77
Vega: 0.90
Theta: -0.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Jan | 1321.30 | 62.25 | 19.7 | 23.52 | 33 | -15 | 84 |
| 8 Jan | 1359.70 | 42.95 | 18.7 | 25.80 | 1,541 | 29 | 109 |
| 7 Jan | 1396.80 | 25 | 5 | 26.25 | 41 | -14 | 81 |
| 6 Jan | 1409.00 | 19.5 | -2.35 | 26.66 | 41 | 8 | 94 |
| 5 Jan | 1403.80 | 21.85 | -2.9 | 25.69 | 70 | 4 | 87 |
| 2 Jan | 1399.40 | 24.9 | -74.1 | 26.30 | 279 | 86 | 87 |
| 1 Jan | 1327.00 | 99 | -22.5 | - | 0 | 0 | 1 |
| 31 Dec | 1306.70 | 99 | -22.5 | - | 0 | 0 | 0 |
| 30 Dec | 1266.60 | 99 | -22.5 | - | 0 | 0 | 1 |
| 29 Dec | 1284.30 | 99 | -22.5 | - | 0 | 0 | 1 |
| 26 Dec | 1299.20 | 99 | -22.5 | 36.93 | 1 | 0 | 1 |
| 24 Dec | 1280.80 | 121.5 | -9.55 | - | 0 | 0 | 1 |
| 23 Dec | 1288.70 | 121.5 | -9.55 | - | 0 | 0 | 0 |
| 22 Dec | 1287.30 | 121.5 | -9.55 | - | 0 | 0 | 1 |
| 19 Dec | 1279.10 | 121.5 | -9.55 | - | 0 | 0 | 1 |
| 18 Dec | 1252.70 | 121.5 | -9.55 | 23.77 | 1 | 0 | 0 |
| 17 Dec | 1274.50 | 131.05 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 1281.20 | 131.05 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 1292.70 | 131.05 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 1290.80 | 131.05 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 1282.70 | 131.05 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 1267.00 | 131.05 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 1259.00 | 131.05 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 1255.10 | 131.05 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 1289.90 | 131.05 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 1299.70 | 131.05 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 1313.30 | 131.05 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 1314.50 | 131.05 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 1312.90 | 131.05 | 0 | - | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1380 expiring on 27JAN2026
Delta for 1380 PE is -0.77
Historical price for 1380 PE is as follows
On 9 Jan TORNTPOWER was trading at 1321.30. The strike last trading price was 62.25, which was 19.7 higher than the previous day. The implied volatity was 23.52, the open interest changed by -15 which decreased total open position to 84
On 8 Jan TORNTPOWER was trading at 1359.70. The strike last trading price was 42.95, which was 18.7 higher than the previous day. The implied volatity was 25.80, the open interest changed by 29 which increased total open position to 109
On 7 Jan TORNTPOWER was trading at 1396.80. The strike last trading price was 25, which was 5 higher than the previous day. The implied volatity was 26.25, the open interest changed by -14 which decreased total open position to 81
On 6 Jan TORNTPOWER was trading at 1409.00. The strike last trading price was 19.5, which was -2.35 lower than the previous day. The implied volatity was 26.66, the open interest changed by 8 which increased total open position to 94
On 5 Jan TORNTPOWER was trading at 1403.80. The strike last trading price was 21.85, which was -2.9 lower than the previous day. The implied volatity was 25.69, the open interest changed by 4 which increased total open position to 87
On 2 Jan TORNTPOWER was trading at 1399.40. The strike last trading price was 24.9, which was -74.1 lower than the previous day. The implied volatity was 26.30, the open interest changed by 86 which increased total open position to 87
On 1 Jan TORNTPOWER was trading at 1327.00. The strike last trading price was 99, which was -22.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 31 Dec TORNTPOWER was trading at 1306.70. The strike last trading price was 99, which was -22.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Dec TORNTPOWER was trading at 1266.60. The strike last trading price was 99, which was -22.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 29 Dec TORNTPOWER was trading at 1284.30. The strike last trading price was 99, which was -22.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Dec TORNTPOWER was trading at 1299.20. The strike last trading price was 99, which was -22.5 lower than the previous day. The implied volatity was 36.93, the open interest changed by 0 which decreased total open position to 1
On 24 Dec TORNTPOWER was trading at 1280.80. The strike last trading price was 121.5, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Dec TORNTPOWER was trading at 1288.70. The strike last trading price was 121.5, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Dec TORNTPOWER was trading at 1287.30. The strike last trading price was 121.5, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec TORNTPOWER was trading at 1279.10. The strike last trading price was 121.5, which was -9.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Dec TORNTPOWER was trading at 1252.70. The strike last trading price was 121.5, which was -9.55 lower than the previous day. The implied volatity was 23.77, the open interest changed by 0 which decreased total open position to 0
On 17 Dec TORNTPOWER was trading at 1274.50. The strike last trading price was 131.05, 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 Dec TORNTPOWER was trading at 1281.20. The strike last trading price was 131.05, 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 15 Dec TORNTPOWER was trading at 1292.70. The strike last trading price was 131.05, 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 Dec TORNTPOWER was trading at 1290.80. The strike last trading price was 131.05, 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 Dec TORNTPOWER was trading at 1282.70. The strike last trading price was 131.05, 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 Dec TORNTPOWER was trading at 1267.00. The strike last trading price was 131.05, 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 9 Dec TORNTPOWER was trading at 1259.00. The strike last trading price was 131.05, 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 8 Dec TORNTPOWER was trading at 1255.10. The strike last trading price was 131.05, 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 5 Dec TORNTPOWER was trading at 1289.90. The strike last trading price was 131.05, 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 Dec TORNTPOWER was trading at 1299.70. The strike last trading price was 131.05, 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 2 Dec TORNTPOWER was trading at 1313.30. The strike last trading price was 131.05, 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 28 Nov TORNTPOWER was trading at 1314.50. The strike last trading price was 131.05, 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 27 Nov TORNTPOWER was trading at 1312.90. The strike last trading price was 131.05, 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































































































































































































































