TORNTPHARM

Torrent Pharmaceuticals L

3791.5 -7.50 (-0.20%)

L: 3759.6 H: 3827.8

Back to Option Chain

Historical option data for TORNTPHARM
12 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 3850 CE
Delta: 0.35 Vega: 3.11 Theta: -1.75 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	3791.50	31.5 ₹ 7,875	-8.1 -2025.00	16.11	556 1,39,000	-33 -8,250	276 69,000
11 Dec	3799.00	39.35 ₹ 9,837.5	0.2 50.00	15.27	351 87,750	48 12,000	327 81,750
10 Dec	3794.40	39.75 ₹ 9,937.5	7.95 1987.50	16.05	682 1,70,500	-42 -10,500	298 74,500

9 Dec	3763.90	33.2 ₹ 8,300	0.25 62.50	16.46	479 1,19,750	127 31,750	342 85,500
8 Dec	3760.00	33.05 ₹ 8,262.5	-14.1 -3525.00	17.04	346 86,500	76 19,000	217 54,250
5 Dec	3785.90	43.75 ₹ 10,937.5	-14.15 -3537.50	16.33	449 1,12,250	60 15,000	142 35,500
4 Dec	3795.70	60 ₹ 15,000	30.95 7737.50	16.53	294 73,500	42 10,500	81 20,250
3 Dec	3720.90	28.55 ₹ 7,137.5	-5.25 -1312.50	16.34	110 27,500	21 5,250	40 10,000
2 Dec	3728.00	33.65 ₹ 8,412.5	-11.2 -2800.00	16.89	22 5,500	5 1,250	22 5,500
1 Dec	3736.90	43.9 ₹ 10,975	-10.35 -2587.50	-	0 0	0 0	0 0
28 Nov	3720.60	43.9 ₹ 10,975	-10.35 -2587.50	-	0 0	9 2,250	0 0
27 Nov	3730.40	43.9 ₹ 10,975	-10.35 -2587.50	16.70	27 6,750	12 3,000	20 5,000
26 Nov	3755.80	54.9 ₹ 13,725	-11.15 -2787.50	18.05	29 7,250	9 2,250	9 2,250
25 Nov	3745.20	66.05 ₹ 16,512.5	0 0.00	1.67	0 0	0 0	0 0
24 Nov	3718.40	66.05 ₹ 16,512.5	0 0.00	1.97	0 0	0 0	0 0
21 Nov	3686.50	66.05 ₹ 16,512.5	0 0.00	2.59	0 0	0 0	0 0
20 Nov	3721.40	66.05 ₹ 16,512.5	0 0.00	1.84	0 0	0 0	0 0
19 Nov	3731.40	66.05 ₹ 16,512.5	0 0.00	1.37	0 0	0 0	0 0
18 Nov	3790.80	66.05 ₹ 16,512.5	0 0.00	0.55	0 0	0 0	0 0
17 Nov	3819.40	66.05 ₹ 16,512.5	0 0.00	-	0 0	0 0	0 0
14 Nov	3831.80	66.05 ₹ 16,512.5	0 0.00	-	0 0	0 0	0 0
13 Nov	3826.10	66.05 ₹ 16,512.5	0 0.00	-	0 0	0 0	0 0
12 Nov	3824.60	66.05 ₹ 16,512.5	0 0.00	-	0 0	0 0	0 0
11 Nov	3825.80	66.05 ₹ 16,512.5	0 0.00	-	0 0	0 0	0 0
10 Nov	3817.50	66.05 ₹ 16,512.5	0 0.00	-	0 0	0 0	0 0
3 Nov	3628.30	66.05 ₹ 16,512.5	0 0.00	2.93	0 0	0 0	0 0
30 Oct	3602.40	66.05 ₹ 16,512.5	0 0.00	3.14	0 0	0 0	0 0

For Torrent Pharmaceuticals L - strike price 3850 expiring on 30DEC2025

Delta for 3850 CE is 0.35

Historical price for 3850 CE is as follows

On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 31.5, which was -8.1 lower than the previous day. The implied volatity was 16.11, the open interest changed by -33 which decreased total open position to 276

On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 39.35, which was 0.2 higher than the previous day. The implied volatity was 15.27, the open interest changed by 48 which increased total open position to 327

On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 39.75, which was 7.95 higher than the previous day. The implied volatity was 16.05, the open interest changed by -42 which decreased total open position to 298

On 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 33.2, which was 0.25 higher than the previous day. The implied volatity was 16.46, the open interest changed by 127 which increased total open position to 342

On 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 33.05, which was -14.1 lower than the previous day. The implied volatity was 17.04, the open interest changed by 76 which increased total open position to 217

On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 43.75, which was -14.15 lower than the previous day. The implied volatity was 16.33, the open interest changed by 60 which increased total open position to 142

On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 60, which was 30.95 higher than the previous day. The implied volatity was 16.53, the open interest changed by 42 which increased total open position to 81

On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 28.55, which was -5.25 lower than the previous day. The implied volatity was 16.34, the open interest changed by 21 which increased total open position to 40

On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 33.65, which was -11.2 lower than the previous day. The implied volatity was 16.89, the open interest changed by 5 which increased total open position to 22

On 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 43.9, which was -10.35 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 43.9, which was -10.35 lower than the previous day. The implied volatity was -, the open interest changed by 9 which increased total open position to 0

On 27 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 43.9, which was -10.35 lower than the previous day. The implied volatity was 16.70, the open interest changed by 12 which increased total open position to 20

On 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 54.9, which was -11.15 lower than the previous day. The implied volatity was 18.05, the open interest changed by 9 which increased total open position to 9

On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 66.05, which was 0 lower than the previous day. The implied volatity was 1.67, 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 66.05, which was 0 lower than the previous day. The implied volatity was 1.97, 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 66.05, which was 0 lower than the previous day. The implied volatity was 2.59, 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 66.05, which was 0 lower than the previous day. The implied volatity was 1.84, 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 66.05, which was 0 lower than the previous day. The implied volatity was 1.37, 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 66.05, which was 0 lower than the previous day. The implied volatity was 0.55, 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 66.05, 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 14 Nov TORNTPHARM was trading at 3831.80. The strike last trading price was 66.05, 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 13 Nov TORNTPHARM was trading at 3826.10. The strike last trading price was 66.05, 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 12 Nov TORNTPHARM was trading at 3824.60. The strike last trading price was 66.05, 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 11 Nov TORNTPHARM was trading at 3825.80. The strike last trading price was 66.05, 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 10 Nov TORNTPHARM was trading at 3817.50. The strike last trading price was 66.05, 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 66.05, which was 0 lower than the previous day. The implied volatity was 2.93, 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 66.05, which was 0 lower than the previous day. The implied volatity was 3.14, the open interest changed by 0 which decreased total open position to 0

TORNTPHARM 30DEC2025 3850 PE
Delta: -0.66 Vega: 3.08 Theta: -0.59 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
12 Dec	3791.50	82.4 ₹ 20,600	-4.1 -1025.00	15.09	36 9,000	13 3,250	50 12,500
11 Dec	3799.00	86.5 ₹ 21,625	-16.3 -4075.00	-	0 0	0 0	37 9,250
10 Dec	3794.40	86.5 ₹ 21,625	-16.3 -4075.00	18.34	18 4,500	8 2,000	32 8,000
9 Dec	3763.90	102.8 ₹ 25,700	5.45 1362.50	18.17	30 7,500	21 5,250	23 5,750
8 Dec	3760.00	97.35 ₹ 24,337.5	-201.8 -50450.00	-	0 0	0 0	2 500
5 Dec	3785.90	97.35 ₹ 24,337.5	-201.8 -50450.00	17.90	5 1,250	1 250	1 250
4 Dec	3795.70	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
3 Dec	3720.90	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
2 Dec	3728.00	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
1 Dec	3736.90	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
28 Nov	3720.60	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
27 Nov	3730.40	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
26 Nov	3755.80	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
25 Nov	3745.20	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
24 Nov	3718.40	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
21 Nov	3686.50	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
20 Nov	3721.40	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
19 Nov	3731.40	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
18 Nov	3790.80	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
17 Nov	3819.40	299.15 ₹ 74,787.5	0 0.00	0.22	0 0	0 0	0 0
14 Nov	3831.80	299.15 ₹ 74,787.5	0 0.00	0.96	0 0	0 0	0 0
13 Nov	3826.10	299.15 ₹ 74,787.5	0 0.00	0.59	0 0	0 0	0 0
12 Nov	3824.60	299.15 ₹ 74,787.5	0 0.00	0.49	0 0	0 0	0 0
11 Nov	3825.80	299.15 ₹ 74,787.5	0 0.00	0.62	0 0	0 0	0 0
10 Nov	3817.50	299.15 ₹ 74,787.5	0 0.00	0.44	0 0	0 0	0 0
3 Nov	3628.30	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0
30 Oct	3602.40	299.15 ₹ 74,787.5	0 0.00	-	0 0	0 0	0 0

For Torrent Pharmaceuticals L - strike price 3850 expiring on 30DEC2025

Delta for 3850 PE is -0.66

Historical price for 3850 PE is as follows

On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 82.4, which was -4.1 lower than the previous day. The implied volatity was 15.09, the open interest changed by 13 which increased total open position to 50

On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 86.5, which was -16.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37

On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 86.5, which was -16.3 lower than the previous day. The implied volatity was 18.34, the open interest changed by 8 which increased total open position to 32

On 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 102.8, which was 5.45 higher than the previous day. The implied volatity was 18.17, the open interest changed by 21 which increased total open position to 23

On 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 97.35, which was -201.8 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 97.35, which was -201.8 lower than the previous day. The implied volatity was 17.90, the open interest changed by 1 which increased total open position to 1

On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 299.15, 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 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 299.15, 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 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 299.15, 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 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 299.15, 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 299.15, 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 299.15, 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 299.15, 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 299.15, 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 299.15, 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 299.15, 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 299.15, 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 299.15, 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 299.15, 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 299.15, which was 0 lower than the previous day. The implied volatity was 0.22, 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 299.15, which was 0 lower than the previous day. The implied volatity was 0.96, 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 299.15, which was 0 lower than the previous day. The implied volatity was 0.59, 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 299.15, which was 0 lower than the previous day. The implied volatity was 0.49, 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 299.15, which was 0 lower than the previous day. The implied volatity was 0.62, 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 299.15, which was 0 lower than the previous day. The implied volatity was 0.44, 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 299.15, 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 299.15, 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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