TORNTPHARM

Torrent Pharmaceuticals L

3834.3 +14.20 (0.37%)

L: 3801.1 H: 3840

Back to Option Chain

Historical option data for TORNTPHARM
24 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 27-JAN-2026 3800 CE
Delta: 0.67 Vega: 4.24 Theta: -1.56 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	3834.30	106.2 ₹ 26,550	0.2 50.00	14.26	50 12,500	12 3,000	51 12,750
23 Dec	3820.10	106 ₹ 26,500	0.8 200.00	17.12	52 13,000	18 4,500	39 9,750
22 Dec	3816.00	105 ₹ 26,250	0.25 62.50	16.93	21 5,250	10 2,500	19 4,750
19 Dec	3800.30	111 ₹ 27,750	21 5250.00	19.12	10 2,500	4 1,000	7 1,750
18 Dec	3759.50	90 ₹ 22,500	-40.35 -10087.50	-	0 0	0 0	3 750
17 Dec	3770.80	90 ₹ 22,500	-40.35 -10087.50	-	0 0	0 0	3 750
16 Dec	3765.10	90 ₹ 22,500	-40.35 -10087.50	18.21	2 500	0 0	2 500
15 Dec	3782.60	126.35 ₹ 31,587.5	12.35 3087.50	-	0 0	0 0	0 0
12 Dec	3791.50	126.35 ₹ 31,587.5	12.35 3087.50	-	0 0	0 0	2 500
11 Dec	3799.00	126.35 ₹ 31,587.5	12.35 3087.50	-	0 0	0 0	2 500
10 Dec	3794.40	126.35 ₹ 31,587.5	12.35 3087.50	-	0 0	0 0	2 500
9 Dec	3763.90	126.35 ₹ 31,587.5	12.35 3087.50	-	0 0	0 0	0 0
8 Dec	3760.00	126.35 ₹ 31,587.5	12.35 3087.50	-	0 0	0 0	2 500
5 Dec	3785.90	126.35 ₹ 31,587.5	12.35 3087.50	-	0 0	2 500	0 0
4 Dec	3795.70	126.35 ₹ 31,587.5	12.35 3087.50	15.70	3 750	2 500	2 500
3 Dec	3720.90	114 ₹ 28,500	0 0.00	0.51	0 0	0 0	0 0
2 Dec	3728.00	114 ₹ 28,500	0 0.00	0.29	0 0	0 0	0 0

28 Nov	3720.60	114 ₹ 28,500	0 0.00	0.32	0 0	0 0	0 0
27 Nov	3730.40	114 ₹ 28,500	0 0.00	-	0 0	0 0	0 0
26 Nov	3755.80	114 ₹ 28,500	0 0.00	-	0 0	0 0	0 0
25 Nov	3745.20	114 ₹ 28,500	0 0.00	-	0 0	0 0	0 0
24 Nov	3718.40	114 ₹ 28,500	0 0.00	0.26	0 0	0 0	0 0
19 Nov	3731.40	114 ₹ 28,500	0 0.00	-	0 0	0 0	0 0
12 Nov	3824.60	114 ₹ 28,500	0 0.00	-	0 0	0 0	0 0
11 Nov	3825.80	114 ₹ 28,500	0 0.00	-	0 0	0 0	0 0
10 Nov	3817.50	114 ₹ 28,500	0 0.00	-	0 0	0 0	0 0
7 Nov	3580.00	114 ₹ 28,500	0 0.00	2.09	0 0	0 0	0 0
6 Nov	3553.40	114 ₹ 28,500	0 0.00	-	0 0	0 0	0 0
3 Nov	3628.30	114 ₹ 28,500	0 0.00	1.29	0 0	0 0	0 0
30 Oct	3602.40	114 ₹ 28,500	0 0.00	-	0 0	0 0	0 0

For Torrent Pharmaceuticals L - strike price 3800 expiring on 27JAN2026

Delta for 3800 CE is 0.67

Historical price for 3800 CE is as follows

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
Delta: -0.37 Vega: 4.41 Theta: -0.87 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	3834.30	60.3 ₹ 15,075	-9.7 -2425.00	19.61	26 6,500	0 0	20 5,000
23 Dec	3820.10	70 ₹ 17,500	-2 -500.00	19.61	28 7,000	11 2,750	20 5,000
22 Dec	3816.00	72 ₹ 18,000	-14.75 -3687.50	20.82	2 500	0 0	9 2,250
19 Dec	3800.30	86.75 ₹ 21,687.5	-8.25 -2062.50	20.75	2 500	0 0	7 1,750
18 Dec	3759.50	95 ₹ 23,750	17.2 4300.00	-	0 0	0 0	7 1,750
17 Dec	3770.80	95 ₹ 23,750	17.2 4300.00	-	0 0	0 0	7 1,750
16 Dec	3765.10	95 ₹ 23,750	17.2 4300.00	-	0 0	0 0	7 1,750
15 Dec	3782.60	95 ₹ 23,750	17.2 4300.00	20.45	1 250	0 0	6 1,500
12 Dec	3791.50	77.8 ₹ 19,450	-16.2 -4050.00	16.80	4 1,000	0 0	2 500
11 Dec	3799.00	94 ₹ 23,500	-19.4 -4850.00	-	0 0	0 0	2 500
10 Dec	3794.40	94 ₹ 23,500	-19.4 -4850.00	-	0 0	0 0	2 500
9 Dec	3763.90	94 ₹ 23,500	-19.4 -4850.00	-	0 0	0 0	0 0
8 Dec	3760.00	94 ₹ 23,500	-19.4 -4850.00	-	0 0	0 0	2 500
5 Dec	3785.90	94 ₹ 23,500	-19.4 -4850.00	-	0 0	1 250	0 0
4 Dec	3795.70	94 ₹ 23,500	-19.4 -4850.00	21.28	2 500	0 0	1 250
3 Dec	3720.90	113.4 ₹ 28,350	-166.65 -41662.50	-	0 0	0 0	0 0
2 Dec	3728.00	113.4 ₹ 28,350	-166.65 -41662.50	-	0 0	0 0	0 0
28 Nov	3720.60	113.4 ₹ 28,350	-166.65 -41662.50	-	0 0	0 0	0 0
27 Nov	3730.40	113.4 ₹ 28,350	-166.65 -41662.50	-	0 0	0 0	0 0
26 Nov	3755.80	113.4 ₹ 28,350	-166.65 -41662.50	-	0 0	0 0	0 0
25 Nov	3745.20	113.4 ₹ 28,350	-166.65 -41662.50	-	0 0	0 0	1 250
24 Nov	3718.40	113.4 ₹ 28,350	-166.65 -41662.50	-	0 0	0 0	0 0
19 Nov	3731.40	113.4 ₹ 28,350	-166.65 -41662.50	-	0 0	0 0	0 0
12 Nov	3824.60	280.05 ₹ 70,012.5	0 0.00	1.57	0 0	0 0	0 0
11 Nov	3825.80	280.05 ₹ 70,012.5	0 0.00	1.66	0 0	0 0	0 0
10 Nov	3817.50	280.05 ₹ 70,012.5	0 0.00	1.52	0 0	0 0	0 0
7 Nov	3580.00	280.05 ₹ 70,012.5	0 0.00	-	0 0	0 0	0 0
6 Nov	3553.40	280.05 ₹ 70,012.5	0 0.00	-	0 0	0 0	0 0
3 Nov	3628.30	280.05 ₹ 70,012.5	0 0.00	-	0 0	0 0	0 0
30 Oct	3602.40	280.05 ₹ 70,012.5	0 0.00	-	0 0	0 0	0 0

For Torrent Pharmaceuticals L - strike price 3800 expiring on 27JAN2026

Delta for 3800 PE is -0.37

Historical price for 3800 PE is as follows

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

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