TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Sep 2025 04:11 PM IST
| TORNTPHARM 28OCT2025 3600 CE | ||||||||||||||||
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Delta: 0.65
Vega: 4.40
Theta: -1.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3629.20 | 124.8 | -186.2 | 17.61 | 24 | 16 | 16 | |||||||||
| 14 Sept | 3566.20 | 311 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Aug | 3623.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 3600 expiring on 28OCT2025
Delta for 3600 CE is 0.65
Historical price for 3600 CE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 124.8, which was -186.2 lower than the previous day. The implied volatity was 17.61, the open interest changed by 16 which increased total open position to 16
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 311, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Aug TORNTPHARM was trading at 3623.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 28OCT2025 3600 PE | |||||||
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Delta: -0.38
Vega: 4.51
Theta: -0.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3629.20 | 73.5 | -52.5 | 22.68 | 11 | -3 | 8 |
| 14 Sept | 3566.20 | 100 | 15 | 20.35 | 2 | 2 | 7 |
| 17 Aug | 3623.00 | 0 | 0 | 1.62 | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 3600 expiring on 28OCT2025
Delta for 3600 PE is -0.38
Historical price for 3600 PE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 73.5, which was -52.5 lower than the previous day. The implied volatity was 22.68, the open interest changed by -3 which decreased total open position to 8
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 100, which was 15 higher than the previous day. The implied volatity was 20.35, the open interest changed by 2 which increased total open position to 7
On 17 Aug TORNTPHARM was trading at 3623.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0
