TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
12 Dec 2025 04:11 PM IST
| TORNTPHARM 30-DEC-2025 3450 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 3791.50 | 380.1 | 191.4 | - | 0 | 0 | 1 | |||||||||
| 11 Dec | 3799.00 | 380.1 | 191.4 | - | 0 | 0 | 1 | |||||||||
| 10 Dec | 3794.40 | 380.1 | 191.4 | - | 0 | 0 | 1 | |||||||||
| 8 Dec | 3760.00 | 380.1 | 191.4 | - | 0 | 0 | 1 | |||||||||
| 5 Dec | 3785.90 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 3795.70 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
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| 3 Dec | 3720.90 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 3728.00 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 3736.90 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 3720.60 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 3730.40 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 3755.80 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3745.20 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 3718.40 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 3686.50 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 3721.40 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 3731.40 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 3790.80 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 3819.40 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 3831.80 | 380.1 | 191.4 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3817.50 | 380.1 | 191.4 | - | 4 | 0 | 5 | |||||||||
| 7 Nov | 3580.00 | 188.7 | -16.2 | - | 0 | 3 | 0 | |||||||||
| 6 Nov | 3553.40 | 188.7 | -16.2 | 14.42 | 3 | 0 | 2 | |||||||||
| 4 Nov | 3575.00 | 204.9 | -33.35 | 17.91 | 1 | 0 | 1 | |||||||||
| 3 Nov | 3628.30 | 238.25 | -4.5 | 12.66 | 1 | 0 | 0 | |||||||||
| 31 Oct | 3560.10 | 242.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3602.40 | 242.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 3599.30 | 242.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 3450 expiring on 30DEC2025
Delta for 3450 CE is -
Historical price for 3450 CE is as follows
On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov TORNTPHARM was trading at 3720.60. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov TORNTPHARM was trading at 3686.50. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov TORNTPHARM was trading at 3721.40. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov TORNTPHARM was trading at 3790.80. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Nov TORNTPHARM was trading at 3819.40. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TORNTPHARM was trading at 3831.80. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov TORNTPHARM was trading at 3817.50. The strike last trading price was 380.1, which was 191.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 7 Nov TORNTPHARM was trading at 3580.00. The strike last trading price was 188.7, which was -16.2 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 6 Nov TORNTPHARM was trading at 3553.40. The strike last trading price was 188.7, which was -16.2 lower than the previous day. The implied volatity was 14.42, the open interest changed by 0 which decreased total open position to 2
On 4 Nov TORNTPHARM was trading at 3575.00. The strike last trading price was 204.9, which was -33.35 lower than the previous day. The implied volatity was 17.91, the open interest changed by 0 which decreased total open position to 1
On 3 Nov TORNTPHARM was trading at 3628.30. The strike last trading price was 238.25, which was -4.5 lower than the previous day. The implied volatity was 12.66, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TORNTPHARM was trading at 3560.10. The strike last trading price was 242.75, 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 30 Oct TORNTPHARM was trading at 3602.40. The strike last trading price was 242.75, 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 29 Oct TORNTPHARM was trading at 3599.30. The strike last trading price was 242.75, 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
| TORNTPHARM 30DEC2025 3450 PE | |||||||
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Delta: -0.03
Vega: 0.50
Theta: -0.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 3791.50 | 1.85 | -1.45 | 22.34 | 6 | -1 | 23 |
| 11 Dec | 3799.00 | 3.3 | 0.05 | 25.52 | 9 | -1 | 25 |
| 10 Dec | 3794.40 | 3.2 | -0.15 | 24.13 | 14 | -2 | 28 |
| 8 Dec | 3760.00 | 3.35 | -1.6 | - | 0 | 0 | 30 |
| 5 Dec | 3785.90 | 3.35 | -1.6 | - | 0 | -4 | 0 |
| 4 Dec | 3795.70 | 3.35 | -1.6 | 22.44 | 10 | -4 | 30 |
| 3 Dec | 3720.90 | 4.95 | -0.35 | 20.58 | 28 | 2 | 33 |
| 2 Dec | 3728.00 | 5.3 | -0.45 | 19.99 | 29 | 0 | 32 |
| 1 Dec | 3736.90 | 5.75 | -1.35 | 20.24 | 38 | -12 | 31 |
| 28 Nov | 3720.60 | 7.1 | -0.1 | 19.43 | 18 | 3 | 43 |
| 27 Nov | 3730.40 | 7.05 | 0.05 | 20.44 | 22 | -4 | 40 |
| 26 Nov | 3755.80 | 6.9 | -2.65 | 20.54 | 53 | 7 | 44 |
| 25 Nov | 3745.20 | 9.55 | -1.25 | 21.40 | 28 | 8 | 39 |
| 24 Nov | 3718.40 | 8.1 | -7.9 | 19.24 | 20 | 13 | 31 |
| 21 Nov | 3686.50 | 16 | 1.5 | 21.12 | 7 | 0 | 18 |
| 20 Nov | 3721.40 | 14.25 | -0.2 | 21.46 | 10 | 0 | 19 |
| 19 Nov | 3731.40 | 14.5 | 4.65 | 22.58 | 11 | 2 | 15 |
| 18 Nov | 3790.80 | 9.85 | -39.35 | 21.82 | 13 | 7 | 12 |
| 17 Nov | 3819.40 | 49.2 | -30.85 | - | 0 | 0 | 0 |
| 14 Nov | 3831.80 | 49.2 | -30.85 | - | 0 | 0 | 0 |
| 10 Nov | 3817.50 | 49.2 | -30.85 | - | 0 | 5 | 0 |
| 7 Nov | 3580.00 | 49.2 | -30.85 | 22.29 | 5 | 3 | 3 |
| 6 Nov | 3553.40 | 80.05 | 0 | 3.30 | 0 | 0 | 0 |
| 4 Nov | 3575.00 | 80.05 | 0 | 3.37 | 0 | 0 | 0 |
| 3 Nov | 3628.30 | 80.05 | 0 | 4.31 | 0 | 0 | 0 |
| 31 Oct | 3560.10 | 80.05 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 3602.40 | 80.05 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 3599.30 | 80.05 | 0 | 3.86 | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 3450 expiring on 30DEC2025
Delta for 3450 PE is -0.03
Historical price for 3450 PE is as follows
On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 1.85, which was -1.45 lower than the previous day. The implied volatity was 22.34, the open interest changed by -1 which decreased total open position to 23
On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 3.3, which was 0.05 higher than the previous day. The implied volatity was 25.52, the open interest changed by -1 which decreased total open position to 25
On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 3.2, which was -0.15 lower than the previous day. The implied volatity was 24.13, the open interest changed by -2 which decreased total open position to 28
On 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 3.35, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30
On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 3.35, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 0
On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 3.35, which was -1.6 lower than the previous day. The implied volatity was 22.44, the open interest changed by -4 which decreased total open position to 30
On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 4.95, which was -0.35 lower than the previous day. The implied volatity was 20.58, the open interest changed by 2 which increased total open position to 33
On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 5.3, which was -0.45 lower than the previous day. The implied volatity was 19.99, the open interest changed by 0 which decreased total open position to 32
On 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 5.75, which was -1.35 lower than the previous day. The implied volatity was 20.24, the open interest changed by -12 which decreased total open position to 31
On 28 Nov TORNTPHARM was trading at 3720.60. The strike last trading price was 7.1, which was -0.1 lower than the previous day. The implied volatity was 19.43, the open interest changed by 3 which increased total open position to 43
On 27 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 7.05, which was 0.05 higher than the previous day. The implied volatity was 20.44, the open interest changed by -4 which decreased total open position to 40
On 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 6.9, which was -2.65 lower than the previous day. The implied volatity was 20.54, the open interest changed by 7 which increased total open position to 44
On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 9.55, which was -1.25 lower than the previous day. The implied volatity was 21.40, the open interest changed by 8 which increased total open position to 39
On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 8.1, which was -7.9 lower than the previous day. The implied volatity was 19.24, the open interest changed by 13 which increased total open position to 31
On 21 Nov TORNTPHARM was trading at 3686.50. The strike last trading price was 16, which was 1.5 higher than the previous day. The implied volatity was 21.12, the open interest changed by 0 which decreased total open position to 18
On 20 Nov TORNTPHARM was trading at 3721.40. The strike last trading price was 14.25, which was -0.2 lower than the previous day. The implied volatity was 21.46, the open interest changed by 0 which decreased total open position to 19
On 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 14.5, which was 4.65 higher than the previous day. The implied volatity was 22.58, the open interest changed by 2 which increased total open position to 15
On 18 Nov TORNTPHARM was trading at 3790.80. The strike last trading price was 9.85, which was -39.35 lower than the previous day. The implied volatity was 21.82, the open interest changed by 7 which increased total open position to 12
On 17 Nov TORNTPHARM was trading at 3819.40. The strike last trading price was 49.2, which was -30.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov TORNTPHARM was trading at 3831.80. The strike last trading price was 49.2, which was -30.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Nov TORNTPHARM was trading at 3817.50. The strike last trading price was 49.2, which was -30.85 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0
On 7 Nov TORNTPHARM was trading at 3580.00. The strike last trading price was 49.2, which was -30.85 lower than the previous day. The implied volatity was 22.29, the open interest changed by 3 which increased total open position to 3
On 6 Nov TORNTPHARM was trading at 3553.40. The strike last trading price was 80.05, which was 0 lower than the previous day. The implied volatity was 3.30, the open interest changed by 0 which decreased total open position to 0
On 4 Nov TORNTPHARM was trading at 3575.00. The strike last trading price was 80.05, which was 0 lower than the previous day. The implied volatity was 3.37, the open interest changed by 0 which decreased total open position to 0
On 3 Nov TORNTPHARM was trading at 3628.30. The strike last trading price was 80.05, which was 0 lower than the previous day. The implied volatity was 4.31, the open interest changed by 0 which decreased total open position to 0
On 31 Oct TORNTPHARM was trading at 3560.10. The strike last trading price was 80.05, 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 30 Oct TORNTPHARM was trading at 3602.40. The strike last trading price was 80.05, 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 29 Oct TORNTPHARM was trading at 3599.30. The strike last trading price was 80.05, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0































































































































































































































