TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
16 Jan 2026 04:11 PM IST
| TORNTPHARM 27-JAN-2026 3940 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Jan | 4018.20 | 112.55 | 39.55 | - | 0 | 0 | 22 | |||||||||
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| 14 Jan | 4003.70 | 112.55 | 39.55 | 19.82 | 17 | -8 | 23 | |||||||||
| 13 Jan | 3940.30 | 73 | -25.9 | 22.42 | 15 | 5 | 31 | |||||||||
| 12 Jan | 3949.80 | 98.9 | 0 | 28.49 | 1 | 0 | 25 | |||||||||
| 9 Jan | 3963.40 | 98.9 | -66.8 | 23.09 | 3 | -2 | 26 | |||||||||
| 8 Jan | 4026.40 | 166.2 | 95.2 | - | 0 | 0 | 28 | |||||||||
| 7 Jan | 4092.20 | 166.2 | 95.2 | 17.47 | 50 | -15 | 29 | |||||||||
| 6 Jan | 3936.80 | 76 | 30.75 | 16.58 | 114 | 35 | 43 | |||||||||
| 5 Jan | 3869.80 | 45.25 | 0.4 | 16.95 | 17 | 5 | 8 | |||||||||
| 2 Jan | 3885.30 | 44.8 | -19.4 | 15.6 | 9 | 4 | 4 | |||||||||
| 1 Jan | 3848.40 | 64.2 | 0 | 1.66 | 0 | 0 | 0 | |||||||||
| 31 Dec | 3850.00 | 64.2 | 0 | 1.54 | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 3940 expiring on 27JAN2026
Delta for 3940 CE is -
Historical price for 3940 CE is as follows
On 16 Jan TORNTPHARM was trading at 4018.20. The strike last trading price was 112.55, which was 39.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 14 Jan TORNTPHARM was trading at 4003.70. The strike last trading price was 112.55, which was 39.55 higher than the previous day. The implied volatity was 19.82, the open interest changed by -8 which decreased total open position to 23
On 13 Jan TORNTPHARM was trading at 3940.30. The strike last trading price was 73, which was -25.9 lower than the previous day. The implied volatity was 22.42, the open interest changed by 5 which increased total open position to 31
On 12 Jan TORNTPHARM was trading at 3949.80. The strike last trading price was 98.9, which was 0 lower than the previous day. The implied volatity was 28.49, the open interest changed by 0 which decreased total open position to 25
On 9 Jan TORNTPHARM was trading at 3963.40. The strike last trading price was 98.9, which was -66.8 lower than the previous day. The implied volatity was 23.09, the open interest changed by -2 which decreased total open position to 26
On 8 Jan TORNTPHARM was trading at 4026.40. The strike last trading price was 166.2, which was 95.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 7 Jan TORNTPHARM was trading at 4092.20. The strike last trading price was 166.2, which was 95.2 higher than the previous day. The implied volatity was 17.47, the open interest changed by -15 which decreased total open position to 29
On 6 Jan TORNTPHARM was trading at 3936.80. The strike last trading price was 76, which was 30.75 higher than the previous day. The implied volatity was 16.58, the open interest changed by 35 which increased total open position to 43
On 5 Jan TORNTPHARM was trading at 3869.80. The strike last trading price was 45.25, which was 0.4 higher than the previous day. The implied volatity was 16.95, the open interest changed by 5 which increased total open position to 8
On 2 Jan TORNTPHARM was trading at 3885.30. The strike last trading price was 44.8, which was -19.4 lower than the previous day. The implied volatity was 15.6, the open interest changed by 4 which increased total open position to 4
On 1 Jan TORNTPHARM was trading at 3848.40. The strike last trading price was 64.2, 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 31 Dec TORNTPHARM was trading at 3850.00. The strike last trading price was 64.2, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 27JAN2026 3940 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Jan | 4018.20 | 33.3 | -20.5 | - | 0 | 0 | 16 |
| 14 Jan | 4003.70 | 33.3 | -20.5 | 22.79 | 27 | 10 | 15 |
| 13 Jan | 3940.30 | 53.8 | 21.7 | - | 0 | 0 | 0 |
| 12 Jan | 3949.80 | 53.8 | 21.7 | 19.35 | 2 | 0 | 3 |
| 9 Jan | 3963.40 | 32.1 | -132 | - | 0 | 0 | 3 |
| 8 Jan | 4026.40 | 32.1 | -132 | 20.19 | 3 | 0 | 0 |
| 7 Jan | 4092.20 | 164.1 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 3936.80 | 164.1 | 0 | 0.67 | 0 | 0 | 0 |
| 5 Jan | 3869.80 | 164.1 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 3885.30 | 164.1 | 0 | - | 0 | 0 | 0 |
| 1 Jan | 3848.40 | 164.1 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 3850.00 | 164.1 | 0 | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 3940 expiring on 27JAN2026
Delta for 3940 PE is -
Historical price for 3940 PE is as follows
On 16 Jan TORNTPHARM was trading at 4018.20. The strike last trading price was 33.3, which was -20.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 14 Jan TORNTPHARM was trading at 4003.70. The strike last trading price was 33.3, which was -20.5 lower than the previous day. The implied volatity was 22.79, the open interest changed by 10 which increased total open position to 15
On 13 Jan TORNTPHARM was trading at 3940.30. The strike last trading price was 53.8, which was 21.7 higher 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 53.8, which was 21.7 higher than the previous day. The implied volatity was 19.35, the open interest changed by 0 which decreased total open position to 3
On 9 Jan TORNTPHARM was trading at 3963.40. The strike last trading price was 32.1, which was -132 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Jan TORNTPHARM was trading at 4026.40. The strike last trading price was 32.1, which was -132 lower than the previous day. The implied volatity was 20.19, 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 164.1, 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 6 Jan TORNTPHARM was trading at 3936.80. The strike last trading price was 164.1, which was 0 lower than the previous day. The implied volatity was 0.67, 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 164.1, 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 2 Jan TORNTPHARM was trading at 3885.30. The strike last trading price was 164.1, 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 1 Jan TORNTPHARM was trading at 3848.40. The strike last trading price was 164.1, 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 31 Dec TORNTPHARM was trading at 3850.00. The strike last trading price was 164.1, 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































































































































































































































