TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Nov 2024 04:11 PM IST
| TORNTPHARM 28NOV2024 3000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3101.95 | 127.9 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 20 Nov | 3094.85 | 127.9 | 0.00 | 36.89 | 1 | -1 | 6 | |||
| 19 Nov | 3094.85 | 127.9 | -19.10 | 36.89 | 1 | 0 | 6 | |||
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| 18 Nov | 3105.60 | 147 | 0.00 | 0.00 | 0 | 2 | 0 | |||
| 14 Nov | 3102.40 | 147 | -30.00 | 27.32 | 3 | 0 | 4 | |||
| 13 Nov | 3116.60 | 177 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 3151.05 | 177 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 11 Nov | 3151.65 | 177 | -29.65 | 26.37 | 1 | 0 | 3 | |||
| 8 Nov | 3199.85 | 206.65 | -33.35 | 25.19 | 1 | 0 | 3 | |||
| 7 Nov | 3162.95 | 240 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 3209.90 | 240 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 3184.15 | 240 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 4 Nov | 3200.55 | 240 | 24.55 | 33.99 | 3 | 0 | 2 | |||
| 1 Nov | 3205.30 | 215.45 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 3202.65 | 215.45 | 0.00 | - | 0 | 2 | 0 | |||
| 30 Oct | 3137.80 | 215.45 | -303.40 | - | 2 | 0 | 0 | |||
| 29 Oct | 3215.65 | 518.85 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3316.70 | 518.85 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3432.85 | 518.85 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3339.65 | 518.85 | - | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 3000 expiring on 28NOV2024
Delta for 3000 CE is 0.00
Historical price for 3000 CE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 127.9, 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 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 127.9, which was 0.00 lower than the previous day. The implied volatity was 36.89, the open interest changed by -1 which decreased total open position to 6
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 127.9, which was -19.10 lower than the previous day. The implied volatity was 36.89, the open interest changed by 0 which decreased total open position to 6
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 147, 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 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 147, which was -30.00 lower than the previous day. The implied volatity was 27.32, the open interest changed by 0 which decreased total open position to 4
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 177, 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 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 177, 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 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 177, which was -29.65 lower than the previous day. The implied volatity was 26.37, the open interest changed by 0 which decreased total open position to 3
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 206.65, which was -33.35 lower than the previous day. The implied volatity was 25.19, the open interest changed by 0 which decreased total open position to 3
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 240, 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 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 240, 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 240, 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 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 240, which was 24.55 higher than the previous day. The implied volatity was 33.99, the open interest changed by 0 which decreased total open position to 2
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 215.45, 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 215.45, 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 215.45, which was -303.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TORNTPHARM was trading at 3215.65. The strike last trading price was 518.85, 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 28 Oct TORNTPHARM was trading at 3316.70. The strike last trading price was 518.85, 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 25 Oct TORNTPHARM was trading at 3432.85. The strike last trading price was 518.85, 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 22 Oct TORNTPHARM was trading at 3339.65. The strike last trading price was 518.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TORNTPHARM 28NOV2024 3000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 1.14
Theta: -2.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3101.95 | 12.8 | -3.55 | 29.20 | 91 | -16 | 226 |
| 20 Nov | 3094.85 | 16.35 | 0.00 | 26.39 | 136 | 3 | 244 |
| 19 Nov | 3094.85 | 16.35 | 0.25 | 26.39 | 136 | 5 | 244 |
| 18 Nov | 3105.60 | 16.1 | -2.85 | 28.11 | 871 | 46 | 242 |
| 14 Nov | 3102.40 | 18.95 | -4.85 | 26.43 | 463 | 13 | 195 |
| 13 Nov | 3116.60 | 23.8 | 6.45 | 27.96 | 889 | 11 | 183 |
| 12 Nov | 3151.05 | 17.35 | -2.05 | 28.23 | 310 | 25 | 188 |
| 11 Nov | 3151.65 | 19.4 | 2.70 | 27.75 | 82 | -25 | 162 |
| 8 Nov | 3199.85 | 16.7 | -6.20 | 27.16 | 169 | -21 | 183 |
| 7 Nov | 3162.95 | 22.9 | 10.85 | 27.47 | 751 | 43 | 209 |
| 6 Nov | 3209.90 | 12.05 | -13.85 | 26.77 | 190 | 1 | 166 |
| 5 Nov | 3184.15 | 25.9 | -3.20 | 29.90 | 102 | 3 | 165 |
| 4 Nov | 3200.55 | 29.1 | -1.60 | 31.75 | 144 | 15 | 161 |
| 1 Nov | 3205.30 | 30.7 | -0.75 | 32.68 | 25 | 9 | 145 |
| 31 Oct | 3202.65 | 31.45 | -15.25 | - | 110 | 40 | 136 |
| 30 Oct | 3137.80 | 46.7 | 2.20 | - | 709 | 28 | 97 |
| 29 Oct | 3215.65 | 44.5 | 20.50 | - | 525 | 37 | 63 |
| 28 Oct | 3316.70 | 24 | 6.45 | - | 19 | 8 | 26 |
| 25 Oct | 3432.85 | 17.55 | 0.55 | - | 12 | 0 | 18 |
| 22 Oct | 3339.65 | 17 | - | 17 | 15 | 16 | |
For Torrent Pharmaceuticals L - strike price 3000 expiring on 28NOV2024
Delta for 3000 PE is -0.18
Historical price for 3000 PE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 12.8, which was -3.55 lower than the previous day. The implied volatity was 29.20, the open interest changed by -16 which decreased total open position to 226
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 16.35, which was 0.00 lower than the previous day. The implied volatity was 26.39, the open interest changed by 3 which increased total open position to 244
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 16.35, which was 0.25 higher than the previous day. The implied volatity was 26.39, the open interest changed by 5 which increased total open position to 244
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 16.1, which was -2.85 lower than the previous day. The implied volatity was 28.11, the open interest changed by 46 which increased total open position to 242
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 18.95, which was -4.85 lower than the previous day. The implied volatity was 26.43, the open interest changed by 13 which increased total open position to 195
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 23.8, which was 6.45 higher than the previous day. The implied volatity was 27.96, the open interest changed by 11 which increased total open position to 183
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 17.35, which was -2.05 lower than the previous day. The implied volatity was 28.23, the open interest changed by 25 which increased total open position to 188
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 19.4, which was 2.70 higher than the previous day. The implied volatity was 27.75, the open interest changed by -25 which decreased total open position to 162
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 16.7, which was -6.20 lower than the previous day. The implied volatity was 27.16, the open interest changed by -21 which decreased total open position to 183
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 22.9, which was 10.85 higher than the previous day. The implied volatity was 27.47, the open interest changed by 43 which increased total open position to 209
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 12.05, which was -13.85 lower than the previous day. The implied volatity was 26.77, the open interest changed by 1 which increased total open position to 166
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 25.9, which was -3.20 lower than the previous day. The implied volatity was 29.90, the open interest changed by 3 which increased total open position to 165
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 29.1, which was -1.60 lower than the previous day. The implied volatity was 31.75, the open interest changed by 15 which increased total open position to 161
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 30.7, which was -0.75 lower than the previous day. The implied volatity was 32.68, the open interest changed by 9 which increased total open position to 145
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 31.45, which was -15.25 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 46.7, which was 2.20 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct TORNTPHARM was trading at 3215.65. The strike last trading price was 44.5, which was 20.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct TORNTPHARM was trading at 3316.70. The strike last trading price was 24, which was 6.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct TORNTPHARM was trading at 3432.85. The strike last trading price was 17.55, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct TORNTPHARM was trading at 3339.65. The strike last trading price was 17, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
