[--[65.84.65.76]--]

TORNTPOWER

Torrent Power Ltd
1554.9 -11.50 (-0.73%)
L: 1491 H: 1569.1

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Historical option data for TORNTPOWER

02 Mar 2026 04:13 PM IST
TORNTPOWER 30-MAR-2026 1550 CE
Delta: 0.55
Vega: 1.7
Theta: -1.19
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 1554.90 60.8 -18.2 32.02 1,076 98 135
27 Feb 1566.40 79 15.5 35.52 86 -13 36
26 Feb 1565.10 63.15 3 27.23 37 6 50
25 Feb 1565.70 60.65 -0.6 24.03 104 20 44
24 Feb 1541.80 52.15 0.45 25.53 65 8 23
23 Feb 1536.40 50.8 30.25 27.39 39 14 14
20 Feb 1528.60 20.55 0 0.28 0 0 0
19 Feb 1492.60 20.55 0 2.44 0 0 0
18 Feb 1527.90 20.55 0 0.54 0 0 0
17 Feb 1486.40 20.55 0 2.57 0 0 0
16 Feb 1471.40 20.55 0 3.57 0 0 0
13 Feb 1462.60 20.55 0 3.58 0 0 0
12 Feb 1453.70 20.55 0 4.18 0 0 0
11 Feb 1428.60 20.55 0 5.46 0 0 0
10 Feb 1483.00 20.55 0 2.36 0 0 0
9 Feb 1427.20 20.55 0 4.98 0 0 0
6 Feb 1429.00 0 0 - 0 0 0
5 Feb 1417.60 0 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


For Torrent Power Ltd - strike price 1550 expiring on 30MAR2026

Delta for 1550 CE is 0.55

Historical price for 1550 CE is as follows

On 2 Mar TORNTPOWER was trading at 1554.90. The strike last trading price was 60.8, which was -18.2 lower than the previous day. The implied volatity was 32.02, the open interest changed by 98 which increased total open position to 135


On 27 Feb TORNTPOWER was trading at 1566.40. The strike last trading price was 79, which was 15.5 higher than the previous day. The implied volatity was 35.52, the open interest changed by -13 which decreased total open position to 36


On 26 Feb TORNTPOWER was trading at 1565.10. The strike last trading price was 63.15, which was 3 higher than the previous day. The implied volatity was 27.23, the open interest changed by 6 which increased total open position to 50


On 25 Feb TORNTPOWER was trading at 1565.70. The strike last trading price was 60.65, which was -0.6 lower than the previous day. The implied volatity was 24.03, the open interest changed by 20 which increased total open position to 44


On 24 Feb TORNTPOWER was trading at 1541.80. The strike last trading price was 52.15, which was 0.45 higher than the previous day. The implied volatity was 25.53, the open interest changed by 8 which increased total open position to 23


On 23 Feb TORNTPOWER was trading at 1536.40. The strike last trading price was 50.8, which was 30.25 higher than the previous day. The implied volatity was 27.39, the open interest changed by 14 which increased total open position to 14


On 20 Feb TORNTPOWER was trading at 1528.60. The strike last trading price was 20.55, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0


On 19 Feb TORNTPOWER was trading at 1492.60. The strike last trading price was 20.55, which was 0 lower than the previous day. The implied volatity was 2.44, 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 20.55, which was 0 lower than the previous day. The implied volatity was 0.54, 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 20.55, which was 0 lower than the previous day. The implied volatity was 2.57, 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 20.55, which was 0 lower than the previous day. The implied volatity was 3.57, 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 20.55, which was 0 lower than the previous day. The implied volatity was 3.58, 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 20.55, which was 0 lower than the previous day. The implied volatity was 4.18, 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 20.55, which was 0 lower than the previous day. The implied volatity was 5.46, 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 20.55, which was 0 lower than the previous day. The implied volatity was 2.36, 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 20.55, which was 0 lower than the previous day. The implied volatity was 4.98, 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 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 1417.60. 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 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


TORNTPOWER 30MAR2026 1550 PE
Delta: -0.45
Vega: 1.7
Theta: -0.8
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Mar 1554.90 50.95 4.1 33.26 937 63 120
27 Feb 1566.40 47.8 3.8 33.72 81 3 58
26 Feb 1565.10 43.2 -7.8 29.9 22 9 55
25 Feb 1565.70 50.6 -5.15 34.45 82 28 50
24 Feb 1541.80 55.75 -9.7 31.93 38 23 24
23 Feb 1536.40 65.45 -179.2 33.96 1 0 0
20 Feb 1528.60 244.65 0 0.08 0 0 0
19 Feb 1492.60 244.65 0 0.07 0 0 0
18 Feb 1527.90 244.65 0 - 0 0 0
17 Feb 1486.40 244.65 0 - 0 0 0
16 Feb 1471.40 244.65 0 - 0 0 0
13 Feb 1462.60 244.65 0 - 0 0 0
12 Feb 1453.70 244.65 0 - 0 0 0
11 Feb 1428.60 244.65 0 - 0 0 0
10 Feb 1483.00 244.65 0 - 0 0 0
9 Feb 1427.20 244.65 0 - 0 0 0
6 Feb 1429.00 0 0 - 0 0 0
5 Feb 1417.60 0 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


For Torrent Power Ltd - strike price 1550 expiring on 30MAR2026

Delta for 1550 PE is -0.45

Historical price for 1550 PE is as follows

On 2 Mar TORNTPOWER was trading at 1554.90. The strike last trading price was 50.95, which was 4.1 higher than the previous day. The implied volatity was 33.26, the open interest changed by 63 which increased total open position to 120


On 27 Feb TORNTPOWER was trading at 1566.40. The strike last trading price was 47.8, which was 3.8 higher than the previous day. The implied volatity was 33.72, the open interest changed by 3 which increased total open position to 58


On 26 Feb TORNTPOWER was trading at 1565.10. The strike last trading price was 43.2, which was -7.8 lower than the previous day. The implied volatity was 29.9, the open interest changed by 9 which increased total open position to 55


On 25 Feb TORNTPOWER was trading at 1565.70. The strike last trading price was 50.6, which was -5.15 lower than the previous day. The implied volatity was 34.45, the open interest changed by 28 which increased total open position to 50


On 24 Feb TORNTPOWER was trading at 1541.80. The strike last trading price was 55.75, which was -9.7 lower than the previous day. The implied volatity was 31.93, the open interest changed by 23 which increased total open position to 24


On 23 Feb TORNTPOWER was trading at 1536.40. The strike last trading price was 65.45, which was -179.2 lower than the previous day. The implied volatity was 33.96, the open interest changed by 0 which decreased total open position to 0


On 20 Feb TORNTPOWER was trading at 1528.60. The strike last trading price was 244.65, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0


On 19 Feb TORNTPOWER was trading at 1492.60. The strike last trading price was 244.65, which was 0 lower than the previous day. The implied volatity was 0.07, 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 244.65, 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 17 Feb TORNTPOWER was trading at 1486.40. The strike last trading price was 244.65, 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 244.65, 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 244.65, 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 244.65, 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 244.65, 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 244.65, 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 244.65, 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 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 1417.60. 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 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