[--[65.84.65.76]--]

TORNTPHARM

Torrent Pharmaceuticals L
4094.5 +65.30 (1.62%)
L: 4029.3 H: 4104.7

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Historical option data for TORNTPHARM

09 Apr 2026 04:11 PM IST
TORNTPHARM 28-Apr-2026 (18d) 4000 CE
Delta: 0.69
Vega: 3.29
Theta: -2.95
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
9 Apr 4094.50 159.65 33.2 25.62 308 2 264
8 Apr 4029.20 124.5 -20.6 25.77 483 3 259
7 Apr 4051.30 144.95 11.15 28.87 306 34 255
6 Apr 4011.60 135.6 -2.7 30.13 804 99 222
2 Apr 3987.20 136.8 -59.85 30.06 917 93 121
1 Apr 4111.30 196.65 -88.35 27.38 6 -1 29
30 Mar 4220.20 285 -39 25.63 11 2 28
27 Mar 4265.60 325.9 -29.1 24.65 6 4 25
25 Mar 4297.50 355 80 23.15 2 1 21
24 Mar 4256.60 275 42.8 11.45 29 21 21
23 Mar 4213.90 232.2 0 - 0 0 0
20 Mar 4270.20 232.2 0 - 0 0 0
19 Mar 4210.80 232.2 0 - 0 0 0
18 Mar 4289.30 232.2 0 - 0 0 0
17 Mar 4305.50 232.2 0 - 0 0 0
16 Mar 4266.60 232.2 0 - 0 0 0
13 Mar 4390.00 232.2 0 - 0 0 0
12 Mar 4446.00 232.2 0 - 0 0 0
11 Mar 4431.20 232.2 0 - 0 0 0
10 Mar 4427.80 232.2 0 - 0 0 0
9 Mar 4373.70 232.2 0 - 0 0 0
6 Mar 4317.80 - - - 0 0 0
5 Mar 4353.40 232.2 0 - 0 0 0
4 Mar 4341.00 232.2 0 - 0 0 0
2 Mar 4369.20 232.2 0 - 0 0 0
27 Feb 4333.30 232.2 0 - 0 0 0
23 Feb 4307.60 - - - 0 0 0
20 Feb 4241.70 0 0 - 0 0 0
19 Feb 4226.40 - - - 0 0 0
18 Feb 4210.80 0 0 - 0 0 0
17 Feb 4258.40 - - - 0 0 0
16 Feb 4261.50 0 0 - 0 0 0
13 Feb 4078.00 0 0 - 0 0 0
12 Feb 4077.20 0 0 - 0 0 0
11 Feb 4056.70 0 0 - 0 0 0
10 Feb 4079.60 0 0 - 0 0 0
9 Feb 3997.20 0 0 - 0 0 0
6 Feb 3939.00 0 0 - 0 0 0
5 Feb 3976.40 0 0 - 0 0 0
4 Feb 4023.50 0 0 - 0 0 0
3 Feb 4045.60 0 0 - 0 0 0
2 Feb 3987.20 0 0 - 0 0 0
1 Feb 3997.10 0 0 - 0 0 0
30 Jan 3960.80 0 0 - 0 0 0
29 Jan 3930.10 0 0 - 0 0 0


For Torrent Pharmaceuticals L - strike price 4000 expiring on 28APR2026

Delta for 4000 CE is 0.69

Historical price for 4000 CE is as follows

On 9 Apr TORNTPHARM was trading at 4094.50. The strike last trading price was 159.65, which was 33.2 higher than the previous day. The implied volatity was 25.62, the open interest changed by 2 which increased total open position to 264


On 8 Apr TORNTPHARM was trading at 4029.20. The strike last trading price was 124.5, which was -20.6 lower than the previous day. The implied volatity was 25.77, the open interest changed by 3 which increased total open position to 259


On 7 Apr TORNTPHARM was trading at 4051.30. The strike last trading price was 144.95, which was 11.15 higher than the previous day. The implied volatity was 28.87, the open interest changed by 34 which increased total open position to 255


On 6 Apr TORNTPHARM was trading at 4011.60. The strike last trading price was 135.6, which was -2.7 lower than the previous day. The implied volatity was 30.13, the open interest changed by 99 which increased total open position to 222


On 2 Apr TORNTPHARM was trading at 3987.20. The strike last trading price was 136.8, which was -59.85 lower than the previous day. The implied volatity was 30.06, the open interest changed by 93 which increased total open position to 121


On 1 Apr TORNTPHARM was trading at 4111.30. The strike last trading price was 196.65, which was -88.35 lower than the previous day. The implied volatity was 27.38, the open interest changed by -1 which decreased total open position to 29


On 30 Mar TORNTPHARM was trading at 4220.20. The strike last trading price was 285, which was -39 lower than the previous day. The implied volatity was 25.63, the open interest changed by 2 which increased total open position to 28


On 27 Mar TORNTPHARM was trading at 4265.60. The strike last trading price was 325.9, which was -29.1 lower than the previous day. The implied volatity was 24.65, the open interest changed by 4 which increased total open position to 25


On 25 Mar TORNTPHARM was trading at 4297.50. The strike last trading price was 355, which was 80 higher than the previous day. The implied volatity was 23.15, the open interest changed by 1 which increased total open position to 21


On 24 Mar TORNTPHARM was trading at 4256.60. The strike last trading price was 275, which was 42.8 higher than the previous day. The implied volatity was 11.45, the open interest changed by 21 which increased total open position to 21


On 23 Mar TORNTPHARM was trading at 4213.90. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4270.20. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4210.80. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4289.30. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4305.50. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4266.60. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4390.00. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4446.00. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4431.20. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4427.80. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4373.70. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4317.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Mar TORNTPHARM was trading at 4353.40. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4341.00. The strike last trading price was 232.2, 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 Mar TORNTPHARM was trading at 4369.20. The strike last trading price was 232.2, 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 Feb TORNTPHARM was trading at 4333.30. The strike last trading price was 232.2, 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 Feb TORNTPHARM was trading at 4307.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb TORNTPHARM was trading at 4241.70. 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


On 19 Feb TORNTPHARM was trading at 4226.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb TORNTPHARM was trading at 4210.80. 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 17 Feb TORNTPHARM was trading at 4258.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb TORNTPHARM was trading at 4261.50. 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 13 Feb TORNTPHARM was trading at 4078.00. 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 12 Feb TORNTPHARM was trading at 4077.20. 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 11 Feb TORNTPHARM was trading at 4056.70. 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


On 10 Feb TORNTPHARM was trading at 4079.60. 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 Feb TORNTPHARM was trading at 3997.20. 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 6 Feb TORNTPHARM was trading at 3939.00. 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 5 Feb TORNTPHARM was trading at 3976.40. 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 4 Feb TORNTPHARM was trading at 4023.50. 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 3 Feb TORNTPHARM was trading at 4045.60. 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 2 Feb TORNTPHARM was trading at 3987.20. 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 1 Feb TORNTPHARM was trading at 3997.10. 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 30 Jan TORNTPHARM was trading at 3960.80. 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 29 Jan TORNTPHARM was trading at 3930.10. 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


TORNTPHARM 28-Apr-2026 (18d) 4000 PE
Delta: -0.33
Vega: 3.36
Theta: -2
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
9 Apr 4094.50 55.5 -24.9 26.94 570 -37 319
8 Apr 4029.20 79 -3.7 27.51 874 147 355
7 Apr 4051.30 86.7 -16.7 30.1 414 15 208
6 Apr 4011.60 104 -21 31.32 740 -28 194
2 Apr 3987.20 125.25 51.8 31.68 2,982 -248 222
1 Apr 4111.30 72 26.45 28.99 598 -99 469
30 Mar 4220.20 45 -1.9 29.44 82 9 568
27 Mar 4265.60 47.5 11.85 31.54 54 1 559
25 Mar 4297.50 34.8 -9.95 28.88 158 1 538
24 Mar 4256.60 43.7 -11.4 28.33 410 213 538
23 Mar 4213.90 56.8 23.5 28.65 549 213 327
20 Mar 4270.20 34 -7.65 25.74 80 57 114
19 Mar 4210.80 39.8 2.15 24.33 82 -22 56
18 Mar 4289.30 37.65 5.15 27.25 9 -1 79
17 Mar 4305.50 32.5 -13.9 25.92 49 19 77
16 Mar 4266.60 49 11.35 27.88 119 -18 59
13 Mar 4390.00 37.8 6.75 30.9 47 -13 66
12 Mar 4446.00 31.05 0.1 29.5 32 -2 78
11 Mar 4431.20 30.95 2.95 29.27 62 52 80
10 Mar 4427.80 28 -11 27.92 31 22 28
9 Mar 4373.70 39 11 - 0 0 6
6 Mar 4317.80 - - - 0 0 0
5 Mar 4353.40 28 -145.55 - 0 0 4
4 Mar 4341.00 28 -145.55 - 0 0 4
2 Mar 4369.20 28 -145.55 - 4 4 2
27 Feb 4333.30 28 -145.55 22.54 4 2 2
23 Feb 4307.60 - - - 0 0 0
20 Feb 4241.70 0 0 - 0 0 0
19 Feb 4226.40 - - - 0 0 0
18 Feb 4210.80 0 0 4 0 0 0
17 Feb 4258.40 - - - 0 0 0
16 Feb 4261.50 0 0 - 0 0 0
13 Feb 4078.00 0 0 2.35 0 0 0
12 Feb 4077.20 0 0 2.03 0 0 0
11 Feb 4056.70 0 0 2.01 0 0 0
10 Feb 4079.60 0 0 1.36 0 0 0
9 Feb 3997.20 0 0 1.21 0 0 0
6 Feb 3939.00 0 0 0.79 0 0 0
5 Feb 3976.40 0 0 1.68 0 0 0
4 Feb 4023.50 0 0 1.73 0 0 0
3 Feb 4045.60 0 0 1.94 0 0 0
2 Feb 3987.20 0 0 0.9 0 0 0
1 Feb 3997.10 0 0 1.18 0 0 0
30 Jan 3960.80 0 0 0.78 0 0 0
29 Jan 3930.10 0 0 0.5 0 0 0


For Torrent Pharmaceuticals L - strike price 4000 expiring on 28APR2026

Delta for 4000 PE is -0.33

Historical price for 4000 PE is as follows

On 9 Apr TORNTPHARM was trading at 4094.50. The strike last trading price was 55.5, which was -24.9 lower than the previous day. The implied volatity was 26.94, the open interest changed by -37 which decreased total open position to 319


On 8 Apr TORNTPHARM was trading at 4029.20. The strike last trading price was 79, which was -3.7 lower than the previous day. The implied volatity was 27.51, the open interest changed by 147 which increased total open position to 355


On 7 Apr TORNTPHARM was trading at 4051.30. The strike last trading price was 86.7, which was -16.7 lower than the previous day. The implied volatity was 30.1, the open interest changed by 15 which increased total open position to 208


On 6 Apr TORNTPHARM was trading at 4011.60. The strike last trading price was 104, which was -21 lower than the previous day. The implied volatity was 31.32, the open interest changed by -28 which decreased total open position to 194


On 2 Apr TORNTPHARM was trading at 3987.20. The strike last trading price was 125.25, which was 51.8 higher than the previous day. The implied volatity was 31.68, the open interest changed by -248 which decreased total open position to 222


On 1 Apr TORNTPHARM was trading at 4111.30. The strike last trading price was 72, which was 26.45 higher than the previous day. The implied volatity was 28.99, the open interest changed by -99 which decreased total open position to 469


On 30 Mar TORNTPHARM was trading at 4220.20. The strike last trading price was 45, which was -1.9 lower than the previous day. The implied volatity was 29.44, the open interest changed by 9 which increased total open position to 568


On 27 Mar TORNTPHARM was trading at 4265.60. The strike last trading price was 47.5, which was 11.85 higher than the previous day. The implied volatity was 31.54, the open interest changed by 1 which increased total open position to 559


On 25 Mar TORNTPHARM was trading at 4297.50. The strike last trading price was 34.8, which was -9.95 lower than the previous day. The implied volatity was 28.88, the open interest changed by 1 which increased total open position to 538


On 24 Mar TORNTPHARM was trading at 4256.60. The strike last trading price was 43.7, which was -11.4 lower than the previous day. The implied volatity was 28.33, the open interest changed by 213 which increased total open position to 538


On 23 Mar TORNTPHARM was trading at 4213.90. The strike last trading price was 56.8, which was 23.5 higher than the previous day. The implied volatity was 28.65, the open interest changed by 213 which increased total open position to 327


On 20 Mar TORNTPHARM was trading at 4270.20. The strike last trading price was 34, which was -7.65 lower than the previous day. The implied volatity was 25.74, the open interest changed by 57 which increased total open position to 114


On 19 Mar TORNTPHARM was trading at 4210.80. The strike last trading price was 39.8, which was 2.15 higher than the previous day. The implied volatity was 24.33, the open interest changed by -22 which decreased total open position to 56


On 18 Mar TORNTPHARM was trading at 4289.30. The strike last trading price was 37.65, which was 5.15 higher than the previous day. The implied volatity was 27.25, the open interest changed by -1 which decreased total open position to 79


On 17 Mar TORNTPHARM was trading at 4305.50. The strike last trading price was 32.5, which was -13.9 lower than the previous day. The implied volatity was 25.92, the open interest changed by 19 which increased total open position to 77


On 16 Mar TORNTPHARM was trading at 4266.60. The strike last trading price was 49, which was 11.35 higher than the previous day. The implied volatity was 27.88, the open interest changed by -18 which decreased total open position to 59


On 13 Mar TORNTPHARM was trading at 4390.00. The strike last trading price was 37.8, which was 6.75 higher than the previous day. The implied volatity was 30.9, the open interest changed by -13 which decreased total open position to 66


On 12 Mar TORNTPHARM was trading at 4446.00. The strike last trading price was 31.05, which was 0.1 higher than the previous day. The implied volatity was 29.5, the open interest changed by -2 which decreased total open position to 78


On 11 Mar TORNTPHARM was trading at 4431.20. The strike last trading price was 30.95, which was 2.95 higher than the previous day. The implied volatity was 29.27, the open interest changed by 52 which increased total open position to 80


On 10 Mar TORNTPHARM was trading at 4427.80. The strike last trading price was 28, which was -11 lower than the previous day. The implied volatity was 27.92, the open interest changed by 22 which increased total open position to 28


On 9 Mar TORNTPHARM was trading at 4373.70. The strike last trading price was 39, which was 11 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 6 Mar TORNTPHARM was trading at 4317.80. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Mar TORNTPHARM was trading at 4353.40. The strike last trading price was 28, which was -145.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 4 Mar TORNTPHARM was trading at 4341.00. The strike last trading price was 28, which was -145.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 2 Mar TORNTPHARM was trading at 4369.20. The strike last trading price was 28, which was -145.55 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 2


On 27 Feb TORNTPHARM was trading at 4333.30. The strike last trading price was 28, which was -145.55 lower than the previous day. The implied volatity was 22.54, the open interest changed by 2 which increased total open position to 2


On 23 Feb TORNTPHARM was trading at 4307.60. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb TORNTPHARM was trading at 4241.70. 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


On 19 Feb TORNTPHARM was trading at 4226.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb TORNTPHARM was trading at 4210.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4, the open interest changed by 0 which decreased total open position to 0


On 17 Feb TORNTPHARM was trading at 4258.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb TORNTPHARM was trading at 4261.50. 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 13 Feb TORNTPHARM was trading at 4078.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.35, the open interest changed by 0 which decreased total open position to 0


On 12 Feb TORNTPHARM was trading at 4077.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0


On 11 Feb TORNTPHARM was trading at 4056.70. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0


On 10 Feb TORNTPHARM was trading at 4079.60. The strike last trading price was 0, 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 9 Feb TORNTPHARM was trading at 3997.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.21, the open interest changed by 0 which decreased total open position to 0


On 6 Feb TORNTPHARM was trading at 3939.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0


On 5 Feb TORNTPHARM was trading at 3976.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.68, the open interest changed by 0 which decreased total open position to 0


On 4 Feb TORNTPHARM was trading at 4023.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0


On 3 Feb TORNTPHARM was trading at 4045.60. The strike last trading price was 0, 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 2 Feb TORNTPHARM was trading at 3987.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.9, the open interest changed by 0 which decreased total open position to 0


On 1 Feb TORNTPHARM was trading at 3997.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0


On 30 Jan TORNTPHARM was trading at 3960.80. The strike last trading price was 0, 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 29 Jan TORNTPHARM was trading at 3930.10. The strike last trading price was 0, 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