TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Nov 2024 04:11 PM IST
| TORNTPHARM 28NOV2024 3300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.71
Theta: -1.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 3101.95 | 5.7 | 0.20 | 31.81 | 216 | 27 | 671 | |||
| 20 Nov | 3094.85 | 5.5 | 0.00 | 29.31 | 120 | 39 | 644 | |||
| 19 Nov | 3094.85 | 5.5 | -1.20 | 29.31 | 120 | 39 | 644 | |||
| 18 Nov | 3105.60 | 6.7 | -3.85 | 26.69 | 279 | 23 | 610 | |||
| 14 Nov | 3102.40 | 10.55 | -1.15 | 24.85 | 783 | 221 | 582 | |||
| 13 Nov | 3116.60 | 11.7 | -6.80 | 24.99 | 293 | 5 | 361 | |||
| 12 Nov | 3151.05 | 18.5 | -4.50 | 23.64 | 250 | -15 | 364 | |||
| 11 Nov | 3151.65 | 23 | -9.60 | 26.04 | 363 | -32 | 378 | |||
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| 8 Nov | 3199.85 | 32.6 | 0.20 | 24.38 | 1,187 | 195 | 414 | |||
| 7 Nov | 3162.95 | 32.4 | -14.90 | 26.47 | 584 | 41 | 220 | |||
| 6 Nov | 3209.90 | 47.3 | 5.30 | 22.95 | 149 | 25 | 180 | |||
| 5 Nov | 3184.15 | 42 | -17.50 | 26.02 | 111 | -8 | 153 | |||
| 4 Nov | 3200.55 | 59.5 | -14.50 | 29.91 | 193 | 14 | 164 | |||
| 1 Nov | 3205.30 | 74 | -2.00 | 29.77 | 27 | 0 | 150 | |||
| 31 Oct | 3202.65 | 76 | 16.00 | - | 655 | 62 | 151 | |||
| 30 Oct | 3137.80 | 60 | -16.05 | - | 270 | 44 | 89 | |||
| 29 Oct | 3215.65 | 76.05 | -78.95 | - | 108 | 40 | 41 | |||
| 28 Oct | 3316.70 | 155 | -85.40 | - | 1 | 0 | 0 | |||
| 25 Oct | 3432.85 | 240.4 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3321.30 | 240.4 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3318.95 | 240.4 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3339.65 | 240.4 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3405.10 | 240.4 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3392.15 | 240.4 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3369.90 | 240.4 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3396.55 | 240.4 | - | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 3300 expiring on 28NOV2024
Delta for 3300 CE is 0.09
Historical price for 3300 CE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 5.7, which was 0.20 higher than the previous day. The implied volatity was 31.81, the open interest changed by 27 which increased total open position to 671
On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 29.31, the open interest changed by 39 which increased total open position to 644
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 5.5, which was -1.20 lower than the previous day. The implied volatity was 29.31, the open interest changed by 39 which increased total open position to 644
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 6.7, which was -3.85 lower than the previous day. The implied volatity was 26.69, the open interest changed by 23 which increased total open position to 610
On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 10.55, which was -1.15 lower than the previous day. The implied volatity was 24.85, the open interest changed by 221 which increased total open position to 582
On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 11.7, which was -6.80 lower than the previous day. The implied volatity was 24.99, the open interest changed by 5 which increased total open position to 361
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 18.5, which was -4.50 lower than the previous day. The implied volatity was 23.64, the open interest changed by -15 which decreased total open position to 364
On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 23, which was -9.60 lower than the previous day. The implied volatity was 26.04, the open interest changed by -32 which decreased total open position to 378
On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 32.6, which was 0.20 higher than the previous day. The implied volatity was 24.38, the open interest changed by 195 which increased total open position to 414
On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 32.4, which was -14.90 lower than the previous day. The implied volatity was 26.47, the open interest changed by 41 which increased total open position to 220
On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 47.3, which was 5.30 higher than the previous day. The implied volatity was 22.95, the open interest changed by 25 which increased total open position to 180
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 42, which was -17.50 lower than the previous day. The implied volatity was 26.02, the open interest changed by -8 which decreased total open position to 153
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 59.5, which was -14.50 lower than the previous day. The implied volatity was 29.91, the open interest changed by 14 which increased total open position to 164
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 74, which was -2.00 lower than the previous day. The implied volatity was 29.77, the open interest changed by 0 which decreased total open position to 150
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 76, which was 16.00 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 60, which was -16.05 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 76.05, which was -78.95 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 155, which was -85.40 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 240.4, 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 240.4, 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 240.4, 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 240.4, 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 7 Oct TORNTPHARM was trading at 3405.10. The strike last trading price was 240.4, 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 3 Oct TORNTPHARM was trading at 3392.15. The strike last trading price was 240.4, 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 1 Oct TORNTPHARM was trading at 3369.90. The strike last trading price was 240.4, 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 Sept TORNTPHARM was trading at 3396.55. The strike last trading price was 240.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TORNTPHARM 28NOV2024 3300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 3101.95 | 187.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 20 Nov | 3094.85 | 187.8 | 0.00 | - | 4 | 0 | 12 |
| 19 Nov | 3094.85 | 187.8 | -12.20 | - | 4 | 0 | 12 |
| 18 Nov | 3105.60 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 3102.40 | 200 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 3116.60 | 200 | 88.45 | 33.44 | 3 | 0 | 12 |
| 12 Nov | 3151.05 | 111.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 3151.65 | 111.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 3199.85 | 111.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 3162.95 | 111.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 3209.90 | 111.55 | -41.95 | 24.66 | 6 | 1 | 13 |
| 5 Nov | 3184.15 | 153.5 | -17.75 | 28.49 | 6 | -3 | 12 |
| 4 Nov | 3200.55 | 171.25 | 21.25 | 36.15 | 4 | 0 | 15 |
| 1 Nov | 3205.30 | 150 | 0.00 | 0.00 | 0 | 3 | 0 |
| 31 Oct | 3202.65 | 150 | -41.25 | - | 4 | 2 | 14 |
| 30 Oct | 3137.80 | 191.25 | 104.45 | - | 15 | 11 | 11 |
| 29 Oct | 3215.65 | 86.8 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3316.70 | 86.8 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3432.85 | 86.8 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3321.30 | 86.8 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3318.95 | 86.8 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3339.65 | 86.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3405.10 | 86.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3392.15 | 86.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3369.90 | 86.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3396.55 | 86.8 | - | 0 | 0 | 0 | |
For Torrent Pharmaceuticals L - strike price 3300 expiring on 28NOV2024
Delta for 3300 PE is 0.00
Historical price for 3300 PE is as follows
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 187.8, 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 187.8, 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 12
On 19 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 187.8, which was -12.20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12
On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 200, 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 200, 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 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 200, which was 88.45 higher than the previous day. The implied volatity was 33.44, the open interest changed by 0 which decreased total open position to 12
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 111.55, 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 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 111.55, 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 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 111.55, 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 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 111.55, 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 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 111.55, which was -41.95 lower than the previous day. The implied volatity was 24.66, the open interest changed by 1 which increased total open position to 13
On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 153.5, which was -17.75 lower than the previous day. The implied volatity was 28.49, the open interest changed by -3 which decreased total open position to 12
On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 171.25, which was 21.25 higher than the previous day. The implied volatity was 36.15, the open interest changed by 0 which decreased total open position to 15
On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 150, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 150, which was -41.25 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 191.25, which was 104.45 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 86.8, 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 86.8, 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 86.8, 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 86.8, 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 86.8, 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 86.8, 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 7 Oct TORNTPHARM was trading at 3405.10. The strike last trading price was 86.8, 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 3 Oct TORNTPHARM was trading at 3392.15. The strike last trading price was 86.8, 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 1 Oct TORNTPHARM was trading at 3369.90. The strike last trading price was 86.8, 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 Sept TORNTPHARM was trading at 3396.55. The strike last trading price was 86.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
