Historical option data for TORNTPHARM
12 Jun 2026 04:10 PM IST
| TORNTPHARM 30-Jun-2026 (16d) 4500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.66
Vega: 0.04
Theta: -2.77
Gamma: 0.00147
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 4571.20 | 151.95 | 9.95 (7.01%) | 24.4 | 852 | -125 | 291 | |||||||||
| 11 Jun | 4572.20 | 155 | 75 (93.75%) | 24.1 | 7,213 | -29 | 416 | |||||||||
| 10 Jun | 4463.70 | 81.9 | -15.1 (-15.57%) | 22.31 | 1,923 | -67 | 451 | |||||||||
| 9 Jun | 4472.90 | 96.1 | 17.1 (21.65%) | 23.34 | 1,140 | -62 | 525 | |||||||||
| 8 Jun | 4410.40 | 76.05 | -8.95 (-10.53%) | 25.07 | 5,239 | 47 | 587 | |||||||||
| 5 Jun | 4420.90 | 87 | 31 (55.36%) | 22.65 | 2,821 | 40 | 540 | |||||||||
| 4 Jun | 4339.90 | 55.35 | -15.65 (-22.04%) | 24.46 | 1,108 | -1 | 500 | |||||||||
| 3 Jun | 4368.50 | 74.3 | 17.3 (30.35%) | 25.26 | 3,640 | -160 | 507 | |||||||||
| 2 Jun | 4317.90 | 46.7 | -17.3 (-27.03%) | 24.9 | 825 | -102 | 666 | |||||||||
| 1 Jun | 4350.40 | 59.7 | -40.3 (-40.30%) | 23.28 | 829 | -10 | 768 | |||||||||
| 29 May | 4410.80 | 100 | -32 (-24.24%) | 24.23 | 1,930 | 222 | 778 | |||||||||
| 27 May | 4537.80 | 129.4 | 14.4 (12.52%) | 18.35 | 1,698 | 73 | 555 | |||||||||
| 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 0.66
Historical price for 4500 CE is as follows
On 12 Jun TORNTPHARM was trading at 4571.20. The strike last trading price was 151.95, which was 9.95 higher than the previous day. The implied volatity was 24.4, the open interest changed by -125 which decreased total open position to 291
On 11 Jun TORNTPHARM was trading at 4572.20. The strike last trading price was 155, which was 75 higher than the previous day. The implied volatity was 24.1, the open interest changed by -29 which decreased total open position to 416
On 10 Jun TORNTPHARM was trading at 4463.70. The strike last trading price was 81.9, which was -15.1 lower than the previous day. The implied volatity was 22.31, the open interest changed by -67 which decreased total open position to 451
On 9 Jun TORNTPHARM was trading at 4472.90. The strike last trading price was 96.1, which was 17.1 higher than the previous day. The implied volatity was 23.34, the open interest changed by -62 which decreased total open position to 525
On 8 Jun TORNTPHARM was trading at 4410.40. The strike last trading price was 76.05, which was -8.95 lower than the previous day. The implied volatity was 25.07, the open interest changed by 47 which increased total open position to 587
On 5 Jun TORNTPHARM was trading at 4420.90. The strike last trading price was 87, which was 31 higher than the previous day. The implied volatity was 22.65, the open interest changed by 40 which increased total open position to 540
On 4 Jun TORNTPHARM was trading at 4339.90. The strike last trading price was 55.35, which was -15.65 lower than the previous day. The implied volatity was 24.46, the open interest changed by -1 which decreased total open position to 500
On 3 Jun TORNTPHARM was trading at 4368.50. The strike last trading price was 74.3, which was 17.3 higher than the previous day. The implied volatity was 25.26, the open interest changed by -160 which decreased total open position to 507
On 2 Jun TORNTPHARM was trading at 4317.90. The strike last trading price was 46.7, which was -17.3 lower than the previous day. The implied volatity was 24.9, the open interest changed by -102 which decreased total open position to 666
On 1 Jun TORNTPHARM was trading at 4350.40. The strike last trading price was 59.7, which was -40.3 lower than the previous day. The implied volatity was 23.28, the open interest changed by -10 which decreased total open position to 768
On 29 May TORNTPHARM was trading at 4410.80. The strike last trading price was 100, which was -32 lower than the previous day. The implied volatity was 24.23, the open interest changed by 222 which increased total open position to 778
On 27 May TORNTPHARM was trading at 4537.80. The strike last trading price was 129.4, which was 14.4 higher than the previous day. The implied volatity was 18.35, the open interest changed by 73 which increased total open position to 555
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 (16d) 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.33
Vega: 0.04
Theta: -1.69
Gamma: 0.00169
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 4571.20 | 47.8 | -16.05 (-25.14%) | 20.93 | 1,297 | -28 | 370 |
| 11 Jun | 4572.20 | 60 | -47.2 (-44.03%) | 24.14 | 3,333 | 106 | 402 |
| 10 Jun | 4463.70 | 107.85 | 13.3 (14.07%) | 22.36 | 765 | -33 | 297 |
| 9 Jun | 4472.90 | 94.8 | -45.35 (-32.36%) | 19.49 | 374 | -40 | 326 |
| 8 Jun | 4410.40 | 141.55 | 11.55 (8.88%) | 22.56 | 1,073 | 55 | 366 |
| 5 Jun | 4420.90 | 131.05 | -52.6 (-28.64%) | 20.12 | 214 | -29 | 311 |
| 4 Jun | 4339.90 | 184.35 | 19.85 (12.07%) | 18.77 | 264 | -23 | 347 |
| 3 Jun | 4368.50 | 164 | -32.55 (-16.56%) | 20.36 | 95 | -14 | 368 |
| 2 Jun | 4317.90 | 196.55 | 15.55 (8.59%) | 17.7 | 98 | -39 | 383 |
| 1 Jun | 4350.40 | 187.15 | 41.4 (28.40%) | 19.96 | 184 | -66 | 424 |
| 29 May | 4410.80 | 141.7 | 19.1 (15.58%) | 18.53 | 983 | 100 | 493 |
| 27 May | 4537.80 | 123.95 | -24.65 (-16.59%) | 27.48 | 395 | -66 | 397 |
| 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 -0.33
Historical price for 4500 PE is as follows
On 12 Jun TORNTPHARM was trading at 4571.20. The strike last trading price was 47.8, which was -16.05 lower than the previous day. The implied volatity was 20.93, the open interest changed by -28 which decreased total open position to 370
On 11 Jun TORNTPHARM was trading at 4572.20. The strike last trading price was 60, which was -47.2 lower than the previous day. The implied volatity was 24.14, the open interest changed by 106 which increased total open position to 402
On 10 Jun TORNTPHARM was trading at 4463.70. The strike last trading price was 107.85, which was 13.3 higher than the previous day. The implied volatity was 22.36, the open interest changed by -33 which decreased total open position to 297
On 9 Jun TORNTPHARM was trading at 4472.90. The strike last trading price was 94.8, which was -45.35 lower than the previous day. The implied volatity was 19.49, the open interest changed by -40 which decreased total open position to 326
On 8 Jun TORNTPHARM was trading at 4410.40. The strike last trading price was 141.55, which was 11.55 higher than the previous day. The implied volatity was 22.56, the open interest changed by 55 which increased total open position to 366
On 5 Jun TORNTPHARM was trading at 4420.90. The strike last trading price was 131.05, which was -52.6 lower than the previous day. The implied volatity was 20.12, the open interest changed by -29 which decreased total open position to 311
On 4 Jun TORNTPHARM was trading at 4339.90. The strike last trading price was 184.35, which was 19.85 higher than the previous day. The implied volatity was 18.77, the open interest changed by -23 which decreased total open position to 347
On 3 Jun TORNTPHARM was trading at 4368.50. The strike last trading price was 164, which was -32.55 lower than the previous day. The implied volatity was 20.36, the open interest changed by -14 which decreased total open position to 368
On 2 Jun TORNTPHARM was trading at 4317.90. The strike last trading price was 196.55, which was 15.55 higher than the previous day. The implied volatity was 17.7, the open interest changed by -39 which decreased total open position to 383
On 1 Jun TORNTPHARM was trading at 4350.40. The strike last trading price was 187.15, which was 41.4 higher than the previous day. The implied volatity was 19.96, the open interest changed by -66 which decreased total open position to 424
On 29 May TORNTPHARM was trading at 4410.80. The strike last trading price was 141.7, which was 19.1 higher than the previous day. The implied volatity was 18.53, the open interest changed by 100 which increased total open position to 493
On 27 May TORNTPHARM was trading at 4537.80. The strike last trading price was 123.95, which was -24.65 lower than the previous day. The implied volatity was 27.48, the open interest changed by -66 which decreased total open position to 397
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
