Torrent Pharmaceuticals Limited

Healthcare · Pharmaceuticals & Biotechnology

NSE: TORNTPHARM BSE: 500420

₹4772.00

Oct. 5, 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) +138.00

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	4780.8000	-22.10	3228375	27250	Short Buildup
Nov. 23, 2026	4806.2000	-28.20	391875	875	Short Buildup
Dec. 29, 2026	4910.0000	0.00	125	0	—

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	0.0000	0.0000	0.0000	4910.0000	125	0
Oct. 5, 2026	Nov. 23, 2026	4789.1000	4819.6000	4760.0000	4806.2000	391875	875
Oct. 5, 2026	Oct. 27, 2026	4810.0000	4812.0000	4733.5000	4780.8000	3228375	27250
Oct. 1, 2026	Dec. 29, 2026	0.0000	0.0000	0.0000	4910.0000	125	0
Oct. 1, 2026	Nov. 23, 2026	4770.6000	4854.2000	4751.4000	4834.4000	391000	2000
Oct. 1, 2026	Oct. 27, 2026	4848.9000	4848.9000	4725.2000	4802.9000	3201125	7500
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

Options Chain

As of Oct. 1, 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) 0.804

Max Pain 4800.0000

Open Interest by Strike (Max Pain: 4800.0000)

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
2375	125	709.5000	41.39	0.930	4100.0000	-0.029	31.81	4.7500	0	500
0	0	792.4500	91.21	0.748	4200.0000	-0.112	42.87	31.1000	0	0
0	0	707.5500	86.41	0.722	4300.0000	-0.068	28.17	11.1000	125	125
0	0	656.3500	81.88	0.711	4350.0000	-0.071	25.46	10.4500	750	1000
250	0	580.0000	71.63	0.708	4400.0000	-0.090	24.64	13.4000	3250	4250
0	0	572.0500	76.76	0.680	4450.0000	-0.113	23.81	17.1500	-1875	4250
1625	0	375.7500	39.44	0.745	4500.0000	-0.143	23.03	22.1000	37250	48500
500	0	460.0000	65.35	0.651	4550.0000	-0.184	22.61	29.6500	875	4000
1000	0	415.0000	61.92	0.631	4600.0000	-0.231	22.15	39.1000	7000	21500
0	0	419.3500	68.43	0.603	4650.0000	-0.288	21.79	51.4500	-250	5125
1125	750	176.8500	24.52	0.634	4700.0000	-0.351	21.38	66.5000	4625	44750
3625	3375	138.2500	22.55	0.575	4750.0000	-0.421	21.08	85.3000	13625	20000
41250	14250	111.7500	22.39	0.506	4800.0000	-0.495	20.88	108.2000	-2250	23500
12125	0	86.2500	21.75	0.435	4850.0000	-0.568	21.11	136.9000	1125	9750
47500	3875	72.6000	22.82	0.374	4900.0000	-0.648	19.85	162.0000	-1250	33750
30000	-2500	56.7500	22.84	0.313	4950.0000		—	104.4000	0	125
57000	-7375	44.1500	22.97	0.258	5000.0000	-0.945	9.71	206.0000	0	6500
1750	0	40.6000	24.87	0.228	5050.0000	-0.931	12.91	257.8500	0	0
24250	-12375	27.0500	23.61	0.173	5100.0000		—	186.0500	0	125
1250	250	20.8500	23.87	0.139	5150.0000		—	317.4500	0	0
14875	8000	15.7500	24.04	0.110	5200.0000		—	396.8000	0	0
5000	-1500	13.0500	24.81	0.091	5250.0000		—	383.4500	0	0
7250	-2000	10.5000	25.37	0.075	5300.0000		—	466.7000	0	125
1875	0	9.8500	26.78	0.068	5350.0000
11500	1250	7.4500	26.9	0.053	5400.0000		—	535.7000	0	0
3625	0	6.7000	27.95	0.047	5450.0000
2125	0	6.0500	28.97	0.042	5500.0000		—	611.6000	0	0
5750	0	4.2500	30.12	0.029	5600.0000
2625	0	3.5000	31.93	0.024	5700.0000
3875	0	2.3500	32.64	0.016	5800.0000		—	862.0000	0	500