TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Nov 2024 04:11 PM IST
| TORNTPHARM 28NOV2024 3050 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.72
Vega: 1.45
Theta: -3.10
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3101.95 | 77.15 | -23.00 | 24.33 | 1 | 0 | 2 | |||
|
|
||||||||||
| 20 Nov | 3094.85 | 100.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 3094.85 | 100.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 3105.60 | 100.15 | -57.80 | 29.50 | 3 | -1 | 1 | |||
| 14 Nov | 3102.40 | 157.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 3116.60 | 157.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 3151.05 | 157.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 3151.65 | 157.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 3199.85 | 157.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 3162.95 | 157.95 | -60.05 | 29.09 | 2 | 0 | 2 | |||
| 6 Nov | 3209.90 | 218 | -207.75 | 30.92 | 5 | 2 | 2 | |||
| 5 Nov | 3184.15 | 425.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 3200.55 | 425.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 3205.30 | 425.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 3202.65 | 425.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 3137.80 | 425.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3215.65 | 425.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3316.70 | 425.75 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3432.85 | 425.75 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3339.65 | 425.75 | - | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 3050 expiring on 28NOV2024
Delta for 3050 CE is 0.72
Historical price for 3050 CE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 77.15, which was -23.00 lower than the previous day. The implied volatity was 24.33, the open interest changed by 0 which decreased total open position to 2
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 100.15, 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 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 100.15, 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 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 100.15, which was -57.80 lower than the previous day. The implied volatity was 29.50, the open interest changed by -1 which decreased total open position to 1
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 157.95, 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 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 157.95, 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 157.95, 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 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 157.95, 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 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 157.95, 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 157.95, which was -60.05 lower than the previous day. The implied volatity was 29.09, the open interest changed by 0 which decreased total open position to 2
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 218, which was -207.75 lower than the previous day. The implied volatity was 30.92, the open interest changed by 2 which increased total open position to 2
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 425.75, 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 425.75, 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 425.75, 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 425.75, 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 425.75, 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 29 Oct TORNTPHARM was trading at 3215.65. The strike last trading price was 425.75, 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 425.75, 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 425.75, 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 425.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TORNTPHARM 28NOV2024 3050 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 1.50
Theta: -2.68
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3101.95 | 23.15 | -4.80 | 27.55 | 77 | 20 | 51 |
| 20 Nov | 3094.85 | 27.95 | 0.00 | 24.59 | 34 | 0 | 31 |
| 19 Nov | 3094.85 | 27.95 | 0.70 | 24.59 | 34 | 0 | 31 |
| 18 Nov | 3105.60 | 27.25 | -0.15 | 26.96 | 53 | 11 | 32 |
| 14 Nov | 3102.40 | 27.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 3116.60 | 27.4 | 0.00 | 0.00 | 0 | 6 | 0 |
| 12 Nov | 3151.05 | 27.4 | -5.10 | 27.67 | 17 | 5 | 20 |
| 11 Nov | 3151.65 | 32.5 | 8.40 | 28.23 | 8 | 2 | 15 |
| 8 Nov | 3199.85 | 24.1 | -7.15 | 25.88 | 1 | 0 | 14 |
| 7 Nov | 3162.95 | 31.25 | 13.50 | 25.80 | 30 | 13 | 16 |
| 6 Nov | 3209.90 | 17.75 | -3.80 | 25.73 | 4 | 2 | 2 |
| 5 Nov | 3184.15 | 21.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Nov | 3200.55 | 21.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 3205.30 | 21.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 3202.65 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 3137.80 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3215.65 | 21.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3316.70 | 21.55 | -3.70 | - | 2 | 0 | 0 |
| 25 Oct | 3432.85 | 25.25 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3339.65 | 25.25 | - | 0 | 0 | 0 | |
For Torrent Pharmaceuticals L - strike price 3050 expiring on 28NOV2024
Delta for 3050 PE is -0.30
Historical price for 3050 PE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 23.15, which was -4.80 lower than the previous day. The implied volatity was 27.55, the open interest changed by 20 which increased total open position to 51
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 27.95, which was 0.00 lower than the previous day. The implied volatity was 24.59, the open interest changed by 0 which decreased total open position to 31
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 27.95, which was 0.70 higher than the previous day. The implied volatity was 24.59, the open interest changed by 0 which decreased total open position to 31
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 27.25, which was -0.15 lower than the previous day. The implied volatity was 26.96, the open interest changed by 11 which increased total open position to 32
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 27.4, 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 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 27.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 27.4, which was -5.10 lower than the previous day. The implied volatity was 27.67, the open interest changed by 5 which increased total open position to 20
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 32.5, which was 8.40 higher than the previous day. The implied volatity was 28.23, the open interest changed by 2 which increased total open position to 15
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 24.1, which was -7.15 lower than the previous day. The implied volatity was 25.88, 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 31.25, which was 13.50 higher than the previous day. The implied volatity was 25.80, the open interest changed by 13 which increased total open position to 16
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 17.75, which was -3.80 lower than the previous day. The implied volatity was 25.73, the open interest changed by 2 which increased total open position to 2
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 21.55, 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 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 21.55, 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 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 21.55, 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 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 21.55, 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 21.55, 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 29 Oct TORNTPHARM was trading at 3215.65. The strike last trading price was 21.55, 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 21.55, which was -3.70 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 25.25, 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 25.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
