[--[65.84.65.76]--]

TORNTPHARM

Torrent Pharmaceuticals L
3791.5 -7.50 (-0.20%)
L: 3759.6 H: 3827.8

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Historical option data for TORNTPHARM

12 Dec 2025 04:11 PM IST
TORNTPHARM 30-DEC-2025 3900 CE
Delta: 0.24
Vega: 2.62
Theta: -1.48
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3791.50 19.95 -4.45 16.97 399 51 376
11 Dec 3799.00 24.85 -0.15 16.00 363 76 332
10 Dec 3794.40 24.2 4.55 16.22 337 29 256
9 Dec 3763.90 20.1 -0.65 16.62 293 -105 229
8 Dec 3760.00 19.55 -11.75 16.85 287 -34 334
5 Dec 3785.90 29.75 -9.6 16.91 967 14 368
4 Dec 3795.70 41.4 21.75 16.85 916 81 358
3 Dec 3720.90 20.95 -1.15 16.27 1,050 -96 279
2 Dec 3728.00 22.1 -4.4 17.13 476 -53 391
1 Dec 3736.90 25.2 -1.9 17.45 114 34 443
28 Nov 3720.60 25.75 -5.2 17.95 162 65 404
27 Nov 3730.40 31.15 -8 17.16 66 10 345
26 Nov 3755.80 37.15 -3.45 17.64 222 15 334
25 Nov 3745.20 41 2.8 19.14 76 7 318
24 Nov 3718.40 38.65 7.25 19.90 140 -1 311
21 Nov 3686.50 35.5 -9.6 19.87 118 63 310
20 Nov 3721.40 46 -4.45 20.33 46 14 246
19 Nov 3731.40 50.5 -22.95 19.14 216 121 232
18 Nov 3790.80 72 -14.65 20.29 121 79 114
17 Nov 3819.40 86.65 -18.95 20.11 18 9 36
14 Nov 3831.80 107 9.15 20.00 29 4 11
13 Nov 3826.10 97.85 -23.65 - 0 3 0
12 Nov 3824.60 97.85 -23.65 19.85 7 3 7
11 Nov 3825.80 121.5 24.35 23.81 6 1 5
10 Nov 3817.50 97.15 -1.2 19.62 4 3 3
28 Oct 3576.50 98.35 0 - 0 0 0
27 Oct 3596.40 98.35 0 4.04 0 0 0
24 Oct 3581.40 98.35 0 4.10 0 0 0
23 Oct 3614.10 98.35 0 - 0 0 0
21 Oct 3590.90 98.35 0 - 0 0 0
20 Oct 3570.40 98.35 0 4.03 0 0 0
17 Oct 3584.30 98.35 0 - 0 0 0
16 Oct 3533.80 98.35 0 - 0 0 0
15 Oct 3532.80 98.35 0 - 0 0 0
14 Oct 3522.00 98.35 0 - 0 0 0
13 Oct 3518.20 98.35 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 3.98 0 0 0


For Torrent Pharmaceuticals L - strike price 3900 expiring on 30DEC2025

Delta for 3900 CE is 0.24

Historical price for 3900 CE is as follows

On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 19.95, which was -4.45 lower than the previous day. The implied volatity was 16.97, the open interest changed by 51 which increased total open position to 376


On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 24.85, which was -0.15 lower than the previous day. The implied volatity was 16.00, the open interest changed by 76 which increased total open position to 332


On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 24.2, which was 4.55 higher than the previous day. The implied volatity was 16.22, the open interest changed by 29 which increased total open position to 256


On 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 20.1, which was -0.65 lower than the previous day. The implied volatity was 16.62, the open interest changed by -105 which decreased total open position to 229


On 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 19.55, which was -11.75 lower than the previous day. The implied volatity was 16.85, the open interest changed by -34 which decreased total open position to 334


On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 29.75, which was -9.6 lower than the previous day. The implied volatity was 16.91, the open interest changed by 14 which increased total open position to 368


On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 41.4, which was 21.75 higher than the previous day. The implied volatity was 16.85, the open interest changed by 81 which increased total open position to 358


On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 20.95, which was -1.15 lower than the previous day. The implied volatity was 16.27, the open interest changed by -96 which decreased total open position to 279


On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 22.1, which was -4.4 lower than the previous day. The implied volatity was 17.13, the open interest changed by -53 which decreased total open position to 391


On 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 25.2, which was -1.9 lower than the previous day. The implied volatity was 17.45, the open interest changed by 34 which increased total open position to 443


On 28 Nov TORNTPHARM was trading at 3720.60. The strike last trading price was 25.75, which was -5.2 lower than the previous day. The implied volatity was 17.95, the open interest changed by 65 which increased total open position to 404


On 27 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 31.15, which was -8 lower than the previous day. The implied volatity was 17.16, the open interest changed by 10 which increased total open position to 345


On 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 37.15, which was -3.45 lower than the previous day. The implied volatity was 17.64, the open interest changed by 15 which increased total open position to 334


On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 41, which was 2.8 higher than the previous day. The implied volatity was 19.14, the open interest changed by 7 which increased total open position to 318


On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 38.65, which was 7.25 higher than the previous day. The implied volatity was 19.90, the open interest changed by -1 which decreased total open position to 311


On 21 Nov TORNTPHARM was trading at 3686.50. The strike last trading price was 35.5, which was -9.6 lower than the previous day. The implied volatity was 19.87, the open interest changed by 63 which increased total open position to 310


On 20 Nov TORNTPHARM was trading at 3721.40. The strike last trading price was 46, which was -4.45 lower than the previous day. The implied volatity was 20.33, the open interest changed by 14 which increased total open position to 246


On 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 50.5, which was -22.95 lower than the previous day. The implied volatity was 19.14, the open interest changed by 121 which increased total open position to 232


On 18 Nov TORNTPHARM was trading at 3790.80. The strike last trading price was 72, which was -14.65 lower than the previous day. The implied volatity was 20.29, the open interest changed by 79 which increased total open position to 114


On 17 Nov TORNTPHARM was trading at 3819.40. The strike last trading price was 86.65, which was -18.95 lower than the previous day. The implied volatity was 20.11, the open interest changed by 9 which increased total open position to 36


On 14 Nov TORNTPHARM was trading at 3831.80. The strike last trading price was 107, which was 9.15 higher than the previous day. The implied volatity was 20.00, the open interest changed by 4 which increased total open position to 11


On 13 Nov TORNTPHARM was trading at 3826.10. The strike last trading price was 97.85, which was -23.65 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 12 Nov TORNTPHARM was trading at 3824.60. The strike last trading price was 97.85, which was -23.65 lower than the previous day. The implied volatity was 19.85, the open interest changed by 3 which increased total open position to 7


On 11 Nov TORNTPHARM was trading at 3825.80. The strike last trading price was 121.5, which was 24.35 higher than the previous day. The implied volatity was 23.81, the open interest changed by 1 which increased total open position to 5


On 10 Nov TORNTPHARM was trading at 3817.50. The strike last trading price was 97.15, which was -1.2 lower than the previous day. The implied volatity was 19.62, the open interest changed by 3 which increased total open position to 3


On 28 Oct TORNTPHARM was trading at 3576.50. The strike last trading price was 98.35, 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 98.35, which was 0 lower than the previous day. The implied volatity was 4.04, 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 98.35, which was 0 lower than the previous day. The implied volatity was 4.10, 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 98.35, 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 98.35, 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 98.35, which was 0 lower than the previous day. The implied volatity was 4.03, 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 98.35, 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 98.35, 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 98.35, 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 98.35, 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 98.35, 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 3.98, the open interest changed by 0 which decreased total open position to 0


TORNTPHARM 30DEC2025 3900 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3791.50 100 -20.8 - 1 0 28
11 Dec 3799.00 122 -20.05 - 0 0 28
10 Dec 3794.40 122 -20.05 19.22 10 2 28
9 Dec 3763.90 142.05 15.05 19.50 4 1 25
8 Dec 3760.00 127 -35.35 - 0 0 24
5 Dec 3785.90 127 -35.35 16.91 6 3 24
4 Dec 3795.70 162.35 -15.65 - 0 0 0
3 Dec 3720.90 162.35 -15.65 - 0 0 0
2 Dec 3728.00 162.35 -15.65 - 0 0 0
1 Dec 3736.90 162.35 -15.65 - 0 0 0
28 Nov 3720.60 162.35 -15.65 - 0 0 0
27 Nov 3730.40 162.35 -15.65 - 0 8 0
26 Nov 3755.80 162.35 -15.65 20.45 51 7 20
25 Nov 3745.20 178 -23.7 22.20 1 0 12
24 Nov 3718.40 190 -11.7 21.07 2 0 11
21 Nov 3686.50 201.7 9.7 19.00 2 0 12
20 Nov 3721.40 192 8.4 21.24 6 3 11
19 Nov 3731.40 183.6 33.45 23.16 5 3 9
18 Nov 3790.80 150.15 12.15 21.15 3 1 5
17 Nov 3819.40 138 13.15 22.25 5 2 3
14 Nov 3831.80 124.85 -8.6 22.53 1 0 1
13 Nov 3826.10 133.45 3.45 - 0 0 0
12 Nov 3824.60 133.45 3.45 21.67 2 -1 0
11 Nov 3825.80 130 -206.1 21.43 1 0 0
10 Nov 3817.50 336.1 0 - 0 0 0
28 Oct 3576.50 0 0 - 0 0 0
27 Oct 3596.40 0 0 - 0 0 0
24 Oct 3581.40 0 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 3900 expiring on 30DEC2025

Delta for 3900 PE is -

Historical price for 3900 PE is as follows

On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 100, which was -20.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 122, which was -20.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28


On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 122, which was -20.05 lower than the previous day. The implied volatity was 19.22, the open interest changed by 2 which increased total open position to 28


On 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 142.05, which was 15.05 higher than the previous day. The implied volatity was 19.50, the open interest changed by 1 which increased total open position to 25


On 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 127, which was -35.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24


On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 127, which was -35.35 lower than the previous day. The implied volatity was 16.91, the open interest changed by 3 which increased total open position to 24


On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 162.35, which was -15.65 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 162.35, which was -15.65 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 162.35, which was -15.65 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 162.35, which was -15.65 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 162.35, which was -15.65 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 162.35, which was -15.65 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 162.35, which was -15.65 lower than the previous day. The implied volatity was 20.45, the open interest changed by 7 which increased total open position to 20


On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 178, which was -23.7 lower than the previous day. The implied volatity was 22.20, the open interest changed by 0 which decreased total open position to 12


On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 190, which was -11.7 lower than the previous day. The implied volatity was 21.07, the open interest changed by 0 which decreased total open position to 11


On 21 Nov TORNTPHARM was trading at 3686.50. The strike last trading price was 201.7, which was 9.7 higher than the previous day. The implied volatity was 19.00, the open interest changed by 0 which decreased total open position to 12


On 20 Nov TORNTPHARM was trading at 3721.40. The strike last trading price was 192, which was 8.4 higher than the previous day. The implied volatity was 21.24, the open interest changed by 3 which increased total open position to 11


On 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 183.6, which was 33.45 higher than the previous day. The implied volatity was 23.16, the open interest changed by 3 which increased total open position to 9


On 18 Nov TORNTPHARM was trading at 3790.80. The strike last trading price was 150.15, which was 12.15 higher than the previous day. The implied volatity was 21.15, the open interest changed by 1 which increased total open position to 5


On 17 Nov TORNTPHARM was trading at 3819.40. The strike last trading price was 138, which was 13.15 higher than the previous day. The implied volatity was 22.25, the open interest changed by 2 which increased total open position to 3


On 14 Nov TORNTPHARM was trading at 3831.80. The strike last trading price was 124.85, which was -8.6 lower than the previous day. The implied volatity was 22.53, the open interest changed by 0 which decreased total open position to 1


On 13 Nov TORNTPHARM was trading at 3826.10. The strike last trading price was 133.45, which was 3.45 higher 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 133.45, which was 3.45 higher than the previous day. The implied volatity was 21.67, the open interest changed by -1 which decreased total open position to 0


On 11 Nov TORNTPHARM was trading at 3825.80. The strike last trading price was 130, which was -206.1 lower than the previous day. The implied volatity was 21.43, 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 336.1, 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 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 27 Oct TORNTPHARM was trading at 3596.40. 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 24 Oct TORNTPHARM was trading at 3581.40. 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 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