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[--[65.84.65.76]--]
TORNTPHARM
Torrent Pharmaceuticals L

3101.95 7.10 (0.23%)

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Historical option data for TORNTPHARM

21 Nov 2024 04:11 PM IST
TORNTPHARM 28NOV2024 3200 CE
Delta: 0.21
Vega: 1.24
Theta: -2.39
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
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
Delta: -0.73
Vega: 1.43
Theta: -2.73
Gamma: 0.00
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