TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
12 Dec 2025 04:11 PM IST
| TORNTPHARM 30-DEC-2025 3950 CE | ||||||||||||||||
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Delta: 0.16
Vega: 2.07
Theta: -1.10
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































