TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
01 Apr 2026 04:11 PM IST
| TORNTPHARM 28-Apr-2026 (27d) 4300 CE | ||||||||||||||||
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Delta: 0.28
Vega: 3.79
Theta: -2.01
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 4111.30 | 46.55 | -31.95 | 24.34 | 601 | 95 | 208 | |||||||||
| 30 Mar | 4220.20 | 80.15 | -32.45 | 21.17 | 168 | 15 | 112 | |||||||||
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| 27 Mar | 4265.60 | 112.3 | -18.7 | 21.94 | 47 | 15 | 96 | |||||||||
| 25 Mar | 4297.50 | 131 | 26.6 | 21.1 | 58 | 5 | 80 | |||||||||
| 24 Mar | 4256.60 | 103 | 4.35 | 20.67 | 58 | -2 | 75 | |||||||||
| 23 Mar | 4213.90 | 101 | -14.7 | 24.13 | 64 | 13 | 77 | |||||||||
| 20 Mar | 4270.20 | 115.7 | 34.9 | 19.09 | 17 | 4 | 64 | |||||||||
| 19 Mar | 4210.80 | 80.2 | -42.9 | 17.26 | 84 | 42 | 60 | |||||||||
| 18 Mar | 4289.30 | 123.1 | -13.9 | 17.53 | 9 | 5 | 19 | |||||||||
| 17 Mar | 4305.50 | 137 | 16.95 | 18.83 | 6 | -5 | 13 | |||||||||
| 16 Mar | 4266.60 | 120 | -147 | 19.8 | 18 | 16 | 16 | |||||||||
| 13 Mar | 4390.00 | 267 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 4446.00 | 267 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 4431.20 | 267 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 4427.80 | 267 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 4373.70 | 267 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 4317.80 | 267 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 4353.40 | 267 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 4341.00 | 267 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 4369.20 | 267 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 4333.30 | 267 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 4399.80 | - | - | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 4418.90 | 267 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 4300 expiring on 28APR2026
Delta for 4300 CE is 0.28
Historical price for 4300 CE is as follows
On 1 Apr TORNTPHARM was trading at 4111.30. The strike last trading price was 46.55, which was -31.95 lower than the previous day. The implied volatity was 24.34, the open interest changed by 95 which increased total open position to 208
On 30 Mar TORNTPHARM was trading at 4220.20. The strike last trading price was 80.15, which was -32.45 lower than the previous day. The implied volatity was 21.17, the open interest changed by 15 which increased total open position to 112
On 27 Mar TORNTPHARM was trading at 4265.60. The strike last trading price was 112.3, which was -18.7 lower than the previous day. The implied volatity was 21.94, the open interest changed by 15 which increased total open position to 96
On 25 Mar TORNTPHARM was trading at 4297.50. The strike last trading price was 131, which was 26.6 higher than the previous day. The implied volatity was 21.1, the open interest changed by 5 which increased total open position to 80
On 24 Mar TORNTPHARM was trading at 4256.60. The strike last trading price was 103, which was 4.35 higher than the previous day. The implied volatity was 20.67, the open interest changed by -2 which decreased total open position to 75
On 23 Mar TORNTPHARM was trading at 4213.90. The strike last trading price was 101, which was -14.7 lower than the previous day. The implied volatity was 24.13, the open interest changed by 13 which increased total open position to 77
On 20 Mar TORNTPHARM was trading at 4270.20. The strike last trading price was 115.7, which was 34.9 higher than the previous day. The implied volatity was 19.09, the open interest changed by 4 which increased total open position to 64
On 19 Mar TORNTPHARM was trading at 4210.80. The strike last trading price was 80.2, which was -42.9 lower than the previous day. The implied volatity was 17.26, the open interest changed by 42 which increased total open position to 60
On 18 Mar TORNTPHARM was trading at 4289.30. The strike last trading price was 123.1, which was -13.9 lower than the previous day. The implied volatity was 17.53, the open interest changed by 5 which increased total open position to 19
On 17 Mar TORNTPHARM was trading at 4305.50. The strike last trading price was 137, which was 16.95 higher than the previous day. The implied volatity was 18.83, the open interest changed by -5 which decreased total open position to 13
On 16 Mar TORNTPHARM was trading at 4266.60. The strike last trading price was 120, which was -147 lower than the previous day. The implied volatity was 19.8, the open interest changed by 16 which increased total open position to 16
On 13 Mar TORNTPHARM was trading at 4390.00. The strike last trading price was 267, 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 267, 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 267, 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 Mar TORNTPHARM was trading at 4427.80. The strike last trading price was 267, 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 267, 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 267, 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 267, 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 267, 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 267, 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 267, 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 26 Feb TORNTPHARM was trading at 4399.80. 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 25 Feb TORNTPHARM was trading at 4418.90. The strike last trading price was 267, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 28-Apr-2026 (27d) 4300 PE | |||||||
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Delta: -0.68
Vega: 3.99
Theta: -1.31
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 4111.30 | 231.2 | 81.15 | 28.94 | 92 | 42 | 254 |
| 30 Mar | 4220.20 | 150.05 | 18.85 | 26.48 | 294 | 202 | 212 |
| 27 Mar | 4265.60 | 128 | 29.9 | 25.78 | 5 | -1 | 10 |
| 25 Mar | 4297.50 | 98.1 | -36.9 | 22.45 | 22 | 2 | 11 |
| 24 Mar | 4256.60 | 135 | 15.05 | 24.6 | 13 | 8 | 8 |
| 23 Mar | 4213.90 | 119.95 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 4270.20 | 119.95 | 0 | 0.39 | 0 | 0 | 0 |
| 19 Mar | 4210.80 | 119.95 | 0 | 0.06 | 0 | 0 | 0 |
| 18 Mar | 4289.30 | 119.95 | 0 | 0.75 | 0 | 0 | 0 |
| 17 Mar | 4305.50 | 119.95 | 0 | 1.04 | 0 | 0 | 0 |
| 16 Mar | 4266.60 | 119.95 | 0 | 0.22 | 0 | 0 | 0 |
| 13 Mar | 4390.00 | 119.95 | 0 | 2.46 | 0 | 0 | 0 |
| 12 Mar | 4446.00 | 119.95 | 0 | 3.14 | 0 | 0 | 0 |
| 11 Mar | 4431.20 | 119.95 | 0 | 3.15 | 0 | 0 | 0 |
| 10 Mar | 4427.80 | 119.95 | 0 | 3.37 | 0 | 0 | 0 |
| 9 Mar | 4373.70 | 119.95 | 0 | 2.15 | 0 | 0 | 0 |
| 6 Mar | 4317.80 | 119.95 | 0 | 1.44 | 0 | 0 | 0 |
| 5 Mar | 4353.40 | 119.95 | 0 | 1.94 | 0 | 0 | 0 |
| 4 Mar | 4341.00 | 119.95 | 0 | 1.67 | 0 | 0 | 0 |
| 2 Mar | 4369.20 | 119.95 | 0 | 1.67 | 0 | 0 | 0 |
| 27 Feb | 4333.30 | 119.95 | 0 | 1.61 | 0 | 0 | 0 |
| 26 Feb | 4399.80 | - | - | - | 0 | 0 | 0 |
| 25 Feb | 4418.90 | 119.95 | 0 | 2.55 | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4300 expiring on 28APR2026
Delta for 4300 PE is -0.68
Historical price for 4300 PE is as follows
On 1 Apr TORNTPHARM was trading at 4111.30. The strike last trading price was 231.2, which was 81.15 higher than the previous day. The implied volatity was 28.94, the open interest changed by 42 which increased total open position to 254
On 30 Mar TORNTPHARM was trading at 4220.20. The strike last trading price was 150.05, which was 18.85 higher than the previous day. The implied volatity was 26.48, the open interest changed by 202 which increased total open position to 212
On 27 Mar TORNTPHARM was trading at 4265.60. The strike last trading price was 128, which was 29.9 higher than the previous day. The implied volatity was 25.78, the open interest changed by -1 which decreased total open position to 10
On 25 Mar TORNTPHARM was trading at 4297.50. The strike last trading price was 98.1, which was -36.9 lower than the previous day. The implied volatity was 22.45, the open interest changed by 2 which increased total open position to 11
On 24 Mar TORNTPHARM was trading at 4256.60. The strike last trading price was 135, which was 15.05 higher than the previous day. The implied volatity was 24.6, the open interest changed by 8 which increased total open position to 8
On 23 Mar TORNTPHARM was trading at 4213.90. The strike last trading price was 119.95, 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 119.95, which was 0 lower than the previous day. The implied volatity was 0.39, 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 119.95, which was 0 lower than the previous day. The implied volatity was 0.06, 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 119.95, which was 0 lower than the previous day. The implied volatity was 0.75, 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 119.95, which was 0 lower than the previous day. The implied volatity was 1.04, 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 119.95, which was 0 lower than the previous day. The implied volatity was 0.22, 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 119.95, which was 0 lower than the previous day. The implied volatity was 2.46, 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 119.95, which was 0 lower than the previous day. The implied volatity was 3.14, 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 119.95, which was 0 lower than the previous day. The implied volatity was 3.15, 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 119.95, which was 0 lower than the previous day. The implied volatity was 3.37, 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 119.95, which was 0 lower than the previous day. The implied volatity was 2.15, 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 119.95, which was 0 lower than the previous day. The implied volatity was 1.44, 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 119.95, which was 0 lower than the previous day. The implied volatity was 1.94, 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 119.95, which was 0 lower than the previous day. The implied volatity was 1.67, 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 119.95, which was 0 lower than the previous day. The implied volatity was 1.67, 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 119.95, which was 0 lower than the previous day. The implied volatity was 1.61, the open interest changed by 0 which decreased total open position to 0
On 26 Feb TORNTPHARM was trading at 4399.80. 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 25 Feb TORNTPHARM was trading at 4418.90. The strike last trading price was 119.95, 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
