TORNTPHARM
Torrent Pharmaceuticals L
Historical option data for TORNTPHARM
12 Mar 2026 04:11 PM IST
| TORNTPHARM 30-MAR-2026 4400 CE | ||||||||||||||||
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Delta: 0.61
Vega: 3.78
Theta: -3
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 4446.00 | 114 | -4.95 | 21.79 | 400 | 2 | 195 | |||||||||
| 11 Mar | 4431.20 | 119.65 | 1.6 | 22.24 | 377 | -27 | 193 | |||||||||
| 10 Mar | 4427.80 | 122.05 | 29.3 | 22.94 | 1,893 | -100 | 222 | |||||||||
| 9 Mar | 4373.70 | 92 | 22.5 | 22.56 | 1,588 | 107 | 319 | |||||||||
| 6 Mar | 4317.80 | 68.8 | -14.7 | 20.15 | 481 | -1 | 212 | |||||||||
| 5 Mar | 4353.40 | 82.5 | -0.15 | 19.4 | 469 | -13 | 214 | |||||||||
| 4 Mar | 4341.00 | 82.5 | -13.55 | 20.61 | 934 | -41 | 229 | |||||||||
| 2 Mar | 4369.20 | 96.5 | 16.9 | 20.15 | 1,363 | 36 | 272 | |||||||||
| 27 Feb | 4333.30 | 81.15 | -32.55 | 18.67 | 470 | 48 | 241 | |||||||||
| 26 Feb | 4399.80 | 112.9 | -0.3 | 17.86 | 818 | -17 | 197 | |||||||||
| 25 Feb | 4418.90 | 110 | -3 | 12.53 | 1,456 | -60 | 227 | |||||||||
| 24 Feb | 4397.90 | 114.45 | 29.2 | 15.2 | 2,967 | 161 | 285 | |||||||||
| 23 Feb | 4307.60 | 92.2 | 41.1 | 20.45 | 321 | 32 | 115 | |||||||||
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| 20 Feb | 4241.70 | 48.05 | 2.5 | 16.75 | 71 | 3 | 84 | |||||||||
| 19 Feb | 4226.40 | 44.7 | -6.65 | 17.89 | 56 | 1 | 85 | |||||||||
| 18 Feb | 4210.80 | 51 | -20.55 | 19.12 | 82 | -10 | 82 | |||||||||
| 17 Feb | 4258.40 | 71.3 | -13.85 | 18.92 | 65 | -15 | 88 | |||||||||
| 16 Feb | 4261.50 | 86.5 | 40.1 | 21.78 | 271 | 78 | 104 | |||||||||
| 13 Feb | 4078.00 | 46.5 | 20.05 | 24.54 | 24 | 12 | 23 | |||||||||
| 12 Feb | 4077.20 | 26.45 | -14.45 | - | 0 | 0 | 11 | |||||||||
| 11 Feb | 4056.70 | 26.45 | -14.45 | - | 0 | 0 | 11 | |||||||||
| 10 Feb | 4079.60 | 26.45 | -14.45 | 18.49 | 11 | 10 | 10 | |||||||||
For Torrent Pharmaceuticals L - strike price 4400 expiring on 30MAR2026
Delta for 4400 CE is 0.61
Historical price for 4400 CE is as follows
On 12 Mar TORNTPHARM was trading at 4446.00. The strike last trading price was 114, which was -4.95 lower than the previous day. The implied volatity was 21.79, the open interest changed by 2 which increased total open position to 195
On 11 Mar TORNTPHARM was trading at 4431.20. The strike last trading price was 119.65, which was 1.6 higher than the previous day. The implied volatity was 22.24, the open interest changed by -27 which decreased total open position to 193
On 10 Mar TORNTPHARM was trading at 4427.80. The strike last trading price was 122.05, which was 29.3 higher than the previous day. The implied volatity was 22.94, the open interest changed by -100 which decreased total open position to 222
On 9 Mar TORNTPHARM was trading at 4373.70. The strike last trading price was 92, which was 22.5 higher than the previous day. The implied volatity was 22.56, the open interest changed by 107 which increased total open position to 319
On 6 Mar TORNTPHARM was trading at 4317.80. The strike last trading price was 68.8, which was -14.7 lower than the previous day. The implied volatity was 20.15, the open interest changed by -1 which decreased total open position to 212
On 5 Mar TORNTPHARM was trading at 4353.40. The strike last trading price was 82.5, which was -0.15 lower than the previous day. The implied volatity was 19.4, the open interest changed by -13 which decreased total open position to 214
On 4 Mar TORNTPHARM was trading at 4341.00. The strike last trading price was 82.5, which was -13.55 lower than the previous day. The implied volatity was 20.61, the open interest changed by -41 which decreased total open position to 229
On 2 Mar TORNTPHARM was trading at 4369.20. The strike last trading price was 96.5, which was 16.9 higher than the previous day. The implied volatity was 20.15, the open interest changed by 36 which increased total open position to 272
On 27 Feb TORNTPHARM was trading at 4333.30. The strike last trading price was 81.15, which was -32.55 lower than the previous day. The implied volatity was 18.67, the open interest changed by 48 which increased total open position to 241
On 26 Feb TORNTPHARM was trading at 4399.80. The strike last trading price was 112.9, which was -0.3 lower than the previous day. The implied volatity was 17.86, the open interest changed by -17 which decreased total open position to 197
On 25 Feb TORNTPHARM was trading at 4418.90. The strike last trading price was 110, which was -3 lower than the previous day. The implied volatity was 12.53, the open interest changed by -60 which decreased total open position to 227
On 24 Feb TORNTPHARM was trading at 4397.90. The strike last trading price was 114.45, which was 29.2 higher than the previous day. The implied volatity was 15.2, the open interest changed by 161 which increased total open position to 285
On 23 Feb TORNTPHARM was trading at 4307.60. The strike last trading price was 92.2, which was 41.1 higher than the previous day. The implied volatity was 20.45, the open interest changed by 32 which increased total open position to 115
On 20 Feb TORNTPHARM was trading at 4241.70. The strike last trading price was 48.05, which was 2.5 higher than the previous day. The implied volatity was 16.75, the open interest changed by 3 which increased total open position to 84
On 19 Feb TORNTPHARM was trading at 4226.40. The strike last trading price was 44.7, which was -6.65 lower than the previous day. The implied volatity was 17.89, the open interest changed by 1 which increased total open position to 85
On 18 Feb TORNTPHARM was trading at 4210.80. The strike last trading price was 51, which was -20.55 lower than the previous day. The implied volatity was 19.12, the open interest changed by -10 which decreased total open position to 82
On 17 Feb TORNTPHARM was trading at 4258.40. The strike last trading price was 71.3, which was -13.85 lower than the previous day. The implied volatity was 18.92, the open interest changed by -15 which decreased total open position to 88
On 16 Feb TORNTPHARM was trading at 4261.50. The strike last trading price was 86.5, which was 40.1 higher than the previous day. The implied volatity was 21.78, the open interest changed by 78 which increased total open position to 104
On 13 Feb TORNTPHARM was trading at 4078.00. The strike last trading price was 46.5, which was 20.05 higher than the previous day. The implied volatity was 24.54, the open interest changed by 12 which increased total open position to 23
On 12 Feb TORNTPHARM was trading at 4077.20. The strike last trading price was 26.45, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Feb TORNTPHARM was trading at 4056.70. The strike last trading price was 26.45, which was -14.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 10 Feb TORNTPHARM was trading at 4079.60. The strike last trading price was 26.45, which was -14.45 lower than the previous day. The implied volatity was 18.49, the open interest changed by 10 which increased total open position to 10
| TORNTPHARM 30MAR2026 4400 PE | |||||||
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Delta: -0.41
Vega: 3.82
Theta: -2.29
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 4446.00 | 79 | -2.7 | 26.46 | 405 | -8 | 227 |
| 11 Mar | 4431.20 | 82.35 | 2.1 | 26.91 | 417 | 58 | 236 |
| 10 Mar | 4427.80 | 75.2 | -50.85 | 24.01 | 673 | 75 | 179 |
| 9 Mar | 4373.70 | 125 | -8.3 | 30.23 | 35 | -2 | 103 |
| 6 Mar | 4317.80 | 135.4 | 29.25 | 25.03 | 40 | -11 | 106 |
| 5 Mar | 4353.40 | 106.15 | -19.5 | 21.95 | 54 | 19 | 116 |
| 4 Mar | 4341.00 | 122.85 | 16.75 | 23.43 | 82 | -23 | 100 |
| 2 Mar | 4369.20 | 105.4 | -17.05 | 21.71 | 190 | 25 | 124 |
| 27 Feb | 4333.30 | 119.85 | 21.85 | 20.84 | 367 | -26 | 100 |
| 26 Feb | 4399.80 | 97.55 | -6.95 | 22.37 | 619 | -17 | 129 |
| 25 Feb | 4418.90 | 105.8 | -16.35 | 26.54 | 597 | 28 | 148 |
| 24 Feb | 4397.90 | 121.95 | -431.7 | 28.05 | 473 | 117 | 117 |
| 23 Feb | 4307.60 | 553.65 | 0 | - | 0 | 0 | 0 |
| 20 Feb | 4241.70 | 553.65 | 0 | - | 0 | 0 | 0 |
| 19 Feb | 4226.40 | 553.65 | 0 | - | 0 | 0 | 0 |
| 18 Feb | 4210.80 | 553.65 | 0 | - | 0 | 0 | 0 |
| 17 Feb | 4258.40 | 553.65 | 0 | - | 0 | 0 | 0 |
| 16 Feb | 4261.50 | 553.65 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 4078.00 | 553.65 | 0 | - | 0 | 0 | 0 |
| 12 Feb | 4077.20 | 553.65 | 0 | - | 0 | 0 | 0 |
| 11 Feb | 4056.70 | 553.65 | 0 | - | 0 | 0 | 0 |
| 10 Feb | 4079.60 | 553.65 | 0 | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4400 expiring on 30MAR2026
Delta for 4400 PE is -0.41
Historical price for 4400 PE is as follows
On 12 Mar TORNTPHARM was trading at 4446.00. The strike last trading price was 79, which was -2.7 lower than the previous day. The implied volatity was 26.46, the open interest changed by -8 which decreased total open position to 227
On 11 Mar TORNTPHARM was trading at 4431.20. The strike last trading price was 82.35, which was 2.1 higher than the previous day. The implied volatity was 26.91, the open interest changed by 58 which increased total open position to 236
On 10 Mar TORNTPHARM was trading at 4427.80. The strike last trading price was 75.2, which was -50.85 lower than the previous day. The implied volatity was 24.01, the open interest changed by 75 which increased total open position to 179
On 9 Mar TORNTPHARM was trading at 4373.70. The strike last trading price was 125, which was -8.3 lower than the previous day. The implied volatity was 30.23, the open interest changed by -2 which decreased total open position to 103
On 6 Mar TORNTPHARM was trading at 4317.80. The strike last trading price was 135.4, which was 29.25 higher than the previous day. The implied volatity was 25.03, the open interest changed by -11 which decreased total open position to 106
On 5 Mar TORNTPHARM was trading at 4353.40. The strike last trading price was 106.15, which was -19.5 lower than the previous day. The implied volatity was 21.95, the open interest changed by 19 which increased total open position to 116
On 4 Mar TORNTPHARM was trading at 4341.00. The strike last trading price was 122.85, which was 16.75 higher than the previous day. The implied volatity was 23.43, the open interest changed by -23 which decreased total open position to 100
On 2 Mar TORNTPHARM was trading at 4369.20. The strike last trading price was 105.4, which was -17.05 lower than the previous day. The implied volatity was 21.71, the open interest changed by 25 which increased total open position to 124
On 27 Feb TORNTPHARM was trading at 4333.30. The strike last trading price was 119.85, which was 21.85 higher than the previous day. The implied volatity was 20.84, the open interest changed by -26 which decreased total open position to 100
On 26 Feb TORNTPHARM was trading at 4399.80. The strike last trading price was 97.55, which was -6.95 lower than the previous day. The implied volatity was 22.37, the open interest changed by -17 which decreased total open position to 129
On 25 Feb TORNTPHARM was trading at 4418.90. The strike last trading price was 105.8, which was -16.35 lower than the previous day. The implied volatity was 26.54, the open interest changed by 28 which increased total open position to 148
On 24 Feb TORNTPHARM was trading at 4397.90. The strike last trading price was 121.95, which was -431.7 lower than the previous day. The implied volatity was 28.05, the open interest changed by 117 which increased total open position to 117
On 23 Feb TORNTPHARM was trading at 4307.60. The strike last trading price was 553.65, 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 Feb TORNTPHARM was trading at 4241.70. The strike last trading price was 553.65, 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 553.65, 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 553.65, 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 553.65, 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 553.65, 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 Feb TORNTPHARM was trading at 4078.00. The strike last trading price was 553.65, 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 553.65, 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 553.65, 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 553.65, 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
