[--[65.84.65.76]--]

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
TORNTPHARM 30-DEC-2025 3650 CE
Delta: -
Vega: -
Theta: -
Gamma: -
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
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
Delta: -0.14
Vega: 1.87
Theta: -0.80
Gamma: 0.00
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