[--[65.84.65.76]--]

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
TORNTPHARM 30-DEC-2025 3800 CE
Delta: 0.51
Vega: 3.94
Theta: -1.82
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 3785.90 66.5 -14.2 16.61 1,935 66 570
4 Dec 3795.70 84 40.1 16.13 2,693 234 504
3 Dec 3720.90 45.45 -3.3 14.76 1,100 123 274
2 Dec 3728.00 50.05 -2.95 16.75 220 2 152
1 Dec 3736.90 53 -0.75 16.68 75 7 149
28 Nov 3720.60 53.75 -8.8 17.68 61 -1 143
27 Nov 3730.40 60.3 -14.1 16.10 234 42 144
26 Nov 3755.80 73 1.1 17.53 150 29 102
25 Nov 3745.20 70.85 2.65 17.89 42 9 73
24 Nov 3718.40 67 10 18.96 65 26 65
21 Nov 3686.50 57 -17.8 18.09 27 6 39
20 Nov 3721.40 74.1 -8.9 19.07 19 -1 30
19 Nov 3731.40 83 -31.35 18.07 44 8 31
18 Nov 3790.80 116.3 -16.9 20.26 88 13 22
17 Nov 3819.40 133.2 -6.4 19.53 4 0 9
14 Nov 3831.80 139.6 -5.4 15.59 4 -1 9
13 Nov 3826.10 145 -13.9 - 0 0 0
12 Nov 3824.60 145 -13.9 19.06 7 1 11
11 Nov 3825.80 158.9 8.85 21.36 19 -14 10
10 Nov 3817.50 150.05 19.65 19.93 29 23 23
3 Nov 3628.30 130.4 0 2.08 0 0 0
31 Oct 3560.10 130.4 0 - 0 0 0
30 Oct 3602.40 130.4 0 2.26 0 0 0
29 Oct 3599.30 130.4 0 2.34 0 0 0
28 Oct 3576.50 130.4 0 2.58 0 0 0
27 Oct 3596.40 130.4 0 2.52 0 0 0
24 Oct 3581.40 130.4 0 2.57 0 0 0
23 Oct 3614.10 130.4 0 - 0 0 0
21 Oct 3590.90 130.4 0 - 0 0 0
20 Oct 3570.40 130.4 0 2.54 0 0 0
17 Oct 3584.30 130.4 0 - 0 0 0
16 Oct 3533.80 130.4 0 3.05 0 0 0
15 Oct 3532.80 130.4 0 - 0 0 0
14 Oct 3522.00 130.4 0 - 0 0 0
13 Oct 3518.20 130.4 0 - 0 0 0
10 Oct 3532.80 0 0 - 0 0 0
9 Oct 3550.50 0 0 - 0 0 0
8 Oct 3569.00 0 0 - 0 0 0
7 Oct 3536.90 0 0 - 0 0 0
6 Oct 3526.00 0 0 - 0 0 0
3 Oct 3514.70 0 0 2.89 0 0 0


For Torrent Pharmaceuticals L - strike price 3800 expiring on 30DEC2025

Delta for 3800 CE is 0.51

Historical price for 3800 CE is as follows

On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 66.5, which was -14.2 lower than the previous day. The implied volatity was 16.61, the open interest changed by 66 which increased total open position to 570


On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 84, which was 40.1 higher than the previous day. The implied volatity was 16.13, the open interest changed by 234 which increased total open position to 504


On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 45.45, which was -3.3 lower than the previous day. The implied volatity was 14.76, the open interest changed by 123 which increased total open position to 274


On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 50.05, which was -2.95 lower than the previous day. The implied volatity was 16.75, the open interest changed by 2 which increased total open position to 152


On 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 53, which was -0.75 lower than the previous day. The implied volatity was 16.68, the open interest changed by 7 which increased total open position to 149


On 28 Nov TORNTPHARM was trading at 3720.60. The strike last trading price was 53.75, which was -8.8 lower than the previous day. The implied volatity was 17.68, the open interest changed by -1 which decreased total open position to 143


On 27 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 60.3, which was -14.1 lower than the previous day. The implied volatity was 16.10, the open interest changed by 42 which increased total open position to 144


On 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 73, which was 1.1 higher than the previous day. The implied volatity was 17.53, the open interest changed by 29 which increased total open position to 102


On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 70.85, which was 2.65 higher than the previous day. The implied volatity was 17.89, the open interest changed by 9 which increased total open position to 73


On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 67, which was 10 higher than the previous day. The implied volatity was 18.96, the open interest changed by 26 which increased total open position to 65


On 21 Nov TORNTPHARM was trading at 3686.50. The strike last trading price was 57, which was -17.8 lower than the previous day. The implied volatity was 18.09, the open interest changed by 6 which increased total open position to 39


On 20 Nov TORNTPHARM was trading at 3721.40. The strike last trading price was 74.1, which was -8.9 lower than the previous day. The implied volatity was 19.07, the open interest changed by -1 which decreased total open position to 30


On 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 83, which was -31.35 lower than the previous day. The implied volatity was 18.07, the open interest changed by 8 which increased total open position to 31


On 18 Nov TORNTPHARM was trading at 3790.80. The strike last trading price was 116.3, which was -16.9 lower than the previous day. The implied volatity was 20.26, the open interest changed by 13 which increased total open position to 22


On 17 Nov TORNTPHARM was trading at 3819.40. The strike last trading price was 133.2, which was -6.4 lower than the previous day. The implied volatity was 19.53, the open interest changed by 0 which decreased total open position to 9


On 14 Nov TORNTPHARM was trading at 3831.80. The strike last trading price was 139.6, which was -5.4 lower than the previous day. The implied volatity was 15.59, the open interest changed by -1 which decreased total open position to 9


On 13 Nov TORNTPHARM was trading at 3826.10. The strike last trading price was 145, which was -13.9 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 145, which was -13.9 lower than the previous day. The implied volatity was 19.06, the open interest changed by 1 which increased total open position to 11


On 11 Nov TORNTPHARM was trading at 3825.80. The strike last trading price was 158.9, which was 8.85 higher than the previous day. The implied volatity was 21.36, the open interest changed by -14 which decreased total open position to 10


On 10 Nov TORNTPHARM was trading at 3817.50. The strike last trading price was 150.05, which was 19.65 higher than the previous day. The implied volatity was 19.93, the open interest changed by 23 which increased total open position to 23


On 3 Nov TORNTPHARM was trading at 3628.30. The strike last trading price was 130.4, which was 0 lower than the previous day. The implied volatity was 2.08, 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 130.4, 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 130.4, which was 0 lower than the previous day. The implied volatity was 2.26, 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 130.4, which was 0 lower than the previous day. The implied volatity was 2.34, the open interest changed by 0 which decreased total open position to 0


On 28 Oct TORNTPHARM was trading at 3576.50. The strike last trading price was 130.4, which was 0 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0


On 27 Oct TORNTPHARM was trading at 3596.40. The strike last trading price was 130.4, which was 0 lower than the previous day. The implied volatity was 2.52, the open interest changed by 0 which decreased total open position to 0


On 24 Oct TORNTPHARM was trading at 3581.40. The strike last trading price was 130.4, which was 0 lower than the previous day. The implied volatity was 2.57, the open interest changed by 0 which decreased total open position to 0


On 23 Oct TORNTPHARM was trading at 3614.10. The strike last trading price was 130.4, 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 Oct TORNTPHARM was trading at 3590.90. The strike last trading price was 130.4, 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 Oct TORNTPHARM was trading at 3570.40. The strike last trading price was 130.4, which was 0 lower than the previous day. The implied volatity was 2.54, the open interest changed by 0 which decreased total open position to 0


On 17 Oct TORNTPHARM was trading at 3584.30. The strike last trading price was 130.4, 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 16 Oct TORNTPHARM was trading at 3533.80. The strike last trading price was 130.4, which was 0 lower than the previous day. The implied volatity was 3.05, the open interest changed by 0 which decreased total open position to 0


On 15 Oct TORNTPHARM was trading at 3532.80. The strike last trading price was 130.4, 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 Oct TORNTPHARM was trading at 3522.00. The strike last trading price was 130.4, 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 Oct TORNTPHARM was trading at 3518.20. The strike last trading price was 130.4, 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 Oct TORNTPHARM was trading at 3532.80. The strike last trading price was 0, 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 9 Oct TORNTPHARM was trading at 3550.50. The strike last trading price was 0, 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 8 Oct TORNTPHARM was trading at 3569.00. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3536.90. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3526.00. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3514.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0


TORNTPHARM 30DEC2025 3800 PE
Delta: -0.49
Vega: 3.94
Theta: -0.88
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
5 Dec 3785.90 69.15 6 17.80 171 17 173
4 Dec 3795.70 63.5 -38.35 19.76 391 102 156
3 Dec 3720.90 94.6 0.3 16.41 60 8 55
2 Dec 3728.00 93.9 -9 16.99 12 3 48
1 Dec 3736.90 102.9 -2.25 19.57 4 1 45
28 Nov 3720.60 104.1 2.7 16.67 15 -4 44
27 Nov 3730.40 100 6.95 19.21 45 15 49
26 Nov 3755.80 91.8 -11.6 18.41 46 14 35
25 Nov 3745.20 100.2 -19.8 18.77 3 2 20
24 Nov 3718.40 120 7.3 20.12 1 0 17
21 Nov 3686.50 140 27.3 20.76 4 1 16
20 Nov 3721.40 112.7 -8.3 18.13 3 0 14
19 Nov 3731.40 121 27.3 22.55 17 4 14
18 Nov 3790.80 93.7 7.7 20.73 12 1 11
17 Nov 3819.40 86 0.95 21.79 3 2 10
14 Nov 3831.80 85.05 -0.95 23.57 6 5 7
13 Nov 3826.10 86 -183.65 22.57 2 0 0
12 Nov 3824.60 269.65 0 1.42 0 0 0
11 Nov 3825.80 269.65 0 1.53 0 0 0
10 Nov 3817.50 269.65 0 1.33 0 0 0
3 Nov 3628.30 269.65 0 - 0 0 0
31 Oct 3560.10 269.65 0 - 0 0 0
30 Oct 3602.40 269.65 0 - 0 0 0
29 Oct 3599.30 269.65 0 - 0 0 0
28 Oct 3576.50 269.65 0 - 0 0 0
27 Oct 3596.40 269.65 0 - 0 0 0
24 Oct 3581.40 269.65 0 - 0 0 0
23 Oct 3614.10 0 0 - 0 0 0
21 Oct 3590.90 0 0 - 0 0 0
20 Oct 3570.40 0 0 - 0 0 0
17 Oct 3584.30 0 0 - 0 0 0
16 Oct 3533.80 0 0 - 0 0 0
15 Oct 3532.80 0 0 - 0 0 0
14 Oct 3522.00 0 0 - 0 0 0
13 Oct 3518.20 0 0 - 0 0 0
10 Oct 3532.80 0 0 - 0 0 0
9 Oct 3550.50 0 0 - 0 0 0
8 Oct 3569.00 0 0 - 0 0 0
7 Oct 3536.90 0 0 - 0 0 0
6 Oct 3526.00 0 0 - 0 0 0
3 Oct 3514.70 0 0 - 0 0 0


For Torrent Pharmaceuticals L - strike price 3800 expiring on 30DEC2025

Delta for 3800 PE is -0.49

Historical price for 3800 PE is as follows

On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 69.15, which was 6 higher than the previous day. The implied volatity was 17.80, the open interest changed by 17 which increased total open position to 173


On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 63.5, which was -38.35 lower than the previous day. The implied volatity was 19.76, the open interest changed by 102 which increased total open position to 156


On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 94.6, which was 0.3 higher than the previous day. The implied volatity was 16.41, the open interest changed by 8 which increased total open position to 55


On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 93.9, which was -9 lower than the previous day. The implied volatity was 16.99, the open interest changed by 3 which increased total open position to 48


On 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 102.9, which was -2.25 lower than the previous day. The implied volatity was 19.57, the open interest changed by 1 which increased total open position to 45


On 28 Nov TORNTPHARM was trading at 3720.60. The strike last trading price was 104.1, which was 2.7 higher than the previous day. The implied volatity was 16.67, the open interest changed by -4 which decreased total open position to 44


On 27 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 100, which was 6.95 higher than the previous day. The implied volatity was 19.21, the open interest changed by 15 which increased total open position to 49


On 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 91.8, which was -11.6 lower than the previous day. The implied volatity was 18.41, the open interest changed by 14 which increased total open position to 35


On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 100.2, which was -19.8 lower than the previous day. The implied volatity was 18.77, the open interest changed by 2 which increased total open position to 20


On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 120, which was 7.3 higher than the previous day. The implied volatity was 20.12, the open interest changed by 0 which decreased total open position to 17


On 21 Nov TORNTPHARM was trading at 3686.50. The strike last trading price was 140, which was 27.3 higher than the previous day. The implied volatity was 20.76, the open interest changed by 1 which increased total open position to 16


On 20 Nov TORNTPHARM was trading at 3721.40. The strike last trading price was 112.7, which was -8.3 lower than the previous day. The implied volatity was 18.13, the open interest changed by 0 which decreased total open position to 14


On 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 121, which was 27.3 higher than the previous day. The implied volatity was 22.55, the open interest changed by 4 which increased total open position to 14


On 18 Nov TORNTPHARM was trading at 3790.80. The strike last trading price was 93.7, which was 7.7 higher than the previous day. The implied volatity was 20.73, the open interest changed by 1 which increased total open position to 11


On 17 Nov TORNTPHARM was trading at 3819.40. The strike last trading price was 86, which was 0.95 higher than the previous day. The implied volatity was 21.79, the open interest changed by 2 which increased total open position to 10


On 14 Nov TORNTPHARM was trading at 3831.80. The strike last trading price was 85.05, which was -0.95 lower than the previous day. The implied volatity was 23.57, the open interest changed by 5 which increased total open position to 7


On 13 Nov TORNTPHARM was trading at 3826.10. The strike last trading price was 86, which was -183.65 lower than the previous day. The implied volatity was 22.57, 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 269.65, which was 0 lower than the previous day. The implied volatity was 1.42, 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 269.65, which was 0 lower than the previous day. The implied volatity was 1.53, 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 269.65, which was 0 lower than the previous day. The implied volatity was 1.33, 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 269.65, 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 269.65, 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 269.65, 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 269.65, 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 Oct TORNTPHARM was trading at 3576.50. The strike last trading price was 269.65, 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 Oct TORNTPHARM was trading at 3596.40. The strike last trading price was 269.65, 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 Oct TORNTPHARM was trading at 3581.40. The strike last trading price was 269.65, 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 23 Oct TORNTPHARM was trading at 3614.10. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3590.90. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3570.40. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3584.30. The strike last trading price was 0, 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 16 Oct TORNTPHARM was trading at 3533.80. The strike last trading price was 0, 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 15 Oct TORNTPHARM was trading at 3532.80. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3522.00. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3518.20. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3532.80. The strike last trading price was 0, 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 9 Oct TORNTPHARM was trading at 3550.50. The strike last trading price was 0, 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 8 Oct TORNTPHARM was trading at 3569.00. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3536.90. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3526.00. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3514.70. The strike last trading price was 0, 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