TORNTPOWER
Torrent Power Ltd
Historical option data for TORNTPOWER
25 Feb 2026 02:23 PM IST
| TORNTPOWER 30-MAR-2026 1530 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.7
Vega: 1.64
Theta: -0.8
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 1562.10 | 65.75 | -4.25 | 20.74 | 29 | 1 | 55 | |||||||||
| 24 Feb | 1541.80 | 70 | 12 | 29.41 | 15 | 0 | 54 | |||||||||
| 23 Feb | 1536.40 | 58 | -5.85 | 26.78 | 5 | 2 | 53 | |||||||||
| 20 Feb | 1528.60 | 63.95 | 20.2 | 28.42 | 111 | 41 | 51 | |||||||||
| 19 Feb | 1492.60 | 43.75 | -11.8 | 27.76 | 6 | -3 | 9 | |||||||||
| 18 Feb | 1527.90 | 55.55 | 5.5 | 24.95 | 10 | 3 | 11 | |||||||||
| 17 Feb | 1486.40 | 50.05 | 26.4 | - | 0 | 0 | 8 | |||||||||
| 16 Feb | 1471.40 | 50.05 | 26.4 | - | 0 | 0 | 8 | |||||||||
| 13 Feb | 1462.60 | 50.05 | 26.4 | - | 0 | 0 | 8 | |||||||||
| 12 Feb | 1453.70 | 50.05 | 26.4 | - | 0 | 0 | 8 | |||||||||
| 11 Feb | 1428.60 | 50.05 | 26.4 | - | 0 | 0 | 8 | |||||||||
| 10 Feb | 1483.00 | 50.05 | 26.4 | 28.71 | 8 | 0 | 0 | |||||||||
| 9 Feb | 1427.20 | 23.65 | 0 | 4.07 | 0 | 0 | 0 | |||||||||
| 6 Feb | 1429.00 | 23.65 | 0 | 4.09 | 0 | 0 | 0 | |||||||||
| 5 Feb | 1417.60 | 23.65 | 0 | 4.37 | 0 | 0 | 0 | |||||||||
| 4 Feb | 1407.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 1370.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 1329.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 1297.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 30 Jan | 1387.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 1371.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Power Ltd - strike price 1530 expiring on 30MAR2026
Delta for 1530 CE is 0.7
Historical price for 1530 CE is as follows
On 25 Feb TORNTPOWER was trading at 1562.10. The strike last trading price was 65.75, which was -4.25 lower than the previous day. The implied volatity was 20.74, the open interest changed by 1 which increased total open position to 55
On 24 Feb TORNTPOWER was trading at 1541.80. The strike last trading price was 70, which was 12 higher than the previous day. The implied volatity was 29.41, the open interest changed by 0 which decreased total open position to 54
On 23 Feb TORNTPOWER was trading at 1536.40. The strike last trading price was 58, which was -5.85 lower than the previous day. The implied volatity was 26.78, the open interest changed by 2 which increased total open position to 53
On 20 Feb TORNTPOWER was trading at 1528.60. The strike last trading price was 63.95, which was 20.2 higher than the previous day. The implied volatity was 28.42, the open interest changed by 41 which increased total open position to 51
On 19 Feb TORNTPOWER was trading at 1492.60. The strike last trading price was 43.75, which was -11.8 lower than the previous day. The implied volatity was 27.76, the open interest changed by -3 which decreased total open position to 9
On 18 Feb TORNTPOWER was trading at 1527.90. The strike last trading price was 55.55, which was 5.5 higher than the previous day. The implied volatity was 24.95, the open interest changed by 3 which increased total open position to 11
On 17 Feb TORNTPOWER was trading at 1486.40. The strike last trading price was 50.05, which was 26.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Feb TORNTPOWER was trading at 1471.40. The strike last trading price was 50.05, which was 26.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 13 Feb TORNTPOWER was trading at 1462.60. The strike last trading price was 50.05, which was 26.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 12 Feb TORNTPOWER was trading at 1453.70. The strike last trading price was 50.05, which was 26.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Feb TORNTPOWER was trading at 1428.60. The strike last trading price was 50.05, which was 26.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Feb TORNTPOWER was trading at 1483.00. The strike last trading price was 50.05, which was 26.4 higher than the previous day. The implied volatity was 28.71, 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 23.65, which was 0 lower than the previous day. The implied volatity was 4.07, 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 23.65, which was 0 lower than the previous day. The implied volatity was 4.09, 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 23.65, which was 0 lower than the previous day. The implied volatity was 4.37, 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 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 1370.30. 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 2 Feb TORNTPOWER was trading at 1329.60. 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
On 1 Feb TORNTPOWER was trading at 1297.50. 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 30 Jan TORNTPOWER was trading at 1387.60. 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
On 29 Jan TORNTPOWER was trading at 1371.20. 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
| TORNTPOWER 30MAR2026 1530 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 1.78
Theta: -0.8
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 1562.10 | 45.95 | -1.5 | 36.01 | 54 | 21 | 35 |
| 24 Feb | 1541.80 | 46.75 | -4.7 | 32.11 | 15 | 4 | 16 |
| 23 Feb | 1536.40 | 51.45 | -4.05 | 31.09 | 3 | 2 | 12 |
| 20 Feb | 1528.60 | 55.35 | -172.6 | 32.15 | 10 | 8 | 8 |
| 19 Feb | 1492.60 | 227.95 | 0 | 0 | 0 | 0 | 0 |
| 18 Feb | 1527.90 | 227.95 | 0 | 0.6 | 0 | 0 | 0 |
| 17 Feb | 1486.40 | 227.95 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 1471.40 | 227.95 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 1462.60 | 227.95 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 1453.70 | 227.95 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 1428.60 | 227.95 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 1483.00 | 227.95 | 0 | - | 0 | 0 | 0 |
| 9 Feb | 1427.20 | 227.95 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 1429.00 | 227.95 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 1417.60 | 227.95 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 1407.50 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 1370.30 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 1329.60 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 1297.50 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 1387.60 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 1371.20 | 0 | 0 | - | 0 | 0 | 0 |
For Torrent Power Ltd - strike price 1530 expiring on 30MAR2026
Delta for 1530 PE is -0.37
Historical price for 1530 PE is as follows
On 25 Feb TORNTPOWER was trading at 1562.10. The strike last trading price was 45.95, which was -1.5 lower than the previous day. The implied volatity was 36.01, the open interest changed by 21 which increased total open position to 35
On 24 Feb TORNTPOWER was trading at 1541.80. The strike last trading price was 46.75, which was -4.7 lower than the previous day. The implied volatity was 32.11, the open interest changed by 4 which increased total open position to 16
On 23 Feb TORNTPOWER was trading at 1536.40. The strike last trading price was 51.45, which was -4.05 lower than the previous day. The implied volatity was 31.09, the open interest changed by 2 which increased total open position to 12
On 20 Feb TORNTPOWER was trading at 1528.60. The strike last trading price was 55.35, which was -172.6 lower than the previous day. The implied volatity was 32.15, the open interest changed by 8 which increased total open position to 8
On 19 Feb TORNTPOWER was trading at 1492.60. The strike last trading price was 227.95, 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 18 Feb TORNTPOWER was trading at 1527.90. The strike last trading price was 227.95, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0
On 17 Feb TORNTPOWER was trading at 1486.40. The strike last trading price was 227.95, 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 Feb TORNTPOWER was trading at 1471.40. The strike last trading price was 227.95, 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 13 Feb TORNTPOWER was trading at 1462.60. The strike last trading price was 227.95, 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 Feb TORNTPOWER was trading at 1453.70. The strike last trading price was 227.95, 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 Feb TORNTPOWER was trading at 1428.60. The strike last trading price was 227.95, 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 227.95, 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 Feb TORNTPOWER was trading at 1427.20. The strike last trading price was 227.95, 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 227.95, 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 227.95, 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 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 1370.30. 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 2 Feb TORNTPOWER was trading at 1329.60. 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
On 1 Feb TORNTPOWER was trading at 1297.50. 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 30 Jan TORNTPOWER was trading at 1387.60. 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
On 29 Jan TORNTPOWER was trading at 1371.20. 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
