TORNTPHARM

Torrent Pharmaceuticals L

3791.5 -7.50 (-0.20%)

L: 3759.6 H: 3827.8

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Historical option data for TORNTPHARM
12 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

TORNTPHARM 30-DEC-2025 3450 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	3791.50	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	1 250
11 Dec	3799.00	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	1 250
10 Dec	3794.40	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	1 250
8 Dec	3760.00	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	1 250
5 Dec	3785.90	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
4 Dec	3795.70	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
3 Dec	3720.90	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
2 Dec	3728.00	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
1 Dec	3736.90	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
28 Nov	3720.60	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
27 Nov	3730.40	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
26 Nov	3755.80	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
25 Nov	3745.20	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
24 Nov	3718.40	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
21 Nov	3686.50	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
20 Nov	3721.40	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
19 Nov	3731.40	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
18 Nov	3790.80	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0

17 Nov	3819.40	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
14 Nov	3831.80	380.1 ₹ 95,025	191.4 47850.00	-	0 0	0 0	0 0
10 Nov	3817.50	380.1 ₹ 95,025	191.4 47850.00	-	4 1,000	0 0	5 1,250
7 Nov	3580.00	188.7 ₹ 47,175	-16.2 -4050.00	-	0 0	3 750	0 0
6 Nov	3553.40	188.7 ₹ 47,175	-16.2 -4050.00	14.42	3 750	0 0	2 500
4 Nov	3575.00	204.9 ₹ 51,225	-33.35 -8337.50	17.91	1 250	0 0	1 250
3 Nov	3628.30	238.25 ₹ 59,562.5	-4.5 -1125.00	12.66	1 250	0 0	0 0
31 Oct	3560.10	242.75 ₹ 60,687.5	0 0.00	-	0 0	0 0	0 0
30 Oct	3602.40	242.75 ₹ 60,687.5	0 0.00	-	0 0	0 0	0 0
29 Oct	3599.30	242.75 ₹ 60,687.5	0 0.00	-	0 0	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
Delta: -0.03 Vega: 0.50 Theta: -0.28 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	3791.50	1.85 ₹ 462.5	-1.45 -362.50	22.34	6 1,500	-1 -250	23 5,750
11 Dec	3799.00	3.3 ₹ 825	0.05 12.50	25.52	9 2,250	-1 -250	25 6,250
10 Dec	3794.40	3.2 ₹ 800	-0.15 -37.50	24.13	14 3,500	-2 -500	28 7,000
8 Dec	3760.00	3.35 ₹ 837.5	-1.6 -400.00	-	0 0	0 0	30 7,500
5 Dec	3785.90	3.35 ₹ 837.5	-1.6 -400.00	-	0 0	-4 -1,000	0 0
4 Dec	3795.70	3.35 ₹ 837.5	-1.6 -400.00	22.44	10 2,500	-4 -1,000	30 7,500
3 Dec	3720.90	4.95 ₹ 1,237.5	-0.35 -87.50	20.58	28 7,000	2 500	33 8,250
2 Dec	3728.00	5.3 ₹ 1,325	-0.45 -112.50	19.99	29 7,250	0 0	32 8,000
1 Dec	3736.90	5.75 ₹ 1,437.5	-1.35 -337.50	20.24	38 9,500	-12 -3,000	31 7,750
28 Nov	3720.60	7.1 ₹ 1,775	-0.1 -25.00	19.43	18 4,500	3 750	43 10,750
27 Nov	3730.40	7.05 ₹ 1,762.5	0.05 12.50	20.44	22 5,500	-4 -1,000	40 10,000
26 Nov	3755.80	6.9 ₹ 1,725	-2.65 -662.50	20.54	53 13,250	7 1,750	44 11,000
25 Nov	3745.20	9.55 ₹ 2,387.5	-1.25 -312.50	21.40	28 7,000	8 2,000	39 9,750
24 Nov	3718.40	8.1 ₹ 2,025	-7.9 -1975.00	19.24	20 5,000	13 3,250	31 7,750
21 Nov	3686.50	16 ₹ 4,000	1.5 375.00	21.12	7 1,750	0 0	18 4,500
20 Nov	3721.40	14.25 ₹ 3,562.5	-0.2 -50.00	21.46	10 2,500	0 0	19 4,750
19 Nov	3731.40	14.5 ₹ 3,625	4.65 1162.50	22.58	11 2,750	2 500	15 3,750
18 Nov	3790.80	9.85 ₹ 2,462.5	-39.35 -9837.50	21.82	13 3,250	7 1,750	12 3,000
17 Nov	3819.40	49.2 ₹ 12,300	-30.85 -7712.50	-	0 0	0 0	0 0
14 Nov	3831.80	49.2 ₹ 12,300	-30.85 -7712.50	-	0 0	0 0	0 0
10 Nov	3817.50	49.2 ₹ 12,300	-30.85 -7712.50	-	0 0	5 1,250	0 0
7 Nov	3580.00	49.2 ₹ 12,300	-30.85 -7712.50	22.29	5 1,250	3 750	3 750
6 Nov	3553.40	80.05 ₹ 20,012.5	0 0.00	3.30	0 0	0 0	0 0
4 Nov	3575.00	80.05 ₹ 20,012.5	0 0.00	3.37	0 0	0 0	0 0
3 Nov	3628.30	80.05 ₹ 20,012.5	0 0.00	4.31	0 0	0 0	0 0
31 Oct	3560.10	80.05 ₹ 20,012.5	0 0.00	-	0 0	0 0	0 0
30 Oct	3602.40	80.05 ₹ 20,012.5	0 0.00	-	0 0	0 0	0 0
29 Oct	3599.30	80.05 ₹ 20,012.5	0 0.00	3.86	0 0	0 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

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