[--[65.84.65.76]--]

TORNTPHARM

Torrent Pharmaceuticals L
4012.5 -33.10 (-0.82%)
L: 3995.5 H: 4068.1

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Historical option data for TORNTPHARM

04 Feb 2026 11:06 AM IST
TORNTPHARM 24-FEB-2026 3960 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 4012.20 128.5 34.2 - 0 0 23
3 Feb 4045.60 128.5 34.2 15.67 4 -2 23
2 Feb 3987.20 97.9 -20.1 13.84 95 -10 25
1 Feb 3997.10 118 18.2 24.79 17 1 34
30 Jan 3960.80 102.85 22.6 22.54 18 0 33
29 Jan 3930.10 78.5 -18.4 20.04 32 4 34
28 Jan 3958.70 94.4 -24.4 20.3 76 21 31
27 Jan 3997.40 118.8 -8.4 21.96 19 5 7
23 Jan 3932.20 127.2 1.75 - 0 0 2
22 Jan 4020.50 127.2 1.75 14.47 4 -1 2
21 Jan 3981.80 125.45 -29.05 20.6 7 0 2
20 Jan 3976.80 154.5 48.75 25.89 2 0 0
19 Jan 4086.60 105.75 0 - 0 0 0
16 Jan 4018.20 105.75 0 - 0 0 0
14 Jan 4003.70 105.75 0 0.21 0 0 0
13 Jan 3940.30 105.75 0 0.1 0 0 0
12 Jan 3949.80 105.75 0 0.4 0 0 0
9 Jan 3963.40 105.75 0 - 0 0 0
8 Jan 4026.40 105.75 0 - 0 0 0
7 Jan 4092.20 105.75 0 - 0 0 0
6 Jan 3936.80 105.75 0 - 0 0 0
5 Jan 3869.80 105.75 0 0.7 0 0 0
2 Jan 3885.30 105.75 0 - 0 0 0


For Torrent Pharmaceuticals L - strike price 3960 expiring on 24FEB2026

Delta for 3960 CE is -

Historical price for 3960 CE is as follows

On 4 Feb TORNTPHARM was trading at 4012.20. The strike last trading price was 128.5, which was 34.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23


On 3 Feb TORNTPHARM was trading at 4045.60. The strike last trading price was 128.5, which was 34.2 higher than the previous day. The implied volatity was 15.67, the open interest changed by -2 which decreased total open position to 23


On 2 Feb TORNTPHARM was trading at 3987.20. The strike last trading price was 97.9, which was -20.1 lower than the previous day. The implied volatity was 13.84, the open interest changed by -10 which decreased total open position to 25


On 1 Feb TORNTPHARM was trading at 3997.10. The strike last trading price was 118, which was 18.2 higher than the previous day. The implied volatity was 24.79, the open interest changed by 1 which increased total open position to 34


On 30 Jan TORNTPHARM was trading at 3960.80. The strike last trading price was 102.85, which was 22.6 higher than the previous day. The implied volatity was 22.54, the open interest changed by 0 which decreased total open position to 33


On 29 Jan TORNTPHARM was trading at 3930.10. The strike last trading price was 78.5, which was -18.4 lower than the previous day. The implied volatity was 20.04, the open interest changed by 4 which increased total open position to 34


On 28 Jan TORNTPHARM was trading at 3958.70. The strike last trading price was 94.4, which was -24.4 lower than the previous day. The implied volatity was 20.3, the open interest changed by 21 which increased total open position to 31


On 27 Jan TORNTPHARM was trading at 3997.40. The strike last trading price was 118.8, which was -8.4 lower than the previous day. The implied volatity was 21.96, the open interest changed by 5 which increased total open position to 7


On 23 Jan TORNTPHARM was trading at 3932.20. The strike last trading price was 127.2, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 22 Jan TORNTPHARM was trading at 4020.50. The strike last trading price was 127.2, which was 1.75 higher than the previous day. The implied volatity was 14.47, the open interest changed by -1 which decreased total open position to 2


On 21 Jan TORNTPHARM was trading at 3981.80. The strike last trading price was 125.45, which was -29.05 lower than the previous day. The implied volatity was 20.6, the open interest changed by 0 which decreased total open position to 2


On 20 Jan TORNTPHARM was trading at 3976.80. The strike last trading price was 154.5, which was 48.75 higher than the previous day. The implied volatity was 25.89, 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 105.75, 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 105.75, 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 105.75, which was 0 lower than the previous day. The implied volatity was 0.21, 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 105.75, which was 0 lower than the previous day. The implied volatity was 0.1, 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 105.75, which was 0 lower than the previous day. The implied volatity was 0.4, 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 105.75, 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 105.75, 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 105.75, 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 105.75, 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 105.75, which was 0 lower than the previous day. The implied volatity was 0.7, 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 105.75, 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 3960 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
4 Feb 4012.20 95 3 - 0 0 54
3 Feb 4045.60 95 3 - 0 0 54
2 Feb 3987.20 95 3 32.94 34 1 52
1 Feb 3997.10 92 -6 27.72 3 -1 50
30 Jan 3960.80 98 -32.8 26.12 47 15 49
29 Jan 3930.10 130.8 12 29.99 19 5 34
28 Jan 3958.70 118.65 20.65 29.48 34 2 27
27 Jan 3997.40 98 0.35 - 0 0 25
23 Jan 3932.20 98 0.35 21.9 18 -2 25
22 Jan 4020.50 91.5 -26.4 28.13 32 21 28
21 Jan 3981.80 117.05 44.65 27.13 7 0 4
20 Jan 3976.80 72.4 -134.7 - 0 0 4
19 Jan 4086.60 72.4 -134.7 27.1 4 2 2
16 Jan 4018.20 207.1 0 2.12 0 0 0
14 Jan 4003.70 207.1 0 1.94 0 0 0
13 Jan 3940.30 207.1 0 0.42 0 0 0
12 Jan 3949.80 207.1 0 0.67 0 0 0
9 Jan 3963.40 207.1 0 0.88 0 0 0
8 Jan 4026.40 207.1 0 - 0 0 0
7 Jan 4092.20 207.1 0 - 0 0 0
6 Jan 3936.80 207.1 0 - 0 0 0
5 Jan 3869.80 207.1 0 - 0 0 0
2 Jan 3885.30 207.1 0 - 0 0 0


For Torrent Pharmaceuticals L - strike price 3960 expiring on 24FEB2026

Delta for 3960 PE is -

Historical price for 3960 PE is as follows

On 4 Feb TORNTPHARM was trading at 4012.20. The strike last trading price was 95, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54


On 3 Feb TORNTPHARM was trading at 4045.60. The strike last trading price was 95, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54


On 2 Feb TORNTPHARM was trading at 3987.20. The strike last trading price was 95, which was 3 higher than the previous day. The implied volatity was 32.94, the open interest changed by 1 which increased total open position to 52


On 1 Feb TORNTPHARM was trading at 3997.10. The strike last trading price was 92, which was -6 lower than the previous day. The implied volatity was 27.72, the open interest changed by -1 which decreased total open position to 50


On 30 Jan TORNTPHARM was trading at 3960.80. The strike last trading price was 98, which was -32.8 lower than the previous day. The implied volatity was 26.12, the open interest changed by 15 which increased total open position to 49


On 29 Jan TORNTPHARM was trading at 3930.10. The strike last trading price was 130.8, which was 12 higher than the previous day. The implied volatity was 29.99, the open interest changed by 5 which increased total open position to 34


On 28 Jan TORNTPHARM was trading at 3958.70. The strike last trading price was 118.65, which was 20.65 higher than the previous day. The implied volatity was 29.48, the open interest changed by 2 which increased total open position to 27


On 27 Jan TORNTPHARM was trading at 3997.40. The strike last trading price was 98, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 23 Jan TORNTPHARM was trading at 3932.20. The strike last trading price was 98, which was 0.35 higher than the previous day. The implied volatity was 21.9, the open interest changed by -2 which decreased total open position to 25


On 22 Jan TORNTPHARM was trading at 4020.50. The strike last trading price was 91.5, which was -26.4 lower than the previous day. The implied volatity was 28.13, the open interest changed by 21 which increased total open position to 28


On 21 Jan TORNTPHARM was trading at 3981.80. The strike last trading price was 117.05, which was 44.65 higher than the previous day. The implied volatity was 27.13, the open interest changed by 0 which decreased total open position to 4


On 20 Jan TORNTPHARM was trading at 3976.80. The strike last trading price was 72.4, which was -134.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 19 Jan TORNTPHARM was trading at 4086.60. The strike last trading price was 72.4, which was -134.7 lower than the previous day. The implied volatity was 27.1, the open interest changed by 2 which increased total open position to 2


On 16 Jan TORNTPHARM was trading at 4018.20. The strike last trading price was 207.1, which was 0 lower than the previous day. The implied volatity was 2.12, 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 207.1, which was 0 lower than the previous day. The implied volatity was 1.94, 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 207.1, which was 0 lower than the previous day. The implied volatity was 0.42, 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 207.1, 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 9 Jan TORNTPHARM was trading at 3963.40. The strike last trading price was 207.1, which was 0 lower than the previous day. The implied volatity was 0.88, 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 207.1, 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 7 Jan TORNTPHARM was trading at 4092.20. The strike last trading price was 207.1, 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 207.1, 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 5 Jan TORNTPHARM was trading at 3869.80. The strike last trading price was 207.1, 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 207.1, 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