TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
17 Mar 2026 04:11 PM IST
| TORNTPHARM 30-MAR-2026 4320 CE | ||||||||||||||||
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Delta: 0.5
Vega: 3.24
Theta: -3.33
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Mar | 4305.50 | 70.85 | 2.2 | 22.13 | 192 | 46 | 126 | |||||||||
| 16 Mar | 4266.60 | 63.45 | -100.75 | 25.07 | 43 | 9 | 80 | |||||||||
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| 13 Mar | 4390.00 | 164.2 | -10.65 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 4446.00 | 164.2 | -10.65 | 21.08 | 1 | -1 | 0 | |||||||||
| 11 Mar | 4431.20 | 174.85 | 0.15 | 23.14 | 3 | -1 | 71 | |||||||||
| 10 Mar | 4427.80 | 174.7 | 38.65 | 23.44 | 35 | -24 | 72 | |||||||||
| 9 Mar | 4373.70 | 130.8 | 19.85 | 20 | 432 | 60 | 99 | |||||||||
| 6 Mar | 4317.80 | 110.95 | -19.35 | 21.07 | 81 | 15 | 39 | |||||||||
| 5 Mar | 4353.40 | 130.3 | 4.65 | 20.54 | 25 | -6 | 27 | |||||||||
| 4 Mar | 4341.00 | 127.15 | -12.05 | 21.54 | 61 | 15 | 33 | |||||||||
| 2 Mar | 4369.20 | 139.55 | 18.1 | 19.99 | 38 | 8 | 19 | |||||||||
| 27 Feb | 4333.30 | 118.65 | -22 | 18.08 | 16 | 5 | 11 | |||||||||
| 26 Feb | 4399.80 | 140.65 | -12.55 | - | 0 | 0 | 6 | |||||||||
| 25 Feb | 4418.90 | 140.65 | -12.55 | 8.07 | 1 | 0 | 6 | |||||||||
| 24 Feb | 4397.90 | 159.8 | 106.45 | 13.1 | 65 | 6 | 6 | |||||||||
| 23 Feb | 4307.60 | 53.35 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 20 Feb | 4241.70 | 53.35 | 0 | 0.63 | 0 | 0 | 0 | |||||||||
| 19 Feb | 4226.40 | 53.35 | 0 | 1.22 | 0 | 0 | 0 | |||||||||
| 18 Feb | 4210.80 | 53.35 | 0 | 1.15 | 0 | 0 | 0 | |||||||||
| 17 Feb | 4258.40 | 53.35 | 0 | 0.15 | 0 | 0 | 0 | |||||||||
| 16 Feb | 4261.50 | 53.35 | 0 | 0.23 | 0 | 0 | 0 | |||||||||
| 13 Feb | 4078.00 | 53.35 | 0 | 3.52 | 0 | 0 | 0 | |||||||||
| 12 Feb | 4077.20 | 53.35 | 0 | 3.11 | 0 | 0 | 0 | |||||||||
| 11 Feb | 4056.70 | 53.35 | 0 | 3.91 | 0 | 0 | 0 | |||||||||
| 10 Feb | 4079.60 | 53.35 | 0 | 3.21 | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 4320 expiring on 30MAR2026
Delta for 4320 CE is 0.5
Historical price for 4320 CE is as follows
On 17 Mar TORNTPHARM was trading at 4305.50. The strike last trading price was 70.85, which was 2.2 higher than the previous day. The implied volatity was 22.13, the open interest changed by 46 which increased total open position to 126
On 16 Mar TORNTPHARM was trading at 4266.60. The strike last trading price was 63.45, which was -100.75 lower than the previous day. The implied volatity was 25.07, the open interest changed by 9 which increased total open position to 80
On 13 Mar TORNTPHARM was trading at 4390.00. The strike last trading price was 164.2, which was -10.65 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 164.2, which was -10.65 lower than the previous day. The implied volatity was 21.08, the open interest changed by -1 which decreased total open position to 0
On 11 Mar TORNTPHARM was trading at 4431.20. The strike last trading price was 174.85, which was 0.15 higher than the previous day. The implied volatity was 23.14, the open interest changed by -1 which decreased total open position to 71
On 10 Mar TORNTPHARM was trading at 4427.80. The strike last trading price was 174.7, which was 38.65 higher than the previous day. The implied volatity was 23.44, the open interest changed by -24 which decreased total open position to 72
On 9 Mar TORNTPHARM was trading at 4373.70. The strike last trading price was 130.8, which was 19.85 higher than the previous day. The implied volatity was 20, the open interest changed by 60 which increased total open position to 99
On 6 Mar TORNTPHARM was trading at 4317.80. The strike last trading price was 110.95, which was -19.35 lower than the previous day. The implied volatity was 21.07, the open interest changed by 15 which increased total open position to 39
On 5 Mar TORNTPHARM was trading at 4353.40. The strike last trading price was 130.3, which was 4.65 higher than the previous day. The implied volatity was 20.54, the open interest changed by -6 which decreased total open position to 27
On 4 Mar TORNTPHARM was trading at 4341.00. The strike last trading price was 127.15, which was -12.05 lower than the previous day. The implied volatity was 21.54, the open interest changed by 15 which increased total open position to 33
On 2 Mar TORNTPHARM was trading at 4369.20. The strike last trading price was 139.55, which was 18.1 higher than the previous day. The implied volatity was 19.99, the open interest changed by 8 which increased total open position to 19
On 27 Feb TORNTPHARM was trading at 4333.30. The strike last trading price was 118.65, which was -22 lower than the previous day. The implied volatity was 18.08, the open interest changed by 5 which increased total open position to 11
On 26 Feb TORNTPHARM was trading at 4399.80. The strike last trading price was 140.65, which was -12.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 25 Feb TORNTPHARM was trading at 4418.90. The strike last trading price was 140.65, which was -12.55 lower than the previous day. The implied volatity was 8.07, the open interest changed by 0 which decreased total open position to 6
On 24 Feb TORNTPHARM was trading at 4397.90. The strike last trading price was 159.8, which was 106.45 higher than the previous day. The implied volatity was 13.1, the open interest changed by 6 which increased total open position to 6
On 23 Feb TORNTPHARM was trading at 4307.60. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 20 Feb TORNTPHARM was trading at 4241.70. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 19 Feb TORNTPHARM was trading at 4226.40. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was 1.22, the open interest changed by 0 which decreased total open position to 0
On 18 Feb TORNTPHARM was trading at 4210.80. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was 1.15, the open interest changed by 0 which decreased total open position to 0
On 17 Feb TORNTPHARM was trading at 4258.40. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 16 Feb TORNTPHARM was trading at 4261.50. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 13 Feb TORNTPHARM was trading at 4078.00. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was 3.52, 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 53.35, 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 11 Feb TORNTPHARM was trading at 4056.70. The strike last trading price was 53.35, which was 0 lower than the previous day. The implied volatity was 3.91, 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 53.35, which was 0 lower than the previous day. The implied volatity was 3.21, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 30MAR2026 4320 PE | |||||||
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Delta: -0.5
Vega: 3.24
Theta: -2.24
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Mar | 4305.50 | 74.9 | -29.6 | 22.85 | 54 | 9 | 40 |
| 16 Mar | 4266.60 | 107.05 | 37.05 | 24.78 | 23 | 1 | 29 |
| 13 Mar | 4390.00 | 69.95 | 18.95 | 31.17 | 33 | -1 | 29 |
| 12 Mar | 4446.00 | 51 | -4.2 | 26.92 | 24 | -11 | 32 |
| 11 Mar | 4431.20 | 55.75 | 3.7 | 27.8 | 33 | 0 | 42 |
| 10 Mar | 4427.80 | 49.55 | -41.5 | 25.01 | 73 | 6 | 43 |
| 9 Mar | 4373.70 | 90.6 | -3.55 | 30.78 | 13 | 4 | 37 |
| 6 Mar | 4317.80 | 91.7 | 7.55 | 24.49 | 43 | -2 | 34 |
| 5 Mar | 4353.40 | 84.15 | -2.95 | 25.41 | 12 | 3 | 36 |
| 4 Mar | 4341.00 | 85.3 | 14.65 | 23.41 | 45 | -2 | 34 |
| 2 Mar | 4369.20 | 71.35 | -8.85 | 22.14 | 53 | 8 | 36 |
| 27 Feb | 4333.30 | 78.2 | 12.65 | 20.34 | 20 | 5 | 27 |
| 26 Feb | 4399.80 | 65.55 | -3.95 | 22.42 | 13 | 4 | 21 |
| 25 Feb | 4418.90 | 70.25 | -15.75 | 25.51 | 37 | 1 | 16 |
| 24 Feb | 4397.90 | 84.75 | -402.55 | 27.13 | 27 | 15 | 15 |
| 23 Feb | 4307.60 | 487.3 | 0 | 0.85 | 0 | 0 | 0 |
| 20 Feb | 4241.70 | 487.3 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 4226.40 | 487.3 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 4210.80 | 487.3 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 4258.40 | 487.3 | 0 | 0.04 | 0 | 0 | 0 |
| 16 Feb | 4261.50 | 487.3 | 0 | 0.26 | 0 | 0 | 0 |
| 13 Feb | 4078.00 | 487.3 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 4077.20 | 487.3 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 4056.70 | 487.3 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 4079.60 | 487.3 | 0 | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4320 expiring on 30MAR2026
Delta for 4320 PE is -0.5
Historical price for 4320 PE is as follows
On 17 Mar TORNTPHARM was trading at 4305.50. The strike last trading price was 74.9, which was -29.6 lower than the previous day. The implied volatity was 22.85, the open interest changed by 9 which increased total open position to 40
On 16 Mar TORNTPHARM was trading at 4266.60. The strike last trading price was 107.05, which was 37.05 higher than the previous day. The implied volatity was 24.78, the open interest changed by 1 which increased total open position to 29
On 13 Mar TORNTPHARM was trading at 4390.00. The strike last trading price was 69.95, which was 18.95 higher than the previous day. The implied volatity was 31.17, the open interest changed by -1 which decreased total open position to 29
On 12 Mar TORNTPHARM was trading at 4446.00. The strike last trading price was 51, which was -4.2 lower than the previous day. The implied volatity was 26.92, the open interest changed by -11 which decreased total open position to 32
On 11 Mar TORNTPHARM was trading at 4431.20. The strike last trading price was 55.75, which was 3.7 higher than the previous day. The implied volatity was 27.8, the open interest changed by 0 which decreased total open position to 42
On 10 Mar TORNTPHARM was trading at 4427.80. The strike last trading price was 49.55, which was -41.5 lower than the previous day. The implied volatity was 25.01, the open interest changed by 6 which increased total open position to 43
On 9 Mar TORNTPHARM was trading at 4373.70. The strike last trading price was 90.6, which was -3.55 lower than the previous day. The implied volatity was 30.78, the open interest changed by 4 which increased total open position to 37
On 6 Mar TORNTPHARM was trading at 4317.80. The strike last trading price was 91.7, which was 7.55 higher than the previous day. The implied volatity was 24.49, the open interest changed by -2 which decreased total open position to 34
On 5 Mar TORNTPHARM was trading at 4353.40. The strike last trading price was 84.15, which was -2.95 lower than the previous day. The implied volatity was 25.41, the open interest changed by 3 which increased total open position to 36
On 4 Mar TORNTPHARM was trading at 4341.00. The strike last trading price was 85.3, which was 14.65 higher than the previous day. The implied volatity was 23.41, the open interest changed by -2 which decreased total open position to 34
On 2 Mar TORNTPHARM was trading at 4369.20. The strike last trading price was 71.35, which was -8.85 lower than the previous day. The implied volatity was 22.14, the open interest changed by 8 which increased total open position to 36
On 27 Feb TORNTPHARM was trading at 4333.30. The strike last trading price was 78.2, which was 12.65 higher than the previous day. The implied volatity was 20.34, the open interest changed by 5 which increased total open position to 27
On 26 Feb TORNTPHARM was trading at 4399.80. The strike last trading price was 65.55, which was -3.95 lower than the previous day. The implied volatity was 22.42, the open interest changed by 4 which increased total open position to 21
On 25 Feb TORNTPHARM was trading at 4418.90. The strike last trading price was 70.25, which was -15.75 lower than the previous day. The implied volatity was 25.51, the open interest changed by 1 which increased total open position to 16
On 24 Feb TORNTPHARM was trading at 4397.90. The strike last trading price was 84.75, which was -402.55 lower than the previous day. The implied volatity was 27.13, the open interest changed by 15 which increased total open position to 15
On 23 Feb TORNTPHARM was trading at 4307.60. The strike last trading price was 487.3, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 20 Feb TORNTPHARM was trading at 4241.70. The strike last trading price was 487.3, 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 Feb TORNTPHARM was trading at 4226.40. The strike last trading price was 487.3, 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 Feb TORNTPHARM was trading at 4210.80. The strike last trading price was 487.3, 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 Feb TORNTPHARM was trading at 4258.40. The strike last trading price was 487.3, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0
On 16 Feb TORNTPHARM was trading at 4261.50. The strike last trading price was 487.3, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 13 Feb TORNTPHARM was trading at 4078.00. The strike last trading price was 487.3, 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 487.3, 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 487.3, 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 487.3, 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
