[--[65.84.65.76]--]

TORNTPHARM

Torrent Pharmaceuticals L
3791.5 -7.50 (-0.20%)
L: 3759.6 H: 3827.8

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Historical option data for TORNTPHARM

12 Dec 2025 04:11 PM IST
TORNTPHARM 30-DEC-2025 4000 CE
Delta: 0.10
Vega: 1.46
Theta: -0.78
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3791.50 6.4 -2 16.69 214 4 452
11 Dec 3799.00 8.85 -0.3 17.11 250 0 452
10 Dec 3794.40 9.1 2 17.12 346 115 463
9 Dec 3763.90 7.5 -0.45 17.68 85 1 348
8 Dec 3760.00 7.6 -5.85 17.95 162 20 347
5 Dec 3785.90 12.55 -6 17.76 442 66 330
4 Dec 3795.70 19.95 11 18.98 533 84 262
3 Dec 3720.90 9.25 -0.7 18.65 223 31 183
2 Dec 3728.00 9.5 -2.9 17.98 82 7 153
1 Dec 3736.90 12.2 -0.5 18.69 61 -8 146
28 Nov 3720.60 12 -3 18.64 53 8 152
27 Nov 3730.40 15.3 -4.1 18.11 162 12 144
26 Nov 3755.80 19.5 -0.6 18.70 71 1 134
25 Nov 3745.20 19.55 0.1 19.07 68 15 135
24 Nov 3718.40 20.25 3.3 20.32 51 9 119
21 Nov 3686.50 16.95 -8.3 19.62 35 16 109
20 Nov 3721.40 25.5 -3.75 20.68 6 -2 93
19 Nov 3731.40 30.6 -14.05 20.29 59 33 95
18 Nov 3790.80 44.25 -11.85 20.96 34 21 62
17 Nov 3819.40 55.7 -8.3 21.02 30 13 40
14 Nov 3831.80 67.1 -0.7 20.11 28 0 28
13 Nov 3826.10 67.8 -1.7 20.96 3 -1 27
12 Nov 3824.60 69.5 1.75 21.65 5 0 32
11 Nov 3825.80 66.75 -1 20.84 27 -2 32
10 Nov 3817.50 66.2 -6.95 20.77 84 36 36
28 Oct 3576.50 73.15 0 5.64 0 0 0
27 Oct 3596.40 73.15 0 5.56 0 0 0
24 Oct 3581.40 73.15 0 - 0 0 0
23 Oct 3614.10 73.15 0 - 0 0 0
21 Oct 3590.90 73.15 0 - 0 0 0
20 Oct 3570.40 73.15 0 - 0 0 0
17 Oct 3584.30 73.15 0 - 0 0 0
16 Oct 3533.80 73.15 0 - 0 0 0
15 Oct 3532.80 73.15 0 - 0 0 0
14 Oct 3522.00 73.15 0 - 0 0 0
13 Oct 3518.20 73.15 0 - 0 0 0
10 Oct 3532.80 0 0 - 0 0 0
9 Oct 3550.50 0 0 - 0 0 0
8 Oct 3569.00 0 0 - 0 0 0
7 Oct 3536.90 0 0 - 0 0 0
6 Oct 3526.00 0 0 - 0 0 0
3 Oct 3514.70 0 0 5.17 0 0 0


For Torrent Pharmaceuticals L - strike price 4000 expiring on 30DEC2025

Delta for 4000 CE is 0.10

Historical price for 4000 CE is as follows

On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 6.4, which was -2 lower than the previous day. The implied volatity was 16.69, the open interest changed by 4 which increased total open position to 452


On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 8.85, which was -0.3 lower than the previous day. The implied volatity was 17.11, the open interest changed by 0 which decreased total open position to 452


On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 9.1, which was 2 higher than the previous day. The implied volatity was 17.12, the open interest changed by 115 which increased total open position to 463


On 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 7.5, which was -0.45 lower than the previous day. The implied volatity was 17.68, the open interest changed by 1 which increased total open position to 348


On 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 7.6, which was -5.85 lower than the previous day. The implied volatity was 17.95, the open interest changed by 20 which increased total open position to 347


On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 12.55, which was -6 lower than the previous day. The implied volatity was 17.76, the open interest changed by 66 which increased total open position to 330


On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 19.95, which was 11 higher than the previous day. The implied volatity was 18.98, the open interest changed by 84 which increased total open position to 262


On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 9.25, which was -0.7 lower than the previous day. The implied volatity was 18.65, the open interest changed by 31 which increased total open position to 183


On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 9.5, which was -2.9 lower than the previous day. The implied volatity was 17.98, the open interest changed by 7 which increased total open position to 153


On 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 12.2, which was -0.5 lower than the previous day. The implied volatity was 18.69, the open interest changed by -8 which decreased total open position to 146


On 28 Nov TORNTPHARM was trading at 3720.60. The strike last trading price was 12, which was -3 lower than the previous day. The implied volatity was 18.64, the open interest changed by 8 which increased total open position to 152


On 27 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 15.3, which was -4.1 lower than the previous day. The implied volatity was 18.11, the open interest changed by 12 which increased total open position to 144


On 26 Nov TORNTPHARM was trading at 3755.80. The strike last trading price was 19.5, which was -0.6 lower than the previous day. The implied volatity was 18.70, the open interest changed by 1 which increased total open position to 134


On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 19.55, which was 0.1 higher than the previous day. The implied volatity was 19.07, the open interest changed by 15 which increased total open position to 135


On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 20.25, which was 3.3 higher than the previous day. The implied volatity was 20.32, the open interest changed by 9 which increased total open position to 119


On 21 Nov TORNTPHARM was trading at 3686.50. The strike last trading price was 16.95, which was -8.3 lower than the previous day. The implied volatity was 19.62, the open interest changed by 16 which increased total open position to 109


On 20 Nov TORNTPHARM was trading at 3721.40. The strike last trading price was 25.5, which was -3.75 lower than the previous day. The implied volatity was 20.68, the open interest changed by -2 which decreased total open position to 93


On 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 30.6, which was -14.05 lower than the previous day. The implied volatity was 20.29, the open interest changed by 33 which increased total open position to 95


On 18 Nov TORNTPHARM was trading at 3790.80. The strike last trading price was 44.25, which was -11.85 lower than the previous day. The implied volatity was 20.96, the open interest changed by 21 which increased total open position to 62


On 17 Nov TORNTPHARM was trading at 3819.40. The strike last trading price was 55.7, which was -8.3 lower than the previous day. The implied volatity was 21.02, the open interest changed by 13 which increased total open position to 40


On 14 Nov TORNTPHARM was trading at 3831.80. The strike last trading price was 67.1, which was -0.7 lower than the previous day. The implied volatity was 20.11, the open interest changed by 0 which decreased total open position to 28


On 13 Nov TORNTPHARM was trading at 3826.10. The strike last trading price was 67.8, which was -1.7 lower than the previous day. The implied volatity was 20.96, the open interest changed by -1 which decreased total open position to 27


On 12 Nov TORNTPHARM was trading at 3824.60. The strike last trading price was 69.5, which was 1.75 higher than the previous day. The implied volatity was 21.65, the open interest changed by 0 which decreased total open position to 32


On 11 Nov TORNTPHARM was trading at 3825.80. The strike last trading price was 66.75, which was -1 lower than the previous day. The implied volatity was 20.84, the open interest changed by -2 which decreased total open position to 32


On 10 Nov TORNTPHARM was trading at 3817.50. The strike last trading price was 66.2, which was -6.95 lower than the previous day. The implied volatity was 20.77, the open interest changed by 36 which increased total open position to 36


On 28 Oct TORNTPHARM was trading at 3576.50. The strike last trading price was 73.15, which was 0 lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0


On 27 Oct TORNTPHARM was trading at 3596.40. The strike last trading price was 73.15, which was 0 lower than the previous day. The implied volatity was 5.56, the open interest changed by 0 which decreased total open position to 0


On 24 Oct TORNTPHARM was trading at 3581.40. The strike last trading price was 73.15, 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 23 Oct TORNTPHARM was trading at 3614.10. The strike last trading price was 73.15, 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 Oct TORNTPHARM was trading at 3590.90. The strike last trading price was 73.15, 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 Oct TORNTPHARM was trading at 3570.40. The strike last trading price was 73.15, 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 Oct TORNTPHARM was trading at 3584.30. The strike last trading price was 73.15, 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 Oct TORNTPHARM was trading at 3533.80. The strike last trading price was 73.15, 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 15 Oct TORNTPHARM was trading at 3532.80. The strike last trading price was 73.15, 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 Oct TORNTPHARM was trading at 3522.00. The strike last trading price was 73.15, 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 Oct TORNTPHARM was trading at 3518.20. The strike last trading price was 73.15, 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 Oct TORNTPHARM was trading at 3532.80. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3550.50. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3569.00. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3536.90. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3526.00. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3514.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0


TORNTPHARM 30DEC2025 4000 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3791.50 265 -1 - 0 0 3
11 Dec 3799.00 265 -1 - 0 0 3
10 Dec 3794.40 265 -1 - 0 0 3
9 Dec 3763.90 265 -1 - 0 0 0
8 Dec 3760.00 265 -1 - 0 0 3
5 Dec 3785.90 265 -1 - 0 0 0
4 Dec 3795.70 265 -1 - 0 0 0
3 Dec 3720.90 265 -1 - 0 0 0
2 Dec 3728.00 265 -1 - 0 0 0
1 Dec 3736.90 265 -1 - 0 0 0
28 Nov 3720.60 265 -1 - 0 0 0
27 Nov 3730.40 265 -1 - 0 0 0
26 Nov 3755.80 265 -1 - 0 2 0
25 Nov 3745.20 265 -1 26.00 2 0 1
24 Nov 3718.40 266 -143.4 20.32 1 0 0
21 Nov 3686.50 409.4 0 - 0 0 0
20 Nov 3721.40 409.4 0 - 0 0 0
19 Nov 3731.40 409.4 0 - 0 0 0
18 Nov 3790.80 409.4 0 - 0 0 0
17 Nov 3819.40 409.4 0 - 0 0 0
14 Nov 3831.80 409.4 0 - 0 0 0
13 Nov 3826.10 409.4 0 - 0 0 0
12 Nov 3824.60 409.4 0 - 0 0 0
11 Nov 3825.80 409.4 0 - 0 0 0
10 Nov 3817.50 409.4 0 - 0 0 0
28 Oct 3576.50 0 0 - 0 0 0
27 Oct 3596.40 0 0 - 0 0 0
24 Oct 3581.40 0 0 - 0 0 0
23 Oct 3614.10 0 0 - 0 0 0
21 Oct 3590.90 0 0 - 0 0 0
20 Oct 3570.40 0 0 - 0 0 0
17 Oct 3584.30 0 0 - 0 0 0
16 Oct 3533.80 0 0 - 0 0 0
15 Oct 3532.80 0 0 - 0 0 0
14 Oct 3522.00 0 0 - 0 0 0
13 Oct 3518.20 0 0 - 0 0 0
10 Oct 3532.80 0 0 - 0 0 0
9 Oct 3550.50 0 0 - 0 0 0
8 Oct 3569.00 0 0 - 0 0 0
7 Oct 3536.90 0 0 - 0 0 0
6 Oct 3526.00 0 0 - 0 0 0
3 Oct 3514.70 0 0 - 0 0 0


For Torrent Pharmaceuticals L - strike price 4000 expiring on 30DEC2025

Delta for 4000 PE is -

Historical price for 4000 PE is as follows

On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 265, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 265, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 265, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 265, which was -1 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 265, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 265, which was -1 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 265, which was -1 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 265, which was -1 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 265, which was -1 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 265, which was -1 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 265, which was -1 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 265, which was -1 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 265, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 25 Nov TORNTPHARM was trading at 3745.20. The strike last trading price was 265, which was -1 lower than the previous day. The implied volatity was 26.00, the open interest changed by 0 which decreased total open position to 1


On 24 Nov TORNTPHARM was trading at 3718.40. The strike last trading price was 266, which was -143.4 lower than the previous day. The implied volatity was 20.32, 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 409.4, 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 409.4, 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 409.4, 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 409.4, 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 409.4, 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 409.4, 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 409.4, 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 409.4, 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 409.4, 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 409.4, 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 Oct TORNTPHARM was trading at 3576.50. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3596.40. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3581.40. The strike last trading price was 0, 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 23 Oct TORNTPHARM was trading at 3614.10. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3590.90. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3570.40. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3584.30. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3533.80. The strike last trading price was 0, 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 15 Oct TORNTPHARM was trading at 3532.80. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3522.00. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3518.20. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3532.80. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3550.50. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3569.00. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3536.90. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3526.00. The strike last trading price was 0, 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 Oct TORNTPHARM was trading at 3514.70. The strike last trading price was 0, 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