Historical option data for TORNTPHARM
22 Jun 2026 04:10 PM IST
| TORNTPHARM 30-Jun-2026 (7d) 4450 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0.03
Theta: -4.55
Gamma: 0.00223
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 4457.00 | 69.2 | 3.2 (4.85%) | 26.64 | 1,824 | -46 | 341 | |||||||||
| 19 Jun | 4429.80 | 63 | -15 (-19.23%) | 22.18 | 1,411 | 145 | 385 | |||||||||
| 18 Jun | 4445.50 | 79.85 | -3.15 (-3.80%) | 24.24 | 670 | 101 | 239 | |||||||||
| 17 Jun | 4442.80 | 81.05 | -10.95 (-11.90%) | 23.64 | 350 | 36 | 146 | |||||||||
| 16 Jun | 4466.70 | 89.75 | -32.25 (-26.43%) | 22.02 | 192 | 34 | 112 | |||||||||
| 15 Jun | 4504.00 | 132.45 | -51.55 (-28.02%) | 23.89 | 82 | -6 | 79 | |||||||||
| 12 Jun | 4571.20 | 184.5 | 6.5 (3.65%) | 24.64 | 149 | -43 | 86 | |||||||||
| 11 Jun | 4572.20 | 191.85 | 86.85 (82.71%) | 25.02 | 521 | -96 | 129 | |||||||||
| 10 Jun | 4463.70 | 103.4 | -20.6 (-16.61%) | 21.39 | 475 | -24 | 227 | |||||||||
| 9 Jun | 4472.90 | 123.9 | 21.9 (21.47%) | 23.87 | 730 | -85 | 251 | |||||||||
| 8 Jun | 4410.40 | 99 | -9 (-8.33%) | 25.56 | 1,908 | 7 | 335 | |||||||||
| 5 Jun | 4420.90 | 110 | 37 (50.68%) | 22.85 | 1,473 | 162 | 355 | |||||||||
| 4 Jun | 4339.90 | 72.45 | -16.55 (-18.60%) | 24.82 | 263 | 5 | 195 | |||||||||
| 3 Jun | 4368.50 | 92.85 | 22.85 (32.64%) | 24.96 | 171 | -23 | 192 | |||||||||
| 2 Jun | 4317.90 | 67.45 | -13.55 (-16.73%) | 24.35 | 117 | 9 | 213 | |||||||||
| 1 Jun | 4350.40 | 75.1 | -52.9 (-41.33%) | 23.34 | 351 | 50 | 201 | |||||||||
| 29 May | 4410.80 | 101.2 | -56.8 (-35.95%) | 20.24 | 425 | 36 | 151 | |||||||||
| 27 May | 4537.80 | 159.5 | 22.5 (16.42%) | 17.2 | 404 | 21 | 116 | |||||||||
| 26 May | 4452.10 | 137 | -78 (-36.28%) | 22.96 | 356 | 80 | 95 | |||||||||
| 25 May | 4572.60 | 215.25 | 38.25 (21.61%) | 23.63 | 25 | 6 | 15 | |||||||||
| 22 May | 4486.20 | 183.75 | 20.75 (12.73%) | 26.76 | 5 | 3 | 8 | |||||||||
| 21 May | 4469.20 | 163.3 | 24.3 (17.48%) | 22.23 | 2 | 1 | 5 | |||||||||
| 20 May | 4429.20 | 138.7 | -81.3 (-36.95%) | 24.67 | 1 | 1 | 4 | |||||||||
| 19 May | 4460.10 | 220 | 0 (0.00%) | - | 3 | 0 | 3 | |||||||||
| 18 May | 4393.70 | 220 | 0 (0.00%) | - | 3 | 0 | 3 | |||||||||
| 15 May | 4405.70 | 220 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 14 May | 4403.90 | 220 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 13 May | 4295.80 | 220 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 12 May | 4381.90 | 220 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 11 May | 4517.10 | 220 | 128.4 (140.17%) | 25.5 | 3 | 3 | 3 | |||||||||
| 8 May | 4380.80 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 4362.70 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 4358.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 4275.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 4450 expiring on 30JUN2026
Delta for 4450 CE is 0.5
Historical price for 4450 CE is as follows
On 22 Jun TORNTPHARM was trading at 4457.00. The strike last trading price was 69.2, which was 3.2 higher than the previous day. The implied volatity was 26.64, the open interest changed by -46 which decreased total open position to 341
On 19 Jun TORNTPHARM was trading at 4429.80. The strike last trading price was 63, which was -15 lower than the previous day. The implied volatity was 22.18, the open interest changed by 145 which increased total open position to 385
On 18 Jun TORNTPHARM was trading at 4445.50. The strike last trading price was 79.85, which was -3.15 lower than the previous day. The implied volatity was 24.24, the open interest changed by 101 which increased total open position to 239
On 17 Jun TORNTPHARM was trading at 4442.80. The strike last trading price was 81.05, which was -10.95 lower than the previous day. The implied volatity was 23.64, the open interest changed by 36 which increased total open position to 146
On 16 Jun TORNTPHARM was trading at 4466.70. The strike last trading price was 89.75, which was -32.25 lower than the previous day. The implied volatity was 22.02, the open interest changed by 34 which increased total open position to 112
On 15 Jun TORNTPHARM was trading at 4504.00. The strike last trading price was 132.45, which was -51.55 lower than the previous day. The implied volatity was 23.89, the open interest changed by -6 which decreased total open position to 79
On 12 Jun TORNTPHARM was trading at 4571.20. The strike last trading price was 184.5, which was 6.5 higher than the previous day. The implied volatity was 24.64, the open interest changed by -43 which decreased total open position to 86
On 11 Jun TORNTPHARM was trading at 4572.20. The strike last trading price was 191.85, which was 86.85 higher than the previous day. The implied volatity was 25.02, the open interest changed by -96 which decreased total open position to 129
On 10 Jun TORNTPHARM was trading at 4463.70. The strike last trading price was 103.4, which was -20.6 lower than the previous day. The implied volatity was 21.39, the open interest changed by -24 which decreased total open position to 227
On 9 Jun TORNTPHARM was trading at 4472.90. The strike last trading price was 123.9, which was 21.9 higher than the previous day. The implied volatity was 23.87, the open interest changed by -85 which decreased total open position to 251
On 8 Jun TORNTPHARM was trading at 4410.40. The strike last trading price was 99, which was -9 lower than the previous day. The implied volatity was 25.56, the open interest changed by 7 which increased total open position to 335
On 5 Jun TORNTPHARM was trading at 4420.90. The strike last trading price was 110, which was 37 higher than the previous day. The implied volatity was 22.85, the open interest changed by 162 which increased total open position to 355
On 4 Jun TORNTPHARM was trading at 4339.90. The strike last trading price was 72.45, which was -16.55 lower than the previous day. The implied volatity was 24.82, the open interest changed by 5 which increased total open position to 195
On 3 Jun TORNTPHARM was trading at 4368.50. The strike last trading price was 92.85, which was 22.85 higher than the previous day. The implied volatity was 24.96, the open interest changed by -23 which decreased total open position to 192
On 2 Jun TORNTPHARM was trading at 4317.90. The strike last trading price was 67.45, which was -13.55 lower than the previous day. The implied volatity was 24.35, the open interest changed by 9 which increased total open position to 213
On 1 Jun TORNTPHARM was trading at 4350.40. The strike last trading price was 75.1, which was -52.9 lower than the previous day. The implied volatity was 23.34, the open interest changed by 50 which increased total open position to 201
On 29 May TORNTPHARM was trading at 4410.80. The strike last trading price was 101.2, which was -56.8 lower than the previous day. The implied volatity was 20.24, the open interest changed by 36 which increased total open position to 151
On 27 May TORNTPHARM was trading at 4537.80. The strike last trading price was 159.5, which was 22.5 higher than the previous day. The implied volatity was 17.2, the open interest changed by 21 which increased total open position to 116
On 26 May TORNTPHARM was trading at 4452.10. The strike last trading price was 137, which was -78 lower than the previous day. The implied volatity was 22.96, the open interest changed by 80 which increased total open position to 95
On 25 May TORNTPHARM was trading at 4572.60. The strike last trading price was 215.25, which was 38.25 higher than the previous day. The implied volatity was 23.63, the open interest changed by 6 which increased total open position to 15
On 22 May TORNTPHARM was trading at 4486.20. The strike last trading price was 183.75, which was 20.75 higher than the previous day. The implied volatity was 26.76, the open interest changed by 3 which increased total open position to 8
On 21 May TORNTPHARM was trading at 4469.20. The strike last trading price was 163.3, which was 24.3 higher than the previous day. The implied volatity was 22.23, the open interest changed by 1 which increased total open position to 5
On 20 May TORNTPHARM was trading at 4429.20. The strike last trading price was 138.7, which was -81.3 lower than the previous day. The implied volatity was 24.67, the open interest changed by 1 which increased total open position to 4
On 19 May TORNTPHARM was trading at 4460.10. The strike last trading price was 220, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 18 May TORNTPHARM was trading at 4393.70. The strike last trading price was 220, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 May TORNTPHARM was trading at 4405.70. The strike last trading price was 220, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 May TORNTPHARM was trading at 4403.90. The strike last trading price was 220, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 13 May TORNTPHARM was trading at 4295.80. The strike last trading price was 220, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 12 May TORNTPHARM was trading at 4381.90. The strike last trading price was 220, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 11 May TORNTPHARM was trading at 4517.10. The strike last trading price was 220, which was 128.4 higher than the previous day. The implied volatity was 25.5, the open interest changed by 3 which increased total open position to 3
On 8 May TORNTPHARM was trading at 4380.80. 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 7 May TORNTPHARM was trading at 4362.70. 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 6 May TORNTPHARM was trading at 4358.30. 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 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
| TORNTPHARM 30-Jun-2026 (7d) 4450 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.5
Vega: 0.03
Theta: -2.56
Gamma: 0.00322
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 4457.00 | 50 | -17.5 (-25.93%) | 18.44 | 1,062 | 31 | 278 |
| 19 Jun | 4429.80 | 66.8 | 4.55 (7.31%) | 19.37 | 582 | 59 | 245 |
| 18 Jun | 4445.50 | 63.4 | -6.3 (-9.04%) | 19.76 | 217 | 48 | 185 |
| 17 Jun | 4442.80 | 69.9 | 3.5 (5.27%) | 20.49 | 148 | 10 | 137 |
| 16 Jun | 4466.70 | 67.6 | 9.5 (16.35%) | 22.28 | 215 | -7 | 127 |
| 15 Jun | 4504.00 | 52 | 16.8 (47.73%) | 23.11 | 310 | -12 | 135 |
| 12 Jun | 4571.20 | 34.6 | -13.15 (-27.54%) | 21.92 | 300 | -6 | 146 |
| 11 Jun | 4572.20 | 45 | -37.85 (-45.68%) | 24.99 | 937 | -5 | 150 |
| 10 Jun | 4463.70 | 85.95 | 14 (19.46%) | 22.81 | 236 | 1 | 155 |
| 9 Jun | 4472.90 | 72.35 | -36.85 (-33.75%) | 20.08 | 185 | 13 | 149 |
| 8 Jun | 4410.40 | 111.5 | 9.2 (8.99%) | 22.44 | 628 | 36 | 136 |
| 5 Jun | 4420.90 | 101.75 | -46.2 (-31.23%) | 22.46 | 264 | -6 | 100 |
| 4 Jun | 4339.90 | 147.95 | 13.3 (9.88%) | 20.99 | 52 | 2 | 105 |
| 3 Jun | 4368.50 | 136 | -14.55 (-9.66%) | 21.65 | 27 | 0 | 104 |
| 2 Jun | 4317.90 | 150.55 | -2.1 (-1.38%) | 19.09 | 8 | -5 | 103 |
| 1 Jun | 4350.40 | 150.75 | 38.1 (33.82%) | 20.85 | 75 | -12 | 108 |
| 29 May | 4410.80 | 140.15 | 41.25 (41.71%) | 19.88 | 1,065 | 25 | 121 |
| 27 May | 4537.80 | 98.55 | -25.1 (-20.30%) | 26.86 | 310 | 23 | 95 |
| 26 May | 4452.10 | 125.6 | 41.3 (48.99%) | 24.46 | 758 | 59 | 73 |
| 25 May | 4572.60 | 84.3 | -96.1 (-53.27%) | 26.95 | 24 | 0 | 1 |
| 22 May | 4486.20 | 180.4 | 180.4 | - | 1 | 0 | 1 |
| 21 May | 4469.20 | 180.4 | 180.4 (-42.61%) | 32.57 | 1 | 0 | 1 |
| 20 May | 4429.20 | 180.4 | -133.95 (-42.61%) | 32.57 | 1 | 1 | 1 |
| 19 May | 4460.10 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 4393.70 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 4405.70 | 0 | -314.35 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 4403.90 | 0 | -314.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4295.80 | 0 | -314.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4381.90 | 0 | -314.35 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 4517.10 | 0 | -314 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 4380.80 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 4362.70 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 4358.30 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 4275.10 | 0 | 0 | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4450 expiring on 30JUN2026
Delta for 4450 PE is -0.5
Historical price for 4450 PE is as follows
On 22 Jun TORNTPHARM was trading at 4457.00. The strike last trading price was 50, which was -17.5 lower than the previous day. The implied volatity was 18.44, the open interest changed by 31 which increased total open position to 278
On 19 Jun TORNTPHARM was trading at 4429.80. The strike last trading price was 66.8, which was 4.55 higher than the previous day. The implied volatity was 19.37, the open interest changed by 59 which increased total open position to 245
On 18 Jun TORNTPHARM was trading at 4445.50. The strike last trading price was 63.4, which was -6.3 lower than the previous day. The implied volatity was 19.76, the open interest changed by 48 which increased total open position to 185
On 17 Jun TORNTPHARM was trading at 4442.80. The strike last trading price was 69.9, which was 3.5 higher than the previous day. The implied volatity was 20.49, the open interest changed by 10 which increased total open position to 137
On 16 Jun TORNTPHARM was trading at 4466.70. The strike last trading price was 67.6, which was 9.5 higher than the previous day. The implied volatity was 22.28, the open interest changed by -7 which decreased total open position to 127
On 15 Jun TORNTPHARM was trading at 4504.00. The strike last trading price was 52, which was 16.8 higher than the previous day. The implied volatity was 23.11, the open interest changed by -12 which decreased total open position to 135
On 12 Jun TORNTPHARM was trading at 4571.20. The strike last trading price was 34.6, which was -13.15 lower than the previous day. The implied volatity was 21.92, the open interest changed by -6 which decreased total open position to 146
On 11 Jun TORNTPHARM was trading at 4572.20. The strike last trading price was 45, which was -37.85 lower than the previous day. The implied volatity was 24.99, the open interest changed by -5 which decreased total open position to 150
On 10 Jun TORNTPHARM was trading at 4463.70. The strike last trading price was 85.95, which was 14 higher than the previous day. The implied volatity was 22.81, the open interest changed by 1 which increased total open position to 155
On 9 Jun TORNTPHARM was trading at 4472.90. The strike last trading price was 72.35, which was -36.85 lower than the previous day. The implied volatity was 20.08, the open interest changed by 13 which increased total open position to 149
On 8 Jun TORNTPHARM was trading at 4410.40. The strike last trading price was 111.5, which was 9.2 higher than the previous day. The implied volatity was 22.44, the open interest changed by 36 which increased total open position to 136
On 5 Jun TORNTPHARM was trading at 4420.90. The strike last trading price was 101.75, which was -46.2 lower than the previous day. The implied volatity was 22.46, the open interest changed by -6 which decreased total open position to 100
On 4 Jun TORNTPHARM was trading at 4339.90. The strike last trading price was 147.95, which was 13.3 higher than the previous day. The implied volatity was 20.99, the open interest changed by 2 which increased total open position to 105
On 3 Jun TORNTPHARM was trading at 4368.50. The strike last trading price was 136, which was -14.55 lower than the previous day. The implied volatity was 21.65, the open interest changed by 0 which decreased total open position to 104
On 2 Jun TORNTPHARM was trading at 4317.90. The strike last trading price was 150.55, which was -2.1 lower than the previous day. The implied volatity was 19.09, the open interest changed by -5 which decreased total open position to 103
On 1 Jun TORNTPHARM was trading at 4350.40. The strike last trading price was 150.75, which was 38.1 higher than the previous day. The implied volatity was 20.85, the open interest changed by -12 which decreased total open position to 108
On 29 May TORNTPHARM was trading at 4410.80. The strike last trading price was 140.15, which was 41.25 higher than the previous day. The implied volatity was 19.88, the open interest changed by 25 which increased total open position to 121
On 27 May TORNTPHARM was trading at 4537.80. The strike last trading price was 98.55, which was -25.1 lower than the previous day. The implied volatity was 26.86, the open interest changed by 23 which increased total open position to 95
On 26 May TORNTPHARM was trading at 4452.10. The strike last trading price was 125.6, which was 41.3 higher than the previous day. The implied volatity was 24.46, the open interest changed by 59 which increased total open position to 73
On 25 May TORNTPHARM was trading at 4572.60. The strike last trading price was 84.3, which was -96.1 lower than the previous day. The implied volatity was 26.95, the open interest changed by 0 which decreased total open position to 1
On 22 May TORNTPHARM was trading at 4486.20. The strike last trading price was 180.4, which was 180.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May TORNTPHARM was trading at 4469.20. The strike last trading price was 180.4, which was 180.4 higher than the previous day. The implied volatity was 32.57, the open interest changed by 0 which decreased total open position to 1
On 20 May TORNTPHARM was trading at 4429.20. The strike last trading price was 180.4, which was -133.95 lower than the previous day. The implied volatity was 32.57, the open interest changed by 1 which increased total open position to 1
On 19 May TORNTPHARM was trading at 4460.10. 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 18 May TORNTPHARM was trading at 4393.70. 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 15 May TORNTPHARM was trading at 4405.70. The strike last trading price was 0, which was -314.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May TORNTPHARM was trading at 4403.90. The strike last trading price was 0, which was -314.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May TORNTPHARM was trading at 4295.80. The strike last trading price was 0, which was -314.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May TORNTPHARM was trading at 4381.90. The strike last trading price was 0, which was -314.35 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May TORNTPHARM was trading at 4517.10. The strike last trading price was 0, which was -314 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May TORNTPHARM was trading at 4380.80. 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 7 May TORNTPHARM was trading at 4362.70. 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 6 May TORNTPHARM was trading at 4358.30. 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 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
