Torrent Pharmaceuticals Limited

Healthcare · Pharmaceuticals & Biotechnology

NSE: TORNTPHARM BSE: 500420

₹4800.00

Sept. 30, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +110.00

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	4832.0000	-122.50	3193625	26875	Short Buildup
Nov. 23, 2026	4852.5000	-118.00	389000	2750	Short Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Sept. 30, 2026	Dec. 29, 2026	4928.0000	4928.0000	4910.0000	4910.0000	125	125
Sept. 30, 2026	Nov. 23, 2026	4940.5000	4952.5000	4850.0000	4852.5000	389000	2750
Sept. 30, 2026	Oct. 27, 2026	4972.0000	4972.0000	4822.0000	4832.0000	3193625	26875
Sept. 29, 2026	Nov. 23, 2026	4940.0000	4997.5000	4900.0000	4970.5000	386250	2500
Sept. 29, 2026	Oct. 27, 2026	4926.5000	4974.5000	4870.5000	4954.5000	3166750	352375
Sept. 29, 2026	Sept. 29, 2026	4879.0000	4999.0000	4794.5000	4920.0000	71625	-259500
Sept. 28, 2026	Nov. 23, 2026	4997.0000	4997.0000	4916.0000	4916.0000	383750	1000
Sept. 28, 2026	Oct. 27, 2026	4994.0000	5000.0000	4891.0000	4899.5000	2814375	745750
Sept. 28, 2026	Sept. 29, 2026	4974.5000	4980.0000	4852.0000	4874.5000	331125	-721125
Sept. 25, 2026	Nov. 23, 2026	5011.0000	5033.5000	5006.5000	5020.5000	382750	375

Options Chain

As of Sept. 30, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.595

Max Pain 4850.0000

Open Interest by Strike (Max Pain: 4850.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
2250	0	822.0000	72.76	0.822	4100.0000	-0.028	32.19	4.7500	250	500
0	0	792.4500	84.19	0.764	4200.0000	-0.108	43.37	31.1000	0	0
0	0	707.5500	79.92	0.738	4300.0000	-0.147	42.75	44.6500	0	0
0	0	656.3500	75.64	0.728	4350.0000	-0.055	24.37	7.6500	0	250
250	0	580.0000	65.6	0.728	4400.0000	-0.081	24.83	12.2500	250	1000
0	0	572.0500	71.03	0.697	4450.0000	-0.103	24.19	16.0000	6125	6125
1625	1250	375.7500	33.12	0.794	4500.0000	-0.127	23.06	19.5000	375	11250
500	0	460.0000	60.14	0.670	4550.0000	-0.159	22.3	25.0500	1750	3125
1000	0	415.0000	56.97	0.650	4600.0000	-0.200	21.62	32.4500	750	14500
0	0	419.3500	63.63	0.618	4650.0000	-0.255	21.53	44.2500	-2125	5375
375	125	200.0000	24.98	0.663	4700.0000	-0.315	21.28	58.3000	30875	40125
250	0	278.6500	46.38	0.574	4750.0000	-0.381	21.06	75.6000	875	6375
27000	3125	128.0500	22.19	0.546	4800.0000	-0.453	21.04	97.3500	11875	25750
12125	9500	103.8000	22.19	0.478	4850.0000	-0.525	21.02	122.6500	7625	8625
43625	16500	83.2500	22.26	0.411	4900.0000	-0.600	20.29	147.9500	2500	35000
32500	11375	65.9000	22.34	0.348	4950.0000		—	104.4000	0	125
64375	12625	51.1500	22.34	0.289	5000.0000	-0.762	17.81	206.0000	125	6500
1750	1750	40.6000	22.71	0.240	5050.0000	-0.779	21.03	257.8500	0	0
36625	2625	30.9000	22.76	0.194	5100.0000		—	186.0500	0	125
1000	625	24.1500	23.1	0.157	5150.0000		—	317.4500	0	0
6875	1750	18.7500	23.43	0.127	5200.0000	-0.855	25.16	396.8000	0	0
6500	4125	14.6000	23.79	0.102	5250.0000		—	383.4500	0	0
9250	1625	11.9000	24.43	0.084	5300.0000		—	466.7000	0	125
1875	1250	9.8500	25.12	0.070	5350.0000		—	455.5000	0	0
10250	-7625	7.8500	25.58	0.057	5400.0000		—	535.7000	0	0
3625	-2375	6.7000	26.36	0.048	5450.0000		—	532.3500	0	0
2125	-125	6.1000	27.43	0.043	5500.0000		—	611.6000	0	0
5750	1625	4.2500	28.58	0.030	5600.0000		—	691.4000	0	0
2625	125	3.5000	30.39	0.024	5700.0000		—	774.5000	0	0
3875	750	2.3500	31.14	0.017	5800.0000		—	862.0000	0	500