TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
02 Mar 2026 04:11 PM IST
| TORNTPHARM 30-MAR-2026 4340 CE | ||||||||||||||||
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Delta: 0.61
Vega: 4.65
Theta: -2.36
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 4369.20 | 128.3 | 21.2 | 20.13 | 72 | 15 | 40 | |||||||||
| 27 Feb | 4333.30 | 108.05 | -36.15 | 18.19 | 13 | -1 | 24 | |||||||||
| 26 Feb | 4399.80 | 144.2 | 0 | 16.85 | 2 | -1 | 24 | |||||||||
| 25 Feb | 4418.90 | 147.1 | 4.85 | 10.78 | 5 | 0 | 25 | |||||||||
| 24 Feb | 4397.90 | 141.15 | 76.8 | 12.25 | 219 | 25 | 25 | |||||||||
| 23 Feb | 4307.60 | 64.35 | 0 | 0.05 | 0 | 0 | 0 | |||||||||
| 20 Feb | 4241.70 | 64.35 | 0 | 1.41 | 0 | 0 | 0 | |||||||||
| 19 Feb | 4226.40 | 64.35 | 0 | 1.5 | 0 | 0 | 0 | |||||||||
| 18 Feb | 4210.80 | 64.35 | 0 | 1.6 | 0 | 0 | 0 | |||||||||
| 17 Feb | 4258.40 | 64.35 | 0 | 0.54 | 0 | 0 | 0 | |||||||||
| 16 Feb | 4261.50 | 64.35 | 0 | 0.6 | 0 | 0 | 0 | |||||||||
| 13 Feb | 4078.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 4077.20 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 11 Feb | 4056.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 4079.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 4340 expiring on 30MAR2026
Delta for 4340 CE is 0.61
Historical price for 4340 CE is as follows
On 2 Mar TORNTPHARM was trading at 4369.20. The strike last trading price was 128.3, which was 21.2 higher than the previous day. The implied volatity was 20.13, the open interest changed by 15 which increased total open position to 40
On 27 Feb TORNTPHARM was trading at 4333.30. The strike last trading price was 108.05, which was -36.15 lower than the previous day. The implied volatity was 18.19, the open interest changed by -1 which decreased total open position to 24
On 26 Feb TORNTPHARM was trading at 4399.80. The strike last trading price was 144.2, which was 0 lower than the previous day. The implied volatity was 16.85, the open interest changed by -1 which decreased total open position to 24
On 25 Feb TORNTPHARM was trading at 4418.90. The strike last trading price was 147.1, which was 4.85 higher than the previous day. The implied volatity was 10.78, the open interest changed by 0 which decreased total open position to 25
On 24 Feb TORNTPHARM was trading at 4397.90. The strike last trading price was 141.15, which was 76.8 higher than the previous day. The implied volatity was 12.25, the open interest changed by 25 which increased total open position to 25
On 23 Feb TORNTPHARM was trading at 4307.60. The strike last trading price was 64.35, 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
On 20 Feb TORNTPHARM was trading at 4241.70. The strike last trading price was 64.35, which was 0 lower than the previous day. The implied volatity was 1.41, 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 64.35, which was 0 lower than the previous day. The implied volatity was 1.5, 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 64.35, which was 0 lower than the previous day. The implied volatity was 1.6, 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 64.35, which was 0 lower than the previous day. The implied volatity was 0.54, 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 64.35, which was 0 lower than the previous day. The implied volatity was 0.6, 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 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 12 Feb TORNTPHARM was trading at 4077.20. 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 11 Feb TORNTPHARM was trading at 4056.70. 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 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 4340 PE | |||||||
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Delta: -0.4
Vega: 4.67
Theta: -1.32
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 4369.20 | 78.1 | -12.1 | 21.84 | 134 | 37 | 72 |
| 27 Feb | 4333.30 | 87.25 | 14.6 | 20.38 | 85 | -8 | 34 |
| 26 Feb | 4399.80 | 72 | -6.55 | 22.25 | 41 | 10 | 42 |
| 25 Feb | 4418.90 | 78.55 | -9 | 25.8 | 25 | -1 | 31 |
| 24 Feb | 4397.90 | 85.5 | -276.05 | 25.79 | 74 | 34 | 34 |
| 23 Feb | 4307.60 | 361.55 | 0 | 0.48 | 0 | 0 | 0 |
| 20 Feb | 4241.70 | 361.55 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 4226.40 | 361.55 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 4210.80 | 361.55 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 4258.40 | 361.55 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 4261.50 | 361.55 | 0 | 0.05 | 0 | 0 | 0 |
| 13 Feb | 4078.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 4077.20 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 4056.70 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 4079.60 | 0 | 0 | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4340 expiring on 30MAR2026
Delta for 4340 PE is -0.4
Historical price for 4340 PE is as follows
On 2 Mar TORNTPHARM was trading at 4369.20. The strike last trading price was 78.1, which was -12.1 lower than the previous day. The implied volatity was 21.84, the open interest changed by 37 which increased total open position to 72
On 27 Feb TORNTPHARM was trading at 4333.30. The strike last trading price was 87.25, which was 14.6 higher than the previous day. The implied volatity was 20.38, the open interest changed by -8 which decreased total open position to 34
On 26 Feb TORNTPHARM was trading at 4399.80. The strike last trading price was 72, which was -6.55 lower than the previous day. The implied volatity was 22.25, the open interest changed by 10 which increased total open position to 42
On 25 Feb TORNTPHARM was trading at 4418.90. The strike last trading price was 78.55, which was -9 lower than the previous day. The implied volatity was 25.8, the open interest changed by -1 which decreased total open position to 31
On 24 Feb TORNTPHARM was trading at 4397.90. The strike last trading price was 85.5, which was -276.05 lower than the previous day. The implied volatity was 25.79, the open interest changed by 34 which increased total open position to 34
On 23 Feb TORNTPHARM was trading at 4307.60. The strike last trading price was 361.55, which was 0 lower than the previous day. The implied volatity was 0.48, 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 361.55, 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 361.55, 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 361.55, 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 361.55, 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 Feb TORNTPHARM was trading at 4261.50. The strike last trading price was 361.55, 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
On 13 Feb TORNTPHARM was trading at 4078.00. 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 12 Feb TORNTPHARM was trading at 4077.20. 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 11 Feb TORNTPHARM was trading at 4056.70. 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 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
