TORNTPHARM
TORRENT PHARMACEUTICALS L
Historical option data for TORNTPHARM
04 Jul 2024 11:42 AM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 4 Jul | 2841.85 | 113.6 | 2.50 | - | 16,250 | -2,500 | 21,000 | |||
| 3 Jul | 2837.50 | 111.1 | - | 49,000 | -16,750 | 23,500 | ||||
| 2 Jul | 2819.65 | 111.2 | - | 2,59,500 | 23,750 | 40,750 | ||||
| 1 Jul | 2781.20 | 93.45 | - | 26,500 | 4,750 | 17,000 | ||||
| 28 Jun | 2791.30 | 92.05 | - | 43,500 | 6,250 | 12,250 | ||||
| 27 Jun | 2771.70 | 84.9 | - | 10,250 | 4,750 | 6,000 | ||||
| 26 Jun | 2790.55 | 104.85 | - | 1,750 | 1,250 | 1,250 | ||||
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| 25 Jun | 2830.45 | 110 | - | 0 | 250 | 0 | ||||
| 24 Jun | 2840.45 | 110 | - | 250 | 0 | 0 | ||||
| 20 Jun | 2858.10 | 123.20 | - | 0 | 0 | 0 | ||||
For TORRENT PHARMACEUTICALS L - strike price 2800 expiring on 25JUL2024
Delta for 2800 CE is -
Historical price for 2800 CE is as follows
On 4 Jul TORNTPHARM was trading at 2841.85. The strike last trading price was 113.6, which was 2.50 higher than the previous day. The implied volatity was -, the open interest changed by -2500 which decreased total open position to 21000
On 3 Jul TORNTPHARM was trading at 2837.50. The strike last trading price was 111.1, which was lower than the previous day. The implied volatity was -, the open interest changed by -16750 which decreased total open position to 23500
On 2 Jul TORNTPHARM was trading at 2819.65. The strike last trading price was 111.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 23750 which increased total open position to 40750
On 1 Jul TORNTPHARM was trading at 2781.20. The strike last trading price was 93.45, which was lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 17000
On 28 Jun TORNTPHARM was trading at 2791.30. The strike last trading price was 92.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 6250 which increased total open position to 12250
On 27 Jun TORNTPHARM was trading at 2771.70. The strike last trading price was 84.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 4750 which increased total open position to 6000
On 26 Jun TORNTPHARM was trading at 2790.55. The strike last trading price was 104.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 1250 which increased total open position to 1250
On 25 Jun TORNTPHARM was trading at 2830.45. The strike last trading price was 110, which was lower than the previous day. The implied volatity was -, the open interest changed by 250 which increased total open position to 0
On 24 Jun TORNTPHARM was trading at 2840.45. The strike last trading price was 110, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun TORNTPHARM was trading at 2858.10. The strike last trading price was 123.20, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 4 Jul | 2841.85 | 48.75 | -12.70 | - | 6,500 | 1,500 | 24,000 |
| 3 Jul | 2837.50 | 61.45 | - | 12,750 | -3,250 | 22,500 | |
| 2 Jul | 2819.65 | 68.85 | - | 34,500 | 12,000 | 25,750 | |
| 1 Jul | 2781.20 | 92 | - | 4,750 | -250 | 13,750 | |
| 28 Jun | 2791.30 | 85 | - | 21,250 | 7,250 | 14,000 | |
| 27 Jun | 2771.70 | 99 | - | 3,250 | 2,000 | 6,750 | |
| 26 Jun | 2790.55 | 87.9 | - | 4,750 | 2,750 | 4,750 | |
| 25 Jun | 2830.45 | 70.95 | - | 2,750 | 0 | 2,000 | |
| 24 Jun | 2840.45 | 72 | - | 2,000 | 1,750 | 1,750 | |
| 20 Jun | 2858.10 | 178.35 | - | 0 | 0 | 0 | |
For TORRENT PHARMACEUTICALS L - strike price 2800 expiring on 25JUL2024
Delta for 2800 PE is -
Historical price for 2800 PE is as follows
On 4 Jul TORNTPHARM was trading at 2841.85. The strike last trading price was 48.75, which was -12.70 lower than the previous day. The implied volatity was -, the open interest changed by 1500 which increased total open position to 24000
On 3 Jul TORNTPHARM was trading at 2837.50. The strike last trading price was 61.45, which was lower than the previous day. The implied volatity was -, the open interest changed by -3250 which decreased total open position to 22500
On 2 Jul TORNTPHARM was trading at 2819.65. The strike last trading price was 68.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 12000 which increased total open position to 25750
On 1 Jul TORNTPHARM was trading at 2781.20. The strike last trading price was 92, which was lower than the previous day. The implied volatity was -, the open interest changed by -250 which decreased total open position to 13750
On 28 Jun TORNTPHARM was trading at 2791.30. The strike last trading price was 85, which was lower than the previous day. The implied volatity was -, the open interest changed by 7250 which increased total open position to 14000
On 27 Jun TORNTPHARM was trading at 2771.70. The strike last trading price was 99, which was lower than the previous day. The implied volatity was -, the open interest changed by 2000 which increased total open position to 6750
On 26 Jun TORNTPHARM was trading at 2790.55. The strike last trading price was 87.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 2750 which increased total open position to 4750
On 25 Jun TORNTPHARM was trading at 2830.45. The strike last trading price was 70.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2000
On 24 Jun TORNTPHARM was trading at 2840.45. The strike last trading price was 72, which was lower than the previous day. The implied volatity was -, the open interest changed by 1750 which increased total open position to 1750
On 20 Jun TORNTPHARM was trading at 2858.10. The strike last trading price was 178.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0