TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Sep 2025 04:11 PM IST
| TORNTPHARM 30SEP2025 3900 CE | ||||||||||||||||
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Delta: 0.05
Vega: 0.65
Theta: -0.73
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 | 0.5 | 23.21 | 540 | -16 | 181 | |||||||||
| 14 Sept | 3566.20 | 3.7 | -0.8 | 23.17 | 479 | -7 | 179 | |||||||||
For Torrent Pharmaceuticals L - strike price 3900 expiring on 30SEP2025
Delta for 3900 CE is 0.05
Historical price for 3900 CE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 3, which was 0.5 higher than the previous day. The implied volatity was 23.21, the open interest changed by -16 which decreased total open position to 181
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 3.7, which was -0.8 lower than the previous day. The implied volatity was 23.17, the open interest changed by -7 which decreased total open position to 179
| TORNTPHARM 30SEP2025 3900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 3629.20 | 640.35 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 3566.20 | 640.35 | 0 | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 3900 expiring on 30SEP2025
Delta for 3900 PE is -
Historical price for 3900 PE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 640.35, which was 0 lower than the previous day. The implied volatity was -, 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 640.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
