TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
06 Feb 2026 04:11 PM IST
| TORNTPHARM 24-FEB-2026 3980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.46
Vega: 3.47
Theta: -2.55
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 3939.00 | 63.5 | -15.35 | 21.51 | 26 | 2 | 43 | |||||||||
| 5 Feb | 3976.40 | 77 | -40.35 | 17.54 | 65 | 26 | 41 | |||||||||
| 4 Feb | 4023.50 | 115.95 | -2.05 | 23.04 | 7 | 0 | 16 | |||||||||
| 3 Feb | 4045.60 | 119.95 | 33 | 17.52 | 12 | 0 | 17 | |||||||||
| 2 Feb | 3987.20 | 84.35 | -6.75 | 13.79 | 37 | 6 | 21 | |||||||||
| 1 Feb | 3997.10 | 90 | 0.35 | 20.38 | 53 | 0 | 16 | |||||||||
| 30 Jan | 3960.80 | 90.85 | 7.85 | 22.06 | 27 | 3 | 17 | |||||||||
| 29 Jan | 3930.10 | 83 | -3.7 | 23.28 | 1 | 0 | 0 | |||||||||
| 28 Jan | 3958.70 | 86.7 | -23.1 | 20.82 | 23 | 6 | 13 | |||||||||
| 27 Jan | 3997.40 | 111.15 | -9.45 | 22.67 | 22 | 6 | 8 | |||||||||
| 23 Jan | 3932.20 | 120.6 | -16.2 | 27.24 | 1 | 0 | 2 | |||||||||
| 22 Jan | 4020.50 | 136.8 | 38.3 | - | 0 | 0 | 2 | |||||||||
| 21 Jan | 3981.80 | 136.8 | 38.3 | - | 0 | 0 | 2 | |||||||||
| 20 Jan | 3976.80 | 136.8 | 38.3 | 23.75 | 4 | 3 | 3 | |||||||||
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| 19 Jan | 4086.60 | 98.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 4018.20 | 98.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 4003.70 | 98.5 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
| 13 Jan | 3940.30 | 98.5 | 0 | 0.01 | 0 | 0 | 0 | |||||||||
| 12 Jan | 3949.80 | 98.5 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 9 Jan | 3963.40 | 98.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 4026.40 | 98.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 4092.20 | 98.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 3936.80 | 98.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 3869.80 | 98.5 | 0 | 1.09 | 0 | 0 | 0 | |||||||||
| 2 Jan | 3885.30 | 98.5 | 0 | 0.99 | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 3980 expiring on 24FEB2026
Delta for 3980 CE is 0.46
Historical price for 3980 CE is as follows
On 6 Feb TORNTPHARM was trading at 3939.00. The strike last trading price was 63.5, which was -15.35 lower than the previous day. The implied volatity was 21.51, the open interest changed by 2 which increased total open position to 43
On 5 Feb TORNTPHARM was trading at 3976.40. The strike last trading price was 77, which was -40.35 lower than the previous day. The implied volatity was 17.54, the open interest changed by 26 which increased total open position to 41
On 4 Feb TORNTPHARM was trading at 4023.50. The strike last trading price was 115.95, which was -2.05 lower than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 16
On 3 Feb TORNTPHARM was trading at 4045.60. The strike last trading price was 119.95, which was 33 higher than the previous day. The implied volatity was 17.52, the open interest changed by 0 which decreased total open position to 17
On 2 Feb TORNTPHARM was trading at 3987.20. The strike last trading price was 84.35, which was -6.75 lower than the previous day. The implied volatity was 13.79, the open interest changed by 6 which increased total open position to 21
On 1 Feb TORNTPHARM was trading at 3997.10. The strike last trading price was 90, which was 0.35 higher than the previous day. The implied volatity was 20.38, the open interest changed by 0 which decreased total open position to 16
On 30 Jan TORNTPHARM was trading at 3960.80. The strike last trading price was 90.85, which was 7.85 higher than the previous day. The implied volatity was 22.06, the open interest changed by 3 which increased total open position to 17
On 29 Jan TORNTPHARM was trading at 3930.10. The strike last trading price was 83, which was -3.7 lower than the previous day. The implied volatity was 23.28, the open interest changed by 0 which decreased total open position to 0
On 28 Jan TORNTPHARM was trading at 3958.70. The strike last trading price was 86.7, which was -23.1 lower than the previous day. The implied volatity was 20.82, the open interest changed by 6 which increased total open position to 13
On 27 Jan TORNTPHARM was trading at 3997.40. The strike last trading price was 111.15, which was -9.45 lower than the previous day. The implied volatity was 22.67, the open interest changed by 6 which increased total open position to 8
On 23 Jan TORNTPHARM was trading at 3932.20. The strike last trading price was 120.6, which was -16.2 lower than the previous day. The implied volatity was 27.24, 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 136.8, which was 38.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 Jan TORNTPHARM was trading at 3981.80. The strike last trading price was 136.8, which was 38.3 higher than the previous day. The implied volatity was -, 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 136.8, which was 38.3 higher than the previous day. The implied volatity was 23.75, the open interest changed by 3 which increased total open position to 3
On 19 Jan TORNTPHARM was trading at 4086.60. The strike last trading price was 98.5, 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 98.5, 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 98.5, which was 0 lower than the previous day. The implied volatity was 0.16, 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 98.5, which was 0 lower than the previous day. The implied volatity was 0.01, 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 98.5, which was 0 lower than the previous day. The implied volatity was 0.15, 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 98.5, 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 98.5, 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 98.5, 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 98.5, 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 98.5, which was 0 lower than the previous day. The implied volatity was 1.09, 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 98.5, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 24FEB2026 3980 PE | |||||||
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Delta: -0.52
Vega: 3.48
Theta: -2.31
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 3939.00 | 117.9 | 3.85 | 30.05 | 7 | -2 | 69 |
| 5 Feb | 3976.40 | 119 | 34.2 | 36.35 | 120 | 18 | 71 |
| 4 Feb | 4023.50 | 86.25 | 6.95 | 29.97 | 552 | 46 | 59 |
| 3 Feb | 4045.60 | 81.1 | -25 | 31.33 | 29 | 12 | 14 |
| 2 Feb | 3987.20 | 99.45 | -5 | 31.83 | 11 | -2 | 2 |
| 1 Feb | 3997.10 | 110.25 | -109.4 | 29.95 | 19 | 4 | 4 |
| 30 Jan | 3960.80 | 219.65 | 0 | 0.5 | 0 | 0 | 0 |
| 29 Jan | 3930.10 | 219.65 | 0 | 0.38 | 0 | 0 | 0 |
| 28 Jan | 3958.70 | 219.65 | 0 | 0.26 | 0 | 0 | 0 |
| 27 Jan | 3997.40 | 219.65 | 0 | 0.6 | 0 | 0 | 0 |
| 23 Jan | 3932.20 | 219.65 | 0 | 0.18 | 0 | 0 | 0 |
| 22 Jan | 4020.50 | 219.65 | 0 | 1.75 | 0 | 0 | 0 |
| 21 Jan | 3981.80 | 219.65 | 0 | 0.18 | 0 | 0 | 0 |
| 20 Jan | 3976.80 | 219.65 | 0 | 0.78 | 0 | 0 | 0 |
| 19 Jan | 4086.60 | 219.65 | 0 | 2.81 | 0 | 0 | 0 |
| 16 Jan | 4018.20 | 219.65 | 0 | 1.72 | 0 | 0 | 0 |
| 14 Jan | 4003.70 | 219.65 | 0 | 1.55 | 0 | 0 | 0 |
| 13 Jan | 3940.30 | 219.65 | 0 | 0.03 | 0 | 0 | 0 |
| 12 Jan | 3949.80 | 219.65 | 0 | 0.27 | 0 | 0 | 0 |
| 9 Jan | 3963.40 | 219.65 | 0 | 0.41 | 0 | 0 | 0 |
| 8 Jan | 4026.40 | 219.65 | 0 | - | 0 | 0 | 0 |
| 7 Jan | 4092.20 | 219.65 | 0 | - | 0 | 0 | 0 |
| 6 Jan | 3936.80 | 219.65 | 0 | - | 0 | 0 | 0 |
| 5 Jan | 3869.80 | 219.65 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 3885.30 | 219.65 | 0 | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 3980 expiring on 24FEB2026
Delta for 3980 PE is -0.52
Historical price for 3980 PE is as follows
On 6 Feb TORNTPHARM was trading at 3939.00. The strike last trading price was 117.9, which was 3.85 higher than the previous day. The implied volatity was 30.05, the open interest changed by -2 which decreased total open position to 69
On 5 Feb TORNTPHARM was trading at 3976.40. The strike last trading price was 119, which was 34.2 higher than the previous day. The implied volatity was 36.35, the open interest changed by 18 which increased total open position to 71
On 4 Feb TORNTPHARM was trading at 4023.50. The strike last trading price was 86.25, which was 6.95 higher than the previous day. The implied volatity was 29.97, the open interest changed by 46 which increased total open position to 59
On 3 Feb TORNTPHARM was trading at 4045.60. The strike last trading price was 81.1, which was -25 lower than the previous day. The implied volatity was 31.33, the open interest changed by 12 which increased total open position to 14
On 2 Feb TORNTPHARM was trading at 3987.20. The strike last trading price was 99.45, which was -5 lower than the previous day. The implied volatity was 31.83, the open interest changed by -2 which decreased total open position to 2
On 1 Feb TORNTPHARM was trading at 3997.10. The strike last trading price was 110.25, which was -109.4 lower than the previous day. The implied volatity was 29.95, the open interest changed by 4 which increased total open position to 4
On 30 Jan TORNTPHARM was trading at 3960.80. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0
On 29 Jan TORNTPHARM was trading at 3930.10. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 28 Jan TORNTPHARM was trading at 3958.70. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 27 Jan TORNTPHARM was trading at 3997.40. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0
On 23 Jan TORNTPHARM was trading at 3932.20. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 22 Jan TORNTPHARM was trading at 4020.50. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 21 Jan TORNTPHARM was trading at 3981.80. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 20 Jan TORNTPHARM was trading at 3976.80. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.78, 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 219.65, which was 0 lower than the previous day. The implied volatity was 2.81, 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 219.65, which was 0 lower than the previous day. The implied volatity was 1.72, 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 219.65, which was 0 lower than the previous day. The implied volatity was 1.55, 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 219.65, which was 0 lower than the previous day. The implied volatity was 0.03, 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 219.65, which was 0 lower than the previous day. The implied volatity was 0.27, 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 219.65, which was 0 lower than the previous day. The implied volatity was 0.41, 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 219.65, 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 219.65, 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 219.65, 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 219.65, 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 219.65, 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
