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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 3500 CE
Delta: 0.02
Vega: 0.23
Theta: -0.70
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 3101.95 1.45 0.25 41.92 21 -4 95
20 Nov 3094.85 1.2 0.00 0.00 0 0 0
19 Nov 3094.85 1.2 0.00 0.00 0 -4 0
18 Nov 3105.60 1.2 -1.30 33.33 10 -1 102
14 Nov 3102.40 2.5 0.00 31.05 30 -17 103
13 Nov 3116.60 2.5 -0.90 30.13 39 -14 122
12 Nov 3151.05 3.4 -0.95 27.70 96 -14 140
11 Nov 3151.65 4.35 -2.65 28.81 84 27 158
8 Nov 3199.85 7 -0.25 27.04 77 -7 130
7 Nov 3162.95 7.25 -4.15 28.38 76 12 137
6 Nov 3209.90 11.4 0.75 25.73 131 17 123
5 Nov 3184.15 10.65 -6.30 27.97 121 -21 106
4 Nov 3200.55 16.95 -4.10 30.34 117 32 126
1 Nov 3205.30 21.05 -6.70 28.89 7 -2 95
31 Oct 3202.65 27.75 8.20 - 180 31 96
30 Oct 3137.80 19.55 -11.45 - 132 23 66
29 Oct 3215.65 31 -28.80 - 98 22 43
28 Oct 3316.70 59.8 -5.20 - 24 18 20
25 Oct 3432.85 65 -34.95 - 4 0 2
22 Oct 3339.65 99.95 0.45 - 1 0 1
21 Oct 3392.50 99.5 -26.35 - 5 2 2
18 Oct 3449.50 125.85 0.00 - 0 -1 0
17 Oct 3396.65 125.85 -47.90 - 1 0 1
15 Oct 3497.60 173.75 0.00 - 0 0 0
11 Oct 3497.05 173.75 13.70 - 1 0 0
9 Oct 3557.25 160.05 0.00 - 0 0 0
8 Oct 3517.45 160.05 0.00 - 0 0 0
7 Oct 3405.10 160.05 0.00 - 0 0 0
4 Oct 3473.55 160.05 25.15 - 4 1 1
3 Oct 3392.15 134.9 0.00 - 0 0 0
1 Oct 3369.90 134.9 0.00 - 0 0 0
30 Sept 3396.55 134.9 0.00 - 0 0 0
27 Sept 3482.60 134.9 - 0 0 0


For Torrent Pharmaceuticals L - strike price 3500 expiring on 28NOV2024

Delta for 3500 CE is 0.02

Historical price for 3500 CE is as follows

On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 1.45, which was 0.25 higher than the previous day. The implied volatity was 41.92, the open interest changed by -4 which decreased total open position to 95


On 20 Nov TORNTPHARM was trading at 3094.85. The strike last trading price was 1.2, 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 1.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0


On 18 Nov TORNTPHARM was trading at 3105.60. The strike last trading price was 1.2, which was -1.30 lower than the previous day. The implied volatity was 33.33, the open interest changed by -1 which decreased total open position to 102


On 14 Nov TORNTPHARM was trading at 3102.40. The strike last trading price was 2.5, which was 0.00 lower than the previous day. The implied volatity was 31.05, the open interest changed by -17 which decreased total open position to 103


On 13 Nov TORNTPHARM was trading at 3116.60. The strike last trading price was 2.5, which was -0.90 lower than the previous day. The implied volatity was 30.13, the open interest changed by -14 which decreased total open position to 122


On 12 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 3.4, which was -0.95 lower than the previous day. The implied volatity was 27.70, the open interest changed by -14 which decreased total open position to 140


On 11 Nov TORNTPHARM was trading at 3151.65. The strike last trading price was 4.35, which was -2.65 lower than the previous day. The implied volatity was 28.81, the open interest changed by 27 which increased total open position to 158


On 8 Nov TORNTPHARM was trading at 3199.85. The strike last trading price was 7, which was -0.25 lower than the previous day. The implied volatity was 27.04, the open interest changed by -7 which decreased total open position to 130


On 7 Nov TORNTPHARM was trading at 3162.95. The strike last trading price was 7.25, which was -4.15 lower than the previous day. The implied volatity was 28.38, the open interest changed by 12 which increased total open position to 137


On 6 Nov TORNTPHARM was trading at 3209.90. The strike last trading price was 11.4, which was 0.75 higher than the previous day. The implied volatity was 25.73, the open interest changed by 17 which increased total open position to 123


On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 10.65, which was -6.30 lower than the previous day. The implied volatity was 27.97, the open interest changed by -21 which decreased total open position to 106


On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 16.95, which was -4.10 lower than the previous day. The implied volatity was 30.34, the open interest changed by 32 which increased total open position to 126


On 1 Nov TORNTPHARM was trading at 3205.30. The strike last trading price was 21.05, which was -6.70 lower than the previous day. The implied volatity was 28.89, the open interest changed by -2 which decreased total open position to 95


On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 27.75, which was 8.20 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 19.55, which was -11.45 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 31, which was -28.80 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 59.8, which was -5.20 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 65, which was -34.95 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 99.95, which was 0.45 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct TORNTPHARM was trading at 3392.50. The strike last trading price was 99.5, which was -26.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct TORNTPHARM was trading at 3449.50. The strike last trading price was 125.85, 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 17 Oct TORNTPHARM was trading at 3396.65. The strike last trading price was 125.85, which was -47.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct TORNTPHARM was trading at 3497.60. The strike last trading price was 173.75, 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 11 Oct TORNTPHARM was trading at 3497.05. The strike last trading price was 173.75, which was 13.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct TORNTPHARM was trading at 3557.25. The strike last trading price was 160.05, 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 8 Oct TORNTPHARM was trading at 3517.45. The strike last trading price was 160.05, 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 7 Oct TORNTPHARM was trading at 3405.10. The strike last trading price was 160.05, 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 4 Oct TORNTPHARM was trading at 3473.55. The strike last trading price was 160.05, which was 25.15 higher 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 134.9, 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 134.9, 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 134.9, 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 27 Sept TORNTPHARM was trading at 3482.60. The strike last trading price was 134.9, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


TORNTPHARM 28NOV2024 3500 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 3101.95 264.65 0.00 0.00 0 0 0
20 Nov 3094.85 264.65 0.00 0.00 0 0 0
19 Nov 3094.85 264.65 0.00 0.00 0 0 0
18 Nov 3105.60 264.65 0.00 0.00 0 0 0
14 Nov 3102.40 264.65 0.00 0.00 0 0 0
13 Nov 3116.60 264.65 0.00 0.00 0 0 0
12 Nov 3151.05 264.65 0.00 0.00 0 0 0
11 Nov 3151.65 264.65 0.00 0.00 0 0 0
8 Nov 3199.85 264.65 0.00 0.00 0 0 0
7 Nov 3162.95 264.65 0.00 0.00 0 0 0
6 Nov 3209.90 264.65 -59.35 22.43 3 0 11
5 Nov 3184.15 324 17.35 34.10 1 0 11
4 Nov 3200.55 306.65 0.00 0.00 0 0 0
1 Nov 3205.30 306.65 0.00 0.00 0 0 0
31 Oct 3202.65 306.65 -43.35 - 2 1 12
30 Oct 3137.80 350 82.00 - 5 1 7
29 Oct 3215.65 268 62.00 - 2 1 5
28 Oct 3316.70 206 27.25 - 4 2 2
25 Oct 3432.85 178.75 0.00 - 0 0 0
22 Oct 3339.65 178.75 0.00 - 0 0 0
21 Oct 3392.50 178.75 0.00 - 0 0 0
18 Oct 3449.50 178.75 0.00 - 0 0 0
17 Oct 3396.65 178.75 0.00 - 0 0 0
15 Oct 3497.60 178.75 0.00 - 0 0 0
11 Oct 3497.05 178.75 0.00 - 0 0 0
9 Oct 3557.25 178.75 0.00 - 0 0 0
8 Oct 3517.45 178.75 0.00 - 0 0 0
7 Oct 3405.10 178.75 0.00 - 0 0 0
4 Oct 3473.55 178.75 0.00 - 0 0 0
3 Oct 3392.15 178.75 0.00 - 0 0 0
1 Oct 3369.90 178.75 0.00 - 0 0 0
30 Sept 3396.55 178.75 0.00 - 0 0 0
27 Sept 3482.60 178.75 - 0 0 0


For Torrent Pharmaceuticals L - strike price 3500 expiring on 28NOV2024

Delta for 3500 PE is 0.00

Historical price for 3500 PE is as follows

On 21 Nov TORNTPHARM was trading at 3101.95. The strike last trading price was 264.65, 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 264.65, 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 264.65, 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 264.65, 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 264.65, 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 264.65, 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 Nov TORNTPHARM was trading at 3151.05. The strike last trading price was 264.65, 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 264.65, 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 264.65, 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 264.65, 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 264.65, which was -59.35 lower than the previous day. The implied volatity was 22.43, the open interest changed by 0 which decreased total open position to 11


On 5 Nov TORNTPHARM was trading at 3184.15. The strike last trading price was 324, which was 17.35 higher than the previous day. The implied volatity was 34.10, the open interest changed by 0 which decreased total open position to 11


On 4 Nov TORNTPHARM was trading at 3200.55. The strike last trading price was 306.65, 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 306.65, 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 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 306.65, which was -43.35 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 350, which was 82.00 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 268, which was 62.00 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 206, which was 27.25 higher 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 178.75, 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 178.75, 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 21 Oct TORNTPHARM was trading at 3392.50. The strike last trading price was 178.75, 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 Oct TORNTPHARM was trading at 3449.50. The strike last trading price was 178.75, 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 17 Oct TORNTPHARM was trading at 3396.65. The strike last trading price was 178.75, 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 15 Oct TORNTPHARM was trading at 3497.60. The strike last trading price was 178.75, 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 11 Oct TORNTPHARM was trading at 3497.05. The strike last trading price was 178.75, 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 9 Oct TORNTPHARM was trading at 3557.25. The strike last trading price was 178.75, 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 8 Oct TORNTPHARM was trading at 3517.45. The strike last trading price was 178.75, 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 178.75, 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 4 Oct TORNTPHARM was trading at 3473.55. The strike last trading price was 178.75, 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 178.75, 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 178.75, 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 178.75, 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 27 Sept TORNTPHARM was trading at 3482.60. The strike last trading price was 178.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to