TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
05 May 2026 04:10 PM IST
| TORNTPHARM 26-May-2026 (20d) 4250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.59
Vega: 0.04
Theta: -2.83
Gamma: 0.00138
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 May | 4275.10 | 141 | 14 (11.02%) | 27.28 | 63 | -3.5 | 62 | |||||||||
| 4 May | 4251.80 | 131.75 | 32.400000000000006 (32.61%) | 27.95 | 118 | -14.5 | 65 | |||||||||
| 30 Apr | 4185.10 | 101.6 | -21.950000000000003 (-17.77%) | 26.85 | 53 | -7.5 | 72 | |||||||||
| 29 Apr | 4231.50 | 123.75 | 5 (4.21%) | 27.84 | 318 | 28.5 | 78.5 | |||||||||
| 28 Apr | 4182.90 | 119 | -20.099999999999994 (-14.45%) | 30.49 | 66 | 34 | 50 | |||||||||
| 27 Apr | 4219.80 | 135 | 33.05 (32.42%) | 30.01 | 36 | 9 | 15 | |||||||||
| 24 Apr | 4117.20 | 101.95 | 0 (0.00%) | 26.84 | 0 | 0 | 6 | |||||||||
| 23 Apr | 4147.20 | 101.95 | -5.349999999999994 (-4.99%) | 26.84 | 1 | 0 | 6 | |||||||||
|
|
||||||||||||||||
| 22 Apr | 4084.60 | 107.3 | 16.049999999999997 (17.59%) | 27.22 | 0 | 0 | 6 | |||||||||
| 21 Apr | 4135.70 | 107.3 | 0 (0.00%) | 27.22 | 1 | 0 | 5 | |||||||||
| 20 Apr | 4191.20 | 107.3 | -11.799999999999997 (-9.91%) | - | 0 | 0 | 5 | |||||||||
| 17 Apr | 4179.50 | 107.3 | -6.3500000000000085 (-5.59%) | 24.99 | 5 | 0 | 2 | |||||||||
| 16 Apr | 4155.90 | 113.65 | -0.9499999999999886 (-0.83%) | 26.42 | 0 | 0 | 2 | |||||||||
| 15 Apr | 4159.30 | 113.65 | -21.349999999999994 (-15.81%) | 26.42 | 2 | 0 | 0 | |||||||||
| 13 Apr | 4181.00 | 135 | 60.55 (81.33%) | 25.7 | 2 | -1 | 1 | |||||||||
| 10 Apr | 4155.20 | 74.45 | -12.549999999999997 (-14.43%) | - | 0 | 0 | 2 | |||||||||
| 9 Apr | 4094.50 | 74.45 | -101.2 (-57.61%) | - | 0 | 0 | 2 | |||||||||
| 8 Apr | 4029.20 | 74.45 | -101.2 (-57.61%) | - | 0 | 0 | 2 | |||||||||
| 7 Apr | 4051.30 | 74.45 | -101.2 (-57.61%) | 22.91 | 2 | 1 | 1 | |||||||||
| 6 Apr | 4011.60 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 3987.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 4111.30 | 0 | 0 (0.00%) | 0.12 | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 4250 expiring on 26MAY2026
Delta for 4250 CE is 0.59
Historical price for 4250 CE is as follows
On 5 May TORNTPHARM was trading at 4275.10. The strike last trading price was 141, which was 14 higher than the previous day. The implied volatity was 27.28, the open interest changed by -3 which decreased total open position to 62
On 4 May TORNTPHARM was trading at 4251.80. The strike last trading price was 131.75, which was 32.400000000000006 higher than the previous day. The implied volatity was 27.95, the open interest changed by -14 which decreased total open position to 65
On 30 Apr TORNTPHARM was trading at 4185.10. The strike last trading price was 101.6, which was -21.950000000000003 lower than the previous day. The implied volatity was 26.85, the open interest changed by -7 which decreased total open position to 72
On 29 Apr TORNTPHARM was trading at 4231.50. The strike last trading price was 123.75, which was 5 higher than the previous day. The implied volatity was 27.84, the open interest changed by 29 which increased total open position to 79
On 28 Apr TORNTPHARM was trading at 4182.90. The strike last trading price was 119, which was -20.099999999999994 lower than the previous day. The implied volatity was 30.49, the open interest changed by 34 which increased total open position to 50
On 27 Apr TORNTPHARM was trading at 4219.80. The strike last trading price was 135, which was 33.05 higher than the previous day. The implied volatity was 30.01, the open interest changed by 9 which increased total open position to 15
On 24 Apr TORNTPHARM was trading at 4117.20. The strike last trading price was 101.95, which was 0 lower than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 6
On 23 Apr TORNTPHARM was trading at 4147.20. The strike last trading price was 101.95, which was -5.349999999999994 lower than the previous day. The implied volatity was 26.84, the open interest changed by 0 which decreased total open position to 6
On 22 Apr TORNTPHARM was trading at 4084.60. The strike last trading price was 107.3, which was 16.049999999999997 higher than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 6
On 21 Apr TORNTPHARM was trading at 4135.70. The strike last trading price was 107.3, which was 0 lower than the previous day. The implied volatity was 27.22, the open interest changed by 0 which decreased total open position to 5
On 20 Apr TORNTPHARM was trading at 4191.20. The strike last trading price was 107.3, which was -11.799999999999997 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Apr TORNTPHARM was trading at 4179.50. The strike last trading price was 107.3, which was -6.3500000000000085 lower than the previous day. The implied volatity was 24.99, 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 113.65, which was -0.9499999999999886 lower than the previous day. The implied volatity was 26.42, 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 113.65, which was -21.349999999999994 lower than the previous day. The implied volatity was 26.42, the open interest changed by 0 which decreased total open position to 0
On 13 Apr TORNTPHARM was trading at 4181.00. The strike last trading price was 135, which was 60.55 higher than the previous day. The implied volatity was 25.7, the open interest changed by -1 which decreased total open position to 1
On 10 Apr TORNTPHARM was trading at 4155.20. The strike last trading price was 74.45, which was -12.549999999999997 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 9 Apr TORNTPHARM was trading at 4094.50. The strike last trading price was 74.45, which was -101.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 8 Apr TORNTPHARM was trading at 4029.20. The strike last trading price was 74.45, which was -101.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Apr TORNTPHARM was trading at 4051.30. The strike last trading price was 74.45, which was -101.2 lower than the previous day. The implied volatity was 22.91, the open interest changed by 1 which increased total open position to 1
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 -, 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 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 0.12, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 26-May-2026 (20d) 4250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.04
Theta: -2.19
Gamma: 0.00139
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 May | 4275.10 | 89.35 | -12.100000000000009 (-11.93%) | 27.2 | 66 | 21.5 | 77 |
| 4 May | 4251.80 | 96.65 | -43.29999999999998 (-30.94%) | 25.85 | 79 | 1.5 | 56 |
| 30 Apr | 4185.10 | 139.95 | 9.599999999999994 (7.36%) | 27.09 | 23 | -1.5 | 53 |
| 29 Apr | 4231.50 | 127 | -34.80000000000001 (-21.51%) | 27.12 | 75 | 29 | 55 |
| 28 Apr | 4182.90 | 161.8 | 7.75 (5.03%) | 32.57 | 2 | 0 | 24 |
| 27 Apr | 4219.80 | 154.05 | -42.54999999999998 (-21.64%) | 32.13 | 7 | 3 | 23 |
| 24 Apr | 4117.20 | 196.6 | 196.6 | - | 0 | 0 | 20 |
| 23 Apr | 4147.20 | 196.6 | 196.6 | - | 0 | 0 | 20 |
| 22 Apr | 4084.60 | 196.6 | 196.6 | - | 0 | 0 | 20 |
| 21 Apr | 4135.70 | 196.6 | 196.6 | - | 0 | 0 | 20 |
| 20 Apr | 4191.20 | 196.6 | 196.6 | - | 0 | 0 | 20 |
| 17 Apr | 4179.50 | 196.6 | -25.099999999999994 (-11.32%) | 31.54 | 4 | 1 | 20 |
| 16 Apr | 4155.90 | 225 | 12 (5.63%) | 33.99 | 12 | 11 | 18 |
| 15 Apr | 4159.30 | 215 | 56.55000000000001 (35.69%) | 31.48 | 7 | 3 | 3 |
| 13 Apr | 4181.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 4155.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 4094.50 | 158.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 4029.20 | 158.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 4051.30 | 158.45 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 4011.60 | - | - | - | 0 | 0 | 0 |
| 2 Apr | 3987.20 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 4111.30 | 158.45 | 0 (0.00%) | 0.05 | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4250 expiring on 26MAY2026
Delta for 4250 PE is -0.42
Historical price for 4250 PE is as follows
On 5 May TORNTPHARM was trading at 4275.10. The strike last trading price was 89.35, which was -12.100000000000009 lower than the previous day. The implied volatity was 27.2, the open interest changed by 22 which increased total open position to 77
On 4 May TORNTPHARM was trading at 4251.80. The strike last trading price was 96.65, which was -43.29999999999998 lower than the previous day. The implied volatity was 25.85, the open interest changed by 2 which increased total open position to 56
On 30 Apr TORNTPHARM was trading at 4185.10. The strike last trading price was 139.95, which was 9.599999999999994 higher than the previous day. The implied volatity was 27.09, the open interest changed by -1 which decreased total open position to 53
On 29 Apr TORNTPHARM was trading at 4231.50. The strike last trading price was 127, which was -34.80000000000001 lower than the previous day. The implied volatity was 27.12, the open interest changed by 29 which increased total open position to 55
On 28 Apr TORNTPHARM was trading at 4182.90. The strike last trading price was 161.8, which was 7.75 higher than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 24
On 27 Apr TORNTPHARM was trading at 4219.80. The strike last trading price was 154.05, which was -42.54999999999998 lower than the previous day. The implied volatity was 32.13, the open interest changed by 3 which increased total open position to 23
On 24 Apr TORNTPHARM was trading at 4117.20. The strike last trading price was 196.6, which was 196.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 23 Apr TORNTPHARM was trading at 4147.20. The strike last trading price was 196.6, which was 196.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 22 Apr TORNTPHARM was trading at 4084.60. The strike last trading price was 196.6, which was 196.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 21 Apr TORNTPHARM was trading at 4135.70. The strike last trading price was 196.6, which was 196.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 20 Apr TORNTPHARM was trading at 4191.20. The strike last trading price was 196.6, which was 196.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20
On 17 Apr TORNTPHARM was trading at 4179.50. The strike last trading price was 196.6, which was -25.099999999999994 lower than the previous day. The implied volatity was 31.54, the open interest changed by 1 which increased total open position to 20
On 16 Apr TORNTPHARM was trading at 4155.90. The strike last trading price was 225, which was 12 higher than the previous day. The implied volatity was 33.99, the open interest changed by 11 which increased total open position to 18
On 15 Apr TORNTPHARM was trading at 4159.30. The strike last trading price was 215, which was 56.55000000000001 higher than the previous day. The implied volatity was 31.48, the open interest changed by 3 which increased total open position to 3
On 13 Apr TORNTPHARM was trading at 4181.00. 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 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 158.45, 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 158.45, 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 158.45, 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 -, 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 -, 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 1 Apr TORNTPHARM was trading at 4111.30. The strike last trading price was 158.45, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0
