TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
21 Sep 2025 04:11 PM IST
| TORNTPHARM 30SEP2025 4000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.39
Theta: -0.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 3629.20 | 1.7 | 0 | 27.19 | 360 | -12 | 176 | |||||||||
| 14 Sept | 3566.20 | 2.3 | -0.5 | 26.18 | 465 | 59 | 229 | |||||||||
For Torrent Pharmaceuticals L - strike price 4000 expiring on 30SEP2025
Delta for 4000 CE is 0.03
Historical price for 4000 CE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 1.7, which was 0 lower than the previous day. The implied volatity was 27.19, the open interest changed by -12 which decreased total open position to 176
On 14 Sept TORNTPHARM was trading at 3566.20. The strike last trading price was 2.3, which was -0.5 lower than the previous day. The implied volatity was 26.18, the open interest changed by 59 which increased total open position to 229
| TORNTPHARM 30SEP2025 4000 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 | 345 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 3566.20 | 345 | 0 | 0.00 | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4000 expiring on 30SEP2025
Delta for 4000 PE is 0.00
Historical price for 4000 PE is as follows
On 21 Sept TORNTPHARM was trading at 3629.20. The strike last trading price was 345, 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 345, 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
