[--[65.84.65.76]--]

TORNTPHARM

Torrent Pharmaceuticals L
4018.2 +14.50 (0.36%)
L: 3972 H: 4032

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Historical option data for TORNTPHARM

16 Jan 2026 04:11 PM IST
TORNTPHARM 27-JAN-2026 3940 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
16 Jan 4018.20 112.55 39.55 - 0 0 22
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
Delta: -
Vega: -
Theta: -
Gamma: -
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