TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
20 Dec 2024 04:11 PM IST
| TORNTPHARM 26DEC2024 3600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 0.71
Theta: -1.58
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3437.00 | 4.55 | -7.50 | 25.16 | 3,000 | 206 | 646 | |||
| 19 Dec | 3469.15 | 12.05 | 6.15 | 27.24 | 2,596 | 96 | 442 | |||
| 18 Dec | 3381.90 | 5.9 | -0.60 | 29.81 | 875 | 94 | 349 | |||
| 17 Dec | 3376.70 | 6.5 | 1.90 | 28.18 | 214 | -3 | 252 | |||
| 16 Dec | 3362.05 | 4.6 | 0.10 | 27.20 | 354 | 90 | 255 | |||
| 13 Dec | 3345.85 | 4.5 | -0.10 | 24.84 | 394 | -90 | 166 | |||
| 12 Dec | 3327.85 | 4.6 | -3.90 | 25.47 | 239 | 2 | 257 | |||
| 11 Dec | 3374.85 | 8.5 | 0.20 | 24.19 | 302 | 21 | 253 | |||
| 10 Dec | 3350.00 | 8.3 | -5.20 | 24.51 | 244 | 0 | 233 | |||
| 9 Dec | 3335.70 | 13.5 | 3.70 | 28.22 | 538 | -3 | 241 | |||
| 6 Dec | 3332.50 | 9.8 | -4.75 | 24.00 | 232 | 39 | 244 | |||
| 5 Dec | 3361.50 | 14.55 | 0.50 | 23.74 | 587 | 0 | 208 | |||
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| 4 Dec | 3352.65 | 14.05 | -1.60 | 25.06 | 303 | 21 | 209 | |||
| 3 Dec | 3363.10 | 15.65 | -2.95 | 23.35 | 496 | -112 | 188 | |||
| 2 Dec | 3339.15 | 18.6 | 1.60 | 26.32 | 1,132 | 203 | 300 | |||
| 29 Nov | 3324.20 | 17 | 17.00 | 24.46 | 269 | 94 | 94 | |||
| 31 Oct | 3202.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 3215.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 3316.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 3432.85 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 3321.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 3318.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 3339.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 3392.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 3449.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 3396.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 3515.35 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 3497.60 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 3489.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 3497.05 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 3443.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 3557.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 3517.45 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 3405.10 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 3473.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 3392.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 3369.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 3396.55 | 0 | - | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 3600 expiring on 26DEC2024
Delta for 3600 CE is 0.09
Historical price for 3600 CE is as follows
On 20 Dec TORNTPHARM was trading at 3437.00. The strike last trading price was 4.55, which was -7.50 lower than the previous day. The implied volatity was 25.16, the open interest changed by 206 which increased total open position to 646
On 19 Dec TORNTPHARM was trading at 3469.15. The strike last trading price was 12.05, which was 6.15 higher than the previous day. The implied volatity was 27.24, the open interest changed by 96 which increased total open position to 442
On 18 Dec TORNTPHARM was trading at 3381.90. The strike last trading price was 5.9, which was -0.60 lower than the previous day. The implied volatity was 29.81, the open interest changed by 94 which increased total open position to 349
On 17 Dec TORNTPHARM was trading at 3376.70. The strike last trading price was 6.5, which was 1.90 higher than the previous day. The implied volatity was 28.18, the open interest changed by -3 which decreased total open position to 252
On 16 Dec TORNTPHARM was trading at 3362.05. The strike last trading price was 4.6, which was 0.10 higher than the previous day. The implied volatity was 27.20, the open interest changed by 90 which increased total open position to 255
On 13 Dec TORNTPHARM was trading at 3345.85. The strike last trading price was 4.5, which was -0.10 lower than the previous day. The implied volatity was 24.84, the open interest changed by -90 which decreased total open position to 166
On 12 Dec TORNTPHARM was trading at 3327.85. The strike last trading price was 4.6, which was -3.90 lower than the previous day. The implied volatity was 25.47, the open interest changed by 2 which increased total open position to 257
On 11 Dec TORNTPHARM was trading at 3374.85. The strike last trading price was 8.5, which was 0.20 higher than the previous day. The implied volatity was 24.19, the open interest changed by 21 which increased total open position to 253
On 10 Dec TORNTPHARM was trading at 3350.00. The strike last trading price was 8.3, which was -5.20 lower than the previous day. The implied volatity was 24.51, the open interest changed by 0 which decreased total open position to 233
On 9 Dec TORNTPHARM was trading at 3335.70. The strike last trading price was 13.5, which was 3.70 higher than the previous day. The implied volatity was 28.22, the open interest changed by -3 which decreased total open position to 241
On 6 Dec TORNTPHARM was trading at 3332.50. The strike last trading price was 9.8, which was -4.75 lower than the previous day. The implied volatity was 24.00, the open interest changed by 39 which increased total open position to 244
On 5 Dec TORNTPHARM was trading at 3361.50. The strike last trading price was 14.55, which was 0.50 higher than the previous day. The implied volatity was 23.74, the open interest changed by 0 which decreased total open position to 208
On 4 Dec TORNTPHARM was trading at 3352.65. The strike last trading price was 14.05, which was -1.60 lower than the previous day. The implied volatity was 25.06, the open interest changed by 21 which increased total open position to 209
On 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 15.65, which was -2.95 lower than the previous day. The implied volatity was 23.35, the open interest changed by -112 which decreased total open position to 188
On 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 18.6, which was 1.60 higher than the previous day. The implied volatity was 26.32, the open interest changed by 203 which increased total open position to 300
On 29 Nov TORNTPHARM was trading at 3324.20. The strike last trading price was 17, which was 17.00 higher than the previous day. The implied volatity was 24.46, the open interest changed by 94 which increased total open position to 94
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 0, 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 29 Oct TORNTPHARM was trading at 3215.65. The strike last trading price was 0, 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 28 Oct TORNTPHARM was trading at 3316.70. The strike last trading price was 0, 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 25 Oct TORNTPHARM was trading at 3432.85. The strike last trading price was 0, 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 24 Oct TORNTPHARM was trading at 3321.30. The strike last trading price was 0, 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 23 Oct TORNTPHARM was trading at 3318.95. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 16 Oct TORNTPHARM was trading at 3515.35. The strike last trading price was 0, 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 0, 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 14 Oct TORNTPHARM was trading at 3489.95. The strike last trading price was 0, 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 0, 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 10 Oct TORNTPHARM was trading at 3443.25. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| TORNTPHARM 26DEC2024 3600 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 | 147.3 | 5.30 | - | 17 | 1 | 6 |
| 19 Dec | 3469.15 | 142 | -78.45 | 29.35 | 4 | 1 | 3 |
| 18 Dec | 3381.90 | 220.45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 17 Dec | 3376.70 | 220.45 | -154.55 | 35.42 | 2 | 0 | 1 |
| 16 Dec | 3362.05 | 375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 3345.85 | 375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 3327.85 | 375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 3374.85 | 375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 3350.00 | 375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 3335.70 | 375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 3332.50 | 375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 3361.50 | 375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 3352.65 | 375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 3363.10 | 375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 3339.15 | 375 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 3324.20 | 375 | 375.00 | 0.00 | 0 | 1 | 0 |
| 31 Oct | 3202.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 3215.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 3316.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 3432.85 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 3321.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 3318.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 3339.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 3392.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 3449.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 3396.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 3515.35 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 3497.60 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 3489.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 3497.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 3443.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 3557.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 3517.45 | 0 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 3405.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 3473.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 3392.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 3369.90 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 3396.55 | 0 | - | 0 | 0 | 0 | |
For Torrent Pharmaceuticals L - strike price 3600 expiring on 26DEC2024
Delta for 3600 PE is -
Historical price for 3600 PE is as follows
On 20 Dec TORNTPHARM was trading at 3437.00. The strike last trading price was 147.3, which was 5.30 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 6
On 19 Dec TORNTPHARM was trading at 3469.15. The strike last trading price was 142, which was -78.45 lower than the previous day. The implied volatity was 29.35, the open interest changed by 1 which increased total open position to 3
On 18 Dec TORNTPHARM was trading at 3381.90. The strike last trading price was 220.45, 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 17 Dec TORNTPHARM was trading at 3376.70. The strike last trading price was 220.45, which was -154.55 lower than the previous day. The implied volatity was 35.42, the open interest changed by 0 which decreased total open position to 1
On 16 Dec TORNTPHARM was trading at 3362.05. The strike last trading price was 375, 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 375, 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 375, 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 Dec TORNTPHARM was trading at 3374.85. The strike last trading price was 375, 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 10 Dec TORNTPHARM was trading at 3350.00. The strike last trading price was 375, 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 375, 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 375, 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 375, 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 4 Dec TORNTPHARM was trading at 3352.65. The strike last trading price was 375, 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 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 375, 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 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 375, 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 29 Nov TORNTPHARM was trading at 3324.20. The strike last trading price was 375, which was 375.00 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 31 Oct TORNTPHARM was trading at 3202.65. The strike last trading price was 0, 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 29 Oct TORNTPHARM was trading at 3215.65. The strike last trading price was 0, 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 28 Oct TORNTPHARM was trading at 3316.70. The strike last trading price was 0, 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 25 Oct TORNTPHARM was trading at 3432.85. The strike last trading price was 0, 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 24 Oct TORNTPHARM was trading at 3321.30. The strike last trading price was 0, 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 23 Oct TORNTPHARM was trading at 3318.95. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 16 Oct TORNTPHARM was trading at 3515.35. The strike last trading price was 0, 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 0, 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 14 Oct TORNTPHARM was trading at 3489.95. The strike last trading price was 0, 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 0, 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 10 Oct TORNTPHARM was trading at 3443.25. The strike last trading price was 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
