TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Sep 2025 04:11 PM IST
| TORNTPHARM 30SEP2025 3850 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.82
Theta: -0.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3629.20 | 3.8 | 0.3 | 20.64 | 204 | 1 | 172 | |||||||||
| 14 Sept | 3566.20 | 5 | -1.15 | 21.75 | 197 | 1 | 103 | |||||||||
For Torrent Pharmaceuticals L - strike price 3850 expiring on 30SEP2025
Delta for 3850 CE is 0.07
Historical price for 3850 CE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 3.8, which was 0.3 higher than the previous day. The implied volatity was 20.64, the open interest changed by 1 which increased total open position to 172
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 5, which was -1.15 lower than the previous day. The implied volatity was 21.75, the open interest changed by 1 which increased total open position to 103
| TORNTPHARM 30SEP2025 3850 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3629.20 | 299.4 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3566.20 | 277.1 | 70.1 | 22.71 | 2 | 2 | 0 |
For Torrent Pharmaceuticals L - strike price 3850 expiring on 30SEP2025
Delta for 3850 PE is 0.00
Historical price for 3850 PE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 299.4, 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
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 277.1, which was 70.1 higher than the previous day. The implied volatity was 22.71, the open interest changed by 2 which increased total open position to 0
