TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
16 Mar 2026 04:13 PM IST
| TORNTPOWER 30-MAR-2026 1470 CE | ||||||||||||||||
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Delta: 0.43
Vega: 1.11
Theta: -1.82
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Mar | 1445.80 | 36 | -7.3 | 41.76 | 55 | 1 | 67 | |||||||||
| 13 Mar | 1461.30 | 43.3 | -33.05 | 34.29 | 59 | 18 | 65 | |||||||||
| 12 Mar | 1506.00 | 76.35 | 39.45 | 40.71 | 263 | -1 | 48 | |||||||||
| 11 Mar | 1439.00 | 36.05 | -8.05 | 35.46 | 45 | 10 | 50 | |||||||||
| 10 Mar | 1451.50 | 44.2 | 8 | 34.92 | 102 | 25 | 40 | |||||||||
| 9 Mar | 1428.90 | 36.15 | -24.2 | 37.13 | 14 | 1 | 15 | |||||||||
| 6 Mar | 1481.30 | 60.55 | -6.4 | 30.61 | 19 | -2 | 15 | |||||||||
| 5 Mar | 1503.90 | 66.95 | 10 | 27.28 | 45 | 7 | 18 | |||||||||
| 4 Mar | 1475.90 | 57.4 | -24.7 | 29.7 | 31 | 9 | 11 | |||||||||
| 2 Mar | 1554.90 | 82.1 | 24.25 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 1566.40 | 82.1 | 24.25 | - | 0 | 0 | 2 | |||||||||
| 26 Feb | 1565.10 | 82.1 | 24.25 | - | 0 | 0 | 2 | |||||||||
| 25 Feb | 1565.70 | 82.1 | 24.25 | - | 0 | 0 | 2 | |||||||||
| 24 Feb | 1541.80 | 82.1 | 24.25 | - | 0 | 0 | 2 | |||||||||
| 23 Feb | 1536.40 | 82.1 | 24.25 | - | 0 | 0 | 2 | |||||||||
| 20 Feb | 1528.60 | 82.1 | 24.25 | - | 0 | 0 | 2 | |||||||||
| 19 Feb | 1492.60 | 82.1 | 24.25 | 32.34 | 1 | 0 | 3 | |||||||||
| 18 Feb | 1527.90 | 57.85 | 22.35 | - | 0 | 0 | 3 | |||||||||
| 17 Feb | 1486.40 | 57.85 | 22.35 | - | 0 | 0 | 3 | |||||||||
| 16 Feb | 1471.40 | 57.85 | 22.35 | 25.49 | 8 | 2 | 2 | |||||||||
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| 13 Feb | 1462.60 | 35.5 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 12 Feb | 1453.70 | 35.5 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 11 Feb | 1428.60 | 35.5 | 0 | 1.46 | 0 | 0 | 0 | |||||||||
| 10 Feb | 1483.00 | 35.5 | 0 | 0 | 0 | 0 | 0 | |||||||||
| 9 Feb | 1427.20 | 35.5 | 0 | 0.9 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1429.00 | 35.5 | 0 | 1.38 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1417.60 | 35.5 | 0 | 1.74 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1407.50 | 35.5 | 0 | 2.25 | 0 | 0 | 0 | |||||||||
| 3 Feb | 1370.30 | 35.5 | 0 | 3.96 | 0 | 0 | 0 | |||||||||
| 2 Feb | 1329.60 | 35.5 | 0 | 5.89 | 0 | 0 | 0 | |||||||||
| 1 Feb | 1297.50 | 35.5 | 0 | 7.22 | 0 | 0 | 0 | |||||||||
| 30 Jan | 1387.60 | 35.5 | 0 | 2.88 | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1470 expiring on 30MAR2026
Delta for 1470 CE is 0.43
Historical price for 1470 CE is as follows
On 16 Mar TORNTPOWER was trading at 1445.80. The strike last trading price was 36, which was -7.3 lower than the previous day. The implied volatity was 41.76, the open interest changed by 1 which increased total open position to 67
On 13 Mar TORNTPOWER was trading at 1461.30. The strike last trading price was 43.3, which was -33.05 lower than the previous day. The implied volatity was 34.29, the open interest changed by 18 which increased total open position to 65
On 12 Mar TORNTPOWER was trading at 1506.00. The strike last trading price was 76.35, which was 39.45 higher than the previous day. The implied volatity was 40.71, the open interest changed by -1 which decreased total open position to 48
On 11 Mar TORNTPOWER was trading at 1439.00. The strike last trading price was 36.05, which was -8.05 lower than the previous day. The implied volatity was 35.46, the open interest changed by 10 which increased total open position to 50
On 10 Mar TORNTPOWER was trading at 1451.50. The strike last trading price was 44.2, which was 8 higher than the previous day. The implied volatity was 34.92, the open interest changed by 25 which increased total open position to 40
On 9 Mar TORNTPOWER was trading at 1428.90. The strike last trading price was 36.15, which was -24.2 lower than the previous day. The implied volatity was 37.13, the open interest changed by 1 which increased total open position to 15
On 6 Mar TORNTPOWER was trading at 1481.30. The strike last trading price was 60.55, which was -6.4 lower than the previous day. The implied volatity was 30.61, the open interest changed by -2 which decreased total open position to 15
On 5 Mar TORNTPOWER was trading at 1503.90. The strike last trading price was 66.95, which was 10 higher than the previous day. The implied volatity was 27.28, the open interest changed by 7 which increased total open position to 18
On 4 Mar TORNTPOWER was trading at 1475.90. The strike last trading price was 57.4, which was -24.7 lower than the previous day. The implied volatity was 29.7, the open interest changed by 9 which increased total open position to 11
On 2 Mar TORNTPOWER was trading at 1554.90. The strike last trading price was 82.1, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb TORNTPOWER was trading at 1566.40. The strike last trading price was 82.1, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 Feb TORNTPOWER was trading at 1565.10. The strike last trading price was 82.1, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 Feb TORNTPOWER was trading at 1565.70. The strike last trading price was 82.1, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Feb TORNTPOWER was trading at 1541.80. The strike last trading price was 82.1, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 23 Feb TORNTPOWER was trading at 1536.40. The strike last trading price was 82.1, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 20 Feb TORNTPOWER was trading at 1528.60. The strike last trading price was 82.1, which was 24.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Feb TORNTPOWER was trading at 1492.60. The strike last trading price was 82.1, which was 24.25 higher than the previous day. The implied volatity was 32.34, the open interest changed by 0 which decreased total open position to 3
On 18 Feb TORNTPOWER was trading at 1527.90. The strike last trading price was 57.85, which was 22.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Feb TORNTPOWER was trading at 1486.40. The strike last trading price was 57.85, which was 22.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Feb TORNTPOWER was trading at 1471.40. The strike last trading price was 57.85, which was 22.35 higher than the previous day. The implied volatity was 25.49, the open interest changed by 2 which increased total open position to 2
On 13 Feb TORNTPOWER was trading at 1462.60. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TORNTPOWER was trading at 1453.70. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TORNTPOWER was trading at 1428.60. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TORNTPOWER was trading at 1483.00. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 9 Feb TORNTPOWER was trading at 1427.20. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 0.9, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TORNTPOWER was trading at 1429.00. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TORNTPOWER was trading at 1417.60. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 1.74, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TORNTPOWER was trading at 1407.50. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 2.25, 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 35.5, which was 0 lower than the previous day. The implied volatity was 3.96, 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 35.5, 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 1 Feb TORNTPOWER was trading at 1297.50. The strike last trading price was 35.5, which was 0 lower than the previous day. The implied volatity was 7.22, 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 35.5, which was 0 lower than the previous day. The implied volatity was 2.88, the open interest changed by 0 which decreased total open position to 0
| TORNTPOWER 30MAR2026 1470 PE | |||||||
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Delta: -0.59
Vega: 1.1
Theta: -1.08
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Mar | 1445.80 | 52.1 | -1.6 | 33.9 | 13 | 2 | 31 |
| 13 Mar | 1461.30 | 50.2 | 16.25 | 39.95 | 24 | -4 | 29 |
| 12 Mar | 1506.00 | 33.95 | -27.95 | 39.46 | 51 | -8 | 35 |
| 11 Mar | 1439.00 | 61.9 | 7.2 | 37.38 | 4 | -3 | 43 |
| 10 Mar | 1451.50 | 54.7 | -27.3 | 37.6 | 11 | 1 | 45 |
| 9 Mar | 1428.90 | 82 | 35.05 | 46.06 | 11 | -3 | 44 |
| 6 Mar | 1481.30 | 46.95 | 11.95 | 39.31 | 81 | 3 | 48 |
| 5 Mar | 1503.90 | 35 | -26.8 | 34.72 | 160 | 15 | 45 |
| 4 Mar | 1475.90 | 61 | 35 | 45.24 | 73 | 22 | 31 |
| 2 Mar | 1554.90 | 26 | -18.8 | - | 0 | 0 | 0 |
| 27 Feb | 1566.40 | 26 | -18.8 | - | 0 | 0 | 9 |
| 26 Feb | 1565.10 | 26 | -18.8 | - | 0 | 0 | 9 |
| 25 Feb | 1565.70 | 26 | -18.8 | - | 1 | 0 | 9 |
| 24 Feb | 1541.80 | 26 | -18.8 | 33.31 | 1 | 0 | 9 |
| 23 Feb | 1536.40 | 44.95 | -13.05 | - | 0 | 0 | 9 |
| 20 Feb | 1528.60 | 44.95 | -13.05 | - | 0 | 0 | 9 |
| 19 Feb | 1492.60 | 44.95 | -13.05 | 32.06 | 8 | 4 | 8 |
| 18 Feb | 1527.90 | 58 | -122.45 | - | 0 | 0 | 4 |
| 17 Feb | 1486.40 | 58 | -122.45 | - | 0 | 0 | 4 |
| 16 Feb | 1471.40 | 58 | -122.45 | 32.86 | 8 | 1 | 1 |
| 13 Feb | 1462.60 | 180.45 | 0 | 0.62 | 0 | 0 | 0 |
| 12 Feb | 1453.70 | 180.45 | 0 | 0.03 | 0 | 0 | 0 |
| 11 Feb | 1428.60 | 180.45 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1483.00 | 180.45 | 0 | 1.83 | 0 | 0 | 0 |
| 9 Feb | 1427.20 | 180.45 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1429.00 | 180.45 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1417.60 | 180.45 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1407.50 | 180.45 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1370.30 | 180.45 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1329.60 | 180.45 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1297.50 | 180.45 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1387.60 | 180.45 | 0 | - | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1470 expiring on 30MAR2026
Delta for 1470 PE is -0.59
Historical price for 1470 PE is as follows
On 16 Mar TORNTPOWER was trading at 1445.80. The strike last trading price was 52.1, which was -1.6 lower than the previous day. The implied volatity was 33.9, the open interest changed by 2 which increased total open position to 31
On 13 Mar TORNTPOWER was trading at 1461.30. The strike last trading price was 50.2, which was 16.25 higher than the previous day. The implied volatity was 39.95, the open interest changed by -4 which decreased total open position to 29
On 12 Mar TORNTPOWER was trading at 1506.00. The strike last trading price was 33.95, which was -27.95 lower than the previous day. The implied volatity was 39.46, the open interest changed by -8 which decreased total open position to 35
On 11 Mar TORNTPOWER was trading at 1439.00. The strike last trading price was 61.9, which was 7.2 higher than the previous day. The implied volatity was 37.38, the open interest changed by -3 which decreased total open position to 43
On 10 Mar TORNTPOWER was trading at 1451.50. The strike last trading price was 54.7, which was -27.3 lower than the previous day. The implied volatity was 37.6, the open interest changed by 1 which increased total open position to 45
On 9 Mar TORNTPOWER was trading at 1428.90. The strike last trading price was 82, which was 35.05 higher than the previous day. The implied volatity was 46.06, the open interest changed by -3 which decreased total open position to 44
On 6 Mar TORNTPOWER was trading at 1481.30. The strike last trading price was 46.95, which was 11.95 higher than the previous day. The implied volatity was 39.31, the open interest changed by 3 which increased total open position to 48
On 5 Mar TORNTPOWER was trading at 1503.90. The strike last trading price was 35, which was -26.8 lower than the previous day. The implied volatity was 34.72, the open interest changed by 15 which increased total open position to 45
On 4 Mar TORNTPOWER was trading at 1475.90. The strike last trading price was 61, which was 35 higher than the previous day. The implied volatity was 45.24, the open interest changed by 22 which increased total open position to 31
On 2 Mar TORNTPOWER was trading at 1554.90. The strike last trading price was 26, which was -18.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb TORNTPOWER was trading at 1566.40. The strike last trading price was 26, which was -18.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 26 Feb TORNTPOWER was trading at 1565.10. The strike last trading price was 26, which was -18.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 25 Feb TORNTPOWER was trading at 1565.70. The strike last trading price was 26, which was -18.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 24 Feb TORNTPOWER was trading at 1541.80. The strike last trading price was 26, which was -18.8 lower than the previous day. The implied volatity was 33.31, the open interest changed by 0 which decreased total open position to 9
On 23 Feb TORNTPOWER was trading at 1536.40. The strike last trading price was 44.95, which was -13.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 20 Feb TORNTPOWER was trading at 1528.60. The strike last trading price was 44.95, which was -13.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 19 Feb TORNTPOWER was trading at 1492.60. The strike last trading price was 44.95, which was -13.05 lower than the previous day. The implied volatity was 32.06, the open interest changed by 4 which increased total open position to 8
On 18 Feb TORNTPOWER was trading at 1527.90. The strike last trading price was 58, which was -122.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Feb TORNTPOWER was trading at 1486.40. The strike last trading price was 58, which was -122.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Feb TORNTPOWER was trading at 1471.40. The strike last trading price was 58, which was -122.45 lower than the previous day. The implied volatity was 32.86, the open interest changed by 1 which increased total open position to 1
On 13 Feb TORNTPOWER was trading at 1462.60. The strike last trading price was 180.45, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
On 12 Feb TORNTPOWER was trading at 1453.70. The strike last trading price was 180.45, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 11 Feb TORNTPOWER was trading at 1428.60. The strike last trading price was 180.45, 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 10 Feb TORNTPOWER was trading at 1483.00. The strike last trading price was 180.45, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 9 Feb TORNTPOWER was trading at 1427.20. The strike last trading price was 180.45, 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 6 Feb TORNTPOWER was trading at 1429.00. The strike last trading price was 180.45, 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 5 Feb TORNTPOWER was trading at 1417.60. The strike last trading price was 180.45, 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 Feb TORNTPOWER was trading at 1407.50. The strike last trading price was 180.45, 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 3 Feb TORNTPOWER was trading at 1370.30. The strike last trading price was 180.45, 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 2 Feb TORNTPOWER was trading at 1329.60. The strike last trading price was 180.45, 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 1 Feb TORNTPOWER was trading at 1297.50. The strike last trading price was 180.45, 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 30 Jan TORNTPOWER was trading at 1387.60. The strike last trading price was 180.45, 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
