TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
23 Apr 2026 04:10 PM IST
| TORNTPHARM 28-Apr-2026 (4d) 4150 CE | ||||||||||||||||
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Delta: 0.49
Vega: 0.02
Theta: -5.07
Gamma: 0.00309
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Apr | 4147.20 | 48.9 | 32.55 | 25.77 | 1,394 | 47 | 164 | |||||||||
| 22 Apr | 4084.60 | 15.2 | -30.95 | 17.69 | 158 | 7 | 117 | |||||||||
| 21 Apr | 4135.70 | 44.5 | -32.7 | 22.94 | 156 | 38 | 100 | |||||||||
| 20 Apr | 4191.20 | 74.45 | -6.349999999999994 | 18.8 | 69 | -17 | 63 | |||||||||
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| 17 Apr | 4179.50 | 81 | 11 | 21.72 | 163 | -33 | 84 | |||||||||
| 16 Apr | 4155.90 | 65.8 | -10.850000000000009 | 19.29 | 193 | 19 | 108 | |||||||||
| 15 Apr | 4159.30 | 70 | -24 | 21.92 | 151 | 17 | 87 | |||||||||
| 13 Apr | 4181.00 | 89.95 | -0.8499999999999943 | 22.69 | 287 | -10 | 74 | |||||||||
| 10 Apr | 4155.20 | 90.25 | 15.599999999999994 | 21.64 | 798 | 9 | 86 | |||||||||
| 9 Apr | 4094.50 | 72.3 | 2.65 | 24.96 | 932 | 68 | 90 | |||||||||
| 8 Apr | 4029.20 | 69.65 | 4.65 | - | 0 | 0 | 22 | |||||||||
| 7 Apr | 4051.30 | 69.65 | 4.65 | 27.47 | 37 | -10 | 22 | |||||||||
| 6 Apr | 4011.60 | 65 | -5.15 | 28.46 | 33 | 0 | 30 | |||||||||
| 2 Apr | 3987.20 | 70.35 | -99.2 | 28.94 | 67 | 28 | 28 | |||||||||
| 1 Apr | 4111.30 | 169.55 | 0 | 0.5 | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 4150 expiring on 28APR2026
Delta for 4150 CE is 0.49
Historical price for 4150 CE is as follows
On 23 Apr TORNTPHARM was trading at 4147.20. The strike last trading price was 48.9, which was 32.55 higher than the previous day. The implied volatity was 25.77, the open interest changed by 47 which increased total open position to 164
On 22 Apr TORNTPHARM was trading at 4084.60. The strike last trading price was 15.2, which was -30.95 lower than the previous day. The implied volatity was 17.69, the open interest changed by 7 which increased total open position to 117
On 21 Apr TORNTPHARM was trading at 4135.70. The strike last trading price was 44.5, which was -32.7 lower than the previous day. The implied volatity was 22.94, the open interest changed by 38 which increased total open position to 100
On 20 Apr TORNTPHARM was trading at 4191.20. The strike last trading price was 74.45, which was -6.349999999999994 lower than the previous day. The implied volatity was 18.8, the open interest changed by -17 which decreased total open position to 63
On 17 Apr TORNTPHARM was trading at 4179.50. The strike last trading price was 81, which was 11 higher than the previous day. The implied volatity was 21.72, the open interest changed by -33 which decreased total open position to 84
On 16 Apr TORNTPHARM was trading at 4155.90. The strike last trading price was 65.8, which was -10.850000000000009 lower than the previous day. The implied volatity was 19.29, the open interest changed by 19 which increased total open position to 108
On 15 Apr TORNTPHARM was trading at 4159.30. The strike last trading price was 70, which was -24 lower than the previous day. The implied volatity was 21.92, the open interest changed by 17 which increased total open position to 87
On 13 Apr TORNTPHARM was trading at 4181.00. The strike last trading price was 89.95, which was -0.8499999999999943 lower than the previous day. The implied volatity was 22.69, the open interest changed by -10 which decreased total open position to 74
On 10 Apr TORNTPHARM was trading at 4155.20. The strike last trading price was 90.25, which was 15.599999999999994 higher than the previous day. The implied volatity was 21.64, the open interest changed by 9 which increased total open position to 86
On 9 Apr TORNTPHARM was trading at 4094.50. The strike last trading price was 72.3, which was 2.65 higher than the previous day. The implied volatity was 24.96, the open interest changed by 68 which increased total open position to 90
On 8 Apr TORNTPHARM was trading at 4029.20. The strike last trading price was 69.65, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 7 Apr TORNTPHARM was trading at 4051.30. The strike last trading price was 69.65, which was 4.65 higher than the previous day. The implied volatity was 27.47, the open interest changed by -10 which decreased total open position to 22
On 6 Apr TORNTPHARM was trading at 4011.60. The strike last trading price was 65, which was -5.15 lower than the previous day. The implied volatity was 28.46, the open interest changed by 0 which decreased total open position to 30
On 2 Apr TORNTPHARM was trading at 3987.20. The strike last trading price was 70.35, which was -99.2 lower than the previous day. The implied volatity was 28.94, the open interest changed by 28 which increased total open position to 28
On 1 Apr TORNTPHARM was trading at 4111.30. The strike last trading price was 169.55, 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
| TORNTPHARM 28-Apr-2026 (4d) 4150 PE | |||||||
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Delta: -0.62
Vega: 0.02
Theta: -4.39
Gamma: 0.00238
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Apr | 4147.20 | 94.1 | 94.1 | 29.61 | 0 | 0 | 76 |
| 22 Apr | 4084.60 | 94.1 | 31.099999999999994 | 29.61 | 37 | -11 | 76 |
| 21 Apr | 4135.70 | 65.2 | 8.550000000000004 | 25.75 | 271 | 47 | 87 |
| 20 Apr | 4191.20 | 57.55 | 57.55 | - | 0 | 0 | 40 |
| 17 Apr | 4179.50 | 57.55 | -19.75 | 24.5 | 29 | -7 | 41 |
| 16 Apr | 4155.90 | 77 | -5.349999999999994 | 27.5 | 103 | 6 | 48 |
| 15 Apr | 4159.30 | 85 | 7.25 | 28.19 | 150 | 32 | 44 |
| 13 Apr | 4181.00 | 78.25 | 2.049999999999997 | 25.58 | 50 | 11 | 11 |
| 10 Apr | 4155.20 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 4094.50 | 76.2 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 4029.20 | 76.2 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 4051.30 | 76.2 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 4011.60 | 76.2 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 3987.20 | 76.2 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 4111.30 | 76.2 | 0 | 0.19 | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4150 expiring on 28APR2026
Delta for 4150 PE is -0.62
Historical price for 4150 PE is as follows
On 23 Apr TORNTPHARM was trading at 4147.20. The strike last trading price was 94.1, which was 94.1 higher than the previous day. The implied volatity was 29.61, the open interest changed by 0 which decreased total open position to 76
On 22 Apr TORNTPHARM was trading at 4084.60. The strike last trading price was 94.1, which was 31.099999999999994 higher than the previous day. The implied volatity was 29.61, the open interest changed by -11 which decreased total open position to 76
On 21 Apr TORNTPHARM was trading at 4135.70. The strike last trading price was 65.2, which was 8.550000000000004 higher than the previous day. The implied volatity was 25.75, the open interest changed by 47 which increased total open position to 87
On 20 Apr TORNTPHARM was trading at 4191.20. The strike last trading price was 57.55, which was 57.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40
On 17 Apr TORNTPHARM was trading at 4179.50. The strike last trading price was 57.55, which was -19.75 lower than the previous day. The implied volatity was 24.5, the open interest changed by -7 which decreased total open position to 41
On 16 Apr TORNTPHARM was trading at 4155.90. The strike last trading price was 77, which was -5.349999999999994 lower than the previous day. The implied volatity was 27.5, the open interest changed by 6 which increased total open position to 48
On 15 Apr TORNTPHARM was trading at 4159.30. The strike last trading price was 85, which was 7.25 higher than the previous day. The implied volatity was 28.19, the open interest changed by 32 which increased total open position to 44
On 13 Apr TORNTPHARM was trading at 4181.00. The strike last trading price was 78.25, which was 2.049999999999997 higher than the previous day. The implied volatity was 25.58, the open interest changed by 11 which increased total open position to 11
On 10 Apr TORNTPHARM was trading at 4155.20. 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 9 Apr TORNTPHARM was trading at 4094.50. The strike last trading price was 76.2, 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 8 Apr TORNTPHARM was trading at 4029.20. The strike last trading price was 76.2, 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 7 Apr TORNTPHARM was trading at 4051.30. The strike last trading price was 76.2, 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 Apr TORNTPHARM was trading at 4011.60. The strike last trading price was 76.2, 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 Apr TORNTPHARM was trading at 3987.20. The strike last trading price was 76.2, 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 1 Apr TORNTPHARM was trading at 4111.30. The strike last trading price was 76.2, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0
