TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
20 Dec 2024 04:11 PM IST
| TORNTPHARM 26DEC2024 3800 CE | ||||||||||
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Delta: 0.03
Vega: 0.28
Theta: -0.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 3437.00 | 1.85 | -1.75 | 39.48 | 557 | -24 | 297 | |||
| 19 Dec | 3469.15 | 3.6 | 1.50 | 38.46 | 986 | 126 | 321 | |||
| 18 Dec | 3381.90 | 2.1 | 0.10 | 39.99 | 1,321 | 83 | 191 | |||
| 17 Dec | 3376.70 | 2 | 0.10 | 36.92 | 29 | -20 | 108 | |||
| 16 Dec | 3362.05 | 1.9 | 0.00 | 36.90 | 1 | 0 | 129 | |||
| 13 Dec | 3345.85 | 1.9 | -0.10 | 33.27 | 34 | 0 | 130 | |||
| 12 Dec | 3327.85 | 2 | -0.65 | 33.50 | 457 | 23 | 129 | |||
| 11 Dec | 3374.85 | 2.65 | 0.05 | 30.54 | 116 | 8 | 106 | |||
| 10 Dec | 3350.00 | 2.6 | 1.35 | 30.43 | 60 | 0 | 98 | |||
| 9 Dec | 3335.70 | 1.25 | -1.25 | 26.88 | 7 | -1 | 99 | |||
| 6 Dec | 3332.50 | 2.5 | -0.25 | 27.84 | 3 | -2 | 100 | |||
| 5 Dec | 3361.50 | 2.75 | -0.45 | 25.79 | 91 | 10 | 103 | |||
| 4 Dec | 3352.65 | 3.2 | -0.75 | 27.42 | 42 | 9 | 94 | |||
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| 3 Dec | 3363.10 | 3.95 | -1.45 | 26.40 | 426 | -16 | 85 | |||
| 2 Dec | 3339.15 | 5.4 | 0.40 | 29.02 | 389 | 61 | 101 | |||
| 29 Nov | 3324.20 | 5 | 5.00 | 27.23 | 44 | 26 | 37 | |||
| 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 3800 expiring on 26DEC2024
Delta for 3800 CE is 0.03
Historical price for 3800 CE is as follows
On 20 Dec TORNTPHARM was trading at 3437.00. The strike last trading price was 1.85, which was -1.75 lower than the previous day. The implied volatity was 39.48, the open interest changed by -24 which decreased total open position to 297
On 19 Dec TORNTPHARM was trading at 3469.15. The strike last trading price was 3.6, which was 1.50 higher than the previous day. The implied volatity was 38.46, the open interest changed by 126 which increased total open position to 321
On 18 Dec TORNTPHARM was trading at 3381.90. The strike last trading price was 2.1, which was 0.10 higher than the previous day. The implied volatity was 39.99, the open interest changed by 83 which increased total open position to 191
On 17 Dec TORNTPHARM was trading at 3376.70. The strike last trading price was 2, which was 0.10 higher than the previous day. The implied volatity was 36.92, the open interest changed by -20 which decreased total open position to 108
On 16 Dec TORNTPHARM was trading at 3362.05. The strike last trading price was 1.9, which was 0.00 lower than the previous day. The implied volatity was 36.90, the open interest changed by 0 which decreased total open position to 129
On 13 Dec TORNTPHARM was trading at 3345.85. The strike last trading price was 1.9, which was -0.10 lower than the previous day. The implied volatity was 33.27, the open interest changed by 0 which decreased total open position to 130
On 12 Dec TORNTPHARM was trading at 3327.85. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 33.50, the open interest changed by 23 which increased total open position to 129
On 11 Dec TORNTPHARM was trading at 3374.85. The strike last trading price was 2.65, which was 0.05 higher than the previous day. The implied volatity was 30.54, the open interest changed by 8 which increased total open position to 106
On 10 Dec TORNTPHARM was trading at 3350.00. The strike last trading price was 2.6, which was 1.35 higher than the previous day. The implied volatity was 30.43, the open interest changed by 0 which decreased total open position to 98
On 9 Dec TORNTPHARM was trading at 3335.70. The strike last trading price was 1.25, which was -1.25 lower than the previous day. The implied volatity was 26.88, the open interest changed by -1 which decreased total open position to 99
On 6 Dec TORNTPHARM was trading at 3332.50. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was 27.84, the open interest changed by -2 which decreased total open position to 100
On 5 Dec TORNTPHARM was trading at 3361.50. The strike last trading price was 2.75, which was -0.45 lower than the previous day. The implied volatity was 25.79, the open interest changed by 10 which increased total open position to 103
On 4 Dec TORNTPHARM was trading at 3352.65. The strike last trading price was 3.2, which was -0.75 lower than the previous day. The implied volatity was 27.42, the open interest changed by 9 which increased total open position to 94
On 3 Dec TORNTPHARM was trading at 3363.10. The strike last trading price was 3.95, which was -1.45 lower than the previous day. The implied volatity was 26.40, the open interest changed by -16 which decreased total open position to 85
On 2 Dec TORNTPHARM was trading at 3339.15. The strike last trading price was 5.4, which was 0.40 higher than the previous day. The implied volatity was 29.02, the open interest changed by 61 which increased total open position to 101
On 29 Nov TORNTPHARM was trading at 3324.20. The strike last trading price was 5, which was 5.00 higher than the previous day. The implied volatity was 27.23, the open interest changed by 26 which increased total open position to 37
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 3800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 3437.00 | 300 | -30.00 | - | 2 | 0 | 1 |
| 19 Dec | 3469.15 | 330 | -128.20 | 37.44 | 2 | 0 | 1 |
| 18 Dec | 3381.90 | 458.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 3376.70 | 458.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 3362.05 | 458.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Dec | 3345.85 | 458.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Dec | 3327.85 | 458.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 3374.85 | 458.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 3350.00 | 458.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 3335.70 | 458.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 3332.50 | 458.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 3361.50 | 458.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 3352.65 | 458.2 | 63.60 | 46.70 | 1 | 0 | 0 |
| 3 Dec | 3363.10 | 394.6 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 3339.15 | 394.6 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 3324.20 | 394.6 | 394.60 | - | 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 3800 expiring on 26DEC2024
Delta for 3800 PE is -
Historical price for 3800 PE is as follows
On 20 Dec TORNTPHARM was trading at 3437.00. The strike last trading price was 300, which was -30.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec TORNTPHARM was trading at 3469.15. The strike last trading price was 330, which was -128.20 lower than the previous day. The implied volatity was 37.44, the open interest changed by 0 which decreased total open position to 1
On 18 Dec TORNTPHARM was trading at 3381.90. The strike last trading price was 458.2, 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 17 Dec TORNTPHARM was trading at 3376.70. The strike last trading price was 458.2, 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 16 Dec TORNTPHARM was trading at 3362.05. The strike last trading price was 458.2, 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 458.2, 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 12 Dec TORNTPHARM was trading at 3327.85. The strike last trading price was 458.2, 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 11 Dec TORNTPHARM was trading at 3374.85. The strike last trading price was 458.2, 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 10 Dec TORNTPHARM was trading at 3350.00. The strike last trading price was 458.2, 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 9 Dec TORNTPHARM was trading at 3335.70. The strike last trading price was 458.2, 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 6 Dec TORNTPHARM was trading at 3332.50. The strike last trading price was 458.2, 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 5 Dec TORNTPHARM was trading at 3361.50. The strike last trading price was 458.2, 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 4 Dec TORNTPHARM was trading at 3352.65. The strike last trading price was 458.2, which was 63.60 higher than the previous day. The implied volatity was 46.70, 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 394.6, 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 394.6, 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 394.6, which was 394.60 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
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
