TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Sep 2025 04:11 PM IST
| TORNTPHARM 30SEP2025 3350 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3629.20 | 265 | 53.05 | - | 2 | -2 | 8 | |||||||||
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| 14 Sept | 3566.20 | 253 | 7.45 | 33.50 | 2 | 1 | 3 | |||||||||
For Torrent Pharmaceuticals L - strike price 3350 expiring on 30SEP2025
Delta for 3350 CE is -
Historical price for 3350 CE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 265, which was 53.05 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 8
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 253, which was 7.45 higher than the previous day. The implied volatity was 33.50, the open interest changed by 1 which increased total open position to 3
| TORNTPHARM 30SEP2025 3350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.43
Theta: -0.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3629.20 | 2 | -2.85 | 26.40 | 111 | 11 | 71 |
| 14 Sept | 3566.20 | 4.65 | -0.95 | 19.96 | 11 | 1 | 15 |
For Torrent Pharmaceuticals L - strike price 3350 expiring on 30SEP2025
Delta for 3350 PE is -0.03
Historical price for 3350 PE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 2, which was -2.85 lower than the previous day. The implied volatity was 26.40, the open interest changed by 11 which increased total open position to 71
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 4.65, which was -0.95 lower than the previous day. The implied volatity was 19.96, the open interest changed by 1 which increased total open position to 15
