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TORNTPHARM
Torrent Pharmaceuticals L
3655.9 26.70 (0.74%)

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Historical option data for TORNTPHARM

21 Sep 2025 04:11 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
TORNTPHARM 30SEP2025 3800 CE
Delta: 0.11
Vega: 1.18
Theta: -1.13
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3629.20 6.25 1.1 19.03 742 -42 226
14 Sept 3566.20 7.2 -2.2 20.49 412 -4 263

For Torrent Pharmaceuticals L - strike price 3800 expiring on 30SEP2025

Delta for 3800 CE is 0.11

Historical price for 3800 CE is as follows

On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 6.25, which was 1.1 higher than the previous day. The implied volatity was 19.03, the open interest changed by -42 which decreased total open position to 226


On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 7.2, which was -2.2 lower than the previous day. The implied volatity was 20.49, the open interest changed by -4 which decreased total open position to 263


TORNTPHARM 30SEP2025 3800 PE
Delta: -0.78
Vega: 1.85
Theta: -1.62
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Sept 3629.20 175 -77 29.21 2 2 4
14 Sept 3566.20 227.8 76.2 19.96 2 1 2

For Torrent Pharmaceuticals L - strike price 3800 expiring on 30SEP2025

Delta for 3800 PE is -0.78

Historical price for 3800 PE is as follows

On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 175, which was -77 lower than the previous day. The implied volatity was 29.21, the open interest changed by 2 which increased total open position to 4


On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 227.8, which was 76.2 higher than the previous day. The implied volatity was 19.96, the open interest changed by 1 which increased total open position to 2