TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Nov 2024 04:11 PM IST
| TORNTPHARM 28NOV2024 3100 CE | ||||||||||
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Delta: 0.54
Vega: 1.71
Theta: -3.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3101.95 | 47.95 | -1.95 | 25.35 | 172 | 11 | 199 | |||
| 20 Nov | 3094.85 | 49.9 | 0.00 | 26.93 | 242 | 3 | 186 | |||
| 19 Nov | 3094.85 | 49.9 | -7.05 | 26.93 | 242 | 1 | 186 | |||
| 18 Nov | 3105.60 | 56.95 | -10.00 | 23.04 | 408 | 85 | 183 | |||
| 14 Nov | 3102.40 | 66.95 | -5.10 | 21.64 | 339 | 8 | 98 | |||
| 13 Nov | 3116.60 | 72.05 | -34.30 | 23.39 | 24 | 4 | 90 | |||
| 12 Nov | 3151.05 | 106.35 | -10.15 | 25.53 | 58 | 8 | 99 | |||
| 11 Nov | 3151.65 | 116.5 | -11.45 | 30.85 | 9 | 1 | 91 | |||
| 8 Nov | 3199.85 | 127.95 | 8.95 | 24.45 | 10 | -2 | 91 | |||
| 7 Nov | 3162.95 | 119 | -43.75 | 26.81 | 6 | -3 | 91 | |||
| 6 Nov | 3209.90 | 162.75 | 21.90 | 23.48 | 67 | 2 | 94 | |||
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| 5 Nov | 3184.15 | 140.85 | -22.00 | 27.31 | 118 | 6 | 92 | |||
| 4 Nov | 3200.55 | 162.85 | -13.05 | 31.47 | 41 | -8 | 87 | |||
| 1 Nov | 3205.30 | 175.9 | 0.00 | 0.00 | 0 | -50 | 0 | |||
| 31 Oct | 3202.65 | 175.9 | 25.90 | - | 90 | -48 | 97 | |||
| 30 Oct | 3137.80 | 150 | -234.60 | - | 168 | 146 | 146 | |||
| 29 Oct | 3215.65 | 384.6 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3316.70 | 384.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3432.85 | 384.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3339.65 | 384.6 | - | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 3100 expiring on 28NOV2024
Delta for 3100 CE is 0.54
Historical price for 3100 CE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 47.95, which was -1.95 lower than the previous day. The implied volatity was 25.35, the open interest changed by 11 which increased total open position to 199
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 49.9, which was 0.00 lower than the previous day. The implied volatity was 26.93, the open interest changed by 3 which increased total open position to 186
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 49.9, which was -7.05 lower than the previous day. The implied volatity was 26.93, the open interest changed by 1 which increased total open position to 186
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 56.95, which was -10.00 lower than the previous day. The implied volatity was 23.04, the open interest changed by 85 which increased total open position to 183
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 66.95, which was -5.10 lower than the previous day. The implied volatity was 21.64, the open interest changed by 8 which increased total open position to 98
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 72.05, which was -34.30 lower than the previous day. The implied volatity was 23.39, the open interest changed by 4 which increased total open position to 90
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 106.35, which was -10.15 lower than the previous day. The implied volatity was 25.53, the open interest changed by 8 which increased total open position to 99
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 116.5, which was -11.45 lower than the previous day. The implied volatity was 30.85, the open interest changed by 1 which increased total open position to 91
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 127.95, which was 8.95 higher than the previous day. The implied volatity was 24.45, the open interest changed by -2 which decreased total open position to 91
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 119, which was -43.75 lower than the previous day. The implied volatity was 26.81, the open interest changed by -3 which decreased total open position to 91
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 162.75, which was 21.90 higher than the previous day. The implied volatity was 23.48, the open interest changed by 2 which increased total open position to 94
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 140.85, which was -22.00 lower than the previous day. The implied volatity was 27.31, the open interest changed by 6 which increased total open position to 92
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 162.85, which was -13.05 lower than the previous day. The implied volatity was 31.47, the open interest changed by -8 which decreased total open position to 87
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 175.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -50 which decreased total open position to 0
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 175.9, which was 25.90 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 150, which was -234.60 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 384.6, 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 28 Oct TORNTPHARM was trading at 3316.70. The strike last trading price was 384.6, 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 25 Oct TORNTPHARM was trading at 3432.85. The strike last trading price was 384.6, 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 22 Oct TORNTPHARM was trading at 3339.65. The strike last trading price was 384.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TORNTPHARM 28NOV2024 3100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 1.71
Theta: -2.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3101.95 | 40.85 | -6.15 | 26.37 | 193 | 32 | 179 |
| 20 Nov | 3094.85 | 47 | 0.00 | 23.10 | 114 | -9 | 148 |
| 19 Nov | 3094.85 | 47 | 0.80 | 23.10 | 114 | -8 | 148 |
| 18 Nov | 3105.60 | 46.2 | -4.65 | 26.83 | 240 | -11 | 153 |
| 14 Nov | 3102.40 | 50.85 | -3.10 | 26.16 | 157 | 14 | 164 |
| 13 Nov | 3116.60 | 53.95 | 12.95 | 26.23 | 229 | 15 | 150 |
| 12 Nov | 3151.05 | 41 | -4.00 | 26.86 | 84 | 9 | 148 |
| 11 Nov | 3151.65 | 45 | 6.40 | 26.55 | 79 | 7 | 137 |
| 8 Nov | 3199.85 | 38.6 | -9.60 | 26.19 | 102 | -3 | 132 |
| 7 Nov | 3162.95 | 48.2 | 18.20 | 26.09 | 198 | -2 | 136 |
| 6 Nov | 3209.90 | 30 | -20.30 | 26.42 | 111 | -2 | 137 |
| 5 Nov | 3184.15 | 50.3 | -2.20 | 28.65 | 174 | 21 | 137 |
| 4 Nov | 3200.55 | 52.5 | -2.20 | 30.13 | 336 | 31 | 116 |
| 1 Nov | 3205.30 | 54.7 | -1.35 | 31.68 | 12 | 3 | 85 |
| 31 Oct | 3202.65 | 56.05 | -23.95 | - | 185 | 29 | 88 |
| 30 Oct | 3137.80 | 80 | 6.45 | - | 388 | 58 | 59 |
| 29 Oct | 3215.65 | 73.55 | 42.95 | - | 6 | 0 | 1 |
| 28 Oct | 3316.70 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3432.85 | 30.6 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3339.65 | 30.6 | - | 1 | 0 | 0 | |
For Torrent Pharmaceuticals L - strike price 3100 expiring on 28NOV2024
Delta for 3100 PE is -0.46
Historical price for 3100 PE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 40.85, which was -6.15 lower than the previous day. The implied volatity was 26.37, the open interest changed by 32 which increased total open position to 179
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 47, which was 0.00 lower than the previous day. The implied volatity was 23.10, the open interest changed by -9 which decreased total open position to 148
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 47, which was 0.80 higher than the previous day. The implied volatity was 23.10, the open interest changed by -8 which decreased total open position to 148
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 46.2, which was -4.65 lower than the previous day. The implied volatity was 26.83, the open interest changed by -11 which decreased total open position to 153
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 50.85, which was -3.10 lower than the previous day. The implied volatity was 26.16, the open interest changed by 14 which increased total open position to 164
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 53.95, which was 12.95 higher than the previous day. The implied volatity was 26.23, the open interest changed by 15 which increased total open position to 150
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 41, which was -4.00 lower than the previous day. The implied volatity was 26.86, the open interest changed by 9 which increased total open position to 148
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 45, which was 6.40 higher than the previous day. The implied volatity was 26.55, the open interest changed by 7 which increased total open position to 137
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 38.6, which was -9.60 lower than the previous day. The implied volatity was 26.19, the open interest changed by -3 which decreased total open position to 132
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 48.2, which was 18.20 higher than the previous day. The implied volatity was 26.09, the open interest changed by -2 which decreased total open position to 136
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 30, which was -20.30 lower than the previous day. The implied volatity was 26.42, the open interest changed by -2 which decreased total open position to 137
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 50.3, which was -2.20 lower than the previous day. The implied volatity was 28.65, the open interest changed by 21 which increased total open position to 137
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 52.5, which was -2.20 lower than the previous day. The implied volatity was 30.13, the open interest changed by 31 which increased total open position to 116
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 54.7, which was -1.35 lower than the previous day. The implied volatity was 31.68, the open interest changed by 3 which increased total open position to 85
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 56.05, which was -23.95 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 80, 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 29 Oct TORNTPHARM was trading at 3215.65. The strike last trading price was 73.55, which was 42.95 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 30.6, 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 25 Oct TORNTPHARM was trading at 3432.85. The strike last trading price was 30.6, 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 22 Oct TORNTPHARM was trading at 3339.65. The strike last trading price was 30.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
