Historical option data for TORNTPHARM
25 May 2026 04:10 PM IST
| TORNTPHARM 26-May-2026 (1d) 4500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.75
Vega: 0.01
Theta: -11.25
Gamma: 0.00329
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 4572.60 | 61.5 | -22.5 (-26.79%) | 35.31 | 2,177 | -585 | 220 | |||||||||
| 22 May | 4486.20 | 96.3 | 28.3 (41.62%) | 49.28 | 4,021 | -464 | 665 | |||||||||
| 21 May | 4469.20 | 70.4 | 15.4 (28.00%) | 38.15 | 3,746 | 52 | 1,140 | |||||||||
| 20 May | 4429.20 | 58.55 | -6.45 (-9.92%) | 33.75 | 3,447 | -87 | 1,080 | |||||||||
| 19 May | 4460.10 | 68 | 27 (65.85%) | 35.08 | 3,351 | 361 | 1,170 | |||||||||
| 18 May | 4393.70 | 41 | -6 (-12.77%) | 30.86 | 589 | -71 | 810 | |||||||||
| 15 May | 4405.70 | 45.45 | -13.55 (-22.97%) | 26.08 | 766 | 44 | 883 | |||||||||
| 14 May | 4403.90 | 57.15 | 22.15 (63.29%) | 29.02 | 721 | 31 | 837 | |||||||||
| 13 May | 4295.80 | 35.6 | -27.4 (-43.49%) | 0 | 1,005 | -14 | 806 | |||||||||
| 12 May | 4381.90 | 66 | -48 (-42.11%) | 0 | 1,274 | 98 | 821 | |||||||||
| 11 May | 4517.10 | 113.15 | 55.15 (95.09%) | 26.91 | 5,072 | 260 | 707 | |||||||||
| 8 May | 4380.80 | 59.4 | 4.35 (7.90%) | 25.88 | 406 | -69 | 456 | |||||||||
| 7 May | 4362.70 | 53.1 | 1.4 (2.71%) | 26 | 587 | 99 | 526 | |||||||||
| 6 May | 4358.30 | 51.4 | 14.15 (37.99%) | 24.85 | 1,014 | -46 | 431 | |||||||||
| 5 May | 4275.10 | 39.6 | 2.35 (6.31%) | 26.25 | 384 | 350 | 479 | |||||||||
| 4 May | 4251.80 | 38.45 | 7.65 (24.84%) | 27.25 | 80 | 26 | 129 | |||||||||
| 30 Apr | 4185.10 | 33 | -9 (-21.43%) | 27.91 | 39 | 11 | 114 | |||||||||
| 29 Apr | 4231.50 | 41.5 | -1.5 (-3.49%) | 28.33 | 108 | -19 | 107 | |||||||||
| 28 Apr | 4182.90 | 42 | -12.15 (-22.44%) | 30.12 | 77 | 48 | 126 | |||||||||
| 27 Apr | 4219.80 | 51 | 14.15 (38.40%) | 29.8 | 67 | 56 | 78 | |||||||||
| 24 Apr | 4117.20 | 36.85 | 0 (0.00%) | 28.68 | 0 | 0 | 22 | |||||||||
| 23 Apr | 4147.20 | 36.85 | -8.1 (-18.02%) | 28.68 | 17 | 4 | 24 | |||||||||
| 22 Apr | 4084.60 | 44.95 | 4.55 (11.26%) | - | 0 | 0 | 20 | |||||||||
| 21 Apr | 4135.70 | 44.95 | 4.55 (11.26%) | 26.32 | 0 | 0 | 20 | |||||||||
| 20 Apr | 4191.20 | 44.95 | -0.75 (-1.64%) | 26.32 | 2 | 0 | 20 | |||||||||
| 17 Apr | 4179.50 | 45.7 | 0 (0.00%) | - | 0 | 0 | 20 | |||||||||
| 16 Apr | 4155.90 | 45.7 | 0 (0.00%) | 26.59 | 0 | 0 | 20 | |||||||||
| 15 Apr | 4159.30 | 45.7 | -12 (-20.80%) | 26.59 | 5 | 4 | 18 | |||||||||
| 13 Apr | 4181.00 | 57.7 | 12.5 (27.65%) | 26.7 | 4 | 2 | 14 | |||||||||
| 10 Apr | 4155.20 | 45.2 | -35.5 (-43.99%) | 25.56 | 8 | 10 | 10 | |||||||||
For Torrent Pharmaceuticals L - strike price 4500 expiring on 26MAY2026
Delta for 4500 CE is 0.75
Historical price for 4500 CE is as follows
On 25 May TORNTPHARM was trading at 4572.60. The strike last trading price was 61.5, which was -22.5 lower than the previous day. The implied volatity was 35.31, the open interest changed by -585 which decreased total open position to 220
On 22 May TORNTPHARM was trading at 4486.20. The strike last trading price was 96.3, which was 28.3 higher than the previous day. The implied volatity was 49.28, the open interest changed by -464 which decreased total open position to 665
On 21 May TORNTPHARM was trading at 4469.20. The strike last trading price was 70.4, which was 15.4 higher than the previous day. The implied volatity was 38.15, the open interest changed by 52 which increased total open position to 1140
On 20 May TORNTPHARM was trading at 4429.20. The strike last trading price was 58.55, which was -6.45 lower than the previous day. The implied volatity was 33.75, the open interest changed by -87 which decreased total open position to 1080
On 19 May TORNTPHARM was trading at 4460.10. The strike last trading price was 68, which was 27 higher than the previous day. The implied volatity was 35.08, the open interest changed by 361 which increased total open position to 1170
On 18 May TORNTPHARM was trading at 4393.70. The strike last trading price was 41, which was -6 lower than the previous day. The implied volatity was 30.86, the open interest changed by -71 which decreased total open position to 810
On 15 May TORNTPHARM was trading at 4405.70. The strike last trading price was 45.45, which was -13.55 lower than the previous day. The implied volatity was 26.08, the open interest changed by 44 which increased total open position to 883
On 14 May TORNTPHARM was trading at 4403.90. The strike last trading price was 57.15, which was 22.15 higher than the previous day. The implied volatity was 29.02, the open interest changed by 31 which increased total open position to 837
On 13 May TORNTPHARM was trading at 4295.80. The strike last trading price was 35.6, which was -27.4 lower than the previous day. The implied volatity was 0, the open interest changed by -14 which decreased total open position to 806
On 12 May TORNTPHARM was trading at 4381.90. The strike last trading price was 66, which was -48 lower than the previous day. The implied volatity was 0, the open interest changed by 49 which increased total open position to 411
On 11 May TORNTPHARM was trading at 4517.10. The strike last trading price was 113.15, which was 55.15 higher than the previous day. The implied volatity was 26.91, the open interest changed by 130 which increased total open position to 354
On 8 May TORNTPHARM was trading at 4380.80. The strike last trading price was 59.4, which was 4.35 higher than the previous day. The implied volatity was 25.88, the open interest changed by -34 which decreased total open position to 228
On 7 May TORNTPHARM was trading at 4362.70. The strike last trading price was 53.1, which was 1.4 higher than the previous day. The implied volatity was 26, the open interest changed by 50 which increased total open position to 263
On 6 May TORNTPHARM was trading at 4358.30. The strike last trading price was 51.4, which was 14.15 higher than the previous day. The implied volatity was 24.85, the open interest changed by -23 which decreased total open position to 216
On 5 May TORNTPHARM was trading at 4275.10. The strike last trading price was 39.6, which was 2.35 higher than the previous day. The implied volatity was 26.25, the open interest changed by 175 which increased total open position to 240
On 4 May TORNTPHARM was trading at 4251.80. The strike last trading price was 38.45, which was 7.65 higher than the previous day. The implied volatity was 27.25, the open interest changed by 13 which increased total open position to 65
On 30 Apr TORNTPHARM was trading at 4185.10. The strike last trading price was 33, which was -9 lower than the previous day. The implied volatity was 27.91, the open interest changed by 6 which increased total open position to 57
On 29 Apr TORNTPHARM was trading at 4231.50. The strike last trading price was 41.5, which was -1.5 lower than the previous day. The implied volatity was 28.33, the open interest changed by -9 which decreased total open position to 54
On 28 Apr TORNTPHARM was trading at 4182.90. The strike last trading price was 42, which was -12.15 lower than the previous day. The implied volatity was 30.12, the open interest changed by 24 which increased total open position to 63
On 27 Apr TORNTPHARM was trading at 4219.80. The strike last trading price was 51, which was 14.15 higher than the previous day. The implied volatity was 29.8, the open interest changed by 28 which increased total open position to 39
On 24 Apr TORNTPHARM was trading at 4117.20. The strike last trading price was 36.85, which was 0 lower than the previous day. The implied volatity was 28.68, the open interest changed by 0 which decreased total open position to 11
On 23 Apr TORNTPHARM was trading at 4147.20. The strike last trading price was 36.85, which was -8.1 lower than the previous day. The implied volatity was 28.68, the open interest changed by 2 which increased total open position to 12
On 22 Apr TORNTPHARM was trading at 4084.60. The strike last trading price was 44.95, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 21 Apr TORNTPHARM was trading at 4135.70. The strike last trading price was 44.95, which was 4.55 higher than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 10
On 20 Apr TORNTPHARM was trading at 4191.20. The strike last trading price was 44.95, which was -0.75 lower than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 10
On 17 Apr TORNTPHARM was trading at 4179.50. The strike last trading price was 45.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 16 Apr TORNTPHARM was trading at 4155.90. The strike last trading price was 45.7, which was 0 lower than the previous day. The implied volatity was 26.59, the open interest changed by 0 which decreased total open position to 10
On 15 Apr TORNTPHARM was trading at 4159.30. The strike last trading price was 45.7, which was -12 lower than the previous day. The implied volatity was 26.59, the open interest changed by 2 which increased total open position to 9
On 13 Apr TORNTPHARM was trading at 4181.00. The strike last trading price was 57.7, which was 12.5 higher than the previous day. The implied volatity was 26.7, the open interest changed by 1 which increased total open position to 7
On 10 Apr TORNTPHARM was trading at 4155.20. The strike last trading price was 45.2, which was -35.5 lower than the previous day. The implied volatity was 25.56, the open interest changed by 5 which increased total open position to 5
| TORNTPHARM 26-May-2026 (1d) 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 0.01
Theta: -9.93
Gamma: 0.00344
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 4572.60 | 12.6 | -102.5 (-89.05%) | 32.54 | 6,168 | 351 | 503 |
| 22 May | 4486.20 | 116.3 | -4.6 (-3.80%) | 59.49 | 1,414 | -4 | 152 |
| 21 May | 4469.20 | 121.6 | -18.8 (-13.39%) | 51.12 | 316 | -20 | 157 |
| 20 May | 4429.20 | 136.45 | 17.5 (14.71%) | 47.71 | 144 | -20 | 176 |
| 19 May | 4460.10 | 122 | -46.7 (-27.68%) | 38.73 | 136 | 29 | 196 |
| 18 May | 4393.70 | 168.7 | 6.45 (3.98%) | 41.39 | 19 | -2 | 167 |
| 15 May | 4405.70 | 162.25 | 7.3 (4.71%) | 35.6 | 28 | -5 | 170 |
| 14 May | 4403.90 | 159.85 | -82.7 (-34.10%) | 33.88 | 26 | -3 | 174 |
| 13 May | 4295.80 | 242.55 | 60.25 (33.05%) | 0 | 86 | -10 | 177 |
| 12 May | 4381.90 | 180.6 | 70.95 (64.71%) | 0 | 279 | -3 | 187 |
| 11 May | 4517.10 | 109.5 | -77.5 (-41.44%) | 0 | 572 | 174 | 193 |
| 8 May | 4380.80 | 187 | 187 (7.84%) | 27.79 | 0 | 0 | 19 |
| 7 May | 4362.70 | 187 | 13.6 (7.84%) | 27.79 | 7 | 5 | 20 |
| 6 May | 4358.30 | 173.4 | -86.8 (-33.36%) | 25.61 | 9 | 1 | 15 |
| 5 May | 4275.10 | 260.2 | -26.65 (-9.29%) | 27.09 | 5 | 1 | 14 |
| 4 May | 4251.80 | 286.85 | 286.85 | - | 0 | 0 | 13 |
| 30 Apr | 4185.10 | 286.85 | 286.85 (-4.38%) | 25.25 | 0 | 0 | 13 |
| 29 Apr | 4231.50 | 286.85 | -13.15 (-4.38%) | 25.25 | 3 | 1 | 13 |
| 28 Apr | 4182.90 | 300 | 300 (-25.39%) | 29.59 | 0 | 0 | 12 |
| 27 Apr | 4219.80 | 300 | -102.1 (-25.39%) | 29.59 | 1 | 0 | 10 |
| 24 Apr | 4117.20 | 402.1 | 27.75 (7.41%) | 31.19 | 3 | 2 | 10 |
| 23 Apr | 4147.20 | 374.35 | -12.3 (-3.18%) | 31.35 | 2 | 0 | 8 |
| 22 Apr | 4084.60 | 386.65 | 386.65 (5.38%) | 32.98 | 0 | 0 | 8 |
| 21 Apr | 4135.70 | 386.65 | 19.75 (5.38%) | 32.98 | 1 | 0 | 8 |
| 20 Apr | 4191.20 | 366.9 | 0.5 (0.14%) | 34.88 | 3 | 0 | 12 |
| 17 Apr | 4179.50 | 366.4 | 366.4 | - | 0 | 0 | 12 |
| 16 Apr | 4155.90 | 366.4 | 366.4 | - | 0 | 0 | 12 |
| 15 Apr | 4159.30 | 366.4 | 366.4 | - | 0 | 0 | 12 |
| 13 Apr | 4181.00 | 366.4 | 366.4 (-12.34%) | 26.13 | 0 | 0 | 12 |
| 10 Apr | 4155.20 | 366.4 | -51.6 (-12.34%) | 26.13 | 7 | 8 | 10 |
For Torrent Pharmaceuticals L - strike price 4500 expiring on 26MAY2026
Delta for 4500 PE is -0.24
Historical price for 4500 PE is as follows
On 25 May TORNTPHARM was trading at 4572.60. The strike last trading price was 12.6, which was -102.5 lower than the previous day. The implied volatity was 32.54, the open interest changed by 351 which increased total open position to 503
On 22 May TORNTPHARM was trading at 4486.20. The strike last trading price was 116.3, which was -4.6 lower than the previous day. The implied volatity was 59.49, the open interest changed by -4 which decreased total open position to 152
On 21 May TORNTPHARM was trading at 4469.20. The strike last trading price was 121.6, which was -18.8 lower than the previous day. The implied volatity was 51.12, the open interest changed by -20 which decreased total open position to 157
On 20 May TORNTPHARM was trading at 4429.20. The strike last trading price was 136.45, which was 17.5 higher than the previous day. The implied volatity was 47.71, the open interest changed by -20 which decreased total open position to 176
On 19 May TORNTPHARM was trading at 4460.10. The strike last trading price was 122, which was -46.7 lower than the previous day. The implied volatity was 38.73, the open interest changed by 29 which increased total open position to 196
On 18 May TORNTPHARM was trading at 4393.70. The strike last trading price was 168.7, which was 6.45 higher than the previous day. The implied volatity was 41.39, the open interest changed by -2 which decreased total open position to 167
On 15 May TORNTPHARM was trading at 4405.70. The strike last trading price was 162.25, which was 7.3 higher than the previous day. The implied volatity was 35.6, the open interest changed by -5 which decreased total open position to 170
On 14 May TORNTPHARM was trading at 4403.90. The strike last trading price was 159.85, which was -82.7 lower than the previous day. The implied volatity was 33.88, the open interest changed by -3 which decreased total open position to 174
On 13 May TORNTPHARM was trading at 4295.80. The strike last trading price was 242.55, which was 60.25 higher than the previous day. The implied volatity was 0, the open interest changed by -10 which decreased total open position to 177
On 12 May TORNTPHARM was trading at 4381.90. The strike last trading price was 180.6, which was 70.95 higher than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 94
On 11 May TORNTPHARM was trading at 4517.10. The strike last trading price was 109.5, which was -77.5 lower than the previous day. The implied volatity was 0, the open interest changed by 87 which increased total open position to 97
On 8 May TORNTPHARM was trading at 4380.80. The strike last trading price was 187, which was 187 higher than the previous day. The implied volatity was 27.79, the open interest changed by 0 which decreased total open position to 10
On 7 May TORNTPHARM was trading at 4362.70. The strike last trading price was 187, which was 13.6 higher than the previous day. The implied volatity was 27.79, the open interest changed by 3 which increased total open position to 10
On 6 May TORNTPHARM was trading at 4358.30. The strike last trading price was 173.4, which was -86.8 lower than the previous day. The implied volatity was 25.61, the open interest changed by 1 which increased total open position to 8
On 5 May TORNTPHARM was trading at 4275.10. The strike last trading price was 260.2, which was -26.65 lower than the previous day. The implied volatity was 27.09, the open interest changed by 1 which increased total open position to 7
On 4 May TORNTPHARM was trading at 4251.80. The strike last trading price was 286.85, which was 286.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 30 Apr TORNTPHARM was trading at 4185.10. The strike last trading price was 286.85, which was 286.85 higher than the previous day. The implied volatity was 25.25, the open interest changed by 0 which decreased total open position to 7
On 29 Apr TORNTPHARM was trading at 4231.50. The strike last trading price was 286.85, which was -13.15 lower than the previous day. The implied volatity was 25.25, the open interest changed by 1 which increased total open position to 7
On 28 Apr TORNTPHARM was trading at 4182.90. The strike last trading price was 300, which was 300 higher than the previous day. The implied volatity was 29.59, the open interest changed by 0 which decreased total open position to 6
On 27 Apr TORNTPHARM was trading at 4219.80. The strike last trading price was 300, which was -102.1 lower than the previous day. The implied volatity was 29.59, the open interest changed by 0 which decreased total open position to 5
On 24 Apr TORNTPHARM was trading at 4117.20. The strike last trading price was 402.1, which was 27.75 higher than the previous day. The implied volatity was 31.19, the open interest changed by 1 which increased total open position to 5
On 23 Apr TORNTPHARM was trading at 4147.20. The strike last trading price was 374.35, which was -12.3 lower than the previous day. The implied volatity was 31.35, the open interest changed by 0 which decreased total open position to 4
On 22 Apr TORNTPHARM was trading at 4084.60. The strike last trading price was 386.65, which was 386.65 higher than the previous day. The implied volatity was 32.98, the open interest changed by 0 which decreased total open position to 4
On 21 Apr TORNTPHARM was trading at 4135.70. The strike last trading price was 386.65, which was 19.75 higher than the previous day. The implied volatity was 32.98, the open interest changed by 0 which decreased total open position to 4
On 20 Apr TORNTPHARM was trading at 4191.20. The strike last trading price was 366.9, which was 0.5 higher than the previous day. The implied volatity was 34.88, the open interest changed by 0 which decreased total open position to 6
On 17 Apr TORNTPHARM was trading at 4179.50. The strike last trading price was 366.4, which was 366.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Apr TORNTPHARM was trading at 4155.90. The strike last trading price was 366.4, which was 366.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 15 Apr TORNTPHARM was trading at 4159.30. The strike last trading price was 366.4, which was 366.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 13 Apr TORNTPHARM was trading at 4181.00. The strike last trading price was 366.4, which was 366.4 higher than the previous day. The implied volatity was 26.13, the open interest changed by 0 which decreased total open position to 6
On 10 Apr TORNTPHARM was trading at 4155.20. The strike last trading price was 366.4, which was -51.6 lower than the previous day. The implied volatity was 26.13, the open interest changed by 4 which increased total open position to 5
