TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
02 Jan 2026 04:01 PM IST
| TORNTPHARM 27-JAN-2026 3800 CE | ||||||||||||||||
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Delta: 0.75
Vega: 3.23
Theta: -1.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Jan | 3885.30 | 120.75 | 21.35 | 14.97 | 54 | 0 | 165 | |||||||||
| 1 Jan | 3848.40 | 99.4 | 7.1 | 14.82 | 35 | 7 | 166 | |||||||||
| 31 Dec | 3850.00 | 90 | 8.95 | 10.34 | 241 | 55 | 166 | |||||||||
| 30 Dec | 3822.10 | 77 | 0.7 | - | 200 | 8 | 113 | |||||||||
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| 29 Dec | 3793.70 | 78.55 | -16.45 | 16.01 | 90 | 16 | 104 | |||||||||
| 26 Dec | 3816.60 | 95 | -16.7 | 12.08 | 83 | 38 | 88 | |||||||||
| 24 Dec | 3834.30 | 106.2 | 0.2 | 14.26 | 50 | 12 | 51 | |||||||||
| 23 Dec | 3820.10 | 106 | 0.8 | 17.12 | 52 | 18 | 39 | |||||||||
| 22 Dec | 3816.00 | 105 | 0.25 | 16.93 | 21 | 10 | 19 | |||||||||
| 19 Dec | 3800.30 | 111 | 21 | 19.12 | 10 | 4 | 7 | |||||||||
| 18 Dec | 3759.50 | 90 | -40.35 | - | 0 | 0 | 3 | |||||||||
| 17 Dec | 3770.80 | 90 | -40.35 | - | 0 | 0 | 3 | |||||||||
| 16 Dec | 3765.10 | 90 | -40.35 | 18.21 | 2 | 0 | 2 | |||||||||
| 15 Dec | 3782.60 | 126.35 | 12.35 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 3791.50 | 126.35 | 12.35 | - | 0 | 0 | 2 | |||||||||
| 11 Dec | 3799.00 | 126.35 | 12.35 | - | 0 | 0 | 2 | |||||||||
| 10 Dec | 3794.40 | 126.35 | 12.35 | - | 0 | 0 | 2 | |||||||||
| 9 Dec | 3763.90 | 126.35 | 12.35 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 3760.00 | 126.35 | 12.35 | - | 0 | 0 | 2 | |||||||||
| 5 Dec | 3785.90 | 126.35 | 12.35 | - | 0 | 2 | 0 | |||||||||
| 4 Dec | 3795.70 | 126.35 | 12.35 | 15.70 | 3 | 2 | 2 | |||||||||
| 3 Dec | 3720.90 | 114 | 0 | 0.51 | 0 | 0 | 0 | |||||||||
| 2 Dec | 3728.00 | 114 | 0 | 0.29 | 0 | 0 | 0 | |||||||||
| 28 Nov | 3720.60 | 114 | 0 | 0.32 | 0 | 0 | 0 | |||||||||
| 27 Nov | 3730.40 | 114 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 3755.80 | 114 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 3745.20 | 114 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 3718.40 | 114 | 0 | 0.26 | 0 | 0 | 0 | |||||||||
| 19 Nov | 3731.40 | 114 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 3824.60 | 114 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 3825.80 | 114 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 3817.50 | 114 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 3580.00 | 114 | 0 | 2.09 | 0 | 0 | 0 | |||||||||
| 6 Nov | 3553.40 | 114 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 3628.30 | 114 | 0 | 1.29 | 0 | 0 | 0 | |||||||||
| 30 Oct | 3602.40 | 114 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 3800 expiring on 27JAN2026
Delta for 3800 CE is 0.75
Historical price for 3800 CE is as follows
On 2 Jan TORNTPHARM was trading at 3885.30. The strike last trading price was 120.75, which was 21.35 higher than the previous day. The implied volatity was 14.97, the open interest changed by 0 which decreased total open position to 165
On 1 Jan TORNTPHARM was trading at 3848.40. The strike last trading price was 99.4, which was 7.1 higher than the previous day. The implied volatity was 14.82, the open interest changed by 7 which increased total open position to 166
On 31 Dec TORNTPHARM was trading at 3850.00. The strike last trading price was 90, which was 8.95 higher than the previous day. The implied volatity was 10.34, the open interest changed by 55 which increased total open position to 166
On 30 Dec TORNTPHARM was trading at 3822.10. The strike last trading price was 77, which was 0.7 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 113
On 29 Dec TORNTPHARM was trading at 3793.70. The strike last trading price was 78.55, which was -16.45 lower than the previous day. The implied volatity was 16.01, the open interest changed by 16 which increased total open position to 104
On 26 Dec TORNTPHARM was trading at 3816.60. The strike last trading price was 95, which was -16.7 lower than the previous day. The implied volatity was 12.08, the open interest changed by 38 which increased total open position to 88
On 24 Dec TORNTPHARM was trading at 3834.30. The strike last trading price was 106.2, which was 0.2 higher than the previous day. The implied volatity was 14.26, the open interest changed by 12 which increased total open position to 51
On 23 Dec TORNTPHARM was trading at 3820.10. The strike last trading price was 106, which was 0.8 higher than the previous day. The implied volatity was 17.12, the open interest changed by 18 which increased total open position to 39
On 22 Dec TORNTPHARM was trading at 3816.00. The strike last trading price was 105, which was 0.25 higher than the previous day. The implied volatity was 16.93, the open interest changed by 10 which increased total open position to 19
On 19 Dec TORNTPHARM was trading at 3800.30. The strike last trading price was 111, which was 21 higher than the previous day. The implied volatity was 19.12, the open interest changed by 4 which increased total open position to 7
On 18 Dec TORNTPHARM was trading at 3759.50. The strike last trading price was 90, which was -40.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 17 Dec TORNTPHARM was trading at 3770.80. The strike last trading price was 90, which was -40.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Dec TORNTPHARM was trading at 3765.10. The strike last trading price was 90, which was -40.35 lower than the previous day. The implied volatity was 18.21, the open interest changed by 0 which decreased total open position to 2
On 15 Dec TORNTPHARM was trading at 3782.60. The strike last trading price was 126.35, which was 12.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 126.35, which was 12.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 126.35, which was 12.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 126.35, which was 12.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 126.35, which was 12.35 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 126.35, which was 12.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 126.35, which was 12.35 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 126.35, which was 12.35 higher than the previous day. The implied volatity was 15.70, the open interest changed by 2 which increased total open position to 2
On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 114, which was 0 lower than the previous day. The implied volatity was 0.51, 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 114, which was 0 lower than the previous day. The implied volatity was 0.29, 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 114, which was 0 lower than the previous day. The implied volatity was 0.32, 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 114, 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 114, 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 114, 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 114, which was 0 lower than the previous day. The implied volatity was 0.26, 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 114, 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 114, 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 114, 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 114, 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 7 Nov TORNTPHARM was trading at 3580.00. The strike last trading price was 114, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
On 6 Nov TORNTPHARM was trading at 3553.40. The strike last trading price was 114, 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 114, which was 0 lower than the previous day. The implied volatity was 1.29, 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 114, 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 27JAN2026 3800 PE | |||||||
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Delta: -0.28
Vega: 3.39
Theta: -0.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Jan | 3885.30 | 30.2 | -9.15 | 17.08 | 242 | 67 | 170 |
| 1 Jan | 3848.40 | 40 | -6.05 | 16.86 | 64 | 4 | 104 |
| 31 Dec | 3850.00 | 47.5 | -22.15 | 19.18 | 174 | 49 | 99 |
| 30 Dec | 3822.10 | 72.15 | -1.2 | 26.29 | 59 | 12 | 47 |
| 29 Dec | 3793.70 | 75.4 | 13.6 | 20.01 | 58 | 7 | 34 |
| 26 Dec | 3816.60 | 60.95 | 0.65 | 20.27 | 25 | 4 | 25 |
| 24 Dec | 3834.30 | 60.3 | -9.7 | 19.61 | 26 | 0 | 20 |
| 23 Dec | 3820.10 | 70 | -2 | 19.61 | 28 | 11 | 20 |
| 22 Dec | 3816.00 | 72 | -14.75 | 20.82 | 2 | 0 | 9 |
| 19 Dec | 3800.30 | 86.75 | -8.25 | 20.75 | 2 | 0 | 7 |
| 18 Dec | 3759.50 | 95 | 17.2 | - | 0 | 0 | 7 |
| 17 Dec | 3770.80 | 95 | 17.2 | - | 0 | 0 | 7 |
| 16 Dec | 3765.10 | 95 | 17.2 | - | 0 | 0 | 7 |
| 15 Dec | 3782.60 | 95 | 17.2 | 20.45 | 1 | 0 | 6 |
| 12 Dec | 3791.50 | 77.8 | -16.2 | 16.80 | 4 | 0 | 2 |
| 11 Dec | 3799.00 | 94 | -19.4 | - | 0 | 0 | 2 |
| 10 Dec | 3794.40 | 94 | -19.4 | - | 0 | 0 | 2 |
| 9 Dec | 3763.90 | 94 | -19.4 | - | 0 | 0 | 0 |
| 8 Dec | 3760.00 | 94 | -19.4 | - | 0 | 0 | 2 |
| 5 Dec | 3785.90 | 94 | -19.4 | - | 0 | 1 | 0 |
| 4 Dec | 3795.70 | 94 | -19.4 | 21.28 | 2 | 0 | 1 |
| 3 Dec | 3720.90 | 113.4 | -166.65 | - | 0 | 0 | 0 |
| 2 Dec | 3728.00 | 113.4 | -166.65 | - | 0 | 0 | 0 |
| 28 Nov | 3720.60 | 113.4 | -166.65 | - | 0 | 0 | 0 |
| 27 Nov | 3730.40 | 113.4 | -166.65 | - | 0 | 0 | 0 |
| 26 Nov | 3755.80 | 113.4 | -166.65 | - | 0 | 0 | 0 |
| 25 Nov | 3745.20 | 113.4 | -166.65 | - | 0 | 0 | 1 |
| 24 Nov | 3718.40 | 113.4 | -166.65 | - | 0 | 0 | 0 |
| 19 Nov | 3731.40 | 113.4 | -166.65 | - | 0 | 0 | 0 |
| 12 Nov | 3824.60 | 280.05 | 0 | 1.57 | 0 | 0 | 0 |
| 11 Nov | 3825.80 | 280.05 | 0 | 1.66 | 0 | 0 | 0 |
| 10 Nov | 3817.50 | 280.05 | 0 | 1.52 | 0 | 0 | 0 |
| 7 Nov | 3580.00 | 280.05 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 3553.40 | 280.05 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 3628.30 | 280.05 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 3602.40 | 280.05 | 0 | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 3800 expiring on 27JAN2026
Delta for 3800 PE is -0.28
Historical price for 3800 PE is as follows
On 2 Jan TORNTPHARM was trading at 3885.30. The strike last trading price was 30.2, which was -9.15 lower than the previous day. The implied volatity was 17.08, the open interest changed by 67 which increased total open position to 170
On 1 Jan TORNTPHARM was trading at 3848.40. The strike last trading price was 40, which was -6.05 lower than the previous day. The implied volatity was 16.86, the open interest changed by 4 which increased total open position to 104
On 31 Dec TORNTPHARM was trading at 3850.00. The strike last trading price was 47.5, which was -22.15 lower than the previous day. The implied volatity was 19.18, the open interest changed by 49 which increased total open position to 99
On 30 Dec TORNTPHARM was trading at 3822.10. The strike last trading price was 72.15, which was -1.2 lower than the previous day. The implied volatity was 26.29, the open interest changed by 12 which increased total open position to 47
On 29 Dec TORNTPHARM was trading at 3793.70. The strike last trading price was 75.4, which was 13.6 higher than the previous day. The implied volatity was 20.01, the open interest changed by 7 which increased total open position to 34
On 26 Dec TORNTPHARM was trading at 3816.60. The strike last trading price was 60.95, which was 0.65 higher than the previous day. The implied volatity was 20.27, the open interest changed by 4 which increased total open position to 25
On 24 Dec TORNTPHARM was trading at 3834.30. The strike last trading price was 60.3, which was -9.7 lower than the previous day. The implied volatity was 19.61, the open interest changed by 0 which decreased total open position to 20
On 23 Dec TORNTPHARM was trading at 3820.10. The strike last trading price was 70, which was -2 lower than the previous day. The implied volatity was 19.61, the open interest changed by 11 which increased total open position to 20
On 22 Dec TORNTPHARM was trading at 3816.00. The strike last trading price was 72, which was -14.75 lower than the previous day. The implied volatity was 20.82, the open interest changed by 0 which decreased total open position to 9
On 19 Dec TORNTPHARM was trading at 3800.30. The strike last trading price was 86.75, which was -8.25 lower than the previous day. The implied volatity was 20.75, the open interest changed by 0 which decreased total open position to 7
On 18 Dec TORNTPHARM was trading at 3759.50. The strike last trading price was 95, which was 17.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Dec TORNTPHARM was trading at 3770.80. The strike last trading price was 95, which was 17.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 16 Dec TORNTPHARM was trading at 3765.10. The strike last trading price was 95, which was 17.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 Dec TORNTPHARM was trading at 3782.60. The strike last trading price was 95, which was 17.2 higher than the previous day. The implied volatity was 20.45, the open interest changed by 0 which decreased total open position to 6
On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 77.8, which was -16.2 lower than the previous day. The implied volatity was 16.80, the open interest changed by 0 which decreased total open position to 2
On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 94, which was -19.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 94, which was -19.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 94, which was -19.4 lower 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 94, which was -19.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 94, which was -19.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 94, which was -19.4 lower than the previous day. The implied volatity was 21.28, the open interest changed by 0 which decreased total open position to 1
On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 113.4, which was -166.65 lower 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 113.4, which was -166.65 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 113.4, which was -166.65 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 113.4, which was -166.65 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 113.4, which was -166.65 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 113.4, which was -166.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 113.4, which was -166.65 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 113.4, which was -166.65 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 280.05, which was 0 lower than the previous day. The implied volatity was 1.57, 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 280.05, which was 0 lower than the previous day. The implied volatity was 1.66, 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 280.05, which was 0 lower than the previous day. The implied volatity was 1.52, the open interest changed by 0 which decreased total open position to 0
On 7 Nov TORNTPHARM was trading at 3580.00. The strike last trading price was 280.05, 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 6 Nov TORNTPHARM was trading at 3553.40. The strike last trading price was 280.05, 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 3 Nov TORNTPHARM was trading at 3628.30. The strike last trading price was 280.05, 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 280.05, 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































































































































































































































