TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
20 Dec 2024 04:11 PM IST
| TORNTPHARM 26DEC2024 3550 CE | ||||||||||
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Delta: 0.15
Vega: 1.02
Theta: -2.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3437.00 | 7.4 | -11.80 | 22.06 | 1,677 | 14 | 235 | |||
| 19 Dec | 3469.15 | 19.2 | 10.05 | 24.97 | 2,246 | 141 | 228 | |||
| 18 Dec | 3381.90 | 9.15 | -1.50 | 27.91 | 315 | 9 | 89 | |||
| 17 Dec | 3376.70 | 10.65 | 3.85 | 26.88 | 136 | 18 | 81 | |||
| 16 Dec | 3362.05 | 6.8 | 1.25 | 25.20 | 41 | -7 | 65 | |||
| 13 Dec | 3345.85 | 5.55 | -2.75 | 22.13 | 81 | -11 | 72 | |||
| 12 Dec | 3327.85 | 8.3 | -4.90 | 25.33 | 68 | 7 | 83 | |||
| 11 Dec | 3374.85 | 13.2 | -0.85 | 23.20 | 89 | 2 | 76 | |||
| 10 Dec | 3350.00 | 14.05 | -6.40 | 24.37 | 17 | 4 | 74 | |||
| 9 Dec | 3335.70 | 20.45 | 6.30 | 28.03 | 67 | -12 | 72 | |||
| 6 Dec | 3332.50 | 14.15 | -6.95 | 23.02 | 89 | 16 | 85 | |||
| 5 Dec | 3361.50 | 21.1 | 0.85 | 23.00 | 117 | 18 | 67 | |||
| 4 Dec | 3352.65 | 20.25 | -3.30 | 24.48 | 45 | 10 | 49 | |||
| 3 Dec | 3363.10 | 23.55 | -4.15 | 23.10 | 63 | 3 | 38 | |||
| 2 Dec | 3339.15 | 27.7 | 2.95 | 26.57 | 88 | -2 | 36 | |||
| 29 Nov | 3324.20 | 24.75 | 10.40 | 24.35 | 184 | -12 | 37 | |||
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| 28 Nov | 3202.95 | 14.35 | 28.17 | 272 | 51 | 51 | ||||
For Torrent Pharmaceuticals L - strike price 3550 expiring on 26DEC2024
Delta for 3550 CE is 0.15
Historical price for 3550 CE is as follows
On 20 Dec TORNTPHARM was trading at 3437.00. The strike last trading price was 7.4, which was -11.80 lower than the previous day. The implied volatity was 22.06, the open interest changed by 14 which increased total open position to 235
On 19 Dec TORNTPHARM was trading at 3469.15. The strike last trading price was 19.2, which was 10.05 higher than the previous day. The implied volatity was 24.97, the open interest changed by 141 which increased total open position to 228
On 18 Dec TORNTPHARM was trading at 3381.90. The strike last trading price was 9.15, which was -1.50 lower than the previous day. The implied volatity was 27.91, the open interest changed by 9 which increased total open position to 89
On 17 Dec TORNTPHARM was trading at 3376.70. The strike last trading price was 10.65, which was 3.85 higher than the previous day. The implied volatity was 26.88, the open interest changed by 18 which increased total open position to 81
On 16 Dec TORNTPHARM was trading at 3362.05. The strike last trading price was 6.8, which was 1.25 higher than the previous day. The implied volatity was 25.20, the open interest changed by -7 which decreased total open position to 65
On 13 Dec TORNTPHARM was trading at 3345.85. The strike last trading price was 5.55, which was -2.75 lower than the previous day. The implied volatity was 22.13, the open interest changed by -11 which decreased total open position to 72
On 12 Dec TORNTPHARM was trading at 3327.85. The strike last trading price was 8.3, which was -4.90 lower than the previous day. The implied volatity was 25.33, the open interest changed by 7 which increased total open position to 83
On 11 Dec TORNTPHARM was trading at 3374.85. The strike last trading price was 13.2, which was -0.85 lower than the previous day. The implied volatity was 23.20, the open interest changed by 2 which increased total open position to 76
On 10 Dec TORNTPHARM was trading at 3350.00. The strike last trading price was 14.05, which was -6.40 lower than the previous day. The implied volatity was 24.37, the open interest changed by 4 which increased total open position to 74
On 9 Dec TORNTPHARM was trading at 3335.70. The strike last trading price was 20.45, which was 6.30 higher than the previous day. The implied volatity was 28.03, the open interest changed by -12 which decreased total open position to 72
On 6 Dec TORNTPHARM was trading at 3332.50. The strike last trading price was 14.15, which was -6.95 lower than the previous day. The implied volatity was 23.02, the open interest changed by 16 which increased total open position to 85
On 5 Dec TORNTPHARM was trading at 3361.50. The strike last trading price was 21.1, which was 0.85 higher than the previous day. The implied volatity was 23.00, the open interest changed by 18 which increased total open position to 67
On 4 Dec TORNTPHARM was trading at 3352.65. The strike last trading price was 20.25, which was -3.30 lower than the previous day. The implied volatity was 24.48, the open interest changed by 10 which increased total open position to 49
On 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 23.55, which was -4.15 lower than the previous day. The implied volatity was 23.10, the open interest changed by 3 which increased total open position to 38
On 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 27.7, which was 2.95 higher than the previous day. The implied volatity was 26.57, the open interest changed by -2 which decreased total open position to 36
On 29 Nov TORNTPHARM was trading at 3324.20. The strike last trading price was 24.75, which was 10.40 higher than the previous day. The implied volatity was 24.35, the open interest changed by -12 which decreased total open position to 37
On 28 Nov TORNTPHARM was trading at 3202.95. The strike last trading price was 14.35, which was lower than the previous day. The implied volatity was 28.17, the open interest changed by 51 which increased total open position to 51
| TORNTPHARM 26DEC2024 3550 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3437.00 | 84.65 | -13.75 | - | 1 | 0 | 4 |
| 19 Dec | 3469.15 | 98.4 | -51.85 | 26.14 | 1 | 0 | 4 |
| 18 Dec | 3381.90 | 150.25 | -61.55 | - | 1 | 0 | 4 |
| 17 Dec | 3376.70 | 211.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 3362.05 | 211.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 3345.85 | 211.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 3327.85 | 211.8 | 31.75 | - | 1 | 0 | 4 |
| 11 Dec | 3374.85 | 180.05 | -8.70 | 24.60 | 3 | 0 | 2 |
| 10 Dec | 3350.00 | 188.75 | -12.00 | 21.33 | 2 | 1 | 3 |
| 9 Dec | 3335.70 | 200.75 | -26.00 | 22.86 | 1 | 0 | 2 |
| 6 Dec | 3332.50 | 226.75 | 0.00 | 0.00 | 0 | -1 | 0 |
| 5 Dec | 3361.50 | 226.75 | 27.05 | 39.71 | 3 | 0 | 3 |
| 4 Dec | 3352.65 | 199.7 | 0.00 | 0.00 | 0 | 3 | 0 |
| 3 Dec | 3363.10 | 199.7 | -153.80 | 28.42 | 4 | 2 | 2 |
| 2 Dec | 3339.15 | 353.5 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 3324.20 | 353.5 | 0.00 | - | 0 | 0 | 0 |
| 28 Nov | 3202.95 | 353.5 | - | 0 | 0 | 0 | |
For Torrent Pharmaceuticals L - strike price 3550 expiring on 26DEC2024
Delta for 3550 PE is -
Historical price for 3550 PE is as follows
On 20 Dec TORNTPHARM was trading at 3437.00. The strike last trading price was 84.65, which was -13.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 19 Dec TORNTPHARM was trading at 3469.15. The strike last trading price was 98.4, which was -51.85 lower than the previous day. The implied volatity was 26.14, the open interest changed by 0 which decreased total open position to 4
On 18 Dec TORNTPHARM was trading at 3381.90. The strike last trading price was 150.25, which was -61.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Dec TORNTPHARM was trading at 3376.70. The strike last trading price was 211.8, 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 16 Dec TORNTPHARM was trading at 3362.05. The strike last trading price was 211.8, 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 13 Dec TORNTPHARM was trading at 3345.85. The strike last trading price was 211.8, 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 12 Dec TORNTPHARM was trading at 3327.85. The strike last trading price was 211.8, which was 31.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec TORNTPHARM was trading at 3374.85. The strike last trading price was 180.05, which was -8.70 lower than the previous day. The implied volatity was 24.60, the open interest changed by 0 which decreased total open position to 2
On 10 Dec TORNTPHARM was trading at 3350.00. The strike last trading price was 188.75, which was -12.00 lower than the previous day. The implied volatity was 21.33, the open interest changed by 1 which increased total open position to 3
On 9 Dec TORNTPHARM was trading at 3335.70. The strike last trading price was 200.75, which was -26.00 lower than the previous day. The implied volatity was 22.86, the open interest changed by 0 which decreased total open position to 2
On 6 Dec TORNTPHARM was trading at 3332.50. The strike last trading price was 226.75, 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 5 Dec TORNTPHARM was trading at 3361.50. The strike last trading price was 226.75, which was 27.05 higher than the previous day. The implied volatity was 39.71, the open interest changed by 0 which decreased total open position to 3
On 4 Dec TORNTPHARM was trading at 3352.65. The strike last trading price was 199.7, 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 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 199.7, which was -153.80 lower than the previous day. The implied volatity was 28.42, the open interest changed by 2 which increased total open position to 2
On 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 353.5, 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 29 Nov TORNTPHARM was trading at 3324.20. The strike last trading price was 353.5, 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 353.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
