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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 3550 CE
Delta: 0.86
Vega: 1.37
Theta: -1.72
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3629.20 102.6 40 14.22 217 -21 73
14 Sept 3566.20 85 4.05 22.42 2 -1 20

For Torrent Pharmaceuticals L - strike price 3550 expiring on 30SEP2025

Delta for 3550 CE is 0.86

Historical price for 3550 CE is as follows

On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 102.6, which was 40 higher than the previous day. The implied volatity was 14.22, the open interest changed by -21 which decreased total open position to 73


On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 85, which was 4.05 higher than the previous day. The implied volatity was 22.42, the open interest changed by -1 which decreased total open position to 20


TORNTPHARM 30SEP2025 3550 PE
Delta: -0.20
Vega: 1.76
Theta: -1.29
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3629.20 13.25 -19.65 18.66 156 2 111
14 Sept 3566.20 44.1 6.1 18.07 64 0 112

For Torrent Pharmaceuticals L - strike price 3550 expiring on 30SEP2025

Delta for 3550 PE is -0.20

Historical price for 3550 PE is as follows

On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 13.25, which was -19.65 lower than the previous day. The implied volatity was 18.66, the open interest changed by 2 which increased total open position to 111


On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 44.1, which was 6.1 higher than the previous day. The implied volatity was 18.07, the open interest changed by 0 which decreased total open position to 112