[--[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 4050 CE
Delta: 0.06
Vega: 1.03
Theta: -0.60
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3791.50 4.2 -0.3 18.78 40 10 51
11 Dec 3799.00 4.5 -1.75 17.12 6 0 45
10 Dec 3794.40 6.25 1.05 18.58 9 2 44
9 Dec 3763.90 5.25 -3.4 - 0 5 0
8 Dec 3760.00 5.25 -3.4 18.98 13 4 41
5 Dec 3785.90 8.5 -4 18.50 43 -1 33
4 Dec 3795.70 13.75 7.55 18.76 61 25 39
3 Dec 3720.90 6.2 -0.5 18.23 5 3 14
2 Dec 3728.00 6.65 -0.55 18.76 26 2 12
1 Dec 3736.90 7.2 -2.85 - 0 0 0
28 Nov 3720.60 7.2 -2.85 18.47 3 0 10
27 Nov 3730.40 10.05 -12.15 - 0 0 0
26 Nov 3755.80 10.05 -12.15 - 0 0 0
25 Nov 3745.20 10.05 -12.15 - 0 0 0
24 Nov 3718.40 10.05 -12.15 18.59 12 0 10
21 Nov 3686.50 22.2 -6.85 - 0 0 0
20 Nov 3721.40 22.2 -6.85 22.09 1 0 10
19 Nov 3731.40 29.05 0.2 22.42 14 8 8
18 Nov 3790.80 28.85 0 4.36 0 0 0
17 Nov 3819.40 28.85 0 3.67 0 0 0
14 Nov 3831.80 28.85 0 2.71 0 0 0
11 Nov 3825.80 28.85 0 3.16 0 0 0
10 Nov 3817.50 28.85 0 - 0 0 0


For Torrent Pharmaceuticals L - strike price 4050 expiring on 30DEC2025

Delta for 4050 CE is 0.06

Historical price for 4050 CE is as follows

On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 4.2, which was -0.3 lower than the previous day. The implied volatity was 18.78, the open interest changed by 10 which increased total open position to 51


On 11 Dec TORNTPHARM was trading at 3799.00. The strike last trading price was 4.5, which was -1.75 lower than the previous day. The implied volatity was 17.12, the open interest changed by 0 which decreased total open position to 45


On 10 Dec TORNTPHARM was trading at 3794.40. The strike last trading price was 6.25, which was 1.05 higher than the previous day. The implied volatity was 18.58, the open interest changed by 2 which increased total open position to 44


On 9 Dec TORNTPHARM was trading at 3763.90. The strike last trading price was 5.25, which was -3.4 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 5.25, which was -3.4 lower than the previous day. The implied volatity was 18.98, the open interest changed by 4 which increased total open position to 41


On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 8.5, which was -4 lower than the previous day. The implied volatity was 18.50, the open interest changed by -1 which decreased total open position to 33


On 4 Dec TORNTPHARM was trading at 3795.70. The strike last trading price was 13.75, which was 7.55 higher than the previous day. The implied volatity was 18.76, the open interest changed by 25 which increased total open position to 39


On 3 Dec TORNTPHARM was trading at 3720.90. The strike last trading price was 6.2, which was -0.5 lower than the previous day. The implied volatity was 18.23, the open interest changed by 3 which increased total open position to 14


On 2 Dec TORNTPHARM was trading at 3728.00. The strike last trading price was 6.65, which was -0.55 lower than the previous day. The implied volatity was 18.76, the open interest changed by 2 which increased total open position to 12


On 1 Dec TORNTPHARM was trading at 3736.90. The strike last trading price was 7.2, which was -2.85 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 7.2, which was -2.85 lower than the previous day. The implied volatity was 18.47, the open interest changed by 0 which decreased total open position to 10


On 27 Nov TORNTPHARM was trading at 3730.40. The strike last trading price was 10.05, which was -12.15 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 10.05, which was -12.15 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 10.05, which was -12.15 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 10.05, which was -12.15 lower than the previous day. The implied volatity was 18.59, the open interest changed by 0 which decreased total open position to 10


On 21 Nov TORNTPHARM was trading at 3686.50. The strike last trading price was 22.2, which was -6.85 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 22.2, which was -6.85 lower than the previous day. The implied volatity was 22.09, the open interest changed by 0 which decreased total open position to 10


On 19 Nov TORNTPHARM was trading at 3731.40. The strike last trading price was 29.05, which was 0.2 higher than the previous day. The implied volatity was 22.42, the open interest changed by 8 which increased total open position to 8


On 18 Nov TORNTPHARM was trading at 3790.80. The strike last trading price was 28.85, which was 0 lower than the previous day. The implied volatity was 4.36, 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 28.85, which was 0 lower than the previous day. The implied volatity was 3.67, 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 28.85, which was 0 lower than the previous day. The implied volatity was 2.71, 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 28.85, which was 0 lower than the previous day. The implied volatity was 3.16, 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 28.85, 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 30DEC2025 4050 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
12 Dec 3791.50 286.05 41.3 - 0 0 3
11 Dec 3799.00 286.05 41.3 - 0 0 3
10 Dec 3794.40 286.05 41.3 - 0 0 3
9 Dec 3763.90 286.05 41.3 - 0 -3 0
8 Dec 3760.00 286.05 41.3 24.15 8 1 7
5 Dec 3785.90 244.75 -215.1 - 6 0 0
4 Dec 3795.70 459.85 0 - 0 0 0
3 Dec 3720.90 459.85 0 - 0 0 0
2 Dec 3728.00 459.85 0 - 0 0 0
1 Dec 3736.90 459.85 0 - 0 0 0
28 Nov 3720.60 459.85 0 - 0 0 0
27 Nov 3730.40 459.85 0 - 0 0 0
26 Nov 3755.80 459.85 0 - 0 0 0
25 Nov 3745.20 459.85 0 - 0 0 0
24 Nov 3718.40 459.85 0 - 0 0 0
21 Nov 3686.50 459.85 0 - 0 0 0
20 Nov 3721.40 459.85 0 - 0 0 0
19 Nov 3731.40 459.85 0 - 0 0 0
18 Nov 3790.80 459.85 0 - 0 0 0
17 Nov 3819.40 459.85 0 - 0 0 0
14 Nov 3831.80 459.85 0 - 0 0 0
11 Nov 3825.80 459.85 0 - 0 0 0
10 Nov 3817.50 459.85 0 - 0 0 0


For Torrent Pharmaceuticals L - strike price 4050 expiring on 30DEC2025

Delta for 4050 PE is -

Historical price for 4050 PE is as follows

On 12 Dec TORNTPHARM was trading at 3791.50. The strike last trading price was 286.05, which was 41.3 higher 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 286.05, which was 41.3 higher 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 286.05, which was 41.3 higher 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 286.05, which was 41.3 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0


On 8 Dec TORNTPHARM was trading at 3760.00. The strike last trading price was 286.05, which was 41.3 higher than the previous day. The implied volatity was 24.15, the open interest changed by 1 which increased total open position to 7


On 5 Dec TORNTPHARM was trading at 3785.90. The strike last trading price was 244.75, which was -215.1 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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 459.85, 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