TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Nov 2024 04:11 PM IST
| TORNTPHARM 28NOV2024 3200 CE | ||||||||||
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Delta: 0.21
Vega: 1.24
Theta: -2.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 3101.95 | 12.55 | -2.55 | 25.01 | 140 | -4 | 228 | |||
| 20 Nov | 3094.85 | 15.1 | 0.00 | 26.04 | 96 | 3 | 232 | |||
| 19 Nov | 3094.85 | 15.1 | -4.40 | 26.04 | 96 | 3 | 232 | |||
| 18 Nov | 3105.60 | 19.5 | -6.30 | 24.03 | 195 | 2 | 230 | |||
| 14 Nov | 3102.40 | 25.8 | -10.00 | 22.20 | 275 | 14 | 234 | |||
| 13 Nov | 3116.60 | 35.8 | -12.20 | 26.11 | 219 | 3 | 220 | |||
| 12 Nov | 3151.05 | 48 | -3.30 | 23.52 | 655 | 33 | 232 | |||
| 11 Nov | 3151.65 | 51.3 | -17.60 | 25.34 | 285 | 43 | 198 | |||
| 8 Nov | 3199.85 | 68.9 | 6.80 | 24.14 | 681 | -13 | 154 | |||
| 7 Nov | 3162.95 | 62.1 | -29.90 | 25.23 | 888 | 1 | 166 | |||
| 6 Nov | 3209.90 | 92 | 8.80 | 22.33 | 263 | -25 | 166 | |||
| 5 Nov | 3184.15 | 83.2 | -19.95 | 26.93 | 256 | -24 | 192 | |||
| 4 Nov | 3200.55 | 103.15 | -15.85 | 30.59 | 375 | -14 | 215 | |||
| 1 Nov | 3205.30 | 119 | -2.50 | 29.68 | 31 | -8 | 230 | |||
| 31 Oct | 3202.65 | 121.5 | 21.65 | - | 1,564 | 122 | 237 | |||
| 30 Oct | 3137.80 | 99.85 | -18.15 | - | 278 | 111 | 114 | |||
| 29 Oct | 3215.65 | 118 | -246.60 | - | 5 | 3 | 3 | |||
| 28 Oct | 3316.70 | 364.6 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3432.85 | 364.6 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3318.95 | 364.6 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3339.65 | 364.6 | 364.60 | - | 0 | 0 | 0 | |||
| 19 Sept | 3351.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 3359.60 | 0 | - | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 3200 expiring on 28NOV2024
Delta for 3200 CE is 0.21
Historical price for 3200 CE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 12.55, which was -2.55 lower than the previous day. The implied volatity was 25.01, the open interest changed by -4 which decreased total open position to 228
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was 26.04, the open interest changed by 3 which increased total open position to 232
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 15.1, which was -4.40 lower than the previous day. The implied volatity was 26.04, the open interest changed by 3 which increased total open position to 232
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 19.5, which was -6.30 lower than the previous day. The implied volatity was 24.03, the open interest changed by 2 which increased total open position to 230
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 25.8, which was -10.00 lower than the previous day. The implied volatity was 22.20, the open interest changed by 14 which increased total open position to 234
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 35.8, which was -12.20 lower than the previous day. The implied volatity was 26.11, the open interest changed by 3 which increased total open position to 220
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 48, which was -3.30 lower than the previous day. The implied volatity was 23.52, the open interest changed by 33 which increased total open position to 232
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 51.3, which was -17.60 lower than the previous day. The implied volatity was 25.34, the open interest changed by 43 which increased total open position to 198
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 68.9, which was 6.80 higher than the previous day. The implied volatity was 24.14, the open interest changed by -13 which decreased total open position to 154
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 62.1, which was -29.90 lower than the previous day. The implied volatity was 25.23, the open interest changed by 1 which increased total open position to 166
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 92, which was 8.80 higher than the previous day. The implied volatity was 22.33, the open interest changed by -25 which decreased total open position to 166
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 83.2, which was -19.95 lower than the previous day. The implied volatity was 26.93, the open interest changed by -24 which decreased total open position to 192
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 103.15, which was -15.85 lower than the previous day. The implied volatity was 30.59, the open interest changed by -14 which decreased total open position to 215
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 119, which was -2.50 lower than the previous day. The implied volatity was 29.68, the open interest changed by -8 which decreased total open position to 230
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 121.5, which was 21.65 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 99.85, which was -18.15 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 118, which was -246.60 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 364.6, 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 364.6, 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 23 Oct TORNTPHARM was trading at 3318.95. The strike last trading price was 364.6, 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 364.6, which was 364.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept TORNTPHARM was trading at 3351.90. The strike last trading price was 0, 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 18 Sept TORNTPHARM was trading at 3359.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TORNTPHARM 28NOV2024 3200 PE | |||||||
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Delta: -0.73
Vega: 1.43
Theta: -2.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3101.95 | 114.25 | 2.40 | 33.19 | 4 | -1 | 177 |
| 20 Nov | 3094.85 | 111.85 | 0.00 | 20.20 | 33 | -1 | 178 |
| 19 Nov | 3094.85 | 111.85 | 7.40 | 20.20 | 33 | -1 | 178 |
| 18 Nov | 3105.60 | 104.45 | -5.55 | 26.16 | 127 | -11 | 179 |
| 14 Nov | 3102.40 | 110 | 2.35 | 27.41 | 222 | -3 | 210 |
| 13 Nov | 3116.60 | 107.65 | 19.80 | 24.97 | 86 | -14 | 213 |
| 12 Nov | 3151.05 | 87.85 | -0.15 | 26.92 | 149 | -2 | 227 |
| 11 Nov | 3151.65 | 88 | 7.45 | 24.47 | 254 | 21 | 229 |
| 8 Nov | 3199.85 | 80.55 | -14.45 | 26.17 | 66 | 3 | 205 |
| 7 Nov | 3162.95 | 95 | 34.85 | 25.99 | 150 | 10 | 203 |
| 6 Nov | 3209.90 | 60.15 | -28.30 | 25.10 | 233 | 23 | 194 |
| 5 Nov | 3184.15 | 88.45 | -2.00 | 27.01 | 172 | 1 | 167 |
| 4 Nov | 3200.55 | 90.45 | -0.55 | 28.86 | 142 | 30 | 169 |
| 1 Nov | 3205.30 | 91 | -6.90 | 30.69 | 6 | -2 | 139 |
| 31 Oct | 3202.65 | 97.9 | -31.10 | - | 163 | 73 | 141 |
| 30 Oct | 3137.80 | 129 | 15.00 | - | 187 | 50 | 69 |
| 29 Oct | 3215.65 | 114 | 41.50 | - | 51 | 18 | 18 |
| 28 Oct | 3316.70 | 72.5 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3432.85 | 72.5 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3318.95 | 72.5 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3339.65 | 72.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Sept | 3351.90 | 72.5 | 72.50 | - | 0 | 0 | 0 |
| 18 Sept | 3359.60 | 0 | - | 0 | 0 | 0 | |
For Torrent Pharmaceuticals L - strike price 3200 expiring on 28NOV2024
Delta for 3200 PE is -0.73
Historical price for 3200 PE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 114.25, which was 2.40 higher than the previous day. The implied volatity was 33.19, the open interest changed by -1 which decreased total open position to 177
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 111.85, which was 0.00 lower than the previous day. The implied volatity was 20.20, the open interest changed by -1 which decreased total open position to 178
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 111.85, which was 7.40 higher than the previous day. The implied volatity was 20.20, the open interest changed by -1 which decreased total open position to 178
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 104.45, which was -5.55 lower than the previous day. The implied volatity was 26.16, the open interest changed by -11 which decreased total open position to 179
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 110, which was 2.35 higher than the previous day. The implied volatity was 27.41, the open interest changed by -3 which decreased total open position to 210
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 107.65, which was 19.80 higher than the previous day. The implied volatity was 24.97, the open interest changed by -14 which decreased total open position to 213
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 87.85, which was -0.15 lower than the previous day. The implied volatity was 26.92, the open interest changed by -2 which decreased total open position to 227
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 88, which was 7.45 higher than the previous day. The implied volatity was 24.47, the open interest changed by 21 which increased total open position to 229
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 80.55, which was -14.45 lower than the previous day. The implied volatity was 26.17, the open interest changed by 3 which increased total open position to 205
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 95, which was 34.85 higher than the previous day. The implied volatity was 25.99, the open interest changed by 10 which increased total open position to 203
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 60.15, which was -28.30 lower than the previous day. The implied volatity was 25.10, the open interest changed by 23 which increased total open position to 194
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 88.45, which was -2.00 lower than the previous day. The implied volatity was 27.01, the open interest changed by 1 which increased total open position to 167
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 90.45, which was -0.55 lower than the previous day. The implied volatity was 28.86, the open interest changed by 30 which increased total open position to 169
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 91, which was -6.90 lower than the previous day. The implied volatity was 30.69, the open interest changed by -2 which decreased total open position to 139
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 97.9, which was -31.10 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 129, which was 15.00 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 114, which was 41.50 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 72.5, 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 72.5, 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 23 Oct TORNTPHARM was trading at 3318.95. The strike last trading price was 72.5, 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 72.5, 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 19 Sept TORNTPHARM was trading at 3351.90. The strike last trading price was 72.5, which was 72.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept TORNTPHARM was trading at 3359.60. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
