Historical option data for TORNTPHARM
20 May 2026 04:10 PM IST
| TORNTPHARM 26-May-2026 (5d) 4350 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.76
Vega: 0.02
Theta: -3.86
Gamma: 0.00205
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 May | 4429.20 | 125.25 | -20.75 (-14.21%) | 25.6 | 39 | -4 | 172 | |||||||||
| 19 May | 4460.10 | 146.1 | 46.1 (46.10%) | 33.2 | 171 | -6 | 176 | |||||||||
| 18 May | 4393.70 | 103 | -11 (-9.65%) | 26.42 | 489 | 30 | 184 | |||||||||
| 15 May | 4405.70 | 111.7 | -9.3 (-7.69%) | 24.72 | 219 | 16 | 156 | |||||||||
| 14 May | 4403.90 | 128 | 48 (60.00%) | 29.25 | 634 | 13 | 142 | |||||||||
| 13 May | 4295.80 | 78.3 | -47.7 (-37.86%) | 0 | 324 | -3 | 128 | |||||||||
| 12 May | 4381.90 | 128.15 | -72.85 (-36.24%) | 0 | 42 | 24 | 131 | |||||||||
| 11 May | 4517.10 | 200.8 | 71.8 (55.66%) | 0 | 75 | 7 | 107 | |||||||||
| 8 May | 4380.80 | 130.35 | 12.65 (10.75%) | 26.98 | 88 | 17 | 101 | |||||||||
| 7 May | 4362.70 | 116.8 | 2.3 (2.01%) | 26.96 | 43 | 0 | 86 | |||||||||
| 6 May | 4358.30 | 117.2 | 29.7 (33.94%) | 26.33 | 383 | 46 | 85 | |||||||||
| 5 May | 4275.10 | 88.9 | 6.8 (8.28%) | 26.33 | 19 | -2 | 33 | |||||||||
| 4 May | 4251.80 | 84 | 1 (1.20%) | 27.58 | 27 | 1 | 33 | |||||||||
| 30 Apr | 4185.10 | 83 | 8.1 (10.81%) | 27.01 | 0 | 0 | 32 | |||||||||
| 29 Apr | 4231.50 | 83 | -10.8 (-11.51%) | 27.01 | 43 | 24 | 32 | |||||||||
| 28 Apr | 4182.90 | 93.8 | -6.2 (-6.20%) | 28.74 | 7 | 4 | 6 | |||||||||
| 27 Apr | 4219.80 | 100 | -31.15 (-23.75%) | 31.49 | 1 | 0 | 0 | |||||||||
| 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 | |||||||||
| 2 Apr | 3987.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 4111.30 | 0 | 0 (0.00%) | 0.59 | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 4350 expiring on 26MAY2026
Delta for 4350 CE is 0.76
Historical price for 4350 CE is as follows
On 20 May TORNTPHARM was trading at 4429.20. The strike last trading price was 125.25, which was -20.75 lower than the previous day. The implied volatity was 25.6, the open interest changed by -4 which decreased total open position to 172
On 19 May TORNTPHARM was trading at 4460.10. The strike last trading price was 146.1, which was 46.1 higher than the previous day. The implied volatity was 33.2, the open interest changed by -6 which decreased total open position to 176
On 18 May TORNTPHARM was trading at 4393.70. The strike last trading price was 103, which was -11 lower than the previous day. The implied volatity was 26.42, the open interest changed by 30 which increased total open position to 184
On 15 May TORNTPHARM was trading at 4405.70. The strike last trading price was 111.7, which was -9.3 lower than the previous day. The implied volatity was 24.72, the open interest changed by 16 which increased total open position to 156
On 14 May TORNTPHARM was trading at 4403.90. The strike last trading price was 128, which was 48 higher than the previous day. The implied volatity was 29.25, the open interest changed by 13 which increased total open position to 142
On 13 May TORNTPHARM was trading at 4295.80. The strike last trading price was 78.3, which was -47.7 lower than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 128
On 12 May TORNTPHARM was trading at 4381.90. The strike last trading price was 128.15, which was -72.85 lower than the previous day. The implied volatity was 0, the open interest changed by 12 which increased total open position to 66
On 11 May TORNTPHARM was trading at 4517.10. The strike last trading price was 200.8, which was 71.8 higher than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 54
On 8 May TORNTPHARM was trading at 4380.80. The strike last trading price was 130.35, which was 12.65 higher than the previous day. The implied volatity was 26.98, the open interest changed by 9 which increased total open position to 51
On 7 May TORNTPHARM was trading at 4362.70. The strike last trading price was 116.8, which was 2.3 higher than the previous day. The implied volatity was 26.96, the open interest changed by 0 which decreased total open position to 43
On 6 May TORNTPHARM was trading at 4358.30. The strike last trading price was 117.2, which was 29.7 higher than the previous day. The implied volatity was 26.33, the open interest changed by 23 which increased total open position to 43
On 5 May TORNTPHARM was trading at 4275.10. The strike last trading price was 88.9, which was 6.8 higher than the previous day. The implied volatity was 26.33, the open interest changed by -1 which decreased total open position to 17
On 4 May TORNTPHARM was trading at 4251.80. The strike last trading price was 84, which was 1 higher than the previous day. The implied volatity was 27.58, the open interest changed by 1 which increased total open position to 17
On 30 Apr TORNTPHARM was trading at 4185.10. The strike last trading price was 83, which was 8.1 higher than the previous day. The implied volatity was 27.01, the open interest changed by 0 which decreased total open position to 16
On 29 Apr TORNTPHARM was trading at 4231.50. The strike last trading price was 83, which was -10.8 lower than the previous day. The implied volatity was 27.01, the open interest changed by 12 which increased total open position to 16
On 28 Apr TORNTPHARM was trading at 4182.90. The strike last trading price was 93.8, which was -6.2 lower than the previous day. The implied volatity was 28.74, the open interest changed by 2 which increased total open position to 3
On 27 Apr TORNTPHARM was trading at 4219.80. The strike last trading price was 100, which was -31.15 lower than the previous day. The implied volatity was 31.49, the open interest changed by 0 which decreased total open position to 0
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 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 0.59, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 26-May-2026 (5d) 4350 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.02
Theta: -7.12
Gamma: 0.00139
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 May | 4429.20 | 59.55 | 8.45 (16.54%) | 44.74 | 77 | -16 | 167 |
| 19 May | 4460.10 | 52 | -26 (-33.33%) | 38.33 | 78 | 1 | 182 |
| 18 May | 4393.70 | 77.75 | 6.85 (9.66%) | 39.66 | 304 | -14 | 181 |
| 15 May | 4405.70 | 71.5 | -4.4 (-5.80%) | 32.5 | 68 | 12 | 193 |
| 14 May | 4403.90 | 72.85 | -66.9 (-47.87%) | 31.45 | 151 | 54 | 178 |
| 13 May | 4295.80 | 134.4 | 34.55 (34.60%) | 37.39 | 263 | 26 | 124 |
| 12 May | 4381.90 | 96.95 | 45.55 (88.62%) | 0 | 98 | -12 | 99 |
| 11 May | 4517.10 | 50.8 | -28.9 (-36.26%) | 32.82 | 241 | -7 | 114 |
| 8 May | 4380.80 | 78.05 | -12.4 (-13.71%) | 25.59 | 71 | 13 | 120 |
| 7 May | 4362.70 | 91.6 | -1.25 (-1.35%) | 26.17 | 41 | 1 | 104 |
| 6 May | 4358.30 | 92.4 | -120.45 (-56.59%) | 24.98 | 139 | 105 | 105 |
| 5 May | 4275.10 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 4251.80 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 4185.10 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 4231.50 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 4182.90 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 4219.80 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
| 2 Apr | 3987.20 | - | - | - | 0 | 0 | 0 |
| 1 Apr | 4111.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4350 expiring on 26MAY2026
Delta for 4350 PE is -0.33
Historical price for 4350 PE is as follows
On 20 May TORNTPHARM was trading at 4429.20. The strike last trading price was 59.55, which was 8.45 higher than the previous day. The implied volatity was 44.74, the open interest changed by -16 which decreased total open position to 167
On 19 May TORNTPHARM was trading at 4460.10. The strike last trading price was 52, which was -26 lower than the previous day. The implied volatity was 38.33, the open interest changed by 1 which increased total open position to 182
On 18 May TORNTPHARM was trading at 4393.70. The strike last trading price was 77.75, which was 6.85 higher than the previous day. The implied volatity was 39.66, the open interest changed by -14 which decreased total open position to 181
On 15 May TORNTPHARM was trading at 4405.70. The strike last trading price was 71.5, which was -4.4 lower than the previous day. The implied volatity was 32.5, the open interest changed by 12 which increased total open position to 193
On 14 May TORNTPHARM was trading at 4403.90. The strike last trading price was 72.85, which was -66.9 lower than the previous day. The implied volatity was 31.45, the open interest changed by 54 which increased total open position to 178
On 13 May TORNTPHARM was trading at 4295.80. The strike last trading price was 134.4, which was 34.55 higher than the previous day. The implied volatity was 37.39, the open interest changed by 26 which increased total open position to 124
On 12 May TORNTPHARM was trading at 4381.90. The strike last trading price was 96.95, which was 45.55 higher than the previous day. The implied volatity was 0, the open interest changed by -6 which decreased total open position to 50
On 11 May TORNTPHARM was trading at 4517.10. The strike last trading price was 50.8, which was -28.9 lower than the previous day. The implied volatity was 32.82, the open interest changed by -3 which decreased total open position to 57
On 8 May TORNTPHARM was trading at 4380.80. The strike last trading price was 78.05, which was -12.4 lower than the previous day. The implied volatity was 25.59, the open interest changed by 7 which increased total open position to 60
On 7 May TORNTPHARM was trading at 4362.70. The strike last trading price was 91.6, which was -1.25 lower than the previous day. The implied volatity was 26.17, the open interest changed by 1 which increased total open position to 52
On 6 May TORNTPHARM was trading at 4358.30. The strike last trading price was 92.4, which was -120.45 lower than the previous day. The implied volatity was 24.98, the open interest changed by 53 which increased total open position to 53
On 5 May TORNTPHARM was trading at 4275.10. 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 4 May TORNTPHARM was trading at 4251.80. 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 30 Apr TORNTPHARM was trading at 4185.10. 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 29 Apr TORNTPHARM was trading at 4231.50. 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 28 Apr TORNTPHARM was trading at 4182.90. 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 27 Apr TORNTPHARM was trading at 4219.80. 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 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 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 -, the open interest changed by 0 which decreased total open position to 0
