TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
17 Aug 2025 12:56 AM IST
| TORNTPHARM 30SEP2025 3700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.01
Theta: -0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 17 Aug | 3623.00 | 51.1 | 0 | 0.91 | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 3700 expiring on 30SEP2025
Delta for 3700 CE is 0.00
Historical price for 3700 CE is as follows
On 17 Aug TORNTPHARM was trading at 3623.00. The strike last trading price was 51.1, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 30SEP2025 3700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 5.15
Theta: -0.65
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 3623.00 | 135 | -334.35 | 22.15 | 7 | 6 | 4 |
For Torrent Pharmaceuticals L - strike price 3700 expiring on 30SEP2025
Delta for 3700 PE is -0.54
Historical price for 3700 PE is as follows
On 17 Aug TORNTPHARM was trading at 3623.00. The strike last trading price was 135, which was -334.35 lower than the previous day. The implied volatity was 22.15, the open interest changed by 6 which increased total open position to 4
