TORNTPHARM

Torrent Pharmaceuticals L

3930.1 -28.60 (-0.72%)

L: 3900 H: 3970.2

Back to Option Chain

Historical option data for TORNTPHARM
29 Jan 2026 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 24-FEB-2026 3940 CE
Delta: 0.53 Vega: 4.16 Theta: -2.18 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

29 Jan	3930.10	90.1 ₹ 22,525	-19 -4750.00	20.5	67 16,750	18 4,500	43 10,750
28 Jan	3958.70	109.2 ₹ 27,300	-9.75 -2437.50	21.3	24 6,000	9 2,250	21 5,250
27 Jan	3997.40	118.95 ₹ 29,737.5	-27.55 -6887.50	19.27	27 6,750	-1 -250	12 3,000
23 Jan	3932.20	146.5 ₹ 36,625	29.6 7400.00	-	0 0	0 0	13 3,250
22 Jan	4020.50	146.5 ₹ 36,625	29.6 7400.00	15.76	1 250	0 0	12 3,000
21 Jan	3981.80	116.9 ₹ 29,225	3.5 875.00	16.2	12 3,000	2 500	2 500
20 Jan	3976.80	113.4 ₹ 28,350	0 0.00	-	0 0	0 0	0 0
19 Jan	4086.60	113.4 ₹ 28,350	0 0.00	-	0 0	0 0	0 0
16 Jan	4018.20	113.4 ₹ 28,350	0 0.00	-	0 0	0 0	0 0
14 Jan	4003.70	113.4 ₹ 28,350	0 0.00	-	0 0	0 0	0 0
13 Jan	3940.30	113.4 ₹ 28,350	0 0.00	-	0 0	0 0	0 0
12 Jan	3949.80	113.4 ₹ 28,350	0 0.00	-	0 0	0 0	0 0
9 Jan	3963.40	113.4 ₹ 28,350	0 0.00	-	0 0	0 0	0 0
8 Jan	4026.40	113.4 ₹ 28,350	0 0.00	-	0 0	0 0	0 0
7 Jan	4092.20	113.4 ₹ 28,350	0 0.00	-	0 0	0 0	0 0
6 Jan	3936.80	113.4 ₹ 28,350	0 0.00	-	0 0	0 0	0 0
5 Jan	3869.80	113.4 ₹ 28,350	0 0.00	0.33	0 0	0 0	0 0
2 Jan	3885.30	113.4 ₹ 28,350	0 0.00	-	0 0	0 0	0 0
1 Jan	3848.40	113.4 ₹ 28,350	- NaN	-	0 0	0 0	0 0
31 Dec	3850.00	113.4 ₹ 28,350	0 0.00	-	0 0	0 0	0 0

For Torrent Pharmaceuticals L - strike price 3940 expiring on 24FEB2026

Delta for 3940 CE is 0.53

Historical price for 3940 CE is as follows

On 29 Jan TORNTPHARM was trading at 3930.10. The strike last trading price was 90.1, which was -19 lower than the previous day. The implied volatity was 20.5, the open interest changed by 18 which increased total open position to 43

On 28 Jan TORNTPHARM was trading at 3958.70. The strike last trading price was 109.2, which was -9.75 lower than the previous day. The implied volatity was 21.3, the open interest changed by 9 which increased total open position to 21

On 27 Jan TORNTPHARM was trading at 3997.40. The strike last trading price was 118.95, which was -27.55 lower than the previous day. The implied volatity was 19.27, the open interest changed by -1 which decreased total open position to 12

On 23 Jan TORNTPHARM was trading at 3932.20. The strike last trading price was 146.5, which was 29.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13

On 22 Jan TORNTPHARM was trading at 4020.50. The strike last trading price was 146.5, which was 29.6 higher than the previous day. The implied volatity was 15.76, the open interest changed by 0 which decreased total open position to 12

On 21 Jan TORNTPHARM was trading at 3981.80. The strike last trading price was 116.9, which was 3.5 higher than the previous day. The implied volatity was 16.2, the open interest changed by 2 which increased total open position to 2

On 20 Jan TORNTPHARM was trading at 3976.80. The strike last trading price was 113.4, 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 19 Jan TORNTPHARM was trading at 4086.60. The strike last trading price was 113.4, 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 Jan TORNTPHARM was trading at 4018.20. The strike last trading price was 113.4, 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 Jan TORNTPHARM was trading at 4003.70. The strike last trading price was 113.4, 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 Jan TORNTPHARM was trading at 3940.30. The strike last trading price was 113.4, 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 12 Jan TORNTPHARM was trading at 3949.80. The strike last trading price was 113.4, 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 9 Jan TORNTPHARM was trading at 3963.40. The strike last trading price was 113.4, 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 8 Jan TORNTPHARM was trading at 4026.40. The strike last trading price was 113.4, 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 7 Jan TORNTPHARM was trading at 4092.20. The strike last trading price was 113.4, 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 6 Jan TORNTPHARM was trading at 3936.80. The strike last trading price was 113.4, 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 5 Jan TORNTPHARM was trading at 3869.80. The strike last trading price was 113.4, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0

On 2 Jan TORNTPHARM was trading at 3885.30. The strike last trading price was 113.4, 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 1 Jan TORNTPHARM was trading at 3848.40. The strike last trading price was 113.4, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 31 Dec TORNTPHARM was trading at 3850.00. The strike last trading price was 113.4, 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

TORNTPHARM 24FEB2026 3940 PE
Delta: -0.47 Vega: 4.16 Theta: -1.96 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	3930.10	126 ₹ 31,500	13.65 3412.50	31.3	49 12,250	12 3,000	44 11,000
28 Jan	3958.70	112.35 ₹ 28,087.5	17.35 4337.50	30.27	88 22,000	1 250	32 8,000
27 Jan	3997.40	95 ₹ 23,750	-34.5 -8625.00	28.44	18 4,500	0 0	30 7,500
23 Jan	3932.20	130 ₹ 32,500	37.05 9262.50	30.94	49 12,250	15 3,750	30 7,500
22 Jan	4020.50	92.95 ₹ 23,237.5	-26.65 -6662.50	30.17	2 500	1 250	14 3,500
21 Jan	3981.80	119.6 ₹ 29,900	23.3 5825.00	31.62	12 3,000	11 2,750	13 3,250
20 Jan	3976.80	96.3 ₹ 24,075	-98.6 -24650.00	26.61	2 500	0 0	0 0
19 Jan	4086.60	194.9 ₹ 48,725	0 0.00	3.62	0 0	0 0	0 0
16 Jan	4018.20	194.9 ₹ 48,725	0 0.00	2.52	0 0	0 0	0 0
14 Jan	4003.70	194.9 ₹ 48,725	0 0.00	2.33	0 0	0 0	0 0
13 Jan	3940.30	194.9 ₹ 48,725	0 0.00	0.85	0 0	0 0	0 0
12 Jan	3949.80	194.9 ₹ 48,725	0 0.00	0.99	0 0	0 0	0 0
9 Jan	3963.40	194.9 ₹ 48,725	0 0.00	1.2	0 0	0 0	0 0
8 Jan	4026.40	194.9 ₹ 48,725	0 0.00	-	0 0	0 0	0 0
7 Jan	4092.20	194.9 ₹ 48,725	0 0.00	-	0 0	0 0	0 0
6 Jan	3936.80	194.9 ₹ 48,725	0 0.00	-	0 0	0 0	0 0
5 Jan	3869.80	194.9 ₹ 48,725	0 0.00	-	0 0	0 0	0 0
2 Jan	3885.30	194.9 ₹ 48,725	0 0.00	-	0 0	0 0	0 0
1 Jan	3848.40	194.9 ₹ 48,725	- NaN	-	0 0	0 0	0 0
31 Dec	3850.00	194.9 ₹ 48,725	0 0.00	-	0 0	0 0	0 0

For Torrent Pharmaceuticals L - strike price 3940 expiring on 24FEB2026

Delta for 3940 PE is -0.47

Historical price for 3940 PE is as follows

On 29 Jan TORNTPHARM was trading at 3930.10. The strike last trading price was 126, which was 13.65 higher than the previous day. The implied volatity was 31.3, the open interest changed by 12 which increased total open position to 44

On 28 Jan TORNTPHARM was trading at 3958.70. The strike last trading price was 112.35, which was 17.35 higher than the previous day. The implied volatity was 30.27, the open interest changed by 1 which increased total open position to 32

On 27 Jan TORNTPHARM was trading at 3997.40. The strike last trading price was 95, which was -34.5 lower than the previous day. The implied volatity was 28.44, the open interest changed by 0 which decreased total open position to 30

On 23 Jan TORNTPHARM was trading at 3932.20. The strike last trading price was 130, which was 37.05 higher than the previous day. The implied volatity was 30.94, the open interest changed by 15 which increased total open position to 30

On 22 Jan TORNTPHARM was trading at 4020.50. The strike last trading price was 92.95, which was -26.65 lower than the previous day. The implied volatity was 30.17, the open interest changed by 1 which increased total open position to 14

On 21 Jan TORNTPHARM was trading at 3981.80. The strike last trading price was 119.6, which was 23.3 higher than the previous day. The implied volatity was 31.62, the open interest changed by 11 which increased total open position to 13

On 20 Jan TORNTPHARM was trading at 3976.80. The strike last trading price was 96.3, which was -98.6 lower than the previous day. The implied volatity was 26.61, the open interest changed by 0 which decreased total open position to 0

On 19 Jan TORNTPHARM was trading at 4086.60. The strike last trading price was 194.9, which was 0 lower than the previous day. The implied volatity was 3.62, the open interest changed by 0 which decreased total open position to 0

On 16 Jan TORNTPHARM was trading at 4018.20. The strike last trading price was 194.9, 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 14 Jan TORNTPHARM was trading at 4003.70. The strike last trading price was 194.9, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0

On 13 Jan TORNTPHARM was trading at 3940.30. The strike last trading price was 194.9, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0

On 12 Jan TORNTPHARM was trading at 3949.80. The strike last trading price was 194.9, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0

On 9 Jan TORNTPHARM was trading at 3963.40. The strike last trading price was 194.9, which was 0 lower than the previous day. The implied volatity was 1.2, the open interest changed by 0 which decreased total open position to 0

On 8 Jan TORNTPHARM was trading at 4026.40. The strike last trading price was 194.9, 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 Jan TORNTPHARM was trading at 4092.20. The strike last trading price was 194.9, 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 Jan TORNTPHARM was trading at 3936.80. The strike last trading price was 194.9, 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 5 Jan TORNTPHARM was trading at 3869.80. The strike last trading price was 194.9, 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 Jan TORNTPHARM was trading at 3885.30. The strike last trading price was 194.9, 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 Jan TORNTPHARM was trading at 3848.40. The strike last trading price was 194.9, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 31 Dec TORNTPHARM was trading at 3850.00. The strike last trading price was 194.9, 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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