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TORNTPHARM
Torrent Pharmaceuticals L
3655.9 26.70 (0.74%)

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Historical option data for TORNTPHARM

21 Sep 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TORNTPHARM 30SEP2025 3300 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3629.20 245.85 0 0.00 0 0 0
14 Sept 3566.20 292 -3.45 32.17 4 0 3

For Torrent Pharmaceuticals L - strike price 3300 expiring on 30SEP2025

Delta for 3300 CE is 0.00

Historical price for 3300 CE is as follows

On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 245.85, 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 292, which was -3.45 lower than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 3


TORNTPHARM 30SEP2025 3300 PE
Delta: -0.03
Vega: 0.37
Theta: -0.48
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3629.20 1.85 -2.1 29.87 519 7 138
14 Sept 3566.20 3.35 -0.55 21.91 1,240 57 71

For Torrent Pharmaceuticals L - strike price 3300 expiring on 30SEP2025

Delta for 3300 PE is -0.03

Historical price for 3300 PE is as follows

On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 1.85, which was -2.1 lower than the previous day. The implied volatity was 29.87, the open interest changed by 7 which increased total open position to 138


On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 3.35, which was -0.55 lower than the previous day. The implied volatity was 21.91, the open interest changed by 57 which increased total open position to 71