TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Sep 2025 04:11 PM IST
| TORNTPHARM 30SEP2025 3600 CE | ||||||||||||||||
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Delta: 0.69
Vega: 2.24
Theta: -2.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3629.20 | 66.7 | 29.75 | 15.63 | 3,953 | -86 | 410 | |||||||||
| 14 Sept | 3566.20 | 45.5 | -10.4 | 17.68 | 377 | -12 | 382 | |||||||||
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| 17 Aug | 3623.00 | 156.45 | 14.45 | 24.08 | 5 | 3 | 3 | |||||||||
For Torrent Pharmaceuticals L - strike price 3600 expiring on 30SEP2025
Delta for 3600 CE is 0.69
Historical price for 3600 CE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 66.7, which was 29.75 higher than the previous day. The implied volatity was 15.63, the open interest changed by -86 which decreased total open position to 410
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 45.5, which was -10.4 lower than the previous day. The implied volatity was 17.68, the open interest changed by -12 which decreased total open position to 382
On 17 Aug TORNTPHARM was trading at 3623.00. The strike last trading price was 156.45, which was 14.45 higher than the previous day. The implied volatity was 24.08, the open interest changed by 3 which increased total open position to 3
| TORNTPHARM 30SEP2025 3600 PE | |||||||
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Delta: -0.33
Vega: 2.30
Theta: -1.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3629.20 | 25.5 | -31.15 | 17.98 | 303 | 60 | 234 |
| 14 Sept | 3566.20 | 70.4 | 8.25 | 18.52 | 64 | -21 | 179 |
| 17 Aug | 3623.00 | 102.95 | -15.05 | 25.58 | 10 | 7 | 7 |
For Torrent Pharmaceuticals L - strike price 3600 expiring on 30SEP2025
Delta for 3600 PE is -0.33
Historical price for 3600 PE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 25.5, which was -31.15 lower than the previous day. The implied volatity was 17.98, the open interest changed by 60 which increased total open position to 234
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 70.4, which was 8.25 higher than the previous day. The implied volatity was 18.52, the open interest changed by -21 which decreased total open position to 179
On 17 Aug TORNTPHARM was trading at 3623.00. The strike last trading price was 102.95, which was -15.05 lower than the previous day. The implied volatity was 25.58, the open interest changed by 7 which increased total open position to 7
