TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Nov 2024 04:11 PM IST
| TORNTPHARM 28NOV2024 2850 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3101.95 | 251.75 | -352.85 | - | 2 | 0 | 0 | |||
| 20 Nov | 3094.85 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 3094.85 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 3105.60 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 3102.40 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 3116.60 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 3151.05 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 3151.65 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 3199.85 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 3162.95 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 3209.90 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 3184.15 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3200.55 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 3205.30 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 3202.65 | 604.6 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3137.80 | 604.6 | - | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 2850 expiring on 28NOV2024
Delta for 2850 CE is -
Historical price for 2850 CE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 251.75, which was -352.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 604.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TORNTPHARM was trading at 3137.80. The strike last trading price was 604.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TORNTPHARM 28NOV2024 2850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.45
Theta: -1.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3101.95 | 3.6 | 0.30 | 38.90 | 40 | -13 | 48 |
| 20 Nov | 3094.85 | 3.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 3094.85 | 3.3 | 0.00 | 0.00 | 0 | -7 | 0 |
| 18 Nov | 3105.60 | 3.3 | -0.75 | 32.87 | 79 | -8 | 60 |
| 14 Nov | 3102.40 | 4.05 | 0.55 | 29.67 | 100 | 13 | 69 |
| 13 Nov | 3116.60 | 3.5 | 0.00 | 0.00 | 0 | -3 | 0 |
| 12 Nov | 3151.05 | 3.5 | -1.60 | 29.94 | 9 | -3 | 64 |
| 11 Nov | 3151.65 | 5.1 | 0.95 | 30.80 | 41 | 29 | 64 |
| 8 Nov | 3199.85 | 4.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 3162.95 | 4.15 | 0.00 | 0.00 | 0 | 8 | 0 |
| 6 Nov | 3209.90 | 4.15 | -6.85 | 30.31 | 23 | 10 | 37 |
| 5 Nov | 3184.15 | 11 | -2.10 | 34.23 | 1 | 0 | 27 |
| 4 Nov | 3200.55 | 13.1 | -4.90 | 35.93 | 3 | 0 | 26 |
| 1 Nov | 3205.30 | 18 | 0.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 3202.65 | 18 | 0.00 | - | 2 | 0 | 25 |
| 30 Oct | 3137.80 | 18 | - | 298 | 29 | 29 | |
For Torrent Pharmaceuticals L - strike price 2850 expiring on 28NOV2024
Delta for 2850 PE is -0.05
Historical price for 2850 PE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 3.6, which was 0.30 higher than the previous day. The implied volatity was 38.90, the open interest changed by -13 which decreased total open position to 48
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 3.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -7 which decreased total open position to 0
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 32.87, the open interest changed by -8 which decreased total open position to 60
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 4.05, which was 0.55 higher than the previous day. The implied volatity was 29.67, the open interest changed by 13 which increased total open position to 69
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 3.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 3.5, which was -1.60 lower than the previous day. The implied volatity was 29.94, the open interest changed by -3 which decreased total open position to 64
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 5.1, which was 0.95 higher than the previous day. The implied volatity was 30.80, the open interest changed by 29 which increased total open position to 64
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 4.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 4.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 4.15, which was -6.85 lower than the previous day. The implied volatity was 30.31, the open interest changed by 10 which increased total open position to 37
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 11, which was -2.10 lower than the previous day. The implied volatity was 34.23, the open interest changed by 0 which decreased total open position to 27
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 13.1, which was -4.90 lower than the previous day. The implied volatity was 35.93, the open interest changed by 0 which decreased total open position to 26
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 18, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct TORNTPHARM was trading at 3137.80. The strike last trading price was 18, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
