TORNTPHARM
Torrent Pharmaceuticals L
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































































































































































































































