TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Nov 2024 04:11 PM IST
| TORNTPHARM 28NOV2024 3250 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.13
Vega: 0.89
Theta: -1.87
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3101.95 | 7.4 | -0.30 | 27.65 | 55 | 0 | 60 | |||
| 20 Nov | 3094.85 | 7.7 | 0.00 | 26.36 | 26 | 5 | 60 | |||
| 19 Nov | 3094.85 | 7.7 | -3.00 | 26.36 | 26 | 5 | 60 | |||
| 18 Nov | 3105.60 | 10.7 | -5.15 | 24.78 | 62 | 20 | 55 | |||
| 14 Nov | 3102.40 | 15.85 | -6.70 | 23.18 | 66 | 12 | 35 | |||
| 13 Nov | 3116.60 | 22.55 | -8.55 | 26.17 | 52 | -6 | 23 | |||
| 12 Nov | 3151.05 | 31.1 | -2.50 | 23.79 | 38 | 6 | 29 | |||
| 11 Nov | 3151.65 | 33.6 | -13.10 | 25.17 | 8 | -1 | 23 | |||
| 8 Nov | 3199.85 | 46.7 | 6.70 | 23.72 | 1 | 0 | 25 | |||
| 7 Nov | 3162.95 | 40 | -28.60 | 24.00 | 21 | 1 | 24 | |||
| 6 Nov | 3209.90 | 68.6 | 10.60 | 23.17 | 70 | 14 | 23 | |||
|
|
||||||||||
| 5 Nov | 3184.15 | 58 | -42.30 | 25.72 | 16 | 6 | 7 | |||
| 4 Nov | 3200.55 | 100.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 3205.30 | 100.3 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 31 Oct | 3202.65 | 100.3 | -172.70 | - | 1 | 0 | 0 | |||
| 30 Oct | 3137.80 | 273 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3215.65 | 273 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3316.70 | 273 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3432.85 | 273 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3321.30 | 273 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3318.95 | 273 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3339.65 | 273 | - | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 3250 expiring on 28NOV2024
Delta for 3250 CE is 0.13
Historical price for 3250 CE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 7.4, which was -0.30 lower than the previous day. The implied volatity was 27.65, the open interest changed by 0 which decreased total open position to 60
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 7.7, which was 0.00 lower than the previous day. The implied volatity was 26.36, the open interest changed by 5 which increased total open position to 60
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 7.7, which was -3.00 lower than the previous day. The implied volatity was 26.36, the open interest changed by 5 which increased total open position to 60
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 10.7, which was -5.15 lower than the previous day. The implied volatity was 24.78, the open interest changed by 20 which increased total open position to 55
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 15.85, which was -6.70 lower than the previous day. The implied volatity was 23.18, the open interest changed by 12 which increased total open position to 35
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 22.55, which was -8.55 lower than the previous day. The implied volatity was 26.17, the open interest changed by -6 which decreased total open position to 23
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 31.1, which was -2.50 lower than the previous day. The implied volatity was 23.79, the open interest changed by 6 which increased total open position to 29
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 33.6, which was -13.10 lower than the previous day. The implied volatity was 25.17, the open interest changed by -1 which decreased total open position to 23
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 46.7, which was 6.70 higher than the previous day. The implied volatity was 23.72, the open interest changed by 0 which decreased total open position to 25
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 40, which was -28.60 lower than the previous day. The implied volatity was 24.00, the open interest changed by 1 which increased total open position to 24
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 68.6, which was 10.60 higher than the previous day. The implied volatity was 23.17, the open interest changed by 14 which increased total open position to 23
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 58, which was -42.30 lower than the previous day. The implied volatity was 25.72, the open interest changed by 6 which increased total open position to 7
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 100.3, 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 100.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 100.3, which was -172.70 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 273, 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 273, 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 273, 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 273, 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 24 Oct TORNTPHARM was trading at 3321.30. The strike last trading price was 273, 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 273, 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 273, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TORNTPHARM 28NOV2024 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3101.95 | 157.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 3094.85 | 157.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 3094.85 | 157.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 3105.60 | 157.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 3102.40 | 157.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 13 Nov | 3116.60 | 157.85 | 42.85 | 31.56 | 1 | 0 | 2 |
| 12 Nov | 3151.05 | 115 | 0.00 | 0.00 | 0 | -1 | 0 |
| 11 Nov | 3151.65 | 115 | 11.25 | 22.04 | 2 | 0 | 3 |
| 8 Nov | 3199.85 | 103.75 | -17.30 | 24.32 | 4 | 1 | 4 |
| 7 Nov | 3162.95 | 121.05 | 51.00 | 24.25 | 6 | 2 | 2 |
| 6 Nov | 3209.90 | 70.05 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 3184.15 | 70.05 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 3200.55 | 70.05 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 3205.30 | 70.05 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 3202.65 | 70.05 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 3137.80 | 70.05 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3215.65 | 70.05 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3316.70 | 70.05 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3432.85 | 70.05 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3321.30 | 70.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3318.95 | 70.05 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3339.65 | 70.05 | - | 0 | 0 | 0 | |
For Torrent Pharmaceuticals L - strike price 3250 expiring on 28NOV2024
Delta for 3250 PE is 0.00
Historical price for 3250 PE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 157.85, 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 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 157.85, 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 157.85, 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 157.85, 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 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 157.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 157.85, which was 42.85 higher than the previous day. The implied volatity was 31.56, the open interest changed by 0 which decreased total open position to 2
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 115, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 115, which was 11.25 higher than the previous day. The implied volatity was 22.04, the open interest changed by 0 which decreased total open position to 3
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 103.75, which was -17.30 lower than the previous day. The implied volatity was 24.32, the open interest changed by 1 which increased total open position to 4
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 121.05, which was 51.00 higher than the previous day. The implied volatity was 24.25, the open interest changed by 2 which increased total open position to 2
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 70.05, 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 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 70.05, 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 70.05, 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 70.05, 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 70.05, 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 70.05, 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 70.05, 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 70.05, 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 70.05, 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 24 Oct TORNTPHARM was trading at 3321.30. The strike last trading price was 70.05, 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 70.05, 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 70.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
