Historical option data for TORNTPHARM
23 Jun 2026 12:09 PM IST
| TORNTPHARM 28-Jul-2026 (35d) 4500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 0.06
Theta: -2.14
Gamma: 0.00119
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 4497.10 | 143 | 15 (11.72%) | 23.89 | 79 | 19 | 33 | |||||||||
| 22 Jun | 4457.00 | 127.15 | 11.15 (9.61%) | 25.69 | 23 | 13 | 13 | |||||||||
| 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 | |||||||||
For Torrent Pharmaceuticals L - strike price 4500 expiring on 28JUL2026
Delta for 4500 CE is 0.54
Historical price for 4500 CE is as follows
On 23 Jun TORNTPHARM was trading at 4497.10. The strike last trading price was 143, which was 15 higher than the previous day. The implied volatity was 23.89, the open interest changed by 19 which increased total open position to 33
On 22 Jun TORNTPHARM was trading at 4457.00. The strike last trading price was 127.15, which was 11.15 higher than the previous day. The implied volatity was 25.69, the open interest changed by 13 which increased total open position to 13
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
| TORNTPHARM 28-Jul-2026 (35d) 4500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.46
Vega: 0.06
Theta: -1.63
Gamma: 0.00109
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 4497.10 | 136.05 | -8.95 (-6.17%) | 25.98 | 33 | 24 | 24 |
| 22 Jun | 4457.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 4466.70 | 145 | 32 (28.32%) | 26.86 | 1 | -1 | 0 |
| 15 Jun | 4504.00 | 145 | 32 (28.32%) | 26.86 | 1 | -1 | 0 |
| 12 Jun | 4571.20 | 113 | -255.05 (-69.30%) | 25.36 | 1 | 1 | 1 |
For Torrent Pharmaceuticals L - strike price 4500 expiring on 28JUL2026
Delta for 4500 PE is -0.46
Historical price for 4500 PE is as follows
On 23 Jun TORNTPHARM was trading at 4497.10. The strike last trading price was 136.05, which was -8.95 lower than the previous day. The implied volatity was 25.98, the open interest changed by 24 which increased total open position to 24
On 22 Jun TORNTPHARM was trading at 4457.00. 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 16 Jun TORNTPHARM was trading at 4466.70. The strike last trading price was 145, which was 32 higher than the previous day. The implied volatity was 26.86, the open interest changed by -1 which decreased total open position to 0
On 15 Jun TORNTPHARM was trading at 4504.00. The strike last trading price was 145, which was 32 higher than the previous day. The implied volatity was 26.86, the open interest changed by -1 which decreased total open position to 0
On 12 Jun TORNTPHARM was trading at 4571.20. The strike last trading price was 113, which was -255.05 lower than the previous day. The implied volatity was 25.36, the open interest changed by 1 which increased total open position to 1
