TORNTPHARM

Torrent Pharmaceuticals L

3939 -37.40 (-0.94%)

L: 3908.8 H: 3963.1

Back to Option Chain

Historical option data for TORNTPHARM
06 Feb 2026 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

TORNTPHARM 24-FEB-2026 3980 CE
Delta: 0.46 Vega: 3.47 Theta: -2.55 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
6 Feb	3939.00	63.5 ₹ 15,875	-15.35 -3837.50	21.51	26 6,500	2 500	43 10,750
5 Feb	3976.40	77 ₹ 19,250	-40.35 -10087.50	17.54	65 16,250	26 6,500	41 10,250
4 Feb	4023.50	115.95 ₹ 28,987.5	-2.05 -512.50	23.04	7 1,750	0 0	16 4,000

3 Feb	4045.60	119.95 ₹ 29,987.5	33 8250.00	17.52	12 3,000	0 0	17 4,250
2 Feb	3987.20	84.35 ₹ 21,087.5	-6.75 -1687.50	13.79	37 9,250	6 1,500	21 5,250
1 Feb	3997.10	90 ₹ 22,500	0.35 87.50	20.38	53 13,250	0 0	16 4,000
30 Jan	3960.80	90.85 ₹ 22,712.5	7.85 1962.50	22.06	27 6,750	3 750	17 4,250
29 Jan	3930.10	83 ₹ 20,750	-3.7 -925.00	23.28	1 250	0 0	0 0
28 Jan	3958.70	86.7 ₹ 21,675	-23.1 -5775.00	20.82	23 5,750	6 1,500	13 3,250
27 Jan	3997.40	111.15 ₹ 27,787.5	-9.45 -2362.50	22.67	22 5,500	6 1,500	8 2,000
23 Jan	3932.20	120.6 ₹ 30,150	-16.2 -4050.00	27.24	1 250	0 0	2 500
22 Jan	4020.50	136.8 ₹ 34,200	38.3 9575.00	-	0 0	0 0	2 500
21 Jan	3981.80	136.8 ₹ 34,200	38.3 9575.00	-	0 0	0 0	2 500
20 Jan	3976.80	136.8 ₹ 34,200	38.3 9575.00	23.75	4 1,000	3 750	3 750
19 Jan	4086.60	98.5 ₹ 24,625	0 0.00	-	0 0	0 0	0 0
16 Jan	4018.20	98.5 ₹ 24,625	0 0.00	-	0 0	0 0	0 0
14 Jan	4003.70	98.5 ₹ 24,625	0 0.00	0.16	0 0	0 0	0 0
13 Jan	3940.30	98.5 ₹ 24,625	0 0.00	0.01	0 0	0 0	0 0
12 Jan	3949.80	98.5 ₹ 24,625	0 0.00	0.15	0 0	0 0	0 0
9 Jan	3963.40	98.5 ₹ 24,625	0 0.00	-	0 0	0 0	0 0
8 Jan	4026.40	98.5 ₹ 24,625	0 0.00	-	0 0	0 0	0 0
7 Jan	4092.20	98.5 ₹ 24,625	0 0.00	-	0 0	0 0	0 0
6 Jan	3936.80	98.5 ₹ 24,625	0 0.00	-	0 0	0 0	0 0
5 Jan	3869.80	98.5 ₹ 24,625	0 0.00	1.09	0 0	0 0	0 0
2 Jan	3885.30	98.5 ₹ 24,625	0 0.00	0.99	0 0	0 0	0 0

For Torrent Pharmaceuticals L - strike price 3980 expiring on 24FEB2026

Delta for 3980 CE is 0.46

Historical price for 3980 CE is as follows

On 6 Feb TORNTPHARM was trading at 3939.00. The strike last trading price was 63.5, which was -15.35 lower than the previous day. The implied volatity was 21.51, the open interest changed by 2 which increased total open position to 43

On 5 Feb TORNTPHARM was trading at 3976.40. The strike last trading price was 77, which was -40.35 lower than the previous day. The implied volatity was 17.54, the open interest changed by 26 which increased total open position to 41

On 4 Feb TORNTPHARM was trading at 4023.50. The strike last trading price was 115.95, which was -2.05 lower than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 16

On 3 Feb TORNTPHARM was trading at 4045.60. The strike last trading price was 119.95, which was 33 higher than the previous day. The implied volatity was 17.52, the open interest changed by 0 which decreased total open position to 17

On 2 Feb TORNTPHARM was trading at 3987.20. The strike last trading price was 84.35, which was -6.75 lower than the previous day. The implied volatity was 13.79, the open interest changed by 6 which increased total open position to 21

On 1 Feb TORNTPHARM was trading at 3997.10. The strike last trading price was 90, which was 0.35 higher than the previous day. The implied volatity was 20.38, the open interest changed by 0 which decreased total open position to 16

On 30 Jan TORNTPHARM was trading at 3960.80. The strike last trading price was 90.85, which was 7.85 higher than the previous day. The implied volatity was 22.06, the open interest changed by 3 which increased total open position to 17

On 29 Jan TORNTPHARM was trading at 3930.10. The strike last trading price was 83, which was -3.7 lower than the previous day. The implied volatity was 23.28, the open interest changed by 0 which decreased total open position to 0

On 28 Jan TORNTPHARM was trading at 3958.70. The strike last trading price was 86.7, which was -23.1 lower than the previous day. The implied volatity was 20.82, the open interest changed by 6 which increased total open position to 13

On 27 Jan TORNTPHARM was trading at 3997.40. The strike last trading price was 111.15, which was -9.45 lower than the previous day. The implied volatity was 22.67, the open interest changed by 6 which increased total open position to 8

On 23 Jan TORNTPHARM was trading at 3932.20. The strike last trading price was 120.6, which was -16.2 lower than the previous day. The implied volatity was 27.24, the open interest changed by 0 which decreased total open position to 2

On 22 Jan TORNTPHARM was trading at 4020.50. The strike last trading price was 136.8, which was 38.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 21 Jan TORNTPHARM was trading at 3981.80. The strike last trading price was 136.8, which was 38.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 20 Jan TORNTPHARM was trading at 3976.80. The strike last trading price was 136.8, which was 38.3 higher than the previous day. The implied volatity was 23.75, the open interest changed by 3 which increased total open position to 3

On 19 Jan TORNTPHARM was trading at 4086.60. The strike last trading price was 98.5, 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 Jan TORNTPHARM was trading at 4018.20. The strike last trading price was 98.5, 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 14 Jan TORNTPHARM was trading at 4003.70. The strike last trading price was 98.5, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0

On 13 Jan TORNTPHARM was trading at 3940.30. The strike last trading price was 98.5, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0

On 12 Jan TORNTPHARM was trading at 3949.80. The strike last trading price was 98.5, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0

On 9 Jan TORNTPHARM was trading at 3963.40. The strike last trading price was 98.5, 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 Jan TORNTPHARM was trading at 4026.40. The strike last trading price was 98.5, 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 Jan TORNTPHARM was trading at 4092.20. The strike last trading price was 98.5, 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 Jan TORNTPHARM was trading at 3936.80. The strike last trading price was 98.5, 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 Jan TORNTPHARM was trading at 3869.80. The strike last trading price was 98.5, which was 0 lower than the previous day. The implied volatity was 1.09, the open interest changed by 0 which decreased total open position to 0

On 2 Jan TORNTPHARM was trading at 3885.30. The strike last trading price was 98.5, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0

TORNTPHARM 24FEB2026 3980 PE
Delta: -0.52 Vega: 3.48 Theta: -2.31 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
6 Feb	3939.00	117.9 ₹ 29,475	3.85 962.50	30.05	7 1,750	-2 -500	69 17,250
5 Feb	3976.40	119 ₹ 29,750	34.2 8550.00	36.35	120 30,000	18 4,500	71 17,750
4 Feb	4023.50	86.25 ₹ 21,562.5	6.95 1737.50	29.97	552 1,38,000	46 11,500	59 14,750
3 Feb	4045.60	81.1 ₹ 20,275	-25 -6250.00	31.33	29 7,250	12 3,000	14 3,500
2 Feb	3987.20	99.45 ₹ 24,862.5	-5 -1250.00	31.83	11 2,750	-2 -500	2 500
1 Feb	3997.10	110.25 ₹ 27,562.5	-109.4 -27350.00	29.95	19 4,750	4 1,000	4 1,000
30 Jan	3960.80	219.65 ₹ 54,912.5	0 0.00	0.5	0 0	0 0	0 0
29 Jan	3930.10	219.65 ₹ 54,912.5	0 0.00	0.38	0 0	0 0	0 0
28 Jan	3958.70	219.65 ₹ 54,912.5	0 0.00	0.26	0 0	0 0	0 0
27 Jan	3997.40	219.65 ₹ 54,912.5	0 0.00	0.6	0 0	0 0	0 0
23 Jan	3932.20	219.65 ₹ 54,912.5	0 0.00	0.18	0 0	0 0	0 0
22 Jan	4020.50	219.65 ₹ 54,912.5	0 0.00	1.75	0 0	0 0	0 0
21 Jan	3981.80	219.65 ₹ 54,912.5	0 0.00	0.18	0 0	0 0	0 0
20 Jan	3976.80	219.65 ₹ 54,912.5	0 0.00	0.78	0 0	0 0	0 0
19 Jan	4086.60	219.65 ₹ 54,912.5	0 0.00	2.81	0 0	0 0	0 0
16 Jan	4018.20	219.65 ₹ 54,912.5	0 0.00	1.72	0 0	0 0	0 0
14 Jan	4003.70	219.65 ₹ 54,912.5	0 0.00	1.55	0 0	0 0	0 0
13 Jan	3940.30	219.65 ₹ 54,912.5	0 0.00	0.03	0 0	0 0	0 0
12 Jan	3949.80	219.65 ₹ 54,912.5	0 0.00	0.27	0 0	0 0	0 0
9 Jan	3963.40	219.65 ₹ 54,912.5	0 0.00	0.41	0 0	0 0	0 0
8 Jan	4026.40	219.65 ₹ 54,912.5	0 0.00	-	0 0	0 0	0 0
7 Jan	4092.20	219.65 ₹ 54,912.5	0 0.00	-	0 0	0 0	0 0
6 Jan	3936.80	219.65 ₹ 54,912.5	0 0.00	-	0 0	0 0	0 0
5 Jan	3869.80	219.65 ₹ 54,912.5	0 0.00	-	0 0	0 0	0 0
2 Jan	3885.30	219.65 ₹ 54,912.5	0 0.00	-	0 0	0 0	0 0

For Torrent Pharmaceuticals L - strike price 3980 expiring on 24FEB2026

Delta for 3980 PE is -0.52

Historical price for 3980 PE is as follows

On 6 Feb TORNTPHARM was trading at 3939.00. The strike last trading price was 117.9, which was 3.85 higher than the previous day. The implied volatity was 30.05, the open interest changed by -2 which decreased total open position to 69

On 5 Feb TORNTPHARM was trading at 3976.40. The strike last trading price was 119, which was 34.2 higher than the previous day. The implied volatity was 36.35, the open interest changed by 18 which increased total open position to 71

On 4 Feb TORNTPHARM was trading at 4023.50. The strike last trading price was 86.25, which was 6.95 higher than the previous day. The implied volatity was 29.97, the open interest changed by 46 which increased total open position to 59

On 3 Feb TORNTPHARM was trading at 4045.60. The strike last trading price was 81.1, which was -25 lower than the previous day. The implied volatity was 31.33, the open interest changed by 12 which increased total open position to 14

On 2 Feb TORNTPHARM was trading at 3987.20. The strike last trading price was 99.45, which was -5 lower than the previous day. The implied volatity was 31.83, the open interest changed by -2 which decreased total open position to 2

On 1 Feb TORNTPHARM was trading at 3997.10. The strike last trading price was 110.25, which was -109.4 lower than the previous day. The implied volatity was 29.95, the open interest changed by 4 which increased total open position to 4

On 30 Jan TORNTPHARM was trading at 3960.80. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0

On 29 Jan TORNTPHARM was trading at 3930.10. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0

On 28 Jan TORNTPHARM was trading at 3958.70. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0

On 27 Jan TORNTPHARM was trading at 3997.40. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.6, the open interest changed by 0 which decreased total open position to 0

On 23 Jan TORNTPHARM was trading at 3932.20. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0

On 22 Jan TORNTPHARM was trading at 4020.50. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0

On 21 Jan TORNTPHARM was trading at 3981.80. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0

On 20 Jan TORNTPHARM was trading at 3976.80. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0

On 19 Jan TORNTPHARM was trading at 4086.60. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0

On 16 Jan TORNTPHARM was trading at 4018.20. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 1.72, the open interest changed by 0 which decreased total open position to 0

On 14 Jan TORNTPHARM was trading at 4003.70. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0

On 13 Jan TORNTPHARM was trading at 3940.30. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0

On 12 Jan TORNTPHARM was trading at 3949.80. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0

On 9 Jan TORNTPHARM was trading at 3963.40. The strike last trading price was 219.65, which was 0 lower than the previous day. The implied volatity was 0.41, the open interest changed by 0 which decreased total open position to 0

On 8 Jan TORNTPHARM was trading at 4026.40. The strike last trading price was 219.65, 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 Jan TORNTPHARM was trading at 4092.20. The strike last trading price was 219.65, 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 Jan TORNTPHARM was trading at 3936.80. The strike last trading price was 219.65, 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 Jan TORNTPHARM was trading at 3869.80. The strike last trading price was 219.65, 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 Jan TORNTPHARM was trading at 3885.30. The strike last trading price was 219.65, 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

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