TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
25 Feb 2026 02:21 PM IST
| TORNTPHARM 30-MAR-2026 4300 CE | ||||||||||||||||
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Delta: 0.82
Vega: 3.46
Theta: -1.6
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Feb | 4405.50 | 162.8 | -4.4 | 12.46 | 195 | -20 | 186 | |||||||||
| 24 Feb | 4397.90 | 170.05 | 37.85 | 11.39 | 1,808 | -234 | 208 | |||||||||
| 23 Feb | 4307.60 | 138.75 | 53 | 19.76 | 1,507 | 354 | 458 | |||||||||
| 20 Feb | 4241.70 | 83.3 | 6.2 | 16.17 | 68 | 4 | 103 | |||||||||
| 19 Feb | 4226.40 | 77.3 | -6.45 | 17.58 | 262 | 15 | 97 | |||||||||
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| 18 Feb | 4210.80 | 84 | -24.35 | 18.79 | 86 | -7 | 82 | |||||||||
| 17 Feb | 4258.40 | 108.35 | -14.9 | 17.88 | 77 | -18 | 89 | |||||||||
| 16 Feb | 4261.50 | 122.15 | 53.7 | 20.53 | 302 | 96 | 106 | |||||||||
| 13 Feb | 4078.00 | 64 | 3.7 | 23.11 | 8 | 4 | 8 | |||||||||
| 12 Feb | 4077.20 | 59.85 | 18.6 | 20.75 | 4 | 0 | 2 | |||||||||
| 11 Feb | 4056.70 | 41.25 | -32.55 | 19.53 | 2 | 0 | 0 | |||||||||
| 10 Feb | 4079.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 4300 expiring on 30MAR2026
Delta for 4300 CE is 0.82
Historical price for 4300 CE is as follows
On 25 Feb TORNTPHARM was trading at 4405.50. The strike last trading price was 162.8, which was -4.4 lower than the previous day. The implied volatity was 12.46, the open interest changed by -20 which decreased total open position to 186
On 24 Feb TORNTPHARM was trading at 4397.90. The strike last trading price was 170.05, which was 37.85 higher than the previous day. The implied volatity was 11.39, the open interest changed by -234 which decreased total open position to 208
On 23 Feb TORNTPHARM was trading at 4307.60. The strike last trading price was 138.75, which was 53 higher than the previous day. The implied volatity was 19.76, the open interest changed by 354 which increased total open position to 458
On 20 Feb TORNTPHARM was trading at 4241.70. The strike last trading price was 83.3, which was 6.2 higher than the previous day. The implied volatity was 16.17, the open interest changed by 4 which increased total open position to 103
On 19 Feb TORNTPHARM was trading at 4226.40. The strike last trading price was 77.3, which was -6.45 lower than the previous day. The implied volatity was 17.58, the open interest changed by 15 which increased total open position to 97
On 18 Feb TORNTPHARM was trading at 4210.80. The strike last trading price was 84, which was -24.35 lower than the previous day. The implied volatity was 18.79, the open interest changed by -7 which decreased total open position to 82
On 17 Feb TORNTPHARM was trading at 4258.40. The strike last trading price was 108.35, which was -14.9 lower than the previous day. The implied volatity was 17.88, the open interest changed by -18 which decreased total open position to 89
On 16 Feb TORNTPHARM was trading at 4261.50. The strike last trading price was 122.15, which was 53.7 higher than the previous day. The implied volatity was 20.53, the open interest changed by 96 which increased total open position to 106
On 13 Feb TORNTPHARM was trading at 4078.00. The strike last trading price was 64, which was 3.7 higher than the previous day. The implied volatity was 23.11, the open interest changed by 4 which increased total open position to 8
On 12 Feb TORNTPHARM was trading at 4077.20. The strike last trading price was 59.85, which was 18.6 higher than the previous day. The implied volatity was 20.75, the open interest changed by 0 which decreased total open position to 2
On 11 Feb TORNTPHARM was trading at 4056.70. The strike last trading price was 41.25, which was -32.55 lower than the previous day. The implied volatity was 19.53, the open interest changed by 0 which decreased total open position to 0
On 10 Feb TORNTPHARM was trading at 4079.60. 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
| TORNTPHARM 30MAR2026 4300 PE | |||||||
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Delta: -0.31
Vega: 4.68
Theta: -1.32
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Feb | 4405.50 | 66.4 | -12 | 24.15 | 554 | -47 | 170 |
| 24 Feb | 4397.90 | 75.2 | -23.7 | 26.6 | 1,148 | 37 | 215 |
| 23 Feb | 4307.60 | 99.45 | -40.55 | 24.19 | 260 | 113 | 174 |
| 20 Feb | 4241.70 | 140 | -10.75 | 24.63 | 43 | 1 | 60 |
| 19 Feb | 4226.40 | 150.75 | -20 | 23.27 | 93 | 19 | 59 |
| 18 Feb | 4210.80 | 170.75 | 5.75 | 26.34 | 1 | 0 | 41 |
| 17 Feb | 4258.40 | 165 | -18.25 | 30.11 | 6 | 4 | 41 |
| 16 Feb | 4261.50 | 180 | -151.45 | 31.96 | 62 | 36 | 36 |
| 13 Feb | 4078.00 | 331.45 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 4077.20 | 331.45 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 4056.70 | 331.45 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 4079.60 | 0 | 0 | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4300 expiring on 30MAR2026
Delta for 4300 PE is -0.31
Historical price for 4300 PE is as follows
On 25 Feb TORNTPHARM was trading at 4405.50. The strike last trading price was 66.4, which was -12 lower than the previous day. The implied volatity was 24.15, the open interest changed by -47 which decreased total open position to 170
On 24 Feb TORNTPHARM was trading at 4397.90. The strike last trading price was 75.2, which was -23.7 lower than the previous day. The implied volatity was 26.6, the open interest changed by 37 which increased total open position to 215
On 23 Feb TORNTPHARM was trading at 4307.60. The strike last trading price was 99.45, which was -40.55 lower than the previous day. The implied volatity was 24.19, the open interest changed by 113 which increased total open position to 174
On 20 Feb TORNTPHARM was trading at 4241.70. The strike last trading price was 140, which was -10.75 lower than the previous day. The implied volatity was 24.63, the open interest changed by 1 which increased total open position to 60
On 19 Feb TORNTPHARM was trading at 4226.40. The strike last trading price was 150.75, which was -20 lower than the previous day. The implied volatity was 23.27, the open interest changed by 19 which increased total open position to 59
On 18 Feb TORNTPHARM was trading at 4210.80. The strike last trading price was 170.75, which was 5.75 higher than the previous day. The implied volatity was 26.34, the open interest changed by 0 which decreased total open position to 41
On 17 Feb TORNTPHARM was trading at 4258.40. The strike last trading price was 165, which was -18.25 lower than the previous day. The implied volatity was 30.11, the open interest changed by 4 which increased total open position to 41
On 16 Feb TORNTPHARM was trading at 4261.50. The strike last trading price was 180, which was -151.45 lower than the previous day. The implied volatity was 31.96, the open interest changed by 36 which increased total open position to 36
On 13 Feb TORNTPHARM was trading at 4078.00. The strike last trading price was 331.45, 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 12 Feb TORNTPHARM was trading at 4077.20. The strike last trading price was 331.45, 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 11 Feb TORNTPHARM was trading at 4056.70. The strike last trading price was 331.45, 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 10 Feb TORNTPHARM was trading at 4079.60. 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
