Related Pages for TORNTPHARM
[--[65.84.65.76]--]
TORNTPHARM
Torrent Pharmaceuticals L
3655.9 26.70 (0.74%)

Back to Option Chain

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 3400 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3629.20 164.9 0 0.00 0 0 0
14 Sept 3566.20 187.35 -52.65 20.61 2 -1 5

For Torrent Pharmaceuticals L - strike price 3400 expiring on 30SEP2025

Delta for 3400 CE is 0.00

Historical price for 3400 CE is as follows

On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 164.9, 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 187.35, which was -52.65 lower than the previous day. The implied volatity was 20.61, the open interest changed by -1 which decreased total open position to 5


TORNTPHARM 30SEP2025 3400 PE
Delta: -0.05
Vega: 0.60
Theta: -0.62
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3629.20 2.9 -3.7 24.17 558 33 313
14 Sept 3566.20 8 -0.95 18.93 56 -5 213

For Torrent Pharmaceuticals L - strike price 3400 expiring on 30SEP2025

Delta for 3400 PE is -0.05

Historical price for 3400 PE is as follows

On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 2.9, which was -3.7 lower than the previous day. The implied volatity was 24.17, the open interest changed by 33 which increased total open position to 313


On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 8, which was -0.95 lower than the previous day. The implied volatity was 18.93, the open interest changed by -5 which decreased total open position to 213