TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
20 Dec 2024 04:11 PM IST
| TORNTPHARM 26DEC2024 3650 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.06
Vega: 0.52
Theta: -1.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3437.00 | 3.2 | -4.25 | 28.55 | 776 | 48 | 110 | |||
| 19 Dec | 3469.15 | 7.45 | 3.75 | 29.11 | 430 | 50 | 67 | |||
| 18 Dec | 3381.90 | 3.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 3376.70 | 3.7 | -0.50 | 28.99 | 1 | 0 | 17 | |||
| 16 Dec | 3362.05 | 4.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 3345.85 | 4.2 | -0.10 | 28.07 | 1 | 0 | 17 | |||
| 12 Dec | 3327.85 | 4.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 11 Dec | 3374.85 | 4.3 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 10 Dec | 3350.00 | 4.3 | -4.70 | 24.15 | 2 | 0 | 18 | |||
| 9 Dec | 3335.70 | 9 | -0.25 | 28.66 | 10 | 1 | 20 | |||
| 6 Dec | 3332.50 | 9.25 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 5 Dec | 3361.50 | 9.25 | -0.55 | 23.96 | 33 | 3 | 19 | |||
| 4 Dec | 3352.65 | 9.8 | -0.70 | 25.70 | 20 | -1 | 15 | |||
| 3 Dec | 3363.10 | 10.5 | -3.25 | 23.80 | 31 | 13 | 18 | |||
| 2 Dec | 3339.15 | 13.75 | 13.75 | 27.08 | 8 | 5 | 5 | |||
| 29 Nov | 3324.20 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Torrent Pharmaceuticals L - strike price 3650 expiring on 26DEC2024
Delta for 3650 CE is 0.06
Historical price for 3650 CE is as follows
On 20 Dec TORNTPHARM was trading at 3437.00. The strike last trading price was 3.2, which was -4.25 lower than the previous day. The implied volatity was 28.55, the open interest changed by 48 which increased total open position to 110
On 19 Dec TORNTPHARM was trading at 3469.15. The strike last trading price was 7.45, which was 3.75 higher than the previous day. The implied volatity was 29.11, the open interest changed by 50 which increased total open position to 67
On 18 Dec TORNTPHARM was trading at 3381.90. The strike last trading price was 3.7, 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 17 Dec TORNTPHARM was trading at 3376.70. The strike last trading price was 3.7, which was -0.50 lower than the previous day. The implied volatity was 28.99, the open interest changed by 0 which decreased total open position to 17
On 16 Dec TORNTPHARM was trading at 3362.05. The strike last trading price was 4.2, 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 13 Dec TORNTPHARM was trading at 3345.85. The strike last trading price was 4.2, which was -0.10 lower than the previous day. The implied volatity was 28.07, the open interest changed by 0 which decreased total open position to 17
On 12 Dec TORNTPHARM was trading at 3327.85. The strike last trading price was 4.3, 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 4.3, 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 10 Dec TORNTPHARM was trading at 3350.00. The strike last trading price was 4.3, which was -4.70 lower than the previous day. The implied volatity was 24.15, the open interest changed by 0 which decreased total open position to 18
On 9 Dec TORNTPHARM was trading at 3335.70. The strike last trading price was 9, which was -0.25 lower than the previous day. The implied volatity was 28.66, the open interest changed by 1 which increased total open position to 20
On 6 Dec TORNTPHARM was trading at 3332.50. The strike last trading price was 9.25, 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 5 Dec TORNTPHARM was trading at 3361.50. The strike last trading price was 9.25, which was -0.55 lower than the previous day. The implied volatity was 23.96, the open interest changed by 3 which increased total open position to 19
On 4 Dec TORNTPHARM was trading at 3352.65. The strike last trading price was 9.8, which was -0.70 lower than the previous day. The implied volatity was 25.70, the open interest changed by -1 which decreased total open position to 15
On 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 10.5, which was -3.25 lower than the previous day. The implied volatity was 23.80, the open interest changed by 13 which increased total open position to 18
On 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 13.75, which was 13.75 higher than the previous day. The implied volatity was 27.08, the open interest changed by 5 which increased total open position to 5
On 29 Nov TORNTPHARM was trading at 3324.20. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 26DEC2024 3650 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 | 182.15 | -2.45 | - | 1 | 0 | 3 |
| 19 Dec | 3469.15 | 184.6 | -251.70 | 29.10 | 3 | 0 | 0 |
| 18 Dec | 3381.90 | 436.3 | 0.00 | - | 0 | 0 | 0 |
| 17 Dec | 3376.70 | 436.3 | 0.00 | - | 0 | 0 | 0 |
| 16 Dec | 3362.05 | 436.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Dec | 3345.85 | 436.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 3327.85 | 436.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 3374.85 | 436.3 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 3350.00 | 436.3 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 3335.70 | 436.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 3332.50 | 436.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 3361.50 | 436.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 3352.65 | 436.3 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 3363.10 | 436.3 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 3339.15 | 436.3 | 436.30 | - | 0 | 0 | 0 |
| 29 Nov | 3324.20 | 0 | 0.00 | 0 | 0 | 0 | |
For Torrent Pharmaceuticals L - strike price 3650 expiring on 26DEC2024
Delta for 3650 PE is -
Historical price for 3650 PE is as follows
On 20 Dec TORNTPHARM was trading at 3437.00. The strike last trading price was 182.15, which was -2.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 19 Dec TORNTPHARM was trading at 3469.15. The strike last trading price was 184.6, which was -251.70 lower than the previous day. The implied volatity was 29.10, the open interest changed by 0 which decreased total open position to 0
On 18 Dec TORNTPHARM was trading at 3381.90. The strike last trading price was 436.3, 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 17 Dec TORNTPHARM was trading at 3376.70. The strike last trading price was 436.3, 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 16 Dec TORNTPHARM was trading at 3362.05. The strike last trading price was 436.3, 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 13 Dec TORNTPHARM was trading at 3345.85. The strike last trading price was 436.3, 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 12 Dec TORNTPHARM was trading at 3327.85. The strike last trading price was 436.3, 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 11 Dec TORNTPHARM was trading at 3374.85. The strike last trading price was 436.3, 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 10 Dec TORNTPHARM was trading at 3350.00. The strike last trading price was 436.3, 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 9 Dec TORNTPHARM was trading at 3335.70. The strike last trading price was 436.3, 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 Dec TORNTPHARM was trading at 3332.50. The strike last trading price was 436.3, 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 5 Dec TORNTPHARM was trading at 3361.50. The strike last trading price was 436.3, 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 4 Dec TORNTPHARM was trading at 3352.65. The strike last trading price was 436.3, 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 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 436.3, 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 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 436.3, which was 436.30 higher 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 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
