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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 3500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3629.20 141 42.8 - 102 -7 54
14 Sept 3566.20 103.05 -13.65 18.02 14 6 34

For Torrent Pharmaceuticals L - strike price 3500 expiring on 30SEP2025

Delta for 3500 CE is -

Historical price for 3500 CE is as follows

On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 141, which was 42.8 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 54


On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 103.05, which was -13.65 lower than the previous day. The implied volatity was 18.02, the open interest changed by 6 which increased total open position to 34


TORNTPHARM 30SEP2025 3500 PE
Delta: -0.12
Vega: 1.24
Theta: -1.01
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3629.20 7.35 -10.55 20.13 221 4 230
14 Sept 3566.20 25.95 0.85 18.06 46 -8 210

For Torrent Pharmaceuticals L - strike price 3500 expiring on 30SEP2025

Delta for 3500 PE is -0.12

Historical price for 3500 PE is as follows

On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 7.35, which was -10.55 lower than the previous day. The implied volatity was 20.13, the open interest changed by 4 which increased total open position to 230


On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 25.95, which was 0.85 higher than the previous day. The implied volatity was 18.06, the open interest changed by -8 which decreased total open position to 210