TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Sep 2025 04:11 PM IST
| TORNTPHARM 30SEP2025 3450 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3629.20 | 178 | 65.7 | - | 4 | 0 | 4 | |||||||||
| 14 Sept | 3566.20 | 161 | 7.2 | 26.61 | 4 | 4 | 3 | |||||||||
For Torrent Pharmaceuticals L - strike price 3450 expiring on 30SEP2025
Delta for 3450 CE is -
Historical price for 3450 CE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 178, which was 65.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 161, which was 7.2 higher than the previous day. The implied volatity was 26.61, the open interest changed by 4 which increased total open position to 3
| TORNTPHARM 30SEP2025 3450 PE | |||||||
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Delta: -0.07
Vega: 0.87
Theta: -0.81
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3629.20 | 4.6 | -6.15 | 22.22 | 117 | 18 | 70 |
| 14 Sept | 3566.20 | 16.1 | 3.15 | 19.09 | 12 | -1 | 33 |
For Torrent Pharmaceuticals L - strike price 3450 expiring on 30SEP2025
Delta for 3450 PE is -0.07
Historical price for 3450 PE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 4.6, which was -6.15 lower than the previous day. The implied volatity was 22.22, the open interest changed by 18 which increased total open position to 70
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 16.1, which was 3.15 higher than the previous day. The implied volatity was 19.09, the open interest changed by -1 which decreased total open position to 33
