TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Sep 2025 04:11 PM IST
| TORNTPHARM 30SEP2025 3650 CE | ||||||||||||||||
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Delta: 0.49
Vega: 2.52
Theta: -2.32
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3629.20 | 38.8 | 18.35 | 16.05 | 1,757 | 31 | 499 | |||||||||
| 14 Sept | 3566.20 | 28.4 | -7.35 | 18.01 | 227 | 0 | 482 | |||||||||
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| 17 Aug | 3623.00 | 128.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 3650 expiring on 30SEP2025
Delta for 3650 CE is 0.49
Historical price for 3650 CE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 38.8, which was 18.35 higher than the previous day. The implied volatity was 16.05, the open interest changed by 31 which increased total open position to 499
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 28.4, which was -7.35 lower than the previous day. The implied volatity was 18.01, the open interest changed by 0 which decreased total open position to 482
On 17 Aug TORNTPHARM was trading at 3623.00. The strike last trading price was 128.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 30SEP2025 3650 PE | |||||||
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Delta: -0.51
Vega: 2.52
Theta: -1.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3629.20 | 47.45 | -43.6 | 18.17 | 95 | 12 | 57 |
| 14 Sept | 3566.20 | 97.85 | 14.85 | 17.08 | 7 | -3 | 52 |
| 17 Aug | 3623.00 | 109.25 | 0 | 0.28 | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 3650 expiring on 30SEP2025
Delta for 3650 PE is -0.51
Historical price for 3650 PE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 47.45, which was -43.6 lower than the previous day. The implied volatity was 18.17, the open interest changed by 12 which increased total open position to 57
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 97.85, which was 14.85 higher than the previous day. The implied volatity was 17.08, the open interest changed by -3 which decreased total open position to 52
On 17 Aug TORNTPHARM was trading at 3623.00. The strike last trading price was 109.25, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
