[--[65.84.65.76]--]

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
TORNTPHARM 30-DEC-2025 3950 CE
Delta: 0.16
Vega: 2.07
Theta: -1.10
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3791.50 11.5 -3.1 16.18 71 2 123
11 Dec 3799.00 15 0.25 16.55 44 -8 122
10 Dec 3794.40 14.55 2.95 16.31 117 16 130
9 Dec 3763.90 12.2 -0.7 17.07 137 28 114
8 Dec 3760.00 13 -7.35 17.74 79 2 85
5 Dec 3785.90 19.4 -7.5 17.30 143 -20 85
4 Dec 3795.70 29.15 16.1 17.58 525 -125 104
3 Dec 3720.90 13.75 -1 17.98 257 150 230
2 Dec 3728.00 14.5 -3.15 17.52 78 40 80
1 Dec 3736.90 18.2 -5.8 18.31 39 9 37
28 Nov 3720.60 24 -3.8 - 0 0 0
27 Nov 3730.40 24 -3.8 18.28 1 0 28
26 Nov 3755.80 27.35 -4.6 18.28 41 14 28
25 Nov 3745.20 31.95 -19.45 20.01 20 13 14
24 Nov 3718.40 51.4 12.85 - 0 0 0
21 Nov 3686.50 51.4 12.85 26.92 1 0 1
20 Nov 3721.40 33.7 -10.6 20.30 4 2 2
19 Nov 3731.40 44.3 0 3.35 0 0 0
18 Nov 3790.80 44.3 0 2.50 0 0 0
17 Nov 3819.40 44.3 0 1.80 0 0 0
14 Nov 3831.80 44.3 0 1.12 0 0 0
13 Nov 3826.10 44.3 0 1.36 0 0 0
12 Nov 3824.60 44.3 0 1.43 0 0 0
11 Nov 3825.80 44.3 0 1.29 0 0 0
10 Nov 3817.50 44.3 0 1.44 0 0 0


For Torrent Pharmaceuticals L - strike price 3950 expiring on 30DEC2025

Delta for 3950 CE is 0.16

Historical price for 3950 CE is as follows

On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 11.5, which was -3.1 lower than the previous day. The implied volatity was 16.18, the open interest changed by 2 which increased total open position to 123


On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 15, which was 0.25 higher than the previous day. The implied volatity was 16.55, the open interest changed by -8 which decreased total open position to 122


On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 14.55, which was 2.95 higher than the previous day. The implied volatity was 16.31, the open interest changed by 16 which increased total open position to 130


On 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 12.2, which was -0.7 lower than the previous day. The implied volatity was 17.07, the open interest changed by 28 which increased total open position to 114


On 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 13, which was -7.35 lower than the previous day. The implied volatity was 17.74, the open interest changed by 2 which increased total open position to 85


On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 19.4, which was -7.5 lower than the previous day. The implied volatity was 17.30, the open interest changed by -20 which decreased total open position to 85


On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 29.15, which was 16.1 higher than the previous day. The implied volatity was 17.58, the open interest changed by -125 which decreased total open position to 104


On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 13.75, which was -1 lower than the previous day. The implied volatity was 17.98, the open interest changed by 150 which increased total open position to 230


On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 14.5, which was -3.15 lower than the previous day. The implied volatity was 17.52, the open interest changed by 40 which increased total open position to 80


On 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 18.2, which was -5.8 lower than the previous day. The implied volatity was 18.31, the open interest changed by 9 which increased total open position to 37


On 28 Nov TORNTPHARM was trading at 3720.60. The strike last trading price was 24, which was -3.8 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 24, which was -3.8 lower than the previous day. The implied volatity was 18.28, the open interest changed by 0 which decreased total open position to 28


On 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 27.35, which was -4.6 lower than the previous day. The implied volatity was 18.28, the open interest changed by 14 which increased total open position to 28


On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 31.95, which was -19.45 lower than the previous day. The implied volatity was 20.01, the open interest changed by 13 which increased total open position to 14


On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 51.4, which was 12.85 higher 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 51.4, which was 12.85 higher than the previous day. The implied volatity was 26.92, the open interest changed by 0 which decreased total open position to 1


On 20 Nov TORNTPHARM was trading at 3721.40. The strike last trading price was 33.7, which was -10.6 lower than the previous day. The implied volatity was 20.30, the open interest changed by 2 which increased total open position to 2


On 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 44.3, which was 0 lower than the previous day. The implied volatity was 3.35, 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 44.3, which was 0 lower than the previous day. The implied volatity was 2.50, 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 44.3, which was 0 lower than the previous day. The implied volatity was 1.80, 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 44.3, which was 0 lower than the previous day. The implied volatity was 1.12, 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 44.3, which was 0 lower than the previous day. The implied volatity was 1.36, 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 44.3, which was 0 lower than the previous day. The implied volatity was 1.43, 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 44.3, which was 0 lower than the previous day. The implied volatity was 1.29, 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 44.3, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0


TORNTPHARM 30DEC2025 3950 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3791.50 376.35 0 - 0 0 0
11 Dec 3799.00 376.35 0 - 0 0 0
10 Dec 3794.40 376.35 0 - 0 0 0
9 Dec 3763.90 376.35 0 - 0 0 0
8 Dec 3760.00 376.35 0 - 0 0 0
5 Dec 3785.90 376.35 0 - 0 0 0
4 Dec 3795.70 376.35 0 - 0 0 0
3 Dec 3720.90 376.35 0 - 0 0 0
2 Dec 3728.00 376.35 0 - 0 0 0
1 Dec 3736.90 376.35 0 - 0 0 0
28 Nov 3720.60 376.35 0 - 0 0 0
27 Nov 3730.40 376.35 0 - 0 0 0
26 Nov 3755.80 376.35 0 - 0 0 0
25 Nov 3745.20 376.35 0 - 0 0 0
24 Nov 3718.40 376.35 0 - 0 0 0
21 Nov 3686.50 376.35 0 - 0 0 0
20 Nov 3721.40 376.35 0 - 0 0 0
19 Nov 3731.40 376.35 0 - 0 0 0
18 Nov 3790.80 376.35 0 - 0 0 0
17 Nov 3819.40 376.35 0 - 0 0 0
14 Nov 3831.80 376.35 0 - 0 0 0
13 Nov 3826.10 376.35 0 - 0 0 0
12 Nov 3824.60 376.35 0 - 0 0 0
11 Nov 3825.80 376.35 0 - 0 0 0
10 Nov 3817.50 376.35 0 - 0 0 0


For Torrent Pharmaceuticals L - strike price 3950 expiring on 30DEC2025

Delta for 3950 PE is -

Historical price for 3950 PE is as follows

On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 376.35, 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 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 376.35, 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 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 376.35, 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 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 376.35, 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 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 376.35, 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 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 376.35, 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 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 376.35, 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 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 376.35, 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 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 376.35, 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 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 376.35, 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 28 Nov TORNTPHARM was trading at 3720.60. The strike last trading price was 376.35, 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 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 376.35, 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 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 376.35, 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 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 376.35, 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 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 376.35, 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 Nov TORNTPHARM was trading at 3686.50. The strike last trading price was 376.35, 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 Nov TORNTPHARM was trading at 3721.40. The strike last trading price was 376.35, 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 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 376.35, 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 18 Nov TORNTPHARM was trading at 3790.80. The strike last trading price was 376.35, 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 17 Nov TORNTPHARM was trading at 3819.40. The strike last trading price was 376.35, 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 Nov TORNTPHARM was trading at 3831.80. The strike last trading price was 376.35, 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 Nov TORNTPHARM was trading at 3826.10. The strike last trading price was 376.35, 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 12 Nov TORNTPHARM was trading at 3824.60. The strike last trading price was 376.35, 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 11 Nov TORNTPHARM was trading at 3825.80. The strike last trading price was 376.35, 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 Nov TORNTPHARM was trading at 3817.50. The strike last trading price was 376.35, 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