TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
20 Dec 2024 04:11 PM IST
| TORNTPHARM 26DEC2024 3450 CE | ||||||||||
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Delta: 0.48
Vega: 1.76
Theta: -2.92
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3437.00 | 27.55 | -29.00 | 16.86 | 1,482 | 13 | 324 | |||
| 19 Dec | 3469.15 | 56.55 | 31.10 | 23.27 | 5,676 | 174 | 319 | |||
| 18 Dec | 3381.90 | 25.45 | -5.00 | 25.16 | 724 | 9 | 146 | |||
| 17 Dec | 3376.70 | 30.45 | 9.50 | 25.29 | 512 | -2 | 136 | |||
| 16 Dec | 3362.05 | 20.95 | 2.10 | 23.54 | 166 | -8 | 139 | |||
| 13 Dec | 3345.85 | 18.85 | -1.15 | 21.29 | 86 | 15 | 149 | |||
| 12 Dec | 3327.85 | 20 | -17.70 | 23.21 | 137 | 8 | 135 | |||
| 11 Dec | 3374.85 | 37.7 | 4.85 | 23.64 | 185 | -4 | 126 | |||
| 10 Dec | 3350.00 | 32.85 | -7.55 | 22.99 | 78 | -13 | 130 | |||
| 9 Dec | 3335.70 | 40.4 | 7.25 | 26.46 | 155 | 19 | 142 | |||
| 6 Dec | 3332.50 | 33.15 | -12.85 | 22.26 | 180 | 25 | 124 | |||
| 5 Dec | 3361.50 | 46 | 3.20 | 22.31 | 807 | 48 | 100 | |||
| 4 Dec | 3352.65 | 42.8 | -6.40 | 23.98 | 45 | -15 | 52 | |||
| 3 Dec | 3363.10 | 49.2 | -0.95 | 22.49 | 24 | 1 | 67 | |||
| 2 Dec | 3339.15 | 50.15 | 2.40 | 25.36 | 247 | 2 | 65 | |||
| 29 Nov | 3324.20 | 47.75 | -20.60 | 23.74 | 882 | 63 | 63 | |||
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| 28 Nov | 3202.95 | 68.35 | 0.00 | 6.05 | 0 | 0 | 0 | |||
| 27 Nov | 3224.45 | 68.35 | 0.00 | 5.45 | 0 | 0 | 0 | |||
| 26 Nov | 3225.55 | 68.35 | 0.00 | 5.37 | 0 | 0 | 0 | |||
| 25 Nov | 3266.60 | 68.35 | 0.00 | 4.28 | 0 | 0 | 0 | |||
| 22 Nov | 3167.10 | 68.35 | 0.00 | 6.42 | 0 | 0 | 0 | |||
| 21 Nov | 3101.95 | 68.35 | 68.35 | 7.93 | 0 | 0 | 0 | |||
| 6 Nov | 3209.90 | 0 | 0.00 | 4.26 | 0 | 0 | 0 | |||
| 1 Nov | 3205.30 | 0 | 4.10 | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 3450 expiring on 26DEC2024
Delta for 3450 CE is 0.48
Historical price for 3450 CE is as follows
On 20 Dec TORNTPHARM was trading at 3437.00. The strike last trading price was 27.55, which was -29.00 lower than the previous day. The implied volatity was 16.86, the open interest changed by 13 which increased total open position to 324
On 19 Dec TORNTPHARM was trading at 3469.15. The strike last trading price was 56.55, which was 31.10 higher than the previous day. The implied volatity was 23.27, the open interest changed by 174 which increased total open position to 319
On 18 Dec TORNTPHARM was trading at 3381.90. The strike last trading price was 25.45, which was -5.00 lower than the previous day. The implied volatity was 25.16, the open interest changed by 9 which increased total open position to 146
On 17 Dec TORNTPHARM was trading at 3376.70. The strike last trading price was 30.45, which was 9.50 higher than the previous day. The implied volatity was 25.29, the open interest changed by -2 which decreased total open position to 136
On 16 Dec TORNTPHARM was trading at 3362.05. The strike last trading price was 20.95, which was 2.10 higher than the previous day. The implied volatity was 23.54, the open interest changed by -8 which decreased total open position to 139
On 13 Dec TORNTPHARM was trading at 3345.85. The strike last trading price was 18.85, which was -1.15 lower than the previous day. The implied volatity was 21.29, the open interest changed by 15 which increased total open position to 149
On 12 Dec TORNTPHARM was trading at 3327.85. The strike last trading price was 20, which was -17.70 lower than the previous day. The implied volatity was 23.21, the open interest changed by 8 which increased total open position to 135
On 11 Dec TORNTPHARM was trading at 3374.85. The strike last trading price was 37.7, which was 4.85 higher than the previous day. The implied volatity was 23.64, the open interest changed by -4 which decreased total open position to 126
On 10 Dec TORNTPHARM was trading at 3350.00. The strike last trading price was 32.85, which was -7.55 lower than the previous day. The implied volatity was 22.99, the open interest changed by -13 which decreased total open position to 130
On 9 Dec TORNTPHARM was trading at 3335.70. The strike last trading price was 40.4, which was 7.25 higher than the previous day. The implied volatity was 26.46, the open interest changed by 19 which increased total open position to 142
On 6 Dec TORNTPHARM was trading at 3332.50. The strike last trading price was 33.15, which was -12.85 lower than the previous day. The implied volatity was 22.26, the open interest changed by 25 which increased total open position to 124
On 5 Dec TORNTPHARM was trading at 3361.50. The strike last trading price was 46, which was 3.20 higher than the previous day. The implied volatity was 22.31, the open interest changed by 48 which increased total open position to 100
On 4 Dec TORNTPHARM was trading at 3352.65. The strike last trading price was 42.8, which was -6.40 lower than the previous day. The implied volatity was 23.98, the open interest changed by -15 which decreased total open position to 52
On 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 49.2, which was -0.95 lower than the previous day. The implied volatity was 22.49, the open interest changed by 1 which increased total open position to 67
On 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 50.15, which was 2.40 higher than the previous day. The implied volatity was 25.36, the open interest changed by 2 which increased total open position to 65
On 29 Nov TORNTPHARM was trading at 3324.20. The strike last trading price was 47.75, which was -20.60 lower than the previous day. The implied volatity was 23.74, the open interest changed by 63 which increased total open position to 63
On 28 Nov TORNTPHARM was trading at 3202.95. The strike last trading price was 68.35, which was 0.00 lower than the previous day. The implied volatity was 6.05, 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 68.35, which was 0.00 lower than the previous day. The implied volatity was 5.45, 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 68.35, which was 0.00 lower than the previous day. The implied volatity was 5.37, 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 68.35, which was 0.00 lower than the previous day. The implied volatity was 4.28, 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 68.35, which was 0.00 lower than the previous day. The implied volatity was 6.42, 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 68.35, which was 68.35 higher than the previous day. The implied volatity was 7.93, 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 0, which was 0.00 lower than the previous day. The implied volatity was 4.26, 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 4.10, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 26DEC2024 3450 PE | |||||||
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Delta: -0.51
Vega: 1.76
Theta: -3.43
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3437.00 | 49.3 | 15.55 | 26.74 | 1,224 | -65 | 95 |
| 19 Dec | 3469.15 | 33.75 | -63.40 | 23.09 | 999 | 158 | 166 |
| 18 Dec | 3381.90 | 97.15 | 11.90 | 30.21 | 1 | 0 | 8 |
| 17 Dec | 3376.70 | 85.25 | -27.75 | 24.42 | 4 | 0 | 9 |
| 16 Dec | 3362.05 | 113 | 2.10 | 27.51 | 1 | 0 | 9 |
| 13 Dec | 3345.85 | 110.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 3327.85 | 110.9 | 13.85 | - | 1 | 0 | 9 |
| 11 Dec | 3374.85 | 97.05 | -43.80 | 21.45 | 7 | 6 | 10 |
| 10 Dec | 3350.00 | 140.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 3335.70 | 140.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 3332.50 | 140.85 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 3361.50 | 140.85 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 3352.65 | 140.85 | 26.80 | 26.99 | 1 | 0 | 3 |
| 3 Dec | 3363.10 | 114.05 | -24.65 | 23.15 | 2 | 1 | 2 |
| 2 Dec | 3339.15 | 138.7 | -138.70 | 25.06 | 1 | 0 | 0 |
| 29 Nov | 3324.20 | 277.4 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 3202.95 | 277.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Nov | 3224.45 | 277.4 | 0.00 | - | 0 | 0 | 0 |
| 26 Nov | 3225.55 | 277.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Nov | 3266.60 | 277.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Nov | 3167.10 | 277.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 3101.95 | 277.4 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 3209.90 | 277.4 | 277.40 | - | 0 | 0 | 0 |
| 1 Nov | 3205.30 | 0 | - | 0 | 0 | 0 | |
For Torrent Pharmaceuticals L - strike price 3450 expiring on 26DEC2024
Delta for 3450 PE is -0.51
Historical price for 3450 PE is as follows
On 20 Dec TORNTPHARM was trading at 3437.00. The strike last trading price was 49.3, which was 15.55 higher than the previous day. The implied volatity was 26.74, the open interest changed by -65 which decreased total open position to 95
On 19 Dec TORNTPHARM was trading at 3469.15. The strike last trading price was 33.75, which was -63.40 lower than the previous day. The implied volatity was 23.09, the open interest changed by 158 which increased total open position to 166
On 18 Dec TORNTPHARM was trading at 3381.90. The strike last trading price was 97.15, which was 11.90 higher than the previous day. The implied volatity was 30.21, the open interest changed by 0 which decreased total open position to 8
On 17 Dec TORNTPHARM was trading at 3376.70. The strike last trading price was 85.25, which was -27.75 lower than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 9
On 16 Dec TORNTPHARM was trading at 3362.05. The strike last trading price was 113, which was 2.10 higher than the previous day. The implied volatity was 27.51, the open interest changed by 0 which decreased total open position to 9
On 13 Dec TORNTPHARM was trading at 3345.85. The strike last trading price was 110.9, 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 12 Dec TORNTPHARM was trading at 3327.85. The strike last trading price was 110.9, which was 13.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 11 Dec TORNTPHARM was trading at 3374.85. The strike last trading price was 97.05, which was -43.80 lower than the previous day. The implied volatity was 21.45, the open interest changed by 6 which increased total open position to 10
On 10 Dec TORNTPHARM was trading at 3350.00. The strike last trading price was 140.85, 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 9 Dec TORNTPHARM was trading at 3335.70. The strike last trading price was 140.85, 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 6 Dec TORNTPHARM was trading at 3332.50. The strike last trading price was 140.85, 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 5 Dec TORNTPHARM was trading at 3361.50. The strike last trading price was 140.85, 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 4 Dec TORNTPHARM was trading at 3352.65. The strike last trading price was 140.85, which was 26.80 higher than the previous day. The implied volatity was 26.99, the open interest changed by 0 which decreased total open position to 3
On 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 114.05, which was -24.65 lower than the previous day. The implied volatity was 23.15, the open interest changed by 1 which increased total open position to 2
On 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 138.7, which was -138.70 lower than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 0
On 29 Nov TORNTPHARM was trading at 3324.20. The strike last trading price was 277.4, 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 28 Nov TORNTPHARM was trading at 3202.95. The strike last trading price was 277.4, 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 277.4, 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 277.4, 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 277.4, 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 277.4, 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 277.4, 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 277.4, which was 277.40 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
