Historical option data for TORNTPHARM
29 Jun 2026 10:50 AM IST
| TORNTPHARM 28-Jul-2026 (27d) 4600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.59
Vega: 0.05
Theta: -2.63
Gamma: 0.00108
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 4652.00 | 181 | 72 (66.06%) | 27.21 | 897 | 105 | 258 | |||||||||
| 25 Jun | 4516.20 | 111 | 15 (15.63%) | 25.12 | 113 | -11 | 153 | |||||||||
| 24 Jun | 4504.40 | 96 | -15 (-13.51%) | 22.74 | 92 | 26 | 174 | |||||||||
| 23 Jun | 4514.10 | 113.4 | 23.4 (26.00%) | 24.71 | 229 | 115 | 147 | |||||||||
| 22 Jun | 4457.00 | 89 | 5 (5.95%) | 24.18 | 38 | 22 | 32 | |||||||||
| 19 Jun | 4429.80 | 83.55 | -41.45 (-33.16%) | 23.89 | 3 | 3 | 10 | |||||||||
| 18 Jun | 4445.50 | 125 | 0 (0.00%) | - | 1 | 0 | 7 | |||||||||
| 17 Jun | 4442.80 | 125 | 0 (0.00%) | 24.83 | 1 | 0 | 7 | |||||||||
| 16 Jun | 4466.70 | 125 | 0 (0.00%) | 24.83 | 1 | 1 | 7 | |||||||||
| 15 Jun | 4504.00 | 125 | 0 (0.00%) | 22.49 | 7 | 5 | 6 | |||||||||
| 12 Jun | 4571.20 | 125 | 0 (0.00%) | 17.37 | 1 | 0 | 1 | |||||||||
| 11 Jun | 4572.20 | 125 | 36 (40.45%) | 17.37 | 1 | 1 | 1 | |||||||||
For Torrent Pharmaceuticals L - strike price 4600 expiring on 28JUL2026
Delta for 4600 CE is 0.59
Historical price for 4600 CE is as follows
On 29 Jun TORNTPHARM was trading at 4652.00. The strike last trading price was 181, which was 72 higher than the previous day. The implied volatity was 27.21, the open interest changed by 105 which increased total open position to 258
On 25 Jun TORNTPHARM was trading at 4516.20. The strike last trading price was 111, which was 15 higher than the previous day. The implied volatity was 25.12, the open interest changed by -11 which decreased total open position to 153
On 24 Jun TORNTPHARM was trading at 4504.40. The strike last trading price was 96, which was -15 lower than the previous day. The implied volatity was 22.74, the open interest changed by 26 which increased total open position to 174
On 23 Jun TORNTPHARM was trading at 4514.10. The strike last trading price was 113.4, which was 23.4 higher than the previous day. The implied volatity was 24.71, the open interest changed by 115 which increased total open position to 147
On 22 Jun TORNTPHARM was trading at 4457.00. The strike last trading price was 89, which was 5 higher than the previous day. The implied volatity was 24.18, the open interest changed by 22 which increased total open position to 32
On 19 Jun TORNTPHARM was trading at 4429.80. The strike last trading price was 83.55, which was -41.45 lower than the previous day. The implied volatity was 23.89, the open interest changed by 3 which increased total open position to 10
On 18 Jun TORNTPHARM was trading at 4445.50. The strike last trading price was 125, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Jun TORNTPHARM was trading at 4442.80. The strike last trading price was 125, which was 0 lower than the previous day. The implied volatity was 24.83, the open interest changed by 0 which decreased total open position to 7
On 16 Jun TORNTPHARM was trading at 4466.70. The strike last trading price was 125, which was 0 lower than the previous day. The implied volatity was 24.83, the open interest changed by 1 which increased total open position to 7
On 15 Jun TORNTPHARM was trading at 4504.00. The strike last trading price was 125, which was 0 lower than the previous day. The implied volatity was 22.49, the open interest changed by 5 which increased total open position to 6
On 12 Jun TORNTPHARM was trading at 4571.20. The strike last trading price was 125, which was 0 lower than the previous day. The implied volatity was 17.37, the open interest changed by 0 which decreased total open position to 1
On 11 Jun TORNTPHARM was trading at 4572.20. The strike last trading price was 125, which was 36 higher than the previous day. The implied volatity was 17.37, the open interest changed by 1 which increased total open position to 1
| TORNTPHARM 28-Jul-2026 (27d) 4600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 0.05
Theta: -1.93
Gamma: 0.00109
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 4652.00 | 108.55 | -50.8 (-31.88%) | 27 | 172 | 47 | 68 |
| 25 Jun | 4516.20 | 159.35 | -20.25 (-11.28%) | 23.3 | 34 | 18 | 22 |
| 24 Jun | 4504.40 | 179.6 | -2.3 (-1.26%) | 25.33 | 2 | 1 | 4 |
| 23 Jun | 4514.10 | 181.9 | 5.75 (3.26%) | 26.46 | 1 | 0 | 2 |
| 22 Jun | 4457.00 | 176.15 | 176.15 | - | 1 | 0 | 2 |
| 19 Jun | 4429.80 | 176.15 | 176.15 | - | 1 | 0 | 2 |
| 18 Jun | 4445.50 | 176.15 | 176.15 | - | 1 | 0 | 2 |
| 17 Jun | 4442.80 | 176.15 | 176.15 | - | 1 | 0 | 2 |
| 16 Jun | 4466.70 | 176.15 | 176.15 (9.41%) | 23.96 | 1 | 0 | 2 |
| 15 Jun | 4504.00 | 176.15 | 15.15 (9.41%) | 23.96 | 1 | -1 | 2 |
| 12 Jun | 4571.20 | 161 | -279.1 (-63.42%) | 25.39 | 3 | 2 | 2 |
| 11 Jun | 4572.20 | 0 | 0 | - | 0 | 0 | 0 |
For Torrent Pharmaceuticals L - strike price 4600 expiring on 28JUL2026
Delta for 4600 PE is -0.41
Historical price for 4600 PE is as follows
On 29 Jun TORNTPHARM was trading at 4652.00. The strike last trading price was 108.55, which was -50.8 lower than the previous day. The implied volatity was 27, the open interest changed by 47 which increased total open position to 68
On 25 Jun TORNTPHARM was trading at 4516.20. The strike last trading price was 159.35, which was -20.25 lower than the previous day. The implied volatity was 23.3, the open interest changed by 18 which increased total open position to 22
On 24 Jun TORNTPHARM was trading at 4504.40. The strike last trading price was 179.6, which was -2.3 lower than the previous day. The implied volatity was 25.33, the open interest changed by 1 which increased total open position to 4
On 23 Jun TORNTPHARM was trading at 4514.10. The strike last trading price was 181.9, which was 5.75 higher than the previous day. The implied volatity was 26.46, the open interest changed by 0 which decreased total open position to 2
On 22 Jun TORNTPHARM was trading at 4457.00. The strike last trading price was 176.15, which was 176.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 19 Jun TORNTPHARM was trading at 4429.80. The strike last trading price was 176.15, which was 176.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 18 Jun TORNTPHARM was trading at 4445.50. The strike last trading price was 176.15, which was 176.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 17 Jun TORNTPHARM was trading at 4442.80. The strike last trading price was 176.15, which was 176.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Jun TORNTPHARM was trading at 4466.70. The strike last trading price was 176.15, which was 176.15 higher than the previous day. The implied volatity was 23.96, the open interest changed by 0 which decreased total open position to 2
On 15 Jun TORNTPHARM was trading at 4504.00. The strike last trading price was 176.15, which was 15.15 higher than the previous day. The implied volatity was 23.96, the open interest changed by -1 which decreased total open position to 2
On 12 Jun TORNTPHARM was trading at 4571.20. The strike last trading price was 161, which was -279.1 lower than the previous day. The implied volatity was 25.39, the open interest changed by 2 which increased total open position to 2
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
