TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Sep 2025 04:11 PM IST
| TORNTPHARM 30SEP2025 3750 CE | ||||||||||||||||
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Delta: 0.19
Vega: 1.72
Theta: -1.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3629.20 | 11.95 | 4.55 | 18.15 | 266 | 17 | 164 | |||||||||
| 14 Sept | 3566.20 | 10.55 | -4.1 | 19.18 | 33 | 7 | 114 | |||||||||
For Torrent Pharmaceuticals L - strike price 3750 expiring on 30SEP2025
Delta for 3750 CE is 0.19
Historical price for 3750 CE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 11.95, which was 4.55 higher than the previous day. The implied volatity was 18.15, the open interest changed by 17 which increased total open position to 164
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 10.55, which was -4.1 lower than the previous day. The implied volatity was 19.18, the open interest changed by 7 which increased total open position to 114
| TORNTPHARM 30SEP2025 3750 PE | |||||||
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Delta: -0.72
Vega: 2.14
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3629.20 | 132.75 | -61.2 | 27.19 | 1 | 1 | 7 |
| 14 Sept | 3566.20 | 173.7 | 0 | 0.00 | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 3750 expiring on 30SEP2025
Delta for 3750 PE is -0.72
Historical price for 3750 PE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 132.75, which was -61.2 lower than the previous day. The implied volatity was 27.19, the open interest changed by 1 which increased total open position to 7
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 173.7, 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
