TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
20 Feb 2026 04:13 PM IST
| TORNTPOWER 24-FEB-2026 1460 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.93
Vega: 0.21
Theta: -1.2
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 1528.60 | 73.15 | 23.65 | 31.26 | 34 | -10 | 84 | |||||||||
| 19 Feb | 1492.60 | 49.5 | -15.65 | 43.83 | 19 | -4 | 94 | |||||||||
| 18 Feb | 1527.90 | 62.75 | 26.05 | 22.23 | 110 | -13 | 98 | |||||||||
| 17 Feb | 1486.40 | 36.3 | 0.55 | 26.24 | 157 | -29 | 114 | |||||||||
| 16 Feb | 1471.40 | 33.9 | 7.05 | 32.69 | 891 | -59 | 143 | |||||||||
|
|
||||||||||||||||
| 13 Feb | 1462.60 | 26.35 | -0.45 | 22.67 | 821 | 38 | 203 | |||||||||
| 12 Feb | 1453.70 | 25 | 5.3 | 25.74 | 1,001 | -150 | 170 | |||||||||
| 11 Feb | 1428.60 | 18.2 | -38.05 | 28.63 | 1,250 | 196 | 323 | |||||||||
| 10 Feb | 1483.00 | 56.55 | 32.25 | 33.89 | 1,022 | 66 | 128 | |||||||||
| 9 Feb | 1427.20 | 25 | -2.45 | 25.77 | 68 | 10 | 62 | |||||||||
| 6 Feb | 1429.00 | 28.05 | 0.7 | 31.07 | 63 | -14 | 52 | |||||||||
| 5 Feb | 1417.60 | 27.25 | 2.85 | 31.72 | 47 | 6 | 67 | |||||||||
| 4 Feb | 1407.50 | 24.25 | 9.2 | 32.85 | 280 | -37 | 62 | |||||||||
| 3 Feb | 1370.30 | 14.9 | -4.4 | 33.24 | 84 | 27 | 55 | |||||||||
| 2 Feb | 1329.60 | 19.3 | 6.3 | - | 0 | 0 | 28 | |||||||||
| 1 Feb | 1297.50 | 19.3 | 6.3 | 52.29 | 5 | 2 | 28 | |||||||||
| 30 Jan | 1387.60 | 13 | 6.45 | 24.16 | 18 | 3 | 25 | |||||||||
| 29 Jan | 1371.20 | 6.55 | -0.45 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 1332.90 | 6.55 | -0.45 | - | 0 | 0 | 22 | |||||||||
| 27 Jan | 1309.70 | 6.55 | -0.45 | - | 0 | 0 | 22 | |||||||||
| 23 Jan | 1270.70 | 6.55 | -0.45 | - | 0 | 0 | 22 | |||||||||
| 22 Jan | 1321.40 | 6.55 | -0.45 | 25.51 | 1 | 0 | 22 | |||||||||
| 21 Jan | 1300.20 | 7 | -5.5 | 29.01 | 21 | 19 | 21 | |||||||||
| 20 Jan | 1321.50 | 12.5 | -9.8 | - | 0 | 0 | 2 | |||||||||
| 19 Jan | 1337.40 | 12.5 | -9.8 | 27.11 | 3 | 2 | 2 | |||||||||
| 16 Jan | 1357.70 | 22.3 | 0 | 4.94 | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1460 expiring on 24FEB2026
Delta for 1460 CE is 0.93
Historical price for 1460 CE is as follows
On 20 Feb TORNTPOWER was trading at 1528.60. The strike last trading price was 73.15, which was 23.65 higher than the previous day. The implied volatity was 31.26, the open interest changed by -10 which decreased total open position to 84
On 19 Feb TORNTPOWER was trading at 1492.60. The strike last trading price was 49.5, which was -15.65 lower than the previous day. The implied volatity was 43.83, the open interest changed by -4 which decreased total open position to 94
On 18 Feb TORNTPOWER was trading at 1527.90. The strike last trading price was 62.75, which was 26.05 higher than the previous day. The implied volatity was 22.23, the open interest changed by -13 which decreased total open position to 98
On 17 Feb TORNTPOWER was trading at 1486.40. The strike last trading price was 36.3, which was 0.55 higher than the previous day. The implied volatity was 26.24, the open interest changed by -29 which decreased total open position to 114
On 16 Feb TORNTPOWER was trading at 1471.40. The strike last trading price was 33.9, which was 7.05 higher than the previous day. The implied volatity was 32.69, the open interest changed by -59 which decreased total open position to 143
On 13 Feb TORNTPOWER was trading at 1462.60. The strike last trading price was 26.35, which was -0.45 lower than the previous day. The implied volatity was 22.67, the open interest changed by 38 which increased total open position to 203
On 12 Feb TORNTPOWER was trading at 1453.70. The strike last trading price was 25, which was 5.3 higher than the previous day. The implied volatity was 25.74, the open interest changed by -150 which decreased total open position to 170
On 11 Feb TORNTPOWER was trading at 1428.60. The strike last trading price was 18.2, which was -38.05 lower than the previous day. The implied volatity was 28.63, the open interest changed by 196 which increased total open position to 323
On 10 Feb TORNTPOWER was trading at 1483.00. The strike last trading price was 56.55, which was 32.25 higher than the previous day. The implied volatity was 33.89, the open interest changed by 66 which increased total open position to 128
On 9 Feb TORNTPOWER was trading at 1427.20. The strike last trading price was 25, which was -2.45 lower than the previous day. The implied volatity was 25.77, the open interest changed by 10 which increased total open position to 62
On 6 Feb TORNTPOWER was trading at 1429.00. The strike last trading price was 28.05, which was 0.7 higher than the previous day. The implied volatity was 31.07, the open interest changed by -14 which decreased total open position to 52
On 5 Feb TORNTPOWER was trading at 1417.60. The strike last trading price was 27.25, which was 2.85 higher than the previous day. The implied volatity was 31.72, the open interest changed by 6 which increased total open position to 67
On 4 Feb TORNTPOWER was trading at 1407.50. The strike last trading price was 24.25, which was 9.2 higher than the previous day. The implied volatity was 32.85, the open interest changed by -37 which decreased total open position to 62
On 3 Feb TORNTPOWER was trading at 1370.30. The strike last trading price was 14.9, which was -4.4 lower than the previous day. The implied volatity was 33.24, the open interest changed by 27 which increased total open position to 55
On 2 Feb TORNTPOWER was trading at 1329.60. The strike last trading price was 19.3, which was 6.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 1 Feb TORNTPOWER was trading at 1297.50. The strike last trading price was 19.3, which was 6.3 higher than the previous day. The implied volatity was 52.29, the open interest changed by 2 which increased total open position to 28
On 30 Jan TORNTPOWER was trading at 1387.60. The strike last trading price was 13, which was 6.45 higher than the previous day. The implied volatity was 24.16, the open interest changed by 3 which increased total open position to 25
On 29 Jan TORNTPOWER was trading at 1371.20. The strike last trading price was 6.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan TORNTPOWER was trading at 1332.90. The strike last trading price was 6.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 27 Jan TORNTPOWER was trading at 1309.70. The strike last trading price was 6.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 23 Jan TORNTPOWER was trading at 1270.70. The strike last trading price was 6.55, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 22 Jan TORNTPOWER was trading at 1321.40. The strike last trading price was 6.55, which was -0.45 lower than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 22
On 21 Jan TORNTPOWER was trading at 1300.20. The strike last trading price was 7, which was -5.5 lower than the previous day. The implied volatity was 29.01, the open interest changed by 19 which increased total open position to 21
On 20 Jan TORNTPOWER was trading at 1321.50. The strike last trading price was 12.5, which was -9.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jan TORNTPOWER was trading at 1337.40. The strike last trading price was 12.5, which was -9.8 lower than the previous day. The implied volatity was 27.11, the open interest changed by 2 which increased total open position to 2
On 16 Jan TORNTPOWER was trading at 1357.70. The strike last trading price was 22.3, which was 0 lower than the previous day. The implied volatity was 4.94, the open interest changed by 0 which decreased total open position to 0
| TORNTPOWER 24FEB2026 1460 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.21
Theta: -0.78
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 1528.60 | 1.5 | -5.35 | 31.01 | 340 | -57 | 101 |
| 19 Feb | 1492.60 | 6.75 | 2.95 | 27.35 | 614 | -215 | 230 |
| 18 Feb | 1527.90 | 3.65 | -9.75 | 30.38 | 884 | 373 | 446 |
| 17 Feb | 1486.40 | 14.1 | -7.75 | 30.44 | 78 | 3 | 73 |
| 16 Feb | 1471.40 | 22 | -19.3 | 31.28 | 159 | 22 | 68 |
| 13 Feb | 1462.60 | 40.4 | -6.25 | 43.18 | 55 | 13 | 46 |
| 12 Feb | 1453.70 | 47.5 | -14.15 | 43.17 | 25 | 8 | 34 |
| 11 Feb | 1428.60 | 60.7 | 21.15 | 40.5 | 86 | -11 | 25 |
| 10 Feb | 1483.00 | 39.3 | -42.45 | 46.7 | 186 | 31 | 36 |
| 9 Feb | 1427.20 | 81.75 | 4.9 | - | 0 | 0 | 5 |
| 6 Feb | 1429.00 | 81.75 | 4.9 | 53.39 | 5 | 0 | 4 |
| 5 Feb | 1417.60 | 76.8 | -125.4 | 45.29 | 7 | 2 | 2 |
| 4 Feb | 1407.50 | 202.2 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1370.30 | 202.2 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1329.60 | 202.2 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1297.50 | 202.2 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1387.60 | 202.2 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1371.20 | 202.2 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 1332.90 | 202.2 | 0 | - | 0 | 0 | 0 |
| 27 Jan | 1309.70 | 202.2 | 0 | - | 0 | 0 | 0 |
| 23 Jan | 1270.70 | 202.2 | 0 | - | 0 | 0 | 0 |
| 22 Jan | 1321.40 | 202.2 | 0 | - | 0 | 0 | 0 |
| 21 Jan | 1300.20 | 202.2 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 1321.50 | 202.2 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 1337.40 | 202.2 | 0 | - | 0 | 0 | 0 |
| 16 Jan | 1357.70 | 202.2 | 0 | - | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1460 expiring on 24FEB2026
Delta for 1460 PE is -0.07
Historical price for 1460 PE is as follows
On 20 Feb TORNTPOWER was trading at 1528.60. The strike last trading price was 1.5, which was -5.35 lower than the previous day. The implied volatity was 31.01, the open interest changed by -57 which decreased total open position to 101
On 19 Feb TORNTPOWER was trading at 1492.60. The strike last trading price was 6.75, which was 2.95 higher than the previous day. The implied volatity was 27.35, the open interest changed by -215 which decreased total open position to 230
On 18 Feb TORNTPOWER was trading at 1527.90. The strike last trading price was 3.65, which was -9.75 lower than the previous day. The implied volatity was 30.38, the open interest changed by 373 which increased total open position to 446
On 17 Feb TORNTPOWER was trading at 1486.40. The strike last trading price was 14.1, which was -7.75 lower than the previous day. The implied volatity was 30.44, the open interest changed by 3 which increased total open position to 73
On 16 Feb TORNTPOWER was trading at 1471.40. The strike last trading price was 22, which was -19.3 lower than the previous day. The implied volatity was 31.28, the open interest changed by 22 which increased total open position to 68
On 13 Feb TORNTPOWER was trading at 1462.60. The strike last trading price was 40.4, which was -6.25 lower than the previous day. The implied volatity was 43.18, the open interest changed by 13 which increased total open position to 46
On 12 Feb TORNTPOWER was trading at 1453.70. The strike last trading price was 47.5, which was -14.15 lower than the previous day. The implied volatity was 43.17, the open interest changed by 8 which increased total open position to 34
On 11 Feb TORNTPOWER was trading at 1428.60. The strike last trading price was 60.7, which was 21.15 higher than the previous day. The implied volatity was 40.5, the open interest changed by -11 which decreased total open position to 25
On 10 Feb TORNTPOWER was trading at 1483.00. The strike last trading price was 39.3, which was -42.45 lower than the previous day. The implied volatity was 46.7, the open interest changed by 31 which increased total open position to 36
On 9 Feb TORNTPOWER was trading at 1427.20. The strike last trading price was 81.75, which was 4.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Feb TORNTPOWER was trading at 1429.00. The strike last trading price was 81.75, which was 4.9 higher than the previous day. The implied volatity was 53.39, the open interest changed by 0 which decreased total open position to 4
On 5 Feb TORNTPOWER was trading at 1417.60. The strike last trading price was 76.8, which was -125.4 lower than the previous day. The implied volatity was 45.29, the open interest changed by 2 which increased total open position to 2
On 4 Feb TORNTPOWER was trading at 1407.50. The strike last trading price was 202.2, 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 Feb TORNTPOWER was trading at 1370.30. The strike last trading price was 202.2, 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 Feb TORNTPOWER was trading at 1329.60. The strike last trading price was 202.2, 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 1 Feb TORNTPOWER was trading at 1297.50. The strike last trading price was 202.2, 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 30 Jan TORNTPOWER was trading at 1387.60. The strike last trading price was 202.2, 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 29 Jan TORNTPOWER was trading at 1371.20. The strike last trading price was 202.2, 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 Jan TORNTPOWER was trading at 1332.90. The strike last trading price was 202.2, 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 Jan TORNTPOWER was trading at 1309.70. The strike last trading price was 202.2, 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 Jan TORNTPOWER was trading at 1270.70. The strike last trading price was 202.2, 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 22 Jan TORNTPOWER was trading at 1321.40. The strike last trading price was 202.2, 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 Jan TORNTPOWER was trading at 1300.20. The strike last trading price was 202.2, 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 Jan TORNTPOWER was trading at 1321.50. The strike last trading price was 202.2, 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 Jan TORNTPOWER was trading at 1337.40. The strike last trading price was 202.2, 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 Jan TORNTPOWER was trading at 1357.70. The strike last trading price was 202.2, 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
