TORNTPHARM

Torrent Pharmaceuticals L

3785.9 -9.80 (-0.26%)

L: 3756 H: 3805.1

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Historical option data for TORNTPHARM
05 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 3750 CE
Delta: 0.63 Vega: 3.72 Theta: -1.84 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	3785.90	93 ₹ 23,250	-17.15 -4287.50	16.31	244 61,000	-5 -1,250	113 28,250
4 Dec	3795.70	112.05 ₹ 28,012.5	48.15 12037.50	15.13	458 1,14,500	-17 -4,250	118 29,500
3 Dec	3720.90	67 ₹ 16,750	-3.65 -912.50	16.62	661 1,65,250	62 15,500	139 34,750
2 Dec	3728.00	70.6 ₹ 17,650	-5.15 -1287.50	16.32	87 21,750	-4 -1,000	78 19,500
1 Dec	3736.90	75 ₹ 18,750	0 0.00	16.47	105 26,250	-11 -2,750	81 20,250
28 Nov	3720.60	76.15 ₹ 19,037.5	-7.2 -1800.00	17.92	53 13,250	0 0	91 22,750
27 Nov	3730.40	83.15 ₹ 20,787.5	-15.85 -3962.50	15.80	58 14,500	8 2,000	92 23,000
26 Nov	3755.80	95.55 ₹ 23,887.5	-0.2 -50.00	16.93	228 57,000	20 5,000	85 21,250
25 Nov	3745.20	88.05 ₹ 22,012.5	3.05 762.50	16.37	105 26,250	10 2,500	67 16,750
24 Nov	3718.40	85 ₹ 21,250	5.65 1412.50	18.07	87 21,750	35 8,750	56 14,000
21 Nov	3686.50	79.4 ₹ 19,850	-20.1 -5025.00	18.57	21 5,250	4 1,000	17 4,250
20 Nov	3721.40	100.2 ₹ 25,050	-10.95 -2737.50	19.80	16 4,000	-1 -250	13 3,250
19 Nov	3731.40	111 ₹ 27,750	-79 -19750.00	18.69	13 3,250	6 1,500	14 3,500
18 Nov	3790.80	190 ₹ 47,500	16.75 4187.50	-	0 0	0 0	0 0
17 Nov	3819.40	190 ₹ 47,500	16.75 4187.50	-	0 0	0 0	0 0
14 Nov	3831.80	190 ₹ 47,500	16.75 4187.50	19.13	1 250	0 0	8 2,000
13 Nov	3826.10	173 ₹ 43,250	-15 -3750.00	-	0 0	0 0	0 0
12 Nov	3824.60	173 ₹ 43,250	-15 -3750.00	18.44	2 500	0 0	8 2,000
11 Nov	3825.80	188 ₹ 47,000	6 1500.00	21.10	9 2,250	-3 -750	8 2,000
10 Nov	3817.50	182 ₹ 45,500	86.3 21575.00	20.17	16 4,000	11 2,750	11 2,750
3 Nov	3628.30	95.7 ₹ 23,925	0 0.00	1.20	0 0	0 0	0 0
31 Oct	3560.10	95.7 ₹ 23,925	0 0.00	-	0 0	0 0	0 0
30 Oct	3602.40	95.7 ₹ 23,925	0 0.00	1.47	0 0	0 0	0 0

29 Oct	3599.30	95.7 ₹ 23,925	0 0.00	1.44	0 0	0 0	0 0

For Torrent Pharmaceuticals L - strike price 3750 expiring on 30DEC2025

Delta for 3750 CE is 0.63

Historical price for 3750 CE is as follows

On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 93, which was -17.15 lower than the previous day. The implied volatity was 16.31, the open interest changed by -5 which decreased total open position to 113

On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 112.05, which was 48.15 higher than the previous day. The implied volatity was 15.13, the open interest changed by -17 which decreased total open position to 118

On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 67, which was -3.65 lower than the previous day. The implied volatity was 16.62, the open interest changed by 62 which increased total open position to 139

On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 70.6, which was -5.15 lower than the previous day. The implied volatity was 16.32, the open interest changed by -4 which decreased total open position to 78

On 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 75, which was 0 lower than the previous day. The implied volatity was 16.47, the open interest changed by -11 which decreased total open position to 81

On 28 Nov TORNTPHARM was trading at 3720.60. The strike last trading price was 76.15, which was -7.2 lower than the previous day. The implied volatity was 17.92, the open interest changed by 0 which decreased total open position to 91

On 27 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 83.15, which was -15.85 lower than the previous day. The implied volatity was 15.80, the open interest changed by 8 which increased total open position to 92

On 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 95.55, which was -0.2 lower than the previous day. The implied volatity was 16.93, the open interest changed by 20 which increased total open position to 85

On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 88.05, which was 3.05 higher than the previous day. The implied volatity was 16.37, the open interest changed by 10 which increased total open position to 67

On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 85, which was 5.65 higher than the previous day. The implied volatity was 18.07, the open interest changed by 35 which increased total open position to 56

On 21 Nov TORNTPHARM was trading at 3686.50. The strike last trading price was 79.4, which was -20.1 lower than the previous day. The implied volatity was 18.57, the open interest changed by 4 which increased total open position to 17

On 20 Nov TORNTPHARM was trading at 3721.40. The strike last trading price was 100.2, which was -10.95 lower than the previous day. The implied volatity was 19.80, the open interest changed by -1 which decreased total open position to 13

On 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 111, which was -79 lower than the previous day. The implied volatity was 18.69, the open interest changed by 6 which increased total open position to 14

On 18 Nov TORNTPHARM was trading at 3790.80. The strike last trading price was 190, which was 16.75 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 190, which was 16.75 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 190, which was 16.75 higher than the previous day. The implied volatity was 19.13, the open interest changed by 0 which decreased total open position to 8

On 13 Nov TORNTPHARM was trading at 3826.10. The strike last trading price was 173, which was -15 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 173, which was -15 lower than the previous day. The implied volatity was 18.44, the open interest changed by 0 which decreased total open position to 8

On 11 Nov TORNTPHARM was trading at 3825.80. The strike last trading price was 188, which was 6 higher than the previous day. The implied volatity was 21.10, the open interest changed by -3 which decreased total open position to 8

On 10 Nov TORNTPHARM was trading at 3817.50. The strike last trading price was 182, which was 86.3 higher than the previous day. The implied volatity was 20.17, the open interest changed by 11 which increased total open position to 11

On 3 Nov TORNTPHARM was trading at 3628.30. The strike last trading price was 95.7, which was 0 lower than the previous day. The implied volatity was 1.20, 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 95.7, 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 95.7, which was 0 lower than the previous day. The implied volatity was 1.47, 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 95.7, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0

TORNTPHARM 30DEC2025 3750 PE
Delta: -0.38 Vega: 3.75 Theta: -0.94 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	3785.90	47.2 ₹ 11,800	3.85 962.50	17.89	208 52,000	18 4,500	142 35,500
4 Dec	3795.70	44.3 ₹ 11,075	-27.5 -6875.00	19.84	182 45,500	27 6,750	124 31,000
3 Dec	3720.90	66.8 ₹ 16,700	0.25 62.50	16.51	144 36,000	29 7,250	96 24,000
2 Dec	3728.00	65 ₹ 16,250	-7.25 -1812.50	16.60	36 9,000	-8 -2,000	66 16,500
1 Dec	3736.90	72.05 ₹ 18,012.5	-4.8 -1200.00	18.56	40 10,000	4 1,000	73 18,250
28 Nov	3720.60	75.25 ₹ 18,812.5	0.1 25.00	16.58	40 10,000	-1 -250	70 17,500
27 Nov	3730.40	74 ₹ 18,500	5.95 1487.50	19.09	41 10,250	0 0	71 17,750
26 Nov	3755.80	69.4 ₹ 17,350	-6.1 -1525.00	18.85	84 21,000	18 4,500	72 18,000
25 Nov	3745.20	78.2 ₹ 19,550	-16.25 -4062.50	19.51	35 8,750	-9 -2,250	54 13,500
24 Nov	3718.40	94.45 ₹ 23,612.5	-25.05 -6262.50	20.49	113 28,250	11 2,750	64 16,000
21 Nov	3686.50	119.5 ₹ 29,875	22.5 5625.00	22.52	47 11,750	36 9,000	53 13,250
20 Nov	3721.40	95.35 ₹ 23,837.5	0.8 200.00	20.09	11 2,750	0 0	17 4,250
19 Nov	3731.40	94.55 ₹ 23,637.5	23.1 5775.00	22.23	17 4,250	3 750	18 4,500
18 Nov	3790.80	71.45 ₹ 17,862.5	3.45 862.50	20.62	4 1,000	2 500	15 3,750
17 Nov	3819.40	67.4 ₹ 16,850	-4 -1000.00	-	0 0	0 0	0 0
14 Nov	3831.80	67.4 ₹ 16,850	-4 -1000.00	-	0 0	0 0	0 0
13 Nov	3826.10	67.4 ₹ 16,850	-4 -1000.00	-	0 0	7 1,750	0 0
12 Nov	3824.60	67.4 ₹ 16,850	-4 -1000.00	21.80	9 2,250	7 1,750	13 3,250
11 Nov	3825.80	71.35 ₹ 17,837.5	-158.55 -39637.50	22.80	6 1,500	4 1,000	4 1,000
10 Nov	3817.50	229.9 ₹ 57,475	0 0.00	2.28	0 0	0 0	0 0
3 Nov	3628.30	229.9 ₹ 57,475	0 0.00	-	0 0	0 0	0 0
31 Oct	3560.10	229.9 ₹ 57,475	0 0.00	-	0 0	0 0	0 0
30 Oct	3602.40	229.9 ₹ 57,475	0 0.00	-	0 0	0 0	0 0
29 Oct	3599.30	229.9 ₹ 57,475	0 0.00	-	0 0	0 0	0 0

For Torrent Pharmaceuticals L - strike price 3750 expiring on 30DEC2025

Delta for 3750 PE is -0.38

Historical price for 3750 PE is as follows

On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 47.2, which was 3.85 higher than the previous day. The implied volatity was 17.89, the open interest changed by 18 which increased total open position to 142

On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 44.3, which was -27.5 lower than the previous day. The implied volatity was 19.84, the open interest changed by 27 which increased total open position to 124

On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 66.8, which was 0.25 higher than the previous day. The implied volatity was 16.51, the open interest changed by 29 which increased total open position to 96

On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 65, which was -7.25 lower than the previous day. The implied volatity was 16.60, the open interest changed by -8 which decreased total open position to 66

On 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 72.05, which was -4.8 lower than the previous day. The implied volatity was 18.56, the open interest changed by 4 which increased total open position to 73

On 28 Nov TORNTPHARM was trading at 3720.60. The strike last trading price was 75.25, which was 0.1 higher than the previous day. The implied volatity was 16.58, the open interest changed by -1 which decreased total open position to 70

On 27 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 74, which was 5.95 higher than the previous day. The implied volatity was 19.09, the open interest changed by 0 which decreased total open position to 71

On 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 69.4, which was -6.1 lower than the previous day. The implied volatity was 18.85, the open interest changed by 18 which increased total open position to 72

On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 78.2, which was -16.25 lower than the previous day. The implied volatity was 19.51, the open interest changed by -9 which decreased total open position to 54

On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 94.45, which was -25.05 lower than the previous day. The implied volatity was 20.49, the open interest changed by 11 which increased total open position to 64

On 21 Nov TORNTPHARM was trading at 3686.50. The strike last trading price was 119.5, which was 22.5 higher than the previous day. The implied volatity was 22.52, the open interest changed by 36 which increased total open position to 53

On 20 Nov TORNTPHARM was trading at 3721.40. The strike last trading price was 95.35, which was 0.8 higher than the previous day. The implied volatity was 20.09, the open interest changed by 0 which decreased total open position to 17

On 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 94.55, which was 23.1 higher than the previous day. The implied volatity was 22.23, the open interest changed by 3 which increased total open position to 18

On 18 Nov TORNTPHARM was trading at 3790.80. The strike last trading price was 71.45, which was 3.45 higher than the previous day. The implied volatity was 20.62, the open interest changed by 2 which increased total open position to 15

On 17 Nov TORNTPHARM was trading at 3819.40. The strike last trading price was 67.4, which was -4 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 67.4, which was -4 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 67.4, which was -4 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0

On 12 Nov TORNTPHARM was trading at 3824.60. The strike last trading price was 67.4, which was -4 lower than the previous day. The implied volatity was 21.80, the open interest changed by 7 which increased total open position to 13

On 11 Nov TORNTPHARM was trading at 3825.80. The strike last trading price was 71.35, which was -158.55 lower than the previous day. The implied volatity was 22.80, the open interest changed by 4 which increased total open position to 4

On 10 Nov TORNTPHARM was trading at 3817.50. The strike last trading price was 229.9, which was 0 lower than the previous day. The implied volatity was 2.28, 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 229.9, 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 229.9, 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 229.9, 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 229.9, 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

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