TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
20 Feb 2026 04:11 PM IST
| TORNTPHARM 24-FEB-2026 4120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.5
Theta: -2.07
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 4241.70 | 114.6 | 19.45 | 16.6 | 14 | -7 | 41 | |||||||||
| 19 Feb | 4226.40 | 95.15 | -52.85 | 25.47 | 17 | -10 | 48 | |||||||||
| 18 Feb | 4210.80 | 148 | 9.75 | 43.69 | 1 | 0 | 59 | |||||||||
| 17 Feb | 4258.40 | 136.65 | -6.35 | 13.6 | 13 | -2 | 59 | |||||||||
| 16 Feb | 4261.50 | 146.7 | 76.8 | 16.16 | 396 | -115 | 62 | |||||||||
| 13 Feb | 4078.00 | 66.35 | -5.4 | 30.12 | 1,892 | 152 | 182 | |||||||||
| 12 Feb | 4077.20 | 72.3 | 17.4 | 27.08 | 21 | -7 | 29 | |||||||||
| 11 Feb | 4056.70 | 54.9 | -6.15 | 25.96 | 25 | 2 | 37 | |||||||||
| 10 Feb | 4079.60 | 61.05 | 20.4 | 23.55 | 96 | 13 | 34 | |||||||||
| 9 Feb | 3997.20 | 40.65 | 5.25 | 24.51 | 8 | -1 | 20 | |||||||||
| 6 Feb | 3939.00 | 35.35 | -10.2 | - | 0 | 0 | 21 | |||||||||
| 5 Feb | 3976.40 | 35.35 | -10.2 | 21.65 | 7 | -3 | 21 | |||||||||
| 4 Feb | 4023.50 | 45.55 | -8.85 | 21.35 | 8 | 1 | 24 | |||||||||
| 3 Feb | 4045.60 | 54.4 | 16.5 | 19.87 | 16 | -1 | 22 | |||||||||
| 2 Feb | 3987.20 | 39.4 | -0.45 | 18.83 | 13 | 0 | 23 | |||||||||
| 1 Feb | 3997.10 | 39.85 | -8.1 | 21.67 | 2 | 0 | 23 | |||||||||
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| 30 Jan | 3960.80 | 47.95 | 12.15 | 24.53 | 13 | 3 | 25 | |||||||||
| 29 Jan | 3930.10 | 35.8 | -3.75 | 23.03 | 15 | -1 | 22 | |||||||||
| 28 Jan | 3958.70 | 39.55 | -17.2 | 21.71 | 11 | -2 | 23 | |||||||||
| 27 Jan | 3997.40 | 56.75 | 2.7 | 23.5 | 1 | 0 | 24 | |||||||||
| 23 Jan | 3932.20 | 54.05 | -8.9 | 24.1 | 3 | -1 | 23 | |||||||||
| 22 Jan | 4020.50 | 62.95 | 7.95 | 18.7 | 32 | 22 | 24 | |||||||||
| 21 Jan | 3981.80 | 55 | -3 | 20.48 | 2 | 0 | 0 | |||||||||
| 20 Jan | 3976.80 | 58 | 0 | 1.97 | 0 | 0 | 0 | |||||||||
| 19 Jan | 4086.60 | 58 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 16 Jan | 4018.20 | 58 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
| 14 Jan | 4003.70 | 58 | 0 | 1.2 | 0 | 0 | 0 | |||||||||
| 13 Jan | 3940.30 | 58 | 0 | 2.93 | 0 | 0 | 0 | |||||||||
| 12 Jan | 3949.80 | 58 | 0 | 2.39 | 0 | 0 | 0 | |||||||||
| 9 Jan | 3963.40 | 58 | 0 | 1.99 | 0 | 0 | 0 | |||||||||
| 8 Jan | 4026.40 | 58 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 4120 expiring on 24FEB2026
Delta for 4120 CE is 0.95
Historical price for 4120 CE is as follows
On 20 Feb TORNTPHARM was trading at 4241.70. The strike last trading price was 114.6, which was 19.45 higher than the previous day. The implied volatity was 16.6, the open interest changed by -7 which decreased total open position to 41
On 19 Feb TORNTPHARM was trading at 4226.40. The strike last trading price was 95.15, which was -52.85 lower than the previous day. The implied volatity was 25.47, the open interest changed by -10 which decreased total open position to 48
On 18 Feb TORNTPHARM was trading at 4210.80. The strike last trading price was 148, which was 9.75 higher than the previous day. The implied volatity was 43.69, the open interest changed by 0 which decreased total open position to 59
On 17 Feb TORNTPHARM was trading at 4258.40. The strike last trading price was 136.65, which was -6.35 lower than the previous day. The implied volatity was 13.6, the open interest changed by -2 which decreased total open position to 59
On 16 Feb TORNTPHARM was trading at 4261.50. The strike last trading price was 146.7, which was 76.8 higher than the previous day. The implied volatity was 16.16, the open interest changed by -115 which decreased total open position to 62
On 13 Feb TORNTPHARM was trading at 4078.00. The strike last trading price was 66.35, which was -5.4 lower than the previous day. The implied volatity was 30.12, the open interest changed by 152 which increased total open position to 182
On 12 Feb TORNTPHARM was trading at 4077.20. The strike last trading price was 72.3, which was 17.4 higher than the previous day. The implied volatity was 27.08, the open interest changed by -7 which decreased total open position to 29
On 11 Feb TORNTPHARM was trading at 4056.70. The strike last trading price was 54.9, which was -6.15 lower than the previous day. The implied volatity was 25.96, the open interest changed by 2 which increased total open position to 37
On 10 Feb TORNTPHARM was trading at 4079.60. The strike last trading price was 61.05, which was 20.4 higher than the previous day. The implied volatity was 23.55, the open interest changed by 13 which increased total open position to 34
On 9 Feb TORNTPHARM was trading at 3997.20. The strike last trading price was 40.65, which was 5.25 higher than the previous day. The implied volatity was 24.51, the open interest changed by -1 which decreased total open position to 20
On 6 Feb TORNTPHARM was trading at 3939.00. The strike last trading price was 35.35, which was -10.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 5 Feb TORNTPHARM was trading at 3976.40. The strike last trading price was 35.35, which was -10.2 lower than the previous day. The implied volatity was 21.65, the open interest changed by -3 which decreased total open position to 21
On 4 Feb TORNTPHARM was trading at 4023.50. The strike last trading price was 45.55, which was -8.85 lower than the previous day. The implied volatity was 21.35, the open interest changed by 1 which increased total open position to 24
On 3 Feb TORNTPHARM was trading at 4045.60. The strike last trading price was 54.4, which was 16.5 higher than the previous day. The implied volatity was 19.87, the open interest changed by -1 which decreased total open position to 22
On 2 Feb TORNTPHARM was trading at 3987.20. The strike last trading price was 39.4, which was -0.45 lower than the previous day. The implied volatity was 18.83, the open interest changed by 0 which decreased total open position to 23
On 1 Feb TORNTPHARM was trading at 3997.10. The strike last trading price was 39.85, which was -8.1 lower than the previous day. The implied volatity was 21.67, the open interest changed by 0 which decreased total open position to 23
On 30 Jan TORNTPHARM was trading at 3960.80. The strike last trading price was 47.95, which was 12.15 higher than the previous day. The implied volatity was 24.53, the open interest changed by 3 which increased total open position to 25
On 29 Jan TORNTPHARM was trading at 3930.10. The strike last trading price was 35.8, which was -3.75 lower than the previous day. The implied volatity was 23.03, the open interest changed by -1 which decreased total open position to 22
On 28 Jan TORNTPHARM was trading at 3958.70. The strike last trading price was 39.55, which was -17.2 lower than the previous day. The implied volatity was 21.71, the open interest changed by -2 which decreased total open position to 23
On 27 Jan TORNTPHARM was trading at 3997.40. The strike last trading price was 56.75, which was 2.7 higher than the previous day. The implied volatity was 23.5, the open interest changed by 0 which decreased total open position to 24
On 23 Jan TORNTPHARM was trading at 3932.20. The strike last trading price was 54.05, which was -8.9 lower than the previous day. The implied volatity was 24.1, the open interest changed by -1 which decreased total open position to 23
On 22 Jan TORNTPHARM was trading at 4020.50. The strike last trading price was 62.95, which was 7.95 higher than the previous day. The implied volatity was 18.7, the open interest changed by 22 which increased total open position to 24
On 21 Jan TORNTPHARM was trading at 3981.80. The strike last trading price was 55, which was -3 lower than the previous day. The implied volatity was 20.48, 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 58, which was 0 lower than the previous day. The implied volatity was 1.97, 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 58, which was 0 lower than the previous day. The implied volatity was 0.12, 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 58, 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 14 Jan TORNTPHARM was trading at 4003.70. The strike last trading price was 58, which was 0 lower than the previous day. The implied volatity was 1.2, 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 58, which was 0 lower than the previous day. The implied volatity was 2.93, 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 58, which was 0 lower than the previous day. The implied volatity was 2.39, 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 58, which was 0 lower than the previous day. The implied volatity was 1.99, 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 58, 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 24FEB2026 4120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 0.95
Theta: -3.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 4241.70 | 8.05 | -1.25 | 26.88 | 31 | -15 | 18 |
| 19 Feb | 4226.40 | 9.25 | -4.8 | 20.95 | 140 | 7 | 33 |
| 18 Feb | 4210.80 | 14.2 | -4.75 | 22.2 | 68 | -13 | 27 |
| 17 Feb | 4258.40 | 19.05 | -15.25 | 30.54 | 22 | 1 | 40 |
| 16 Feb | 4261.50 | 33.05 | -101.95 | 35.55 | 119 | 34 | 41 |
| 13 Feb | 4078.00 | 135 | -34.3 | - | 0 | 0 | 7 |
| 12 Feb | 4077.20 | 135 | -34.3 | - | 0 | 0 | 7 |
| 11 Feb | 4056.70 | 135 | -34.3 | - | 0 | 0 | 7 |
| 10 Feb | 4079.60 | 135 | -34.3 | 37.33 | 1 | 0 | 8 |
| 9 Feb | 3997.20 | 169.3 | -28.55 | 34.65 | 18 | 3 | 7 |
| 6 Feb | 3939.00 | 197.85 | -120 | - | 0 | 0 | 4 |
| 5 Feb | 3976.40 | 197.85 | -120 | - | 0 | 0 | 4 |
| 4 Feb | 4023.50 | 197.85 | -120 | - | 0 | 0 | 4 |
| 3 Feb | 4045.60 | 197.85 | -120 | - | 0 | 0 | 4 |
| 2 Feb | 3987.20 | 197.85 | -120 | - | 0 | 0 | 4 |
| 1 Feb | 3997.10 | 197.85 | -120 | - | 0 | 0 | 4 |
| 30 Jan | 3960.80 | 197.85 | -120 | - | 0 | 0 | 4 |
| 29 Jan | 3930.10 | 197.85 | -120 | - | 0 | 0 | 0 |
| 28 Jan | 3958.70 | 197.85 | -120 | - | 0 | 0 | 4 |
| 27 Jan | 3997.40 | 197.85 | -120 | - | 0 | 0 | 4 |
| 23 Jan | 3932.20 | 197.85 | -120 | - | 0 | 0 | 4 |
| 22 Jan | 4020.50 | 197.85 | -120 | 33.88 | 4 | 3 | 3 |
| 21 Jan | 3981.80 | 317.85 | 0 | - | 0 | 0 | 0 |
| 20 Jan | 3976.80 | 317.85 | 0 | - | 0 | 0 | 0 |
| 19 Jan | 4086.60 | 317.85 | 0 | 0.14 | 0 | 0 | 0 |
| 16 Jan | 4018.20 | 317.85 | 0 | - | 0 | 0 | 0 |
| 14 Jan | 4003.70 | 317.85 | 0 | - | 0 | 0 | 0 |
| 13 Jan | 3940.30 | 317.85 | 0 | - | 0 | 0 | 0 |
| 12 Jan | 3949.80 | 317.85 | 0 | - | 0 | 0 | 0 |
| 9 Jan | 3963.40 | 317.85 | 0 | - | 0 | 0 | 0 |
| 8 Jan | 4026.40 | 317.85 | 0 | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4120 expiring on 24FEB2026
Delta for 4120 PE is -0.13
Historical price for 4120 PE is as follows
On 20 Feb TORNTPHARM was trading at 4241.70. The strike last trading price was 8.05, which was -1.25 lower than the previous day. The implied volatity was 26.88, the open interest changed by -15 which decreased total open position to 18
On 19 Feb TORNTPHARM was trading at 4226.40. The strike last trading price was 9.25, which was -4.8 lower than the previous day. The implied volatity was 20.95, the open interest changed by 7 which increased total open position to 33
On 18 Feb TORNTPHARM was trading at 4210.80. The strike last trading price was 14.2, which was -4.75 lower than the previous day. The implied volatity was 22.2, the open interest changed by -13 which decreased total open position to 27
On 17 Feb TORNTPHARM was trading at 4258.40. The strike last trading price was 19.05, which was -15.25 lower than the previous day. The implied volatity was 30.54, the open interest changed by 1 which increased total open position to 40
On 16 Feb TORNTPHARM was trading at 4261.50. The strike last trading price was 33.05, which was -101.95 lower than the previous day. The implied volatity was 35.55, the open interest changed by 34 which increased total open position to 41
On 13 Feb TORNTPHARM was trading at 4078.00. The strike last trading price was 135, which was -34.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 12 Feb TORNTPHARM was trading at 4077.20. The strike last trading price was 135, which was -34.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Feb TORNTPHARM was trading at 4056.70. The strike last trading price was 135, which was -34.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Feb TORNTPHARM was trading at 4079.60. The strike last trading price was 135, which was -34.3 lower than the previous day. The implied volatity was 37.33, the open interest changed by 0 which decreased total open position to 8
On 9 Feb TORNTPHARM was trading at 3997.20. The strike last trading price was 169.3, which was -28.55 lower than the previous day. The implied volatity was 34.65, the open interest changed by 3 which increased total open position to 7
On 6 Feb TORNTPHARM was trading at 3939.00. The strike last trading price was 197.85, which was -120 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Feb TORNTPHARM was trading at 3976.40. The strike last trading price was 197.85, which was -120 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 4 Feb TORNTPHARM was trading at 4023.50. The strike last trading price was 197.85, which was -120 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 3 Feb TORNTPHARM was trading at 4045.60. The strike last trading price was 197.85, which was -120 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 2 Feb TORNTPHARM was trading at 3987.20. The strike last trading price was 197.85, which was -120 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 1 Feb TORNTPHARM was trading at 3997.10. The strike last trading price was 197.85, which was -120 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 30 Jan TORNTPHARM was trading at 3960.80. The strike last trading price was 197.85, which was -120 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 29 Jan TORNTPHARM was trading at 3930.10. The strike last trading price was 197.85, which was -120 lower than the previous day. The implied volatity was -, 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 197.85, which was -120 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 27 Jan TORNTPHARM was trading at 3997.40. The strike last trading price was 197.85, which was -120 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 23 Jan TORNTPHARM was trading at 3932.20. The strike last trading price was 197.85, which was -120 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 22 Jan TORNTPHARM was trading at 4020.50. The strike last trading price was 197.85, which was -120 lower than the previous day. The implied volatity was 33.88, the open interest changed by 3 which increased total open position to 3
On 21 Jan TORNTPHARM was trading at 3981.80. The strike last trading price was 317.85, 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 Jan TORNTPHARM was trading at 3976.80. The strike last trading price was 317.85, 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 Jan TORNTPHARM was trading at 4086.60. The strike last trading price was 317.85, which was 0 lower than the previous day. The implied volatity was 0.14, 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 317.85, 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 Jan TORNTPHARM was trading at 4003.70. The strike last trading price was 317.85, 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 13 Jan TORNTPHARM was trading at 3940.30. The strike last trading price was 317.85, 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 12 Jan TORNTPHARM was trading at 3949.80. The strike last trading price was 317.85, 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 9 Jan TORNTPHARM was trading at 3963.40. The strike last trading price was 317.85, 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 8 Jan TORNTPHARM was trading at 4026.40. The strike last trading price was 317.85, 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
