TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
12 Dec 2025 04:11 PM IST
| TORNTPHARM 30-DEC-2025 3650 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 | 165.55 | 39.6 | - | 0 | 0 | 4 | |||||||||
| 11 Dec | 3799.00 | 165.55 | 39.6 | - | 0 | 0 | 4 | |||||||||
| 10 Dec | 3794.40 | 165.55 | 39.6 | - | 0 | 0 | 4 | |||||||||
| 9 Dec | 3763.90 | 165.55 | 39.6 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 3760.00 | 165.55 | 39.6 | - | 0 | 0 | 4 | |||||||||
| 5 Dec | 3785.90 | 165.55 | 39.6 | 16.41 | 2 | 0 | 4 | |||||||||
| 4 Dec | 3795.70 | 125.95 | -1.15 | - | 0 | 3 | 0 | |||||||||
| 3 Dec | 3720.90 | 125.95 | -1.15 | 16.26 | 19 | 3 | 4 | |||||||||
| 2 Dec | 3728.00 | 127.1 | -7.45 | 14.71 | 1 | 0 | 0 | |||||||||
| 1 Dec | 3736.90 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 3720.60 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 3730.40 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 3755.80 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3745.20 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 3718.40 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 3686.50 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 3721.40 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 3731.40 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 3790.80 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 3819.40 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 3831.80 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
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| 13 Nov | 3826.10 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 3824.60 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3825.80 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3817.50 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3628.30 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 3560.10 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 3602.40 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 3599.30 | 134.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 3650 expiring on 30DEC2025
Delta for 3650 CE is -
Historical price for 3650 CE is as follows
On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 165.55, which was 39.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 165.55, which was 39.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 165.55, which was 39.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 165.55, which was 39.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 165.55, which was 39.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 165.55, which was 39.6 higher than the previous day. The implied volatity was 16.41, the open interest changed by 0 which decreased total open position to 4
On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 125.95, which was -1.15 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 125.95, which was -1.15 lower than the previous day. The implied volatity was 16.26, the open interest changed by 3 which increased total open position to 4
On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 127.1, which was -7.45 lower than the previous day. The implied volatity was 14.71, 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 134.55, 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 28 Nov TORNTPHARM was trading at 3720.60. The strike last trading price was 134.55, 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 27 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 134.55, 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 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 134.55, 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 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 134.55, 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 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 134.55, 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 21 Nov TORNTPHARM was trading at 3686.50. The strike last trading price was 134.55, 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 20 Nov TORNTPHARM was trading at 3721.40. The strike last trading price was 134.55, 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 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 134.55, 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 18 Nov TORNTPHARM was trading at 3790.80. The strike last trading price was 134.55, 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 17 Nov TORNTPHARM was trading at 3819.40. The strike last trading price was 134.55, 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 Nov TORNTPHARM was trading at 3831.80. The strike last trading price was 134.55, 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 13 Nov TORNTPHARM was trading at 3826.10. The strike last trading price was 134.55, 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 12 Nov TORNTPHARM was trading at 3824.60. The strike last trading price was 134.55, 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 11 Nov TORNTPHARM was trading at 3825.80. The strike last trading price was 134.55, 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 10 Nov TORNTPHARM was trading at 3817.50. The strike last trading price was 134.55, 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 3 Nov TORNTPHARM was trading at 3628.30. The strike last trading price was 134.55, 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 31 Oct TORNTPHARM was trading at 3560.10. The strike last trading price was 134.55, 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 134.55, 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 134.55, 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 3650 PE | |||||||
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Delta: -0.14
Vega: 1.87
Theta: -0.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 3791.50 | 11.1 | -0.4 | 18.22 | 65 | -32 | 100 |
| 11 Dec | 3799.00 | 11.9 | -1.75 | 18.84 | 42 | 8 | 137 |
| 10 Dec | 3794.40 | 13.25 | -5.95 | 18.71 | 82 | 11 | 136 |
| 9 Dec | 3763.90 | 19.8 | -3.75 | 18.84 | 67 | 38 | 124 |
| 8 Dec | 3760.00 | 22.8 | 3.9 | 18.74 | 27 | 0 | 87 |
| 5 Dec | 3785.90 | 18.9 | 0.6 | 18.11 | 111 | 27 | 88 |
| 4 Dec | 3795.70 | 18.6 | -12.1 | 19.86 | 65 | 17 | 60 |
| 3 Dec | 3720.90 | 30.7 | 2.05 | 18.80 | 44 | 3 | 44 |
| 2 Dec | 3728.00 | 27.35 | -7.6 | 16.63 | 16 | 1 | 42 |
| 1 Dec | 3736.90 | 34.85 | -1 | - | 0 | 11 | 0 |
| 28 Nov | 3720.60 | 34.85 | -1 | 16.71 | 20 | 11 | 41 |
| 27 Nov | 3730.40 | 35.5 | 1.75 | 18.78 | 23 | 5 | 31 |
| 26 Nov | 3755.80 | 34.3 | -3.65 | 18.95 | 52 | 16 | 26 |
| 25 Nov | 3745.20 | 39.55 | -130.2 | 19.32 | 13 | 11 | 11 |
| 24 Nov | 3718.40 | 169.75 | 0 | 2.53 | 0 | 0 | 0 |
| 21 Nov | 3686.50 | 169.75 | 0 | 1.73 | 0 | 0 | 0 |
| 20 Nov | 3721.40 | 169.75 | 0 | 2.43 | 0 | 0 | 0 |
| 19 Nov | 3731.40 | 169.75 | 0 | 2.84 | 0 | 0 | 0 |
| 18 Nov | 3790.80 | 169.75 | 0 | 3.61 | 0 | 0 | 0 |
| 17 Nov | 3819.40 | 169.75 | 0 | 4.31 | 0 | 0 | 0 |
| 14 Nov | 3831.80 | 169.75 | 0 | 4.63 | 0 | 0 | 0 |
| 13 Nov | 3826.10 | 169.75 | 0 | 4.38 | 0 | 0 | 0 |
| 12 Nov | 3824.60 | 169.75 | 0 | 4.25 | 0 | 0 | 0 |
| 11 Nov | 3825.80 | 169.75 | 0 | 4.33 | 0 | 0 | 0 |
| 10 Nov | 3817.50 | 169.75 | 0 | 4.14 | 0 | 0 | 0 |
| 3 Nov | 3628.30 | 169.75 | 0 | 0.68 | 0 | 0 | 0 |
| 31 Oct | 3560.10 | 169.75 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 3602.40 | 169.75 | 0 | 0.34 | 0 | 0 | 0 |
| 29 Oct | 3599.30 | 169.75 | 0 | 0.34 | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 3650 expiring on 30DEC2025
Delta for 3650 PE is -0.14
Historical price for 3650 PE is as follows
On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 11.1, which was -0.4 lower than the previous day. The implied volatity was 18.22, the open interest changed by -32 which decreased total open position to 100
On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 11.9, which was -1.75 lower than the previous day. The implied volatity was 18.84, the open interest changed by 8 which increased total open position to 137
On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 13.25, which was -5.95 lower than the previous day. The implied volatity was 18.71, the open interest changed by 11 which increased total open position to 136
On 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 19.8, which was -3.75 lower than the previous day. The implied volatity was 18.84, the open interest changed by 38 which increased total open position to 124
On 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 22.8, which was 3.9 higher than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 87
On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 18.9, which was 0.6 higher than the previous day. The implied volatity was 18.11, the open interest changed by 27 which increased total open position to 88
On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 18.6, which was -12.1 lower than the previous day. The implied volatity was 19.86, the open interest changed by 17 which increased total open position to 60
On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 30.7, which was 2.05 higher than the previous day. The implied volatity was 18.80, the open interest changed by 3 which increased total open position to 44
On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 27.35, which was -7.6 lower than the previous day. The implied volatity was 16.63, the open interest changed by 1 which increased total open position to 42
On 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 34.85, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0
On 28 Nov TORNTPHARM was trading at 3720.60. The strike last trading price was 34.85, which was -1 lower than the previous day. The implied volatity was 16.71, the open interest changed by 11 which increased total open position to 41
On 27 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 35.5, which was 1.75 higher than the previous day. The implied volatity was 18.78, the open interest changed by 5 which increased total open position to 31
On 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 34.3, which was -3.65 lower than the previous day. The implied volatity was 18.95, the open interest changed by 16 which increased total open position to 26
On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 39.55, which was -130.2 lower than the previous day. The implied volatity was 19.32, the open interest changed by 11 which increased total open position to 11
On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 169.75, which was 0 lower than the previous day. The implied volatity was 2.53, 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 169.75, which was 0 lower than the previous day. The implied volatity was 1.73, 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 169.75, which was 0 lower than the previous day. The implied volatity was 2.43, 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 169.75, which was 0 lower than the previous day. The implied volatity was 2.84, 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 169.75, which was 0 lower than the previous day. The implied volatity was 3.61, 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 169.75, 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 14 Nov TORNTPHARM was trading at 3831.80. The strike last trading price was 169.75, which was 0 lower than the previous day. The implied volatity was 4.63, the open interest changed by 0 which decreased total open position to 0
On 13 Nov TORNTPHARM was trading at 3826.10. The strike last trading price was 169.75, which was 0 lower than the previous day. The implied volatity was 4.38, the open interest changed by 0 which decreased total open position to 0
On 12 Nov TORNTPHARM was trading at 3824.60. The strike last trading price was 169.75, which was 0 lower than the previous day. The implied volatity was 4.25, the open interest changed by 0 which decreased total open position to 0
On 11 Nov TORNTPHARM was trading at 3825.80. The strike last trading price was 169.75, which was 0 lower than the previous day. The implied volatity was 4.33, 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 169.75, which was 0 lower than the previous day. The implied volatity was 4.14, 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 169.75, which was 0 lower than the previous day. The implied volatity was 0.68, 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 169.75, 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 169.75, which was 0 lower than the previous day. The implied volatity was 0.34, 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 169.75, which was 0 lower than the previous day. The implied volatity was 0.34, the open interest changed by 0 which decreased total open position to 0































































































































































































































