Historical option data for TORNTPHARM
22 Jun 2026 01:15 PM IST
| TORNTPHARM 28-Jul-2026 (36d) 4550 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.39
Vega: 0.05
Theta: -2.03
Gamma: 0.00115
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 4448.00 | 90 | -4 (-4.26%) | 24.01 | 6 | 4 | 21 | |||||||||
| 19 Jun | 4429.80 | 93.65 | -10.35 (-9.95%) | 23.36 | 5 | 2 | 16 | |||||||||
| 18 Jun | 4445.50 | 103.65 | -3.35 (-3.13%) | 24.17 | 1 | 0 | 14 | |||||||||
| 17 Jun | 4442.80 | 103.65 | -9.35 (-8.27%) | 23.61 | 7 | 1 | 13 | |||||||||
| 16 Jun | 4466.70 | 112.85 | -18.15 (-13.85%) | 22.18 | 7 | 2 | 12 | |||||||||
| 15 Jun | 4504.00 | 132.6 | -56.4 (-29.84%) | 22.61 | 11 | 8 | 9 | |||||||||
| 12 Jun | 4571.20 | 188.85 | 22.85 (13.77%) | 24.51 | 1 | 1 | 1 | |||||||||
| 11 Jun | 4572.20 | 166.1 | -3.9 (-2.29%) | 19.53 | 2 | 0 | 0 | |||||||||
For Torrent Pharmaceuticals L - strike price 4550 expiring on 28JUL2026
Delta for 4550 CE is 0.39
Historical price for 4550 CE is as follows
On 22 Jun TORNTPHARM was trading at 4448.00. The strike last trading price was 90, which was -4 lower than the previous day. The implied volatity was 24.01, the open interest changed by 4 which increased total open position to 21
On 19 Jun TORNTPHARM was trading at 4429.80. The strike last trading price was 93.65, which was -10.35 lower than the previous day. The implied volatity was 23.36, the open interest changed by 2 which increased total open position to 16
On 18 Jun TORNTPHARM was trading at 4445.50. The strike last trading price was 103.65, which was -3.35 lower than the previous day. The implied volatity was 24.17, the open interest changed by 0 which decreased total open position to 14
On 17 Jun TORNTPHARM was trading at 4442.80. The strike last trading price was 103.65, which was -9.35 lower than the previous day. The implied volatity was 23.61, the open interest changed by 1 which increased total open position to 13
On 16 Jun TORNTPHARM was trading at 4466.70. The strike last trading price was 112.85, which was -18.15 lower than the previous day. The implied volatity was 22.18, the open interest changed by 2 which increased total open position to 12
On 15 Jun TORNTPHARM was trading at 4504.00. The strike last trading price was 132.6, which was -56.4 lower than the previous day. The implied volatity was 22.61, the open interest changed by 8 which increased total open position to 9
On 12 Jun TORNTPHARM was trading at 4571.20. The strike last trading price was 188.85, which was 22.85 higher than the previous day. The implied volatity was 24.51, the open interest changed by 1 which increased total open position to 1
On 11 Jun TORNTPHARM was trading at 4572.20. The strike last trading price was 166.1, which was -3.9 lower than the previous day. The implied volatity was 19.53, the open interest changed by 0 which decreased total open position to 0
| TORNTPHARM 28-Jul-2026 (36d) 4550 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 4448.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Jun | 4429.80 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Jun | 4445.50 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Jun | 4442.80 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 4466.70 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Jun | 4504.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 4571.20 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Jun | 4572.20 | 0 | 0 | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4550 expiring on 28JUL2026
Delta for 4550 PE is -
Historical price for 4550 PE is as follows
On 22 Jun TORNTPHARM was trading at 4448.00. 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 19 Jun TORNTPHARM was trading at 4429.80. 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 18 Jun TORNTPHARM was trading at 4445.50. 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 17 Jun TORNTPHARM was trading at 4442.80. 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 16 Jun TORNTPHARM was trading at 4466.70. 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 Jun TORNTPHARM was trading at 4504.00. 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 12 Jun TORNTPHARM was trading at 4571.20. 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 11 Jun TORNTPHARM was trading at 4572.20. 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
