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) 1.0

Max Pain 4900.0000

Open Interest by Strike (Max Pain: 4900.0000)

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
0	0	911.5000	70.59	0.769	4100.0000	-0.072	30.34	18.6000	0	0
0	0	822.2000	66.55	0.749	4200.0000	-0.102	29.88	27.8000	0	0
0	0	736.1500	62.9	0.725	4300.0000	-0.141	29.36	40.2500	0	0
0	0	609.6500	47.19	0.746	4350.0000	-0.121	23.98	27.0500	0	0
0	0	653.9500	59.65	0.697	4400.0000	-0.187	28.76	56.5500	0	0
0	0	525.3500	44.18	0.712	4450.0000	-0.174	23.52	41.8000	0	0
0	0	576.1500	56.8	0.665	4500.0000	-0.243	28.06	77.3000	0	0
0	0	446.4500	41.63	0.671	4550.0000	-0.241	22.99	62.0500	0	0
0	0	503.4500	54.33	0.629	4600.0000	-0.307	27.25	103.1500	0	0
0	0	373.7500	39.5	0.624	4650.0000	-0.320	22.3	88.4500	0	0
0	0	435.8500	52.16	0.590	4700.0000	-0.381	26.23	134.0500	0	0
0	0	308.2500	37.78	0.569	4750.0000	-0.412	21.47	122.0500	0	0
0	0	374.2000	50.34	0.547	4800.0000	-0.463	24.89	170.0000	125	125
0	0	250.2000	36.37	0.510	4850.0000	-0.516	20.38	163.1500	0	0
125	0	318.3500	48.77	0.502	4900.0000	-0.555	23.46	213.6000	0	0
0	0	199.8000	35.23	0.448	4950.0000	-0.630	18.86	211.8500	0	0
0	0	268.4500	47.44	0.456	5000.0000	-0.658	21.37	262.1500	0	0
0	0	157.0000	34.3	0.386	5050.0000	-0.760	16.53	268.1500	0	0
0	0	224.3500	46.3	0.409	5100.0000	-0.781	18.22	316.6000	0	0
125	125	62.5000	24.09	0.250	5150.0000	-0.801	19.61	364.0000	125	125
0	0	185.8000	45.32	0.362	5200.0000	-0.982	9.44	376.5500	0	0
0	0	92.2500	32.92	0.269	5250.0000		—	401.6000	0	0
0	0	152.5500	44.49	0.318	5300.0000		—	441.8500	0	0
0	0	124.1500	43.76	0.275	5400.0000		—	511.9500	0	0
0	0	100.5000	43.2	0.236	5500.0000		—	586.8000	0	0