TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
11 Apr 2025 04:14 PM IST
| TORNTPOWER 24APR2025 1520 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.67
Vega: 1.07
Theta: -1.91
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 1562.15 | 72.45 | 15.45 | 39.97 | 22 | -10 | 40 | |||
| 9 Apr | 1530.90 | 58.35 | 8.3 | 42.25 | 28 | -6 | 50 | |||
| 8 Apr | 1509.75 | 51 | -4.85 | 42.20 | 28 | 7 | 57 | |||
| 7 Apr | 1496.70 | 56 | -4.9 | 43.50 | 34 | -7 | 47 | |||
| 4 Apr | 1537.05 | 61.7 | -15.5 | 32.41 | 82 | 9 | 54 | |||
| 3 Apr | 1552.00 | 80.75 | 31.7 | 37.47 | 255 | -2 | 45 | |||
| 2 Apr | 1509.70 | 50.05 | 5.05 | 35.75 | 81 | 8 | 39 | |||
| 1 Apr | 1500.30 | 45 | -2.35 | 33.54 | 48 | -6 | 30 | |||
| 28 Mar | 1486.85 | 47.4 | -10.6 | 35.48 | 88 | 32 | 36 | |||
| 27 Mar | 1501.95 | 58 | -2.7 | 36.84 | 2 | 1 | 3 | |||
| 26 Mar | 1499.90 | 60.5 | -7.1 | 39.02 | 2 | 0 | 2 | |||
| 25 Mar | 1492.10 | 67.6 | -58.9 | 42.95 | 2 | 1 | 1 | |||
| 24 Mar | 1530.10 | 126.5 | 0 | - | 0 | 0 | 0 | |||
| 21 Mar | 1498.55 | 126.5 | 0 | 0.66 | 0 | 0 | 0 | |||
| 26 Feb | 1320.20 | 126.5 | 0 | 8.05 | 0 | 0 | 0 | |||
| 25 Feb | 1322.50 | 126.5 | 0 | 8.05 | 0 | 0 | 0 | |||
| 10 Feb | 1350.15 | 126.5 | 0 | 5.62 | 0 | 0 | 0 | |||
| 7 Feb | 1407.30 | 126.5 | 0 | 3.27 | 0 | 0 | 0 | |||
| 6 Feb | 1374.75 | 126.5 | 0 | 4.33 | 0 | 0 | 0 | |||
| 5 Feb | 1333.65 | 0 | 0 | 6.08 | 0 | 0 | 0 | |||
| 4 Feb | 1352.80 | 0 | 0 | 5.35 | 0 | 0 | 0 | |||
|
|
||||||||||
| 3 Feb | 1344.30 | 0 | 0 | 5.92 | 0 | 0 | 0 | |||
| 1 Feb | 1397.40 | 0 | 0 | 3.49 | 0 | 0 | 0 | |||
For Torrent Power Ltd - strike price 1520 expiring on 24APR2025
Delta for 1520 CE is 0.67
Historical price for 1520 CE is as follows
On 11 Apr TORNTPOWER was trading at 1562.15. The strike last trading price was 72.45, which was 15.45 higher than the previous day. The implied volatity was 39.97, the open interest changed by -10 which decreased total open position to 40
On 9 Apr TORNTPOWER was trading at 1530.90. The strike last trading price was 58.35, which was 8.3 higher than the previous day. The implied volatity was 42.25, the open interest changed by -6 which decreased total open position to 50
On 8 Apr TORNTPOWER was trading at 1509.75. The strike last trading price was 51, which was -4.85 lower than the previous day. The implied volatity was 42.20, the open interest changed by 7 which increased total open position to 57
On 7 Apr TORNTPOWER was trading at 1496.70. The strike last trading price was 56, which was -4.9 lower than the previous day. The implied volatity was 43.50, the open interest changed by -7 which decreased total open position to 47
On 4 Apr TORNTPOWER was trading at 1537.05. The strike last trading price was 61.7, which was -15.5 lower than the previous day. The implied volatity was 32.41, the open interest changed by 9 which increased total open position to 54
On 3 Apr TORNTPOWER was trading at 1552.00. The strike last trading price was 80.75, which was 31.7 higher than the previous day. The implied volatity was 37.47, the open interest changed by -2 which decreased total open position to 45
On 2 Apr TORNTPOWER was trading at 1509.70. The strike last trading price was 50.05, which was 5.05 higher than the previous day. The implied volatity was 35.75, the open interest changed by 8 which increased total open position to 39
On 1 Apr TORNTPOWER was trading at 1500.30. The strike last trading price was 45, which was -2.35 lower than the previous day. The implied volatity was 33.54, the open interest changed by -6 which decreased total open position to 30
On 28 Mar TORNTPOWER was trading at 1486.85. The strike last trading price was 47.4, which was -10.6 lower than the previous day. The implied volatity was 35.48, the open interest changed by 32 which increased total open position to 36
On 27 Mar TORNTPOWER was trading at 1501.95. The strike last trading price was 58, which was -2.7 lower than the previous day. The implied volatity was 36.84, the open interest changed by 1 which increased total open position to 3
On 26 Mar TORNTPOWER was trading at 1499.90. The strike last trading price was 60.5, which was -7.1 lower than the previous day. The implied volatity was 39.02, the open interest changed by 0 which decreased total open position to 2
On 25 Mar TORNTPOWER was trading at 1492.10. The strike last trading price was 67.6, which was -58.9 lower than the previous day. The implied volatity was 42.95, the open interest changed by 1 which increased total open position to 1
On 24 Mar TORNTPOWER was trading at 1530.10. The strike last trading price was 126.5, 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 Mar TORNTPOWER was trading at 1498.55. The strike last trading price was 126.5, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0
On 26 Feb TORNTPOWER was trading at 1320.20. The strike last trading price was 126.5, which was 0 lower than the previous day. The implied volatity was 8.05, the open interest changed by 0 which decreased total open position to 0
On 25 Feb TORNTPOWER was trading at 1322.50. The strike last trading price was 126.5, which was 0 lower than the previous day. The implied volatity was 8.05, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TORNTPOWER was trading at 1350.15. The strike last trading price was 126.5, which was 0 lower than the previous day. The implied volatity was 5.62, the open interest changed by 0 which decreased total open position to 0
On 7 Feb TORNTPOWER was trading at 1407.30. The strike last trading price was 126.5, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0
On 6 Feb TORNTPOWER was trading at 1374.75. The strike last trading price was 126.5, which was 0 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0
On 5 Feb TORNTPOWER was trading at 1333.65. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.08, the open interest changed by 0 which decreased total open position to 0
On 4 Feb TORNTPOWER was trading at 1352.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.35, the open interest changed by 0 which decreased total open position to 0
On 3 Feb TORNTPOWER was trading at 1344.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.92, the open interest changed by 0 which decreased total open position to 0
On 1 Feb TORNTPOWER was trading at 1397.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.49, the open interest changed by 0 which decreased total open position to 0
| TORNTPOWER 24APR2025 1520 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.35
Vega: 1.09
Theta: -1.73
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 1562.15 | 32.5 | -13.95 | 45.02 | 16 | 2 | 20 |
| 9 Apr | 1530.90 | 45 | -13 | 41.46 | 42 | -4 | 19 |
| 8 Apr | 1509.75 | 58 | -20.05 | 44.14 | 13 | 3 | 19 |
| 7 Apr | 1496.70 | 78.05 | 33.6 | 59.51 | 30 | -3 | 14 |
| 4 Apr | 1537.05 | 43.4 | 4.5 | 39.62 | 56 | -5 | 16 |
| 3 Apr | 1552.00 | 35 | -21 | 37.34 | 94 | 15 | 20 |
| 2 Apr | 1509.70 | 56 | -4.45 | 36.01 | 4 | 2 | 4 |
| 1 Apr | 1500.30 | 60.45 | -107.4 | 36.20 | 2 | 0 | 0 |
| 28 Mar | 1486.85 | 167.85 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 1501.95 | 167.85 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 1499.90 | 167.85 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 1492.10 | 167.85 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 1530.10 | 167.85 | 0 | 1.48 | 0 | 0 | 0 |
| 21 Mar | 1498.55 | 167.85 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 1320.20 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 1322.50 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1350.15 | 0 | 0 | - | 0 | 0 | 0 |
| 7 Feb | 1407.30 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1374.75 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1333.65 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1352.80 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1344.30 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1397.40 | 0 | 0 | - | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1520 expiring on 24APR2025
Delta for 1520 PE is -0.35
Historical price for 1520 PE is as follows
On 11 Apr TORNTPOWER was trading at 1562.15. The strike last trading price was 32.5, which was -13.95 lower than the previous day. The implied volatity was 45.02, the open interest changed by 2 which increased total open position to 20
On 9 Apr TORNTPOWER was trading at 1530.90. The strike last trading price was 45, which was -13 lower than the previous day. The implied volatity was 41.46, the open interest changed by -4 which decreased total open position to 19
On 8 Apr TORNTPOWER was trading at 1509.75. The strike last trading price was 58, which was -20.05 lower than the previous day. The implied volatity was 44.14, the open interest changed by 3 which increased total open position to 19
On 7 Apr TORNTPOWER was trading at 1496.70. The strike last trading price was 78.05, which was 33.6 higher than the previous day. The implied volatity was 59.51, the open interest changed by -3 which decreased total open position to 14
On 4 Apr TORNTPOWER was trading at 1537.05. The strike last trading price was 43.4, which was 4.5 higher than the previous day. The implied volatity was 39.62, the open interest changed by -5 which decreased total open position to 16
On 3 Apr TORNTPOWER was trading at 1552.00. The strike last trading price was 35, which was -21 lower than the previous day. The implied volatity was 37.34, the open interest changed by 15 which increased total open position to 20
On 2 Apr TORNTPOWER was trading at 1509.70. The strike last trading price was 56, which was -4.45 lower than the previous day. The implied volatity was 36.01, the open interest changed by 2 which increased total open position to 4
On 1 Apr TORNTPOWER was trading at 1500.30. The strike last trading price was 60.45, which was -107.4 lower than the previous day. The implied volatity was 36.20, the open interest changed by 0 which decreased total open position to 0
On 28 Mar TORNTPOWER was trading at 1486.85. The strike last trading price was 167.85, 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 Mar TORNTPOWER was trading at 1501.95. The strike last trading price was 167.85, 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 26 Mar TORNTPOWER was trading at 1499.90. The strike last trading price was 167.85, 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 25 Mar TORNTPOWER was trading at 1492.10. The strike last trading price was 167.85, 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 Mar TORNTPOWER was trading at 1530.10. The strike last trading price was 167.85, which was 0 lower than the previous day. The implied volatity was 1.48, the open interest changed by 0 which decreased total open position to 0
On 21 Mar TORNTPOWER was trading at 1498.55. The strike last trading price was 167.85, 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 26 Feb TORNTPOWER was trading at 1320.20. 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 25 Feb TORNTPOWER was trading at 1322.50. 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 10 Feb TORNTPOWER was trading at 1350.15. 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 7 Feb TORNTPOWER was trading at 1407.30. 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 6 Feb TORNTPOWER was trading at 1374.75. 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 5 Feb TORNTPOWER was trading at 1333.65. 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 4 Feb TORNTPOWER was trading at 1352.80. 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 3 Feb TORNTPOWER was trading at 1344.30. 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 1 Feb TORNTPOWER was trading at 1397.40. 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
