Historical option data for TORNTPHARM
26 May 2026 04:10 PM IST
| TORNTPHARM 30-Jun-2026 (34d) 4500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 0.05
Theta: -2.06
Gamma: 0.00125
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 4452.10 | 113 | -61 (-35.06%) | 22.94 | 1,561 | 267 | 479 | |||||||||
| 25 May | 4572.60 | 177.1 | 22.1 (14.26%) | 22.83 | 935 | 10 | 214 | |||||||||
| 22 May | 4486.20 | 160.2 | 13.2 (8.98%) | 25.22 | 523 | 72 | 201 | |||||||||
| 21 May | 4469.20 | 150 | 26 (20.97%) | 25.1 | 273 | 47 | 129 | |||||||||
| 20 May | 4429.20 | 123.7 | -7.3 (-5.57%) | 22.45 | 159 | 52 | 83 | |||||||||
| 19 May | 4460.10 | 135 | 41 (43.62%) | 23.92 | 45 | 19 | 30 | |||||||||
| 18 May | 4393.70 | 94.15 | -5.85 (-5.85%) | 21.33 | 8 | 6 | 12 | |||||||||
| 15 May | 4405.70 | 100 | -23.5 (-19.03%) | 21.15 | 4 | 1 | 8 | |||||||||
| 14 May | 4403.90 | 122 | -12.55 (-9.33%) | 22.88 | 6 | 5 | 6 | |||||||||
| 13 May | 4295.80 | 134.55 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 12 May | 4381.90 | 134.55 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 11 May | 4517.10 | 134.55 | 0 (0.00%) | 0 | 0 | 0 | 1 | |||||||||
| 8 May | 4380.80 | 134.55 | 1.7 (1.28%) | 25.72 | 1 | 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 | |||||||||
| 13 Apr | 4181.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 4121.40 | 0 | 0 (0.00%) | 3.9 | 0 | 0 | 0 | |||||||||
| 9 Apr | 4094.50 | 0 | 0 (0.00%) | 3.69 | 0 | 0 | 0 | |||||||||
| 8 Apr | 4029.20 | 0 | 0 (0.00%) | 4.32 | 0 | 0 | 0 | |||||||||
| 7 Apr | 4051.30 | 0 | 0 (0.00%) | 4.76 | 0 | 0 | 0 | |||||||||
| 6 Apr | 4011.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 3987.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 4500 expiring on 30JUN2026
Delta for 4500 CE is 0.48
Historical price for 4500 CE is as follows
On 26 May TORNTPHARM was trading at 4452.10. The strike last trading price was 113, which was -61 lower than the previous day. The implied volatity was 22.94, the open interest changed by 267 which increased total open position to 479
On 25 May TORNTPHARM was trading at 4572.60. The strike last trading price was 177.1, which was 22.1 higher than the previous day. The implied volatity was 22.83, the open interest changed by 10 which increased total open position to 214
On 22 May TORNTPHARM was trading at 4486.20. The strike last trading price was 160.2, which was 13.2 higher than the previous day. The implied volatity was 25.22, the open interest changed by 72 which increased total open position to 201
On 21 May TORNTPHARM was trading at 4469.20. The strike last trading price was 150, which was 26 higher than the previous day. The implied volatity was 25.1, the open interest changed by 47 which increased total open position to 129
On 20 May TORNTPHARM was trading at 4429.20. The strike last trading price was 123.7, which was -7.3 lower than the previous day. The implied volatity was 22.45, the open interest changed by 52 which increased total open position to 83
On 19 May TORNTPHARM was trading at 4460.10. The strike last trading price was 135, which was 41 higher than the previous day. The implied volatity was 23.92, the open interest changed by 19 which increased total open position to 30
On 18 May TORNTPHARM was trading at 4393.70. The strike last trading price was 94.15, which was -5.85 lower than the previous day. The implied volatity was 21.33, the open interest changed by 6 which increased total open position to 12
On 15 May TORNTPHARM was trading at 4405.70. The strike last trading price was 100, which was -23.5 lower than the previous day. The implied volatity was 21.15, the open interest changed by 1 which increased total open position to 8
On 14 May TORNTPHARM was trading at 4403.90. The strike last trading price was 122, which was -12.55 lower than the previous day. The implied volatity was 22.88, the open interest changed by 5 which increased total open position to 6
On 13 May TORNTPHARM was trading at 4295.80. The strike last trading price was 134.55, 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 1
On 12 May TORNTPHARM was trading at 4381.90. The strike last trading price was 134.55, 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 1
On 11 May TORNTPHARM was trading at 4517.10. The strike last trading price was 134.55, 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 1
On 8 May TORNTPHARM was trading at 4380.80. The strike last trading price was 134.55, which was 1.7 higher than the previous day. The implied volatity was 25.72, 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
On 13 Apr TORNTPHARM was trading at 4181.00. 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 10 Apr TORNTPHARM was trading at 4121.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.9, the open interest changed by 0 which decreased total open position to 0
On 9 Apr TORNTPHARM was trading at 4094.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.69, the open interest changed by 0 which decreased total open position to 0
On 8 Apr TORNTPHARM was trading at 4029.20. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0
On 7 Apr TORNTPHARM was trading at 4051.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.76, the open interest changed by 0 which decreased total open position to 0
On 6 Apr TORNTPHARM was trading at 4011.60. 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 2 Apr TORNTPHARM was trading at 3987.20. 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
| TORNTPHARM 30-Jun-2026 (34d) 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.05
Theta: -1.47
Gamma: 0.00119
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 4452.10 | 150.75 | 26.85 (21.67%) | 24.13 | 1,140 | -62 | 465 |
| 25 May | 4572.60 | 116.8 | -69.75 (-37.39%) | 27.49 | 1,538 | 318 | 528 |
| 22 May | 4486.20 | 190 | -10.35 (-5.17%) | 34.34 | 435 | 159 | 209 |
| 21 May | 4469.20 | 201.4 | -17.6 (-8.04%) | 33.49 | 33 | 20 | 50 |
| 20 May | 4429.20 | 219 | 33.05 (17.77%) | 32.81 | 33 | 21 | 29 |
| 19 May | 4460.10 | 185 | -44.7 (-19.46%) | 28.83 | 7 | 4 | 7 |
| 18 May | 4393.70 | 229.7 | 30.7 (15.43%) | 30.86 | 1 | 0 | 3 |
| 15 May | 4405.70 | 199 | -133.05 (-40.07%) | 26.26 | 3 | 3 | 3 |
| 14 May | 4403.90 | 0 | -332.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4295.80 | 0 | -332.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4381.90 | 0 | -332.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 4517.10 | 0 | -332 (-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 |
| 13 Apr | 4181.00 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 4121.40 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 4094.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 4029.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 4051.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 4011.60 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 3987.20 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4500 expiring on 30JUN2026
Delta for 4500 PE is -0.52
Historical price for 4500 PE is as follows
On 26 May TORNTPHARM was trading at 4452.10. The strike last trading price was 150.75, which was 26.85 higher than the previous day. The implied volatity was 24.13, the open interest changed by -62 which decreased total open position to 465
On 25 May TORNTPHARM was trading at 4572.60. The strike last trading price was 116.8, which was -69.75 lower than the previous day. The implied volatity was 27.49, the open interest changed by 318 which increased total open position to 528
On 22 May TORNTPHARM was trading at 4486.20. The strike last trading price was 190, which was -10.35 lower than the previous day. The implied volatity was 34.34, the open interest changed by 159 which increased total open position to 209
On 21 May TORNTPHARM was trading at 4469.20. The strike last trading price was 201.4, which was -17.6 lower than the previous day. The implied volatity was 33.49, the open interest changed by 20 which increased total open position to 50
On 20 May TORNTPHARM was trading at 4429.20. The strike last trading price was 219, which was 33.05 higher than the previous day. The implied volatity was 32.81, the open interest changed by 21 which increased total open position to 29
On 19 May TORNTPHARM was trading at 4460.10. The strike last trading price was 185, which was -44.7 lower than the previous day. The implied volatity was 28.83, the open interest changed by 4 which increased total open position to 7
On 18 May TORNTPHARM was trading at 4393.70. The strike last trading price was 229.7, which was 30.7 higher than the previous day. The implied volatity was 30.86, 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 199, which was -133.05 lower than the previous day. The implied volatity was 26.26, the open interest changed by 3 which increased total open position to 3
On 14 May TORNTPHARM was trading at 4403.90. The strike last trading price was 0, which was -332.05 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 -332.05 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 -332.05 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 -332 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
On 13 Apr TORNTPHARM was trading at 4181.00. 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 10 Apr TORNTPHARM was trading at 4121.40. 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 9 Apr TORNTPHARM was trading at 4094.50. 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 8 Apr TORNTPHARM was trading at 4029.20. 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 7 Apr TORNTPHARM was trading at 4051.30. 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 6 Apr TORNTPHARM was trading at 4011.60. 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 2 Apr TORNTPHARM was trading at 3987.20. 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
