TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Sep 2025 04:11 PM IST
| TORNTPHARM 30SEP2025 3700 CE | ||||||||||||||||
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Delta: 0.32
Vega: 2.25
Theta: -2.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 3629.20 | 21.95 | 10.05 | 17.13 | 2,335 | -122 | 514 | |||||||||
| 14 Sept | 3566.20 | 17.75 | -5.3 | 18.70 | 319 | 49 | 471 | |||||||||
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| 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 0.32
Historical price for 3700 CE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 21.95, which was 10.05 higher than the previous day. The implied volatity was 17.13, the open interest changed by -122 which decreased total open position to 514
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 17.75, which was -5.3 lower than the previous day. The implied volatity was 18.70, the open interest changed by 49 which increased total open position to 471
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 | |||||||
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Delta: -0.64
Vega: 2.36
Theta: -1.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3629.20 | 86.4 | -78.8 | 22.02 | 8 | 1 | 14 |
| 14 Sept | 3566.20 | 140.65 | 0.75 | 19.17 | 4 | 1 | 13 |
| 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 -0.64
Historical price for 3700 PE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 86.4, which was -78.8 lower than the previous day. The implied volatity was 22.02, the open interest changed by 1 which increased total open position to 14
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 140.65, which was 0.75 higher than the previous day. The implied volatity was 19.17, the open interest changed by 1 which increased total open position to 13
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
