TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
03 Dec 2024 04:11 PM IST
| TORNTPHARM 26DEC2024 3350 CE | ||||||||||
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Delta: 0.59
Vega: 3.28
Theta: -2.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 3363.10 | 91.85 | 1.85 | 21.50 | 127 | 5 | 70 | |||
| 2 Dec | 3339.15 | 90 | -1.00 | 24.93 | 432 | 58 | 63 | |||
| 29 Nov | 3324.20 | 91 | -8.50 | 24.55 | 5 | 0 | 0 | |||
| 28 Nov | 3202.95 | 99.5 | 0.00 | 3.45 | 0 | 0 | 0 | |||
| 27 Nov | 3224.45 | 99.5 | 0.00 | 2.80 | 0 | 0 | 0 | |||
| 26 Nov | 3225.55 | 99.5 | 0.00 | 2.82 | 0 | 0 | 0 | |||
| 25 Nov | 3266.60 | 99.5 | 0.00 | 1.46 | 0 | 0 | 0 | |||
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| 22 Nov | 3167.10 | 99.5 | 0.00 | 4.05 | 0 | 0 | 0 | |||
| 21 Nov | 3101.95 | 99.5 | 0.00 | 5.43 | 0 | 0 | 0 | |||
| 14 Nov | 3102.40 | 99.5 | 0.00 | 4.65 | 0 | 0 | 0 | |||
| 12 Nov | 3151.05 | 99.5 | 0.00 | 3.68 | 0 | 0 | 0 | |||
| 11 Nov | 3151.65 | 99.5 | 0.00 | 3.63 | 0 | 0 | 0 | |||
| 8 Nov | 3199.85 | 99.5 | 0.00 | 2.81 | 0 | 0 | 0 | |||
| 7 Nov | 3162.95 | 99.5 | 0.00 | 3.23 | 0 | 0 | 0 | |||
| 6 Nov | 3209.90 | 99.5 | 0.00 | 1.98 | 0 | 0 | 0 | |||
| 5 Nov | 3184.15 | 99.5 | 99.50 | 2.49 | 0 | 0 | 0 | |||
| 1 Nov | 3205.30 | 0 | 2.18 | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 3350 expiring on 26DEC2024
Delta for 3350 CE is 0.59
Historical price for 3350 CE is as follows
On 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 91.85, which was 1.85 higher than the previous day. The implied volatity was 21.50, the open interest changed by 5 which increased total open position to 70
On 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 90, which was -1.00 lower than the previous day. The implied volatity was 24.93, the open interest changed by 58 which increased total open position to 63
On 29 Nov TORNTPHARM was trading at 3324.20. The strike last trading price was 91, which was -8.50 lower than the previous day. The implied volatity was 24.55, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TORNTPHARM was trading at 3202.95. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TORNTPHARM was trading at 3224.45. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TORNTPHARM was trading at 3225.55. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 2.82, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TORNTPHARM was trading at 3266.60. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 1.46, the open interest changed by 0 which decreased total open position to 0
On 22 Nov TORNTPHARM was trading at 3167.10. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 5.43, 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 99.5, which was 0.00 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 99.5, which was 0.00 lower than the previous day. The implied volatity was 3.68, 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 99.5, which was 0.00 lower than the previous day. The implied volatity was 3.63, 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 99.5, which was 0.00 lower than the previous day. The implied volatity was 2.81, 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 99.5, which was 0.00 lower than the previous day. The implied volatity was 3.23, 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 99.5, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 99.5, which was 99.50 higher than the previous day. The implied volatity was 2.49, 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 0, which was lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 26DEC2024 3350 PE | |||||||
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Delta: -0.42
Vega: 3.31
Theta: -1.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 3363.10 | 71.55 | -17.00 | 26.46 | 51 | 11 | 23 |
| 2 Dec | 3339.15 | 88.55 | -121.10 | 27.40 | 20 | 12 | 12 |
| 29 Nov | 3324.20 | 209.65 | 0.00 | 0.18 | 0 | 0 | 0 |
| 28 Nov | 3202.95 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 3224.45 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 3225.55 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 3266.60 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 3167.10 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 3101.95 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 3102.40 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 3151.05 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 3151.65 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 3199.85 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 3162.95 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 3209.90 | 209.65 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 3184.15 | 209.65 | 209.65 | - | 0 | 0 | 0 |
| 1 Nov | 3205.30 | 0 | - | 0 | 0 | 0 | |
For Torrent Pharmaceuticals L - strike price 3350 expiring on 26DEC2024
Delta for 3350 PE is -0.42
Historical price for 3350 PE is as follows
On 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 71.55, which was -17.00 lower than the previous day. The implied volatity was 26.46, the open interest changed by 11 which increased total open position to 23
On 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 88.55, which was -121.10 lower than the previous day. The implied volatity was 27.40, the open interest changed by 12 which increased total open position to 12
On 29 Nov TORNTPHARM was trading at 3324.20. The strike last trading price was 209.65, which was 0.00 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TORNTPHARM was trading at 3202.95. The strike last trading price was 209.65, 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 27 Nov TORNTPHARM was trading at 3224.45. The strike last trading price was 209.65, 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 26 Nov TORNTPHARM was trading at 3225.55. The strike last trading price was 209.65, 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 25 Nov TORNTPHARM was trading at 3266.60. The strike last trading price was 209.65, 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 22 Nov TORNTPHARM was trading at 3167.10. The strike last trading price was 209.65, 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 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 209.65, 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 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 209.65, 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 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 209.65, 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 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 209.65, 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 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 209.65, 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 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 209.65, 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 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 209.65, 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 209.65, which was 209.65 higher 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
