TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Nov 2024 04:11 PM IST
| TORNTPHARM 28NOV2024 3150 CE | ||||||||||
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Delta: 0.36
Vega: 1.60
Theta: -3.11
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3101.95 | 25 | -2.60 | 24.58 | 142 | 2 | 75 | |||
| 20 Nov | 3094.85 | 27.6 | 0.00 | 25.72 | 117 | 7 | 73 | |||
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| 19 Nov | 3094.85 | 27.6 | -6.60 | 25.72 | 117 | 7 | 73 | |||
| 18 Nov | 3105.60 | 34.2 | -7.80 | 23.40 | 141 | 5 | 61 | |||
| 14 Nov | 3102.40 | 42 | -6.05 | 21.57 | 49 | -11 | 56 | |||
| 13 Nov | 3116.60 | 48.05 | -24.00 | 23.58 | 125 | -3 | 66 | |||
| 12 Nov | 3151.05 | 72.05 | -17.95 | 23.68 | 127 | 19 | 68 | |||
| 11 Nov | 3151.65 | 90 | -4.60 | 31.26 | 13 | 4 | 49 | |||
| 8 Nov | 3199.85 | 94.6 | 5.45 | 23.88 | 43 | 5 | 44 | |||
| 7 Nov | 3162.95 | 89.15 | -36.80 | 26.37 | 18 | 4 | 39 | |||
| 6 Nov | 3209.90 | 125.95 | 14.75 | 23.21 | 19 | 8 | 32 | |||
| 5 Nov | 3184.15 | 111.2 | -6.90 | 27.57 | 30 | 3 | 24 | |||
| 4 Nov | 3200.55 | 118.1 | -18.15 | 24.98 | 12 | 4 | 20 | |||
| 1 Nov | 3205.30 | 136.25 | -8.85 | 26.86 | 1 | 0 | 16 | |||
| 31 Oct | 3202.65 | 145.1 | 24.10 | - | 54 | 4 | 17 | |||
| 30 Oct | 3137.80 | 121 | -224.30 | - | 39 | 14 | 14 | |||
| 29 Oct | 3215.65 | 345.3 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3316.70 | 345.3 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3432.85 | 345.3 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3339.65 | 345.3 | - | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 3150 expiring on 28NOV2024
Delta for 3150 CE is 0.36
Historical price for 3150 CE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 25, which was -2.60 lower than the previous day. The implied volatity was 24.58, the open interest changed by 2 which increased total open position to 75
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 27.6, which was 0.00 lower than the previous day. The implied volatity was 25.72, the open interest changed by 7 which increased total open position to 73
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 27.6, which was -6.60 lower than the previous day. The implied volatity was 25.72, the open interest changed by 7 which increased total open position to 73
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 34.2, which was -7.80 lower than the previous day. The implied volatity was 23.40, the open interest changed by 5 which increased total open position to 61
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 42, which was -6.05 lower than the previous day. The implied volatity was 21.57, the open interest changed by -11 which decreased total open position to 56
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 48.05, which was -24.00 lower than the previous day. The implied volatity was 23.58, the open interest changed by -3 which decreased total open position to 66
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 72.05, which was -17.95 lower than the previous day. The implied volatity was 23.68, the open interest changed by 19 which increased total open position to 68
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 90, which was -4.60 lower than the previous day. The implied volatity was 31.26, the open interest changed by 4 which increased total open position to 49
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 94.6, which was 5.45 higher than the previous day. The implied volatity was 23.88, the open interest changed by 5 which increased total open position to 44
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 89.15, which was -36.80 lower than the previous day. The implied volatity was 26.37, the open interest changed by 4 which increased total open position to 39
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 125.95, which was 14.75 higher than the previous day. The implied volatity was 23.21, the open interest changed by 8 which increased total open position to 32
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 111.2, which was -6.90 lower than the previous day. The implied volatity was 27.57, the open interest changed by 3 which increased total open position to 24
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 118.1, which was -18.15 lower than the previous day. The implied volatity was 24.98, the open interest changed by 4 which increased total open position to 20
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 136.25, which was -8.85 lower than the previous day. The implied volatity was 26.86, the open interest changed by 0 which decreased total open position to 16
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 145.1, which was 24.10 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 121, which was -224.30 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 345.3, 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 345.3, 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 345.3, 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 345.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TORNTPHARM 28NOV2024 3150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.62
Vega: 1.63
Theta: -2.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3101.95 | 72.3 | 4.85 | 28.43 | 52 | 8 | 42 |
| 20 Nov | 3094.85 | 67.45 | 0.00 | 17.14 | 47 | 2 | 33 |
| 19 Nov | 3094.85 | 67.45 | -3.40 | 17.14 | 47 | 1 | 33 |
| 18 Nov | 3105.60 | 70.85 | -6.15 | 26.01 | 100 | -6 | 31 |
| 14 Nov | 3102.40 | 77 | -7.45 | 26.57 | 13 | -1 | 38 |
| 13 Nov | 3116.60 | 84.45 | 21.55 | 28.27 | 40 | 8 | 40 |
| 12 Nov | 3151.05 | 62.9 | -2.10 | 27.37 | 127 | 9 | 32 |
| 11 Nov | 3151.65 | 65 | 8.00 | 25.98 | 89 | 7 | 23 |
| 8 Nov | 3199.85 | 57 | -8.25 | 26.16 | 30 | 2 | 14 |
| 7 Nov | 3162.95 | 65.25 | 24.95 | 24.75 | 19 | 2 | 12 |
| 6 Nov | 3209.90 | 40.3 | -3.25 | 24.79 | 18 | 9 | 9 |
| 5 Nov | 3184.15 | 43.55 | 0.00 | 1.48 | 0 | 0 | 0 |
| 4 Nov | 3200.55 | 43.55 | 0.00 | 2.00 | 0 | 0 | 0 |
| 1 Nov | 3205.30 | 43.55 | 0.00 | 2.49 | 0 | 0 | 0 |
| 31 Oct | 3202.65 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 3137.80 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3215.65 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3316.70 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3432.85 | 43.55 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3339.65 | 43.55 | - | 0 | 0 | 0 | |
For Torrent Pharmaceuticals L - strike price 3150 expiring on 28NOV2024
Delta for 3150 PE is -0.62
Historical price for 3150 PE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 72.3, which was 4.85 higher than the previous day. The implied volatity was 28.43, the open interest changed by 8 which increased total open position to 42
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 67.45, which was 0.00 lower than the previous day. The implied volatity was 17.14, the open interest changed by 2 which increased total open position to 33
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 67.45, which was -3.40 lower than the previous day. The implied volatity was 17.14, the open interest changed by 1 which increased total open position to 33
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 70.85, which was -6.15 lower than the previous day. The implied volatity was 26.01, the open interest changed by -6 which decreased total open position to 31
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 77, which was -7.45 lower than the previous day. The implied volatity was 26.57, the open interest changed by -1 which decreased total open position to 38
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 84.45, which was 21.55 higher than the previous day. The implied volatity was 28.27, the open interest changed by 8 which increased total open position to 40
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 62.9, which was -2.10 lower than the previous day. The implied volatity was 27.37, the open interest changed by 9 which increased total open position to 32
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 65, which was 8.00 higher than the previous day. The implied volatity was 25.98, the open interest changed by 7 which increased total open position to 23
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 57, which was -8.25 lower than the previous day. The implied volatity was 26.16, the open interest changed by 2 which increased total open position to 14
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 65.25, which was 24.95 higher than the previous day. The implied volatity was 24.75, the open interest changed by 2 which increased total open position to 12
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 40.3, which was -3.25 lower than the previous day. The implied volatity was 24.79, the open interest changed by 9 which increased total open position to 9
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 43.55, which was 0.00 lower than the previous day. The implied volatity was 1.48, 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 43.55, which was 0.00 lower than the previous day. The implied volatity was 2.00, 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 43.55, which was 0.00 lower than the previous day. The implied volatity was 2.49, 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 43.55, 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 43.55, 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 43.55, 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 43.55, 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 25 Oct TORNTPHARM was trading at 3432.85. The strike last trading price was 43.55, 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 22 Oct TORNTPHARM was trading at 3339.65. The strike last trading price was 43.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
