[--[65.84.65.76]--]

TORNTPOWER

Torrent Power Ltd
1290.8 +8.10 (0.63%)
L: 1280.6 H: 1296.5

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Historical option data for TORNTPOWER

12 Dec 2025 04:13 PM IST
TORNTPOWER 30-DEC-2025 1520 CE
Delta: 0.02
Vega: 0.12
Theta: -0.12
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1290.80 0.6 -1.35 33.55 5 -2 65
11 Dec 1282.70 1.95 1.4 40.78 1 0 66
10 Dec 1267.00 0.55 0.05 - 0 0 66
9 Dec 1259.00 0.55 0.05 34.62 1 0 67
8 Dec 1255.10 0.5 -0.2 34.42 28 -17 70
5 Dec 1289.90 0.7 -0.3 28.76 1 0 87
4 Dec 1299.70 1 -0.1 28.73 15 6 87
3 Dec 1302.20 1.1 -0.4 28.24 1 0 82
1 Dec 1307.40 1.5 -0.75 27.02 1 0 82
27 Nov 1312.90 2.25 -0.5 27.51 14 7 81
26 Nov 1316.10 2.75 1.4 28.10 1 0 75
25 Nov 1293.00 1.35 -1.15 26.29 1 0 75
24 Nov 1302.30 2.5 -1.1 28.13 30 19 75
21 Nov 1291.40 3.6 -0.7 30.03 3 1 56
20 Nov 1313.90 4.25 -0.1 28.02 22 0 57
19 Nov 1300.80 4.35 -1.25 29.87 53 5 54
18 Nov 1313.10 5.6 -0.35 29.15 3 0 48
17 Nov 1310.00 5.95 -0.3 29.66 17 15 48
13 Nov 1293.60 6.25 0.3 30.59 21 7 32
12 Nov 1292.80 5.9 -7 29.97 27 9 15
11 Nov 1336.80 13 4.8 29.96 4 1 5
7 Nov 1281.20 8.2 -0.3 32.27 1 0 4
6 Nov 1273.20 8.5 -10 33.33 15 -10 4
3 Nov 1344.80 18.5 4.8 31.35 1 0 13
30 Oct 1316.00 13.7 -2.25 30.28 1 0 12
29 Oct 1313.60 15.95 -5.9 31.51 13 9 11
27 Oct 1321.70 21.85 -3.4 - 0 0 0
24 Oct 1325.80 21.85 -3.4 - 0 0 0
23 Oct 1328.40 21.85 -3.4 - 0 0 0
20 Oct 1304.20 21.85 -3.4 34.23 3 2 2
16 Oct 1337.60 0 0 - 0 0 0


For Torrent Power Ltd - strike price 1520 expiring on 30DEC2025

Delta for 1520 CE is 0.02

Historical price for 1520 CE is as follows

On 12 Dec TORNTPOWER was trading at 1290.80. The strike last trading price was 0.6, which was -1.35 lower than the previous day. The implied volatity was 33.55, the open interest changed by -2 which decreased total open position to 65


On 11 Dec TORNTPOWER was trading at 1282.70. The strike last trading price was 1.95, which was 1.4 higher than the previous day. The implied volatity was 40.78, the open interest changed by 0 which decreased total open position to 66


On 10 Dec TORNTPOWER was trading at 1267.00. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66


On 9 Dec TORNTPOWER was trading at 1259.00. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 34.62, the open interest changed by 0 which decreased total open position to 67


On 8 Dec TORNTPOWER was trading at 1255.10. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 34.42, the open interest changed by -17 which decreased total open position to 70


On 5 Dec TORNTPOWER was trading at 1289.90. The strike last trading price was 0.7, which was -0.3 lower than the previous day. The implied volatity was 28.76, the open interest changed by 0 which decreased total open position to 87


On 4 Dec TORNTPOWER was trading at 1299.70. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 28.73, the open interest changed by 6 which increased total open position to 87


On 3 Dec TORNTPOWER was trading at 1302.20. The strike last trading price was 1.1, which was -0.4 lower than the previous day. The implied volatity was 28.24, the open interest changed by 0 which decreased total open position to 82


On 1 Dec TORNTPOWER was trading at 1307.40. The strike last trading price was 1.5, which was -0.75 lower than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 82


On 27 Nov TORNTPOWER was trading at 1312.90. The strike last trading price was 2.25, which was -0.5 lower than the previous day. The implied volatity was 27.51, the open interest changed by 7 which increased total open position to 81


On 26 Nov TORNTPOWER was trading at 1316.10. The strike last trading price was 2.75, which was 1.4 higher than the previous day. The implied volatity was 28.10, the open interest changed by 0 which decreased total open position to 75


On 25 Nov TORNTPOWER was trading at 1293.00. The strike last trading price was 1.35, which was -1.15 lower than the previous day. The implied volatity was 26.29, the open interest changed by 0 which decreased total open position to 75


On 24 Nov TORNTPOWER was trading at 1302.30. The strike last trading price was 2.5, which was -1.1 lower than the previous day. The implied volatity was 28.13, the open interest changed by 19 which increased total open position to 75


On 21 Nov TORNTPOWER was trading at 1291.40. The strike last trading price was 3.6, which was -0.7 lower than the previous day. The implied volatity was 30.03, the open interest changed by 1 which increased total open position to 56


On 20 Nov TORNTPOWER was trading at 1313.90. The strike last trading price was 4.25, which was -0.1 lower than the previous day. The implied volatity was 28.02, the open interest changed by 0 which decreased total open position to 57


On 19 Nov TORNTPOWER was trading at 1300.80. The strike last trading price was 4.35, which was -1.25 lower than the previous day. The implied volatity was 29.87, the open interest changed by 5 which increased total open position to 54


On 18 Nov TORNTPOWER was trading at 1313.10. The strike last trading price was 5.6, which was -0.35 lower than the previous day. The implied volatity was 29.15, the open interest changed by 0 which decreased total open position to 48


On 17 Nov TORNTPOWER was trading at 1310.00. The strike last trading price was 5.95, which was -0.3 lower than the previous day. The implied volatity was 29.66, the open interest changed by 15 which increased total open position to 48


On 13 Nov TORNTPOWER was trading at 1293.60. The strike last trading price was 6.25, which was 0.3 higher than the previous day. The implied volatity was 30.59, the open interest changed by 7 which increased total open position to 32


On 12 Nov TORNTPOWER was trading at 1292.80. The strike last trading price was 5.9, which was -7 lower than the previous day. The implied volatity was 29.97, the open interest changed by 9 which increased total open position to 15


On 11 Nov TORNTPOWER was trading at 1336.80. The strike last trading price was 13, which was 4.8 higher than the previous day. The implied volatity was 29.96, the open interest changed by 1 which increased total open position to 5


On 7 Nov TORNTPOWER was trading at 1281.20. The strike last trading price was 8.2, which was -0.3 lower than the previous day. The implied volatity was 32.27, the open interest changed by 0 which decreased total open position to 4


On 6 Nov TORNTPOWER was trading at 1273.20. The strike last trading price was 8.5, which was -10 lower than the previous day. The implied volatity was 33.33, the open interest changed by -10 which decreased total open position to 4


On 3 Nov TORNTPOWER was trading at 1344.80. The strike last trading price was 18.5, which was 4.8 higher than the previous day. The implied volatity was 31.35, the open interest changed by 0 which decreased total open position to 13


On 30 Oct TORNTPOWER was trading at 1316.00. The strike last trading price was 13.7, which was -2.25 lower than the previous day. The implied volatity was 30.28, the open interest changed by 0 which decreased total open position to 12


On 29 Oct TORNTPOWER was trading at 1313.60. The strike last trading price was 15.95, which was -5.9 lower than the previous day. The implied volatity was 31.51, the open interest changed by 9 which increased total open position to 11


On 27 Oct TORNTPOWER was trading at 1321.70. The strike last trading price was 21.85, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct TORNTPOWER was trading at 1325.80. The strike last trading price was 21.85, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Oct TORNTPOWER was trading at 1328.40. The strike last trading price was 21.85, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Oct TORNTPOWER was trading at 1304.20. The strike last trading price was 21.85, which was -3.4 lower than the previous day. The implied volatity was 34.23, the open interest changed by 2 which increased total open position to 2


On 16 Oct TORNTPOWER was trading at 1337.60. The strike last trading price was 0, 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


TORNTPOWER 30DEC2025 1520 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 1290.80 225.05 -52 - 0 0 0
11 Dec 1282.70 225.05 -52 - 2 0 2
10 Dec 1267.00 277.05 77.5 - 0 0 2
9 Dec 1259.00 277.05 77.5 80.24 2 0 0
8 Dec 1255.10 199.55 -18.55 - 0 0 0
5 Dec 1289.90 199.55 -18.55 - 0 0 0
4 Dec 1299.70 199.55 -18.55 - 0 0 0
3 Dec 1302.20 199.55 -18.55 - 0 0 0
1 Dec 1307.40 199.55 -18.55 - 0 0 0
27 Nov 1312.90 199.55 -18.55 32.01 3 0 3
26 Nov 1316.10 218.1 -13.3 - 0 3 0
25 Nov 1293.00 218.1 -13.3 30.04 3 0 0
24 Nov 1302.30 231.4 20.45 - 0 0 0
21 Nov 1291.40 231.4 20.45 - 0 0 0
20 Nov 1313.90 231.4 20.45 - 0 0 0
19 Nov 1300.80 231.4 20.45 - 0 0 0
18 Nov 1313.10 231.4 20.45 - 0 0 0
17 Nov 1310.00 231.4 20.45 - 0 0 0
13 Nov 1293.60 231.4 20.45 - 0 0 0
12 Nov 1292.80 231.4 20.45 - 0 0 0
11 Nov 1336.80 231.4 20.45 - 0 0 0
7 Nov 1281.20 231.4 20.45 38.04 2 0 2
6 Nov 1273.20 210.95 -92.4 - 0 0 0
3 Nov 1344.80 210.95 -92.4 - 0 0 0
30 Oct 1316.00 210.95 -92.4 42.19 2 0 0
29 Oct 1313.60 303.35 0 - 0 0 0
27 Oct 1321.70 0 0 - 0 0 0
24 Oct 1325.80 0 0 - 0 0 0
23 Oct 1328.40 0 0 - 0 0 0
20 Oct 1304.20 0 0 - 0 0 0
16 Oct 1337.60 0 0 - 0 0 0


For Torrent Power Ltd - strike price 1520 expiring on 30DEC2025

Delta for 1520 PE is -

Historical price for 1520 PE is as follows

On 12 Dec TORNTPOWER was trading at 1290.80. The strike last trading price was 225.05, which was -52 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 225.05, which was -52 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec TORNTPOWER was trading at 1267.00. The strike last trading price was 277.05, which was 77.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Dec TORNTPOWER was trading at 1259.00. The strike last trading price was 277.05, which was 77.5 higher than the previous day. The implied volatity was 80.24, 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 199.55, which was -18.55 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 199.55, which was -18.55 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 199.55, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec TORNTPOWER was trading at 1302.20. The strike last trading price was 199.55, which was -18.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec TORNTPOWER was trading at 1307.40. The strike last trading price was 199.55, which was -18.55 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 199.55, which was -18.55 lower than the previous day. The implied volatity was 32.01, the open interest changed by 0 which decreased total open position to 3


On 26 Nov TORNTPOWER was trading at 1316.10. The strike last trading price was 218.1, which was -13.3 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 25 Nov TORNTPOWER was trading at 1293.00. The strike last trading price was 218.1, which was -13.3 lower than the previous day. The implied volatity was 30.04, the open interest changed by 0 which decreased total open position to 0


On 24 Nov TORNTPOWER was trading at 1302.30. The strike last trading price was 231.4, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov TORNTPOWER was trading at 1291.40. The strike last trading price was 231.4, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov TORNTPOWER was trading at 1313.90. The strike last trading price was 231.4, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov TORNTPOWER was trading at 1300.80. The strike last trading price was 231.4, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov TORNTPOWER was trading at 1313.10. The strike last trading price was 231.4, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Nov TORNTPOWER was trading at 1310.00. The strike last trading price was 231.4, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov TORNTPOWER was trading at 1293.60. The strike last trading price was 231.4, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov TORNTPOWER was trading at 1292.80. The strike last trading price was 231.4, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Nov TORNTPOWER was trading at 1336.80. The strike last trading price was 231.4, which was 20.45 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Nov TORNTPOWER was trading at 1281.20. The strike last trading price was 231.4, which was 20.45 higher than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 2


On 6 Nov TORNTPOWER was trading at 1273.20. The strike last trading price was 210.95, which was -92.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Nov TORNTPOWER was trading at 1344.80. The strike last trading price was 210.95, which was -92.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Oct TORNTPOWER was trading at 1316.00. The strike last trading price was 210.95, which was -92.4 lower than the previous day. The implied volatity was 42.19, the open interest changed by 0 which decreased total open position to 0


On 29 Oct TORNTPOWER was trading at 1313.60. The strike last trading price was 303.35, 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 Oct TORNTPOWER was trading at 1321.70. The strike last trading price was 0, 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 24 Oct TORNTPOWER was trading at 1325.80. The strike last trading price was 0, 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 Oct TORNTPOWER was trading at 1328.40. The strike last trading price was 0, 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 Oct TORNTPOWER was trading at 1304.20. The strike last trading price was 0, 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 Oct TORNTPOWER was trading at 1337.60. The strike last trading price was 0, 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