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Related Pages for TORNTPHARM
[--[65.84.65.76]--]
TORNTPHARM
Torrent Pharmaceuticals L
3437 -32.15 (-0.93%)

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Historical option data for TORNTPHARM

20 Dec 2024 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TORNTPHARM 26DEC2024 3550 CE
Delta: 0.15
Vega: 1.02
Theta: -2.02
Gamma: 0.00
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
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
Delta: -
Vega: -
Theta: -
Gamma: -
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