[--[65.84.65.76]--]

TORNTPHARM

Torrent Pharmaceuticals L
4267 +84.10 (2.01%)
L: 4200 H: 4272

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Historical option data for TORNTPHARM

29 Apr 2026 10:05 AM IST
TORNTPHARM 26-May-2026 (27d) 4200 CE
Delta: 0.62
Vega: 0.04
Theta: -2.52
Gamma: 0.00116
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 4267.00 176.4 32.45000000000002 28.05 102 10.5 219.5
28 Apr 4182.90 146.75 -15 30.67 226 15 210
27 Apr 4219.80 158.9 42.85000000000001 30.04 839 155 200
24 Apr 4117.20 116 -7 29.45 21 11 42
23 Apr 4147.20 123 -12.650000000000006 27.69 54 29 32
22 Apr 4084.60 135.65 24.150000000000006 25.26 0 0 3
21 Apr 4135.70 135.65 0 25.26 1 0 2
20 Apr 4191.20 135.65 -0.9499999999999886 - 0 0 2
17 Apr 4179.50 135.65 -0.9499999999999886 - 0 0 2
16 Apr 4155.90 135.65 -0.9499999999999886 22.69 0 0 2
15 Apr 4159.30 135.65 -4.349999999999994 22.69 2 0 2
13 Apr 4181.00 140 0 25.74 0 0 2
10 Apr 4155.20 140 -237.25 25.74 8 5 5
9 Apr 4094.50 377.25 0 1.02 0 0 0
8 Apr 4029.20 - - - 0 0 0
7 Apr 4051.30 - - - 0 0 0
6 Apr 4011.60 - - - 0 0 0
2 Apr 3987.20 377.25 0 - 0 0 0
1 Apr 4111.30 377.25 0 - 0 0 0
30 Mar 4220.20 0 0 - 0 0 0
27 Mar 4265.60 0 0 - 0 0 0
25 Mar 4297.50 0 0 - 0 0 0
24 Mar 4256.60 0 0 - 0 0 0
23 Mar 4213.90 0 0 - 0 0 0
20 Mar 4270.20 0 0 - 0 0 0
19 Mar 4210.80 0 0 - 0 0 0
18 Mar 4289.30 0 0 - 0 0 0
17 Mar 4305.50 0 0 - 0 0 0
16 Mar 4266.60 0 0 - 0 0 0
13 Mar 4390.00 0 0 - 0 0 0
12 Mar 4446.00 0 0 - 0 0 0
11 Mar 4431.20 - - - 0 0 0
10 Mar 4427.80 0 0 - 0 0 0
9 Mar 4373.70 0 0 - 0 0 0
6 Mar 4317.80 0 0 - 0 0 0
5 Mar 4353.40 0 0 - 0 0 0
4 Mar 4341.00 0 0 - 0 0 0
2 Mar 4369.20 0 0 - 0 0 0
27 Feb 4333.30 0 0 - 0 0 0


For Torrent Pharmaceuticals L - strike price 4200 expiring on 26MAY2026

Delta for 4200 CE is 0.62

Historical price for 4200 CE is as follows

On 29 Apr TORNTPHARM was trading at 4267.00. The strike last trading price was 176.4, which was 32.45000000000002 higher than the previous day. The implied volatity was 28.05, the open interest changed by 11 which increased total open position to 220


On 28 Apr TORNTPHARM was trading at 4182.90. The strike last trading price was 146.75, which was -15 lower than the previous day. The implied volatity was 30.67, the open interest changed by 15 which increased total open position to 210


On 27 Apr TORNTPHARM was trading at 4219.80. The strike last trading price was 158.9, which was 42.85000000000001 higher than the previous day. The implied volatity was 30.04, the open interest changed by 155 which increased total open position to 200


On 24 Apr TORNTPHARM was trading at 4117.20. The strike last trading price was 116, which was -7 lower than the previous day. The implied volatity was 29.45, the open interest changed by 11 which increased total open position to 42


On 23 Apr TORNTPHARM was trading at 4147.20. The strike last trading price was 123, which was -12.650000000000006 lower than the previous day. The implied volatity was 27.69, the open interest changed by 29 which increased total open position to 32


On 22 Apr TORNTPHARM was trading at 4084.60. The strike last trading price was 135.65, which was 24.150000000000006 higher than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 3


On 21 Apr TORNTPHARM was trading at 4135.70. The strike last trading price was 135.65, which was 0 lower than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 2


On 20 Apr TORNTPHARM was trading at 4191.20. The strike last trading price was 135.65, which was -0.9499999999999886 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Apr TORNTPHARM was trading at 4179.50. The strike last trading price was 135.65, which was -0.9499999999999886 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Apr TORNTPHARM was trading at 4155.90. The strike last trading price was 135.65, which was -0.9499999999999886 lower than the previous day. The implied volatity was 22.69, the open interest changed by 0 which decreased total open position to 2


On 15 Apr TORNTPHARM was trading at 4159.30. The strike last trading price was 135.65, which was -4.349999999999994 lower than the previous day. The implied volatity was 22.69, the open interest changed by 0 which decreased total open position to 2


On 13 Apr TORNTPHARM was trading at 4181.00. The strike last trading price was 140, which was 0 lower than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 2


On 10 Apr TORNTPHARM was trading at 4155.20. The strike last trading price was 140, which was -237.25 lower than the previous day. The implied volatity was 25.74, the open interest changed by 5 which increased total open position to 5


On 9 Apr TORNTPHARM was trading at 4094.50. The strike last trading price was 377.25, which was 0 lower than the previous day. The implied volatity was 1.02, 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 -, 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 7 Apr TORNTPHARM was trading at 4051.30. 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 6 Apr TORNTPHARM was trading at 4011.60. 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 2 Apr TORNTPHARM was trading at 3987.20. The strike last trading price was 377.25, 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 377.25, 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 Mar TORNTPHARM was trading at 4220.20. 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 27 Mar TORNTPHARM was trading at 4265.60. 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 25 Mar TORNTPHARM was trading at 4297.50. 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 24 Mar TORNTPHARM was trading at 4256.60. 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 23 Mar TORNTPHARM was trading at 4213.90. 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 20 Mar TORNTPHARM was trading at 4270.20. 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 19 Mar 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 18 Mar TORNTPHARM was trading at 4289.30. 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 Mar TORNTPHARM was trading at 4305.50. 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 16 Mar TORNTPHARM was trading at 4266.60. 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 13 Mar TORNTPHARM was trading at 4390.00. 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 Mar TORNTPHARM was trading at 4446.00. 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 11 Mar TORNTPHARM was trading at 4431.20. 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 10 Mar TORNTPHARM was trading at 4427.80. 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 9 Mar TORNTPHARM was trading at 4373.70. 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 6 Mar TORNTPHARM was trading at 4317.80. 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 5 Mar TORNTPHARM was trading at 4353.40. 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 Mar TORNTPHARM was trading at 4341.00. 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 2 Mar TORNTPHARM was trading at 4369.20. 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 27 Feb TORNTPHARM was trading at 4333.30. 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 26-May-2026 (27d) 4200 PE
Delta: -0.39
Vega: 0.04
Theta: -2.06
Gamma: 0.00109
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 4267.00 100 -30.099999999999994 29.99 26 15.5 132.5
28 Apr 4182.90 126.15 -4.949999999999989 27.11 80 18 117
27 Apr 4219.80 130.4 -44.19999999999999 31.06 150 88 98
24 Apr 4117.20 174.6 174.6 30.13 0 0 10
23 Apr 4147.20 174.6 -0.5999999999999943 30.13 8 4 8
22 Apr 4084.60 175.2 7.199999999999989 26.17 1 0 4
21 Apr 4135.70 168 -8 28.74 2 0 4
20 Apr 4191.20 176 176 - 0 0 4
17 Apr 4179.50 176 176 26.98 0 0 4
16 Apr 4155.90 176 -0.05000000000001137 26.98 2 -1 5
15 Apr 4159.30 176.05 -46.39999999999998 30.81 4 3 5
13 Apr 4181.00 222.45 222.45 35.53 0 0 2
10 Apr 4155.20 222.45 112.24999999999999 35.53 2 0 0
9 Apr 4094.50 110.2 0 - 0 0 0
8 Apr 4029.20 - - - 0 0 0
7 Apr 4051.30 - - - 0 0 0
6 Apr 4011.60 - - - 0 0 0
2 Apr 3987.20 0 0 - 0 0 0
1 Apr 4111.30 0 0 0.74 0 0 0
30 Mar 4220.20 0 0 1.37 0 0 0
27 Mar 4265.60 0 0 2 0 0 0
25 Mar 4297.50 0 0 2.55 0 0 0
24 Mar 4256.60 0 0 1.93 0 0 0
23 Mar 4213.90 0 0 - 0 0 0
20 Mar 4270.20 0 0 - 0 0 0
19 Mar 4210.80 0 0 - 0 0 0
18 Mar 4289.30 0 0 2.51 0 0 0
17 Mar 4305.50 0 0 2.64 0 0 0
16 Mar 4266.60 0 0 - 0 0 0
13 Mar 4390.00 0 0 - 0 0 0
12 Mar 4446.00 0 0 - 0 0 0
11 Mar 4431.20 - - - 0 0 0
10 Mar 4427.80 0 0 3.3 0 0 0
9 Mar 4373.70 0 0 3.28 0 0 0
6 Mar 4317.80 0 0 2.75 0 0 0
5 Mar 4353.40 0 0 3.11 0 0 0
4 Mar 4341.00 0 0 2.92 0 0 0
2 Mar 4369.20 0 0 3.22 0 0 0
27 Feb 4333.30 0 0 2.75 0 0 0


For Torrent Pharmaceuticals L - strike price 4200 expiring on 26MAY2026

Delta for 4200 PE is -0.39

Historical price for 4200 PE is as follows

On 29 Apr TORNTPHARM was trading at 4267.00. The strike last trading price was 100, which was -30.099999999999994 lower than the previous day. The implied volatity was 29.99, the open interest changed by 16 which increased total open position to 133


On 28 Apr TORNTPHARM was trading at 4182.90. The strike last trading price was 126.15, which was -4.949999999999989 lower than the previous day. The implied volatity was 27.11, the open interest changed by 18 which increased total open position to 117


On 27 Apr TORNTPHARM was trading at 4219.80. The strike last trading price was 130.4, which was -44.19999999999999 lower than the previous day. The implied volatity was 31.06, the open interest changed by 88 which increased total open position to 98


On 24 Apr TORNTPHARM was trading at 4117.20. The strike last trading price was 174.6, which was 174.6 higher than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 10


On 23 Apr TORNTPHARM was trading at 4147.20. The strike last trading price was 174.6, which was -0.5999999999999943 lower than the previous day. The implied volatity was 30.13, the open interest changed by 4 which increased total open position to 8


On 22 Apr TORNTPHARM was trading at 4084.60. The strike last trading price was 175.2, which was 7.199999999999989 higher than the previous day. The implied volatity was 26.17, the open interest changed by 0 which decreased total open position to 4


On 21 Apr TORNTPHARM was trading at 4135.70. The strike last trading price was 168, which was -8 lower than the previous day. The implied volatity was 28.74, the open interest changed by 0 which decreased total open position to 4


On 20 Apr TORNTPHARM was trading at 4191.20. The strike last trading price was 176, which was 176 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Apr TORNTPHARM was trading at 4179.50. The strike last trading price was 176, which was 176 higher than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 4


On 16 Apr TORNTPHARM was trading at 4155.90. The strike last trading price was 176, which was -0.05000000000001137 lower than the previous day. The implied volatity was 26.98, the open interest changed by -1 which decreased total open position to 5


On 15 Apr TORNTPHARM was trading at 4159.30. The strike last trading price was 176.05, which was -46.39999999999998 lower than the previous day. The implied volatity was 30.81, the open interest changed by 3 which increased total open position to 5


On 13 Apr TORNTPHARM was trading at 4181.00. The strike last trading price was 222.45, which was 222.45 higher than the previous day. The implied volatity was 35.53, the open interest changed by 0 which decreased total open position to 2


On 10 Apr TORNTPHARM was trading at 4155.20. The strike last trading price was 222.45, which was 112.24999999999999 higher than the previous day. The implied volatity was 35.53, 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 110.2, 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 -, 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 7 Apr TORNTPHARM was trading at 4051.30. 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 6 Apr TORNTPHARM was trading at 4011.60. 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 2 Apr 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 Apr TORNTPHARM was trading at 4111.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.74, the open interest changed by 0 which decreased total open position to 0


On 30 Mar TORNTPHARM was trading at 4220.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0


On 27 Mar TORNTPHARM was trading at 4265.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2, the open interest changed by 0 which decreased total open position to 0


On 25 Mar TORNTPHARM was trading at 4297.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.55, the open interest changed by 0 which decreased total open position to 0


On 24 Mar TORNTPHARM was trading at 4256.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.93, the open interest changed by 0 which decreased total open position to 0


On 23 Mar TORNTPHARM was trading at 4213.90. 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 20 Mar TORNTPHARM was trading at 4270.20. 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 19 Mar 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 18 Mar TORNTPHARM was trading at 4289.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.51, 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 0, which was 0 lower than the previous day. The implied volatity was 2.64, 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 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 Mar TORNTPHARM was trading at 4390.00. 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 Mar TORNTPHARM was trading at 4446.00. 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 11 Mar TORNTPHARM was trading at 4431.20. 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 10 Mar TORNTPHARM was trading at 4427.80. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.3, 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 0, which was 0 lower than the previous day. The implied volatity was 3.28, 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 0, which was 0 lower than the previous day. The implied volatity was 2.75, 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 0, which was 0 lower than the previous day. The implied volatity was 3.11, 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 0, which was 0 lower than the previous day. The implied volatity was 2.92, 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 0, which was 0 lower than the previous day. The implied volatity was 3.22, 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 0, which was 0 lower than the previous day. The implied volatity was 2.75, the open interest changed by 0 which decreased total open position to 0