[--[65.84.65.76]--]

TORNTPOWER

Torrent Power Ltd
1321.3 -38.40 (-2.82%)
L: 1318.5 H: 1367.2

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Historical option data for TORNTPOWER

09 Jan 2026 04:13 PM IST
TORNTPOWER 27-JAN-2026 1380 CE
Delta: 0.25
Vega: 0.94
Theta: -0.75
Gamma: 0.00
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
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
Delta: -0.77
Vega: 0.90
Theta: -0.29
Gamma: 0.00
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