Historical option data for TORNTPHARM
29 Jun 2026 10:50 AM IST
| TORNTPHARM 30-Jun-2026 4550 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0
Theta: -3.36
Gamma: 0.00192
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 4652.00 | 105.4 | 83.4 (379.09%) | 23.93 | 1,214 | -90 | 261 | |||||||||
| 25 Jun | 4516.20 | 20.65 | -10.35 (-33.39%) | 14.73 | 2,645 | -43 | 352 | |||||||||
| 24 Jun | 4504.40 | 29.3 | -18.7 (-38.96%) | 20.63 | 2,230 | -100 | 396 | |||||||||
| 23 Jun | 4514.10 | 48 | 10 (26.32%) | 22.06 | 6,045 | 99 | 474 | |||||||||
| 22 Jun | 4457.00 | 33.3 | 0.3 (0.91%) | 26.64 | 1,210 | -46 | 374 | |||||||||
| 19 Jun | 4429.80 | 33 | -8 (-19.51%) | 24.83 | 711 | 8 | 421 | |||||||||
| 18 Jun | 4445.50 | 41.7 | -2.3 (-5.23%) | 24.75 | 446 | 38 | 422 | |||||||||
| 17 Jun | 4442.80 | 42.7 | -7.3 (-14.60%) | 24.43 | 251 | 17 | 389 | |||||||||
| 16 Jun | 4466.70 | 47.75 | -25.25 (-34.59%) | 22.71 | 815 | 107 | 373 | |||||||||
| 15 Jun | 4504.00 | 77.45 | -41.55 (-34.92%) | 24.09 | 1,042 | 112 | 267 | |||||||||
| 12 Jun | 4571.20 | 120 | 6 (5.26%) | 24.21 | 865 | -75 | 158 | |||||||||
| 11 Jun | 4572.20 | 124 | 64 (106.67%) | 23.82 | 5,037 | -70 | 229 | |||||||||
| 10 Jun | 4463.70 | 61.9 | -12.1 (-16.35%) | 22.21 | 1,265 | 122 | 298 | |||||||||
| 9 Jun | 4472.90 | 75.3 | 13.3 (21.45%) | 24.62 | 338 | -42 | 172 | |||||||||
| 8 Jun | 4410.40 | 59.2 | -7.8 (-11.64%) | 25.05 | 1,919 | 121 | 216 | |||||||||
| 5 Jun | 4420.90 | 67.1 | 23.1 (52.50%) | 22.56 | 211 | -13 | 96 | |||||||||
| 4 Jun | 4339.90 | 44 | -13 (-22.81%) | 24.63 | 60 | -8 | 109 | |||||||||
| 3 Jun | 4368.50 | 58.1 | 19.1 (48.97%) | 25.16 | 79 | -3 | 117 | |||||||||
| 2 Jun | 4317.90 | 37.2 | -10.8 (-22.50%) | 26.41 | 159 | -16 | 121 | |||||||||
| 1 Jun | 4350.40 | 45.45 | -43.55 (-48.93%) | 23.33 | 146 | -18 | 136 | |||||||||
| 29 May | 4410.80 | 70 | -39 (-35.78%) | 22.02 | 676 | 0 | 155 | |||||||||
| 27 May | 4537.80 | 107.1 | 11.1 (11.56%) | 19.1 | 420 | 50 | 155 | |||||||||
| 26 May | 4452.10 | 91 | -57 (-38.51%) | 22.88 | 280 | 39 | 108 | |||||||||
| 25 May | 4572.60 | 150.75 | 14.75 (10.85%) | 22.68 | 262 | 10 | 70 | |||||||||
| 22 May | 4486.20 | 140 | 12 (9.38%) | 26.44 | 56 | 30 | 59 | |||||||||
| 21 May | 4469.20 | 128 | 14 (12.28%) | 25.47 | 9 | 4 | 28 | |||||||||
| 20 May | 4429.20 | 113.75 | 47.75 (72.35%) | 25.35 | 27 | 24 | 24 | |||||||||
| 18 May | 4393.70 | 0 | -66.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 4405.70 | 0 | -66.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 4403.90 | 0 | -66.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 4295.80 | 0 | -66.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 4381.90 | 0 | -66.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 4517.10 | 0 | -66.2 (-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 4550 expiring on 30JUN2026
Delta for 4550 CE is 0.93
Historical price for 4550 CE is as follows
On 29 Jun TORNTPHARM was trading at 4652.00. The strike last trading price was 105.4, which was 83.4 higher than the previous day. The implied volatity was 23.93, the open interest changed by -90 which decreased total open position to 261
On 25 Jun TORNTPHARM was trading at 4516.20. The strike last trading price was 20.65, which was -10.35 lower than the previous day. The implied volatity was 14.73, the open interest changed by -43 which decreased total open position to 352
On 24 Jun TORNTPHARM was trading at 4504.40. The strike last trading price was 29.3, which was -18.7 lower than the previous day. The implied volatity was 20.63, the open interest changed by -100 which decreased total open position to 396
On 23 Jun TORNTPHARM was trading at 4514.10. The strike last trading price was 48, which was 10 higher than the previous day. The implied volatity was 22.06, the open interest changed by 99 which increased total open position to 474
On 22 Jun TORNTPHARM was trading at 4457.00. The strike last trading price was 33.3, which was 0.3 higher than the previous day. The implied volatity was 26.64, the open interest changed by -46 which decreased total open position to 374
On 19 Jun TORNTPHARM was trading at 4429.80. The strike last trading price was 33, which was -8 lower than the previous day. The implied volatity was 24.83, the open interest changed by 8 which increased total open position to 421
On 18 Jun TORNTPHARM was trading at 4445.50. The strike last trading price was 41.7, which was -2.3 lower than the previous day. The implied volatity was 24.75, the open interest changed by 38 which increased total open position to 422
On 17 Jun TORNTPHARM was trading at 4442.80. The strike last trading price was 42.7, which was -7.3 lower than the previous day. The implied volatity was 24.43, the open interest changed by 17 which increased total open position to 389
On 16 Jun TORNTPHARM was trading at 4466.70. The strike last trading price was 47.75, which was -25.25 lower than the previous day. The implied volatity was 22.71, the open interest changed by 107 which increased total open position to 373
On 15 Jun TORNTPHARM was trading at 4504.00. The strike last trading price was 77.45, which was -41.55 lower than the previous day. The implied volatity was 24.09, the open interest changed by 112 which increased total open position to 267
On 12 Jun TORNTPHARM was trading at 4571.20. The strike last trading price was 120, which was 6 higher than the previous day. The implied volatity was 24.21, the open interest changed by -75 which decreased total open position to 158
On 11 Jun TORNTPHARM was trading at 4572.20. The strike last trading price was 124, which was 64 higher than the previous day. The implied volatity was 23.82, the open interest changed by -70 which decreased total open position to 229
On 10 Jun TORNTPHARM was trading at 4463.70. The strike last trading price was 61.9, which was -12.1 lower than the previous day. The implied volatity was 22.21, the open interest changed by 122 which increased total open position to 298
On 9 Jun TORNTPHARM was trading at 4472.90. The strike last trading price was 75.3, which was 13.3 higher than the previous day. The implied volatity was 24.62, the open interest changed by -42 which decreased total open position to 172
On 8 Jun TORNTPHARM was trading at 4410.40. The strike last trading price was 59.2, which was -7.8 lower than the previous day. The implied volatity was 25.05, the open interest changed by 121 which increased total open position to 216
On 5 Jun TORNTPHARM was trading at 4420.90. The strike last trading price was 67.1, which was 23.1 higher than the previous day. The implied volatity was 22.56, the open interest changed by -13 which decreased total open position to 96
On 4 Jun TORNTPHARM was trading at 4339.90. The strike last trading price was 44, which was -13 lower than the previous day. The implied volatity was 24.63, the open interest changed by -8 which decreased total open position to 109
On 3 Jun TORNTPHARM was trading at 4368.50. The strike last trading price was 58.1, which was 19.1 higher than the previous day. The implied volatity was 25.16, the open interest changed by -3 which decreased total open position to 117
On 2 Jun TORNTPHARM was trading at 4317.90. The strike last trading price was 37.2, which was -10.8 lower than the previous day. The implied volatity was 26.41, the open interest changed by -16 which decreased total open position to 121
On 1 Jun TORNTPHARM was trading at 4350.40. The strike last trading price was 45.45, which was -43.55 lower than the previous day. The implied volatity was 23.33, the open interest changed by -18 which decreased total open position to 136
On 29 May TORNTPHARM was trading at 4410.80. The strike last trading price was 70, which was -39 lower than the previous day. The implied volatity was 22.02, the open interest changed by 0 which decreased total open position to 155
On 27 May TORNTPHARM was trading at 4537.80. The strike last trading price was 107.1, which was 11.1 higher than the previous day. The implied volatity was 19.1, the open interest changed by 50 which increased total open position to 155
On 26 May TORNTPHARM was trading at 4452.10. The strike last trading price was 91, which was -57 lower than the previous day. The implied volatity was 22.88, the open interest changed by 39 which increased total open position to 108
On 25 May TORNTPHARM was trading at 4572.60. The strike last trading price was 150.75, which was 14.75 higher than the previous day. The implied volatity was 22.68, the open interest changed by 10 which increased total open position to 70
On 22 May TORNTPHARM was trading at 4486.20. The strike last trading price was 140, which was 12 higher than the previous day. The implied volatity was 26.44, the open interest changed by 30 which increased total open position to 59
On 21 May TORNTPHARM was trading at 4469.20. The strike last trading price was 128, which was 14 higher than the previous day. The implied volatity was 25.47, the open interest changed by 4 which increased total open position to 28
On 20 May TORNTPHARM was trading at 4429.20. The strike last trading price was 113.75, which was 47.75 higher than the previous day. The implied volatity was 25.35, the open interest changed by 24 which increased total open position to 24
On 18 May TORNTPHARM was trading at 4393.70. The strike last trading price was 0, which was -66.2 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 -66.2 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 -66.2 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 -66.2 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 -66.2 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 -66.2 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
| TORNTPHARM 30-Jun-2026 4550 PE | |||||||
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Delta: -0.15
Vega: 0.01
Theta: -7.33
Gamma: 0.00232
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 4652.00 | 8.15 | -43.7 (-84.28%) | 33.8 | 348 | 67 | 135 |
| 25 Jun | 4516.20 | 45.4 | -24.65 (-35.19%) | 13.86 | 377 | -19 | 68 |
| 24 Jun | 4504.40 | 71.45 | -0.5 (-0.69%) | 19.63 | 277 | -19 | 90 |
| 23 Jun | 4514.10 | 71.05 | -42.8 (-37.59%) | 23.4 | 916 | -7 | 109 |
| 22 Jun | 4457.00 | 114.25 | -22.1 (-16.21%) | 20.64 | 114 | 6 | 116 |
| 19 Jun | 4429.80 | 132.85 | 10.85 (8.89%) | 19.05 | 25 | 4 | 111 |
| 18 Jun | 4445.50 | 122 | -6.4 (-4.98%) | 18.87 | 13 | 2 | 107 |
| 17 Jun | 4442.80 | 130 | 6.4 (5.18%) | 20.2 | 30 | -5 | 104 |
| 16 Jun | 4466.70 | 125.3 | 21.75 (21.00%) | 22.97 | 243 | -4 | 111 |
| 15 Jun | 4504.00 | 99 | 33.2 (50.46%) | 23.69 | 985 | -45 | 114 |
| 12 Jun | 4571.20 | 67.1 | -16.85 (-20.07%) | 21.03 | 1,007 | -84 | 158 |
| 11 Jun | 4572.20 | 81.15 | -56.15 (-40.90%) | 24.43 | 1,955 | 205 | 234 |
| 10 Jun | 4463.70 | 135.65 | -119.5 (-46.84%) | 22.79 | 103 | 12 | 29 |
| 9 Jun | 4472.90 | 255.15 | 255.15 | - | 4 | 0 | 17 |
| 8 Jun | 4410.40 | 255.15 | 255.15 | - | 4 | 0 | 17 |
| 5 Jun | 4420.90 | 255.15 | 255.15 | - | 4 | 0 | 17 |
| 4 Jun | 4339.90 | 255.15 | 255.15 | - | 4 | 0 | 17 |
| 3 Jun | 4368.50 | 255.15 | 255.15 (75.90%) | 26.41 | 4 | 0 | 17 |
| 2 Jun | 4317.90 | 255.15 | 110.1 (75.90%) | 26.41 | 4 | -2 | 16 |
| 1 Jun | 4350.40 | 145.05 | 145.05 (-61.46%) | 15.68 | 31 | 0 | 18 |
| 29 May | 4410.80 | 149.5 | -238.45 (-61.46%) | 15.68 | 31 | 16 | 16 |
| 27 May | 4537.80 | 0 | 0 | - | 0 | 0 | 0 |
| 26 May | 4452.10 | 0 | 0 | - | 0 | 0 | 0 |
| 25 May | 4572.60 | 0 | 0 | - | 0 | 0 | 0 |
| 22 May | 4486.20 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 4469.20 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 4429.20 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 4393.70 | 0 | -388 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 4405.70 | 0 | -387.95 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 4403.90 | 0 | -387.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 4295.80 | 0 | -387.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 4381.90 | 0 | -387.95 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 4517.10 | 0 | -388 (-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 4550 expiring on 30JUN2026
Delta for 4550 PE is -0.15
Historical price for 4550 PE is as follows
On 29 Jun TORNTPHARM was trading at 4652.00. The strike last trading price was 8.15, which was -43.7 lower than the previous day. The implied volatity was 33.8, the open interest changed by 67 which increased total open position to 135
On 25 Jun TORNTPHARM was trading at 4516.20. The strike last trading price was 45.4, which was -24.65 lower than the previous day. The implied volatity was 13.86, the open interest changed by -19 which decreased total open position to 68
On 24 Jun TORNTPHARM was trading at 4504.40. The strike last trading price was 71.45, which was -0.5 lower than the previous day. The implied volatity was 19.63, the open interest changed by -19 which decreased total open position to 90
On 23 Jun TORNTPHARM was trading at 4514.10. The strike last trading price was 71.05, which was -42.8 lower than the previous day. The implied volatity was 23.4, the open interest changed by -7 which decreased total open position to 109
On 22 Jun TORNTPHARM was trading at 4457.00. The strike last trading price was 114.25, which was -22.1 lower than the previous day. The implied volatity was 20.64, the open interest changed by 6 which increased total open position to 116
On 19 Jun TORNTPHARM was trading at 4429.80. The strike last trading price was 132.85, which was 10.85 higher than the previous day. The implied volatity was 19.05, the open interest changed by 4 which increased total open position to 111
On 18 Jun TORNTPHARM was trading at 4445.50. The strike last trading price was 122, which was -6.4 lower than the previous day. The implied volatity was 18.87, the open interest changed by 2 which increased total open position to 107
On 17 Jun TORNTPHARM was trading at 4442.80. The strike last trading price was 130, which was 6.4 higher than the previous day. The implied volatity was 20.2, the open interest changed by -5 which decreased total open position to 104
On 16 Jun TORNTPHARM was trading at 4466.70. The strike last trading price was 125.3, which was 21.75 higher than the previous day. The implied volatity was 22.97, the open interest changed by -4 which decreased total open position to 111
On 15 Jun TORNTPHARM was trading at 4504.00. The strike last trading price was 99, which was 33.2 higher than the previous day. The implied volatity was 23.69, the open interest changed by -45 which decreased total open position to 114
On 12 Jun TORNTPHARM was trading at 4571.20. The strike last trading price was 67.1, which was -16.85 lower than the previous day. The implied volatity was 21.03, the open interest changed by -84 which decreased total open position to 158
On 11 Jun TORNTPHARM was trading at 4572.20. The strike last trading price was 81.15, which was -56.15 lower than the previous day. The implied volatity was 24.43, the open interest changed by 205 which increased total open position to 234
On 10 Jun TORNTPHARM was trading at 4463.70. The strike last trading price was 135.65, which was -119.5 lower than the previous day. The implied volatity was 22.79, the open interest changed by 12 which increased total open position to 29
On 9 Jun TORNTPHARM was trading at 4472.90. The strike last trading price was 255.15, which was 255.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 8 Jun TORNTPHARM was trading at 4410.40. The strike last trading price was 255.15, which was 255.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 5 Jun TORNTPHARM was trading at 4420.90. The strike last trading price was 255.15, which was 255.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 4 Jun TORNTPHARM was trading at 4339.90. The strike last trading price was 255.15, which was 255.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 3 Jun TORNTPHARM was trading at 4368.50. The strike last trading price was 255.15, which was 255.15 higher than the previous day. The implied volatity was 26.41, the open interest changed by 0 which decreased total open position to 17
On 2 Jun TORNTPHARM was trading at 4317.90. The strike last trading price was 255.15, which was 110.1 higher than the previous day. The implied volatity was 26.41, the open interest changed by -2 which decreased total open position to 16
On 1 Jun TORNTPHARM was trading at 4350.40. The strike last trading price was 145.05, which was 145.05 higher than the previous day. The implied volatity was 15.68, the open interest changed by 0 which decreased total open position to 18
On 29 May TORNTPHARM was trading at 4410.80. The strike last trading price was 149.5, which was -238.45 lower than the previous day. The implied volatity was 15.68, the open interest changed by 16 which increased total open position to 16
On 27 May TORNTPHARM was trading at 4537.80. 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 26 May TORNTPHARM was trading at 4452.10. 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 25 May TORNTPHARM was trading at 4572.60. 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 22 May TORNTPHARM was trading at 4486.20. 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 21 May TORNTPHARM was trading at 4469.20. 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 20 May TORNTPHARM was trading at 4429.20. 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 18 May TORNTPHARM was trading at 4393.70. The strike last trading price was 0, which was -388 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 -387.95 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 -387.95 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 -387.95 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 -387.95 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 -388 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
