TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Nov 2024 04:11 PM IST
| TORNTPHARM 28NOV2024 2900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 3101.95 | 232.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 20 Nov | 3094.85 | 232.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 3094.85 | 232.55 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 18 Nov | 3105.60 | 232.55 | 21.10 | 40.88 | 2 | 0 | 14 | |||
| 14 Nov | 3102.40 | 211.45 | -85.35 | - | 6 | 3 | 17 | |||
| 13 Nov | 3116.60 | 296.8 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 12 Nov | 3151.05 | 296.8 | -5.40 | 46.62 | 4 | 0 | 15 | |||
| 11 Nov | 3151.65 | 302.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 8 Nov | 3199.85 | 302.2 | 10.70 | 31.11 | 3 | 0 | 14 | |||
| 7 Nov | 3162.95 | 291.5 | 5.50 | 37.90 | 3 | 0 | 12 | |||
| 6 Nov | 3209.90 | 286 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 3184.15 | 286 | -48.15 | - | 1 | 0 | 12 | |||
| 4 Nov | 3200.55 | 334.15 | -15.85 | 41.16 | 13 | -2 | 12 | |||
| 1 Nov | 3205.30 | 350 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 3202.65 | 350 | 62.15 | - | 1 | 0 | 14 | |||
| 30 Oct | 3137.80 | 287.85 | - | 13 | 12 | 14 | ||||
For Torrent Pharmaceuticals L - strike price 2900 expiring on 28NOV2024
Delta for 2900 CE is 0.00
Historical price for 2900 CE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 232.55, 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 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 232.55, 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 232.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 232.55, which was 21.10 higher than the previous day. The implied volatity was 40.88, the open interest changed by 0 which decreased total open position to 14
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 211.45, which was -85.35 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 17
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 296.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 296.8, which was -5.40 lower than the previous day. The implied volatity was 46.62, the open interest changed by 0 which decreased total open position to 15
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 302.2, 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 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 302.2, which was 10.70 higher than the previous day. The implied volatity was 31.11, the open interest changed by 0 which decreased total open position to 14
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 291.5, which was 5.50 higher than the previous day. The implied volatity was 37.90, the open interest changed by 0 which decreased total open position to 12
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 286, 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 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 286, which was -48.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 334.15, which was -15.85 lower than the previous day. The implied volatity was 41.16, the open interest changed by -2 which decreased total open position to 12
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 350, 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 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 350, which was 62.15 higher 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 287.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TORNTPHARM 28NOV2024 2900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.59
Theta: -1.41
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3101.95 | 4.9 | 1.45 | 34.95 | 58 | -2 | 56 |
| 20 Nov | 3094.85 | 3.45 | 0.00 | 27.09 | 6 | -2 | 58 |
| 19 Nov | 3094.85 | 3.45 | -2.30 | 27.09 | 6 | -2 | 58 |
| 18 Nov | 3105.60 | 5.75 | -1.50 | 31.41 | 67 | -14 | 61 |
| 14 Nov | 3102.40 | 7.25 | -2.95 | 28.92 | 48 | 20 | 72 |
| 13 Nov | 3116.60 | 10.2 | 3.55 | 30.51 | 107 | 2 | 59 |
| 12 Nov | 3151.05 | 6.65 | -0.70 | 29.87 | 51 | -1 | 58 |
| 11 Nov | 3151.65 | 7.35 | 1.60 | 29.06 | 27 | -10 | 60 |
| 8 Nov | 3199.85 | 5.75 | -3.15 | 27.57 | 62 | 29 | 75 |
| 7 Nov | 3162.95 | 8.9 | 2.90 | 28.30 | 71 | 5 | 46 |
| 6 Nov | 3209.90 | 6 | -6.15 | 29.51 | 10 | 1 | 41 |
| 5 Nov | 3184.15 | 12.15 | -1.45 | 31.09 | 46 | -4 | 40 |
| 4 Nov | 3200.55 | 13.6 | -0.35 | 32.28 | 44 | 12 | 44 |
| 1 Nov | 3205.30 | 13.95 | -2.55 | 32.36 | 3 | 0 | 32 |
| 31 Oct | 3202.65 | 16.5 | -8.40 | - | 16 | 3 | 32 |
| 30 Oct | 3137.80 | 24.9 | - | 256 | 29 | 29 | |
For Torrent Pharmaceuticals L - strike price 2900 expiring on 28NOV2024
Delta for 2900 PE is -0.07
Historical price for 2900 PE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 4.9, which was 1.45 higher than the previous day. The implied volatity was 34.95, the open interest changed by -2 which decreased total open position to 56
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 3.45, which was 0.00 lower than the previous day. The implied volatity was 27.09, the open interest changed by -2 which decreased total open position to 58
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 3.45, which was -2.30 lower than the previous day. The implied volatity was 27.09, the open interest changed by -2 which decreased total open position to 58
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 5.75, which was -1.50 lower than the previous day. The implied volatity was 31.41, the open interest changed by -14 which decreased total open position to 61
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 7.25, which was -2.95 lower than the previous day. The implied volatity was 28.92, the open interest changed by 20 which increased total open position to 72
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 10.2, which was 3.55 higher than the previous day. The implied volatity was 30.51, the open interest changed by 2 which increased total open position to 59
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 6.65, which was -0.70 lower than the previous day. The implied volatity was 29.87, the open interest changed by -1 which decreased total open position to 58
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 7.35, which was 1.60 higher than the previous day. The implied volatity was 29.06, the open interest changed by -10 which decreased total open position to 60
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 5.75, which was -3.15 lower than the previous day. The implied volatity was 27.57, the open interest changed by 29 which increased total open position to 75
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 8.9, which was 2.90 higher than the previous day. The implied volatity was 28.30, the open interest changed by 5 which increased total open position to 46
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 6, which was -6.15 lower than the previous day. The implied volatity was 29.51, the open interest changed by 1 which increased total open position to 41
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 12.15, which was -1.45 lower than the previous day. The implied volatity was 31.09, the open interest changed by -4 which decreased total open position to 40
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 13.6, which was -0.35 lower than the previous day. The implied volatity was 32.28, the open interest changed by 12 which increased total open position to 44
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 13.95, which was -2.55 lower than the previous day. The implied volatity was 32.36, the open interest changed by 0 which decreased total open position to 32
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 16.5, which was -8.40 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 24.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
