TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
07 May 2026 11:51 AM IST
| TORNTPHARM 26-May-2026 (19d) 4300 CE | ||||||||||||||||
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Delta: 0.65
Vega: 0.04
Theta: -2.72
Gamma: 0.00144
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 4362.00 | 152.15 | 8.450000000000017 (5.88%) | 25.59 | 57 | -7 | 91.5 | |||||||||
| 6 May | 4358.30 | 146.05 | 42.60000000000001 (41.18%) | 26.37 | 849 | -173.5 | 98 | |||||||||
| 5 May | 4275.10 | 111 | 6.900000000000006 (6.63%) | 26.39 | 521 | 45.5 | 273 | |||||||||
| 4 May | 4251.80 | 108 | 25.5 (30.91%) | 29.07 | 498 | -18 | 224.5 | |||||||||
| 30 Apr | 4185.10 | 79.9 | -22.39999999999999 (-21.90%) | 27.33 | 213 | -12.5 | 230 | |||||||||
| 29 Apr | 4231.50 | 100 | 1.7999999999999972 (1.83%) | 27.75 | 1,019 | 122 | 243 | |||||||||
| 28 Apr | 4182.90 | 95.9 | -19.14999999999999 (-16.64%) | 29.79 | 159 | 48 | 121 | |||||||||
| 27 Apr | 4219.80 | 107.6 | 27.599999999999994 (34.50%) | 28.57 | 236 | 62 | 74 | |||||||||
| 24 Apr | 4117.20 | 80 | -2.049999999999997 (-2.50%) | 28.13 | 2 | 0 | 12 | |||||||||
| 23 Apr | 4147.20 | 82.05 | 27.049999999999997 (49.18%) | 27.33 | 18 | 7 | 11 | |||||||||
| 22 Apr | 4084.60 | 55 | -43.150000000000006 (-43.96%) | 23.49 | 4 | 0 | 2 | |||||||||
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| 21 Apr | 4135.70 | 98.15 | -5.6499999999999915 (-5.44%) | - | 0 | 0 | 2 | |||||||||
| 20 Apr | 4191.20 | 98.15 | -5.6499999999999915 (-5.44%) | - | 0 | 0 | 2 | |||||||||
| 17 Apr | 4179.50 | 98.15 | -5.6499999999999915 (-5.44%) | - | 0 | 0 | 2 | |||||||||
| 16 Apr | 4155.90 | 98.15 | -5.6499999999999915 (-5.44%) | - | 0 | 0 | 2 | |||||||||
| 15 Apr | 4159.30 | 98.15 | -5.6499999999999915 (-5.44%) | - | 0 | 0 | 2 | |||||||||
| 13 Apr | 4181.00 | 98.15 | -5.6499999999999915 (-5.44%) | 25.46 | 0 | 0 | 2 | |||||||||
| 10 Apr | 4155.20 | 98.15 | -54.099999999999994 (-35.53%) | 25.46 | 2 | 0 | 0 | |||||||||
| 9 Apr | 4094.50 | - | - | - | 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 | |||||||||
| 1 Apr | 4111.30 | 0 | 0 (0.00%) | 0.91 | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 4300 expiring on 26MAY2026
Delta for 4300 CE is 0.65
Historical price for 4300 CE is as follows
On 7 May TORNTPHARM was trading at 4362.00. The strike last trading price was 152.15, which was 8.450000000000017 higher than the previous day. The implied volatity was 25.59, the open interest changed by -7 which decreased total open position to 92
On 6 May TORNTPHARM was trading at 4358.30. The strike last trading price was 146.05, which was 42.60000000000001 higher than the previous day. The implied volatity was 26.37, the open interest changed by -173 which decreased total open position to 98
On 5 May TORNTPHARM was trading at 4275.10. The strike last trading price was 111, which was 6.900000000000006 higher than the previous day. The implied volatity was 26.39, the open interest changed by 46 which increased total open position to 273
On 4 May TORNTPHARM was trading at 4251.80. The strike last trading price was 108, which was 25.5 higher than the previous day. The implied volatity was 29.07, the open interest changed by -18 which decreased total open position to 225
On 30 Apr TORNTPHARM was trading at 4185.10. The strike last trading price was 79.9, which was -22.39999999999999 lower than the previous day. The implied volatity was 27.33, the open interest changed by -12 which decreased total open position to 230
On 29 Apr TORNTPHARM was trading at 4231.50. The strike last trading price was 100, which was 1.7999999999999972 higher than the previous day. The implied volatity was 27.75, the open interest changed by 122 which increased total open position to 243
On 28 Apr TORNTPHARM was trading at 4182.90. The strike last trading price was 95.9, which was -19.14999999999999 lower than the previous day. The implied volatity was 29.79, the open interest changed by 48 which increased total open position to 121
On 27 Apr TORNTPHARM was trading at 4219.80. The strike last trading price was 107.6, which was 27.599999999999994 higher than the previous day. The implied volatity was 28.57, the open interest changed by 62 which increased total open position to 74
On 24 Apr TORNTPHARM was trading at 4117.20. The strike last trading price was 80, which was -2.049999999999997 lower than the previous day. The implied volatity was 28.13, the open interest changed by 0 which decreased total open position to 12
On 23 Apr TORNTPHARM was trading at 4147.20. The strike last trading price was 82.05, which was 27.049999999999997 higher than the previous day. The implied volatity was 27.33, the open interest changed by 7 which increased total open position to 11
On 22 Apr TORNTPHARM was trading at 4084.60. The strike last trading price was 55, which was -43.150000000000006 lower than the previous day. The implied volatity was 23.49, the open interest changed by 0 which decreased total open position to 2
On 21 Apr TORNTPHARM was trading at 4135.70. The strike last trading price was 98.15, which was -5.6499999999999915 lower than the previous day. The implied volatity was -, 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 98.15, which was -5.6499999999999915 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 98.15, which was -5.6499999999999915 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 98.15, which was -5.6499999999999915 lower than the previous day. The implied volatity was -, 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 98.15, which was -5.6499999999999915 lower than the previous day. The implied volatity was -, 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 98.15, which was -5.6499999999999915 lower than the previous day. The implied volatity was 25.46, 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 98.15, which was -54.099999999999994 lower than the previous day. The implied volatity was 25.46, 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 -, 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 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 -, 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 0.91, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 26-May-2026 (19d) 4300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.37
Vega: 0.04
Theta: -2.28
Gamma: 0.00136
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 4362.00 | 72.35 | -0.5 (-0.69%) | 27.39 | 78 | -0.5 | 232 |
| 6 May | 4358.30 | 71.4 | -44.25 (-38.26%) | 25.05 | 302 | 12.5 | 234 |
| 5 May | 4275.10 | 109.2 | -14.899999999999991 (-12.01%) | 26.87 | 125 | 6.5 | 224 |
| 4 May | 4251.80 | 120.55 | -53.05 (-30.56%) | 25.44 | 54 | -5 | 217 |
| 30 Apr | 4185.10 | 173 | 14 (8.81%) | 26.93 | 58 | -5 | 217 |
| 29 Apr | 4231.50 | 155.15 | -16.849999999999994 (-9.80%) | 27.18 | 64 | 3 | 222 |
| 28 Apr | 4182.90 | 173 | -9.300000000000011 (-5.10%) | 25.64 | 241 | 189 | 216 |
| 27 Apr | 4219.80 | 182.5 | -2 (-1.08%) | 30.29 | 32 | 22 | 22 |
| 24 Apr | 4117.20 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 4147.20 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 4084.60 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 4135.70 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 4191.20 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 4179.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 4155.90 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 4159.30 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 4181.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 4155.20 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 4094.50 | - | - | - | 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 |
| 1 Apr | 4111.30 | 184.5 | 0 (0.00%) | 0.29 | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4300 expiring on 26MAY2026
Delta for 4300 PE is -0.37
Historical price for 4300 PE is as follows
On 7 May TORNTPHARM was trading at 4362.00. The strike last trading price was 72.35, which was -0.5 lower than the previous day. The implied volatity was 27.39, the open interest changed by 0 which decreased total open position to 232
On 6 May TORNTPHARM was trading at 4358.30. The strike last trading price was 71.4, which was -44.25 lower than the previous day. The implied volatity was 25.05, the open interest changed by 13 which increased total open position to 234
On 5 May TORNTPHARM was trading at 4275.10. The strike last trading price was 109.2, which was -14.899999999999991 lower than the previous day. The implied volatity was 26.87, the open interest changed by 7 which increased total open position to 224
On 4 May TORNTPHARM was trading at 4251.80. The strike last trading price was 120.55, which was -53.05 lower than the previous day. The implied volatity was 25.44, the open interest changed by -5 which decreased total open position to 217
On 30 Apr TORNTPHARM was trading at 4185.10. The strike last trading price was 173, which was 14 higher than the previous day. The implied volatity was 26.93, the open interest changed by -5 which decreased total open position to 217
On 29 Apr TORNTPHARM was trading at 4231.50. The strike last trading price was 155.15, which was -16.849999999999994 lower than the previous day. The implied volatity was 27.18, the open interest changed by 3 which increased total open position to 222
On 28 Apr TORNTPHARM was trading at 4182.90. The strike last trading price was 173, which was -9.300000000000011 lower than the previous day. The implied volatity was 25.64, the open interest changed by 189 which increased total open position to 216
On 27 Apr TORNTPHARM was trading at 4219.80. The strike last trading price was 182.5, which was -2 lower than the previous day. The implied volatity was 30.29, the open interest changed by 22 which increased total open position to 22
On 24 Apr TORNTPHARM was trading at 4117.20. 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 23 Apr TORNTPHARM was trading at 4147.20. 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 22 Apr TORNTPHARM was trading at 4084.60. 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 21 Apr TORNTPHARM was trading at 4135.70. 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 20 Apr TORNTPHARM was trading at 4191.20. 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 17 Apr TORNTPHARM was trading at 4179.50. 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 Apr TORNTPHARM was trading at 4155.90. 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 15 Apr TORNTPHARM was trading at 4159.30. 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 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 -, 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 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 -, 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 184.5, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
