TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Sep 2025 04:11 PM IST
| TORNTPHARM 30SEP2025 3250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3629.20 | 308 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 3566.20 | 541.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 3250 expiring on 30SEP2025
Delta for 3250 CE is 0.00
Historical price for 3250 CE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 308, which was 0 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 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 541.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 30SEP2025 3250 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.31
Theta: -0.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3629.20 | 1.6 | -1.25 | 32.92 | 276 | 13 | 120 |
| 14 Sept | 3566.20 | 2.45 | -0.55 | 23.80 | 202 | -1 | 45 |
For Torrent Pharmaceuticals L - strike price 3250 expiring on 30SEP2025
Delta for 3250 PE is -0.02
Historical price for 3250 PE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 1.6, which was -1.25 lower than the previous day. The implied volatity was 32.92, the open interest changed by 13 which increased total open position to 120
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 23.80, the open interest changed by -1 which decreased total open position to 45
