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.

Download CSV

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) —

Max Pain 4000.0000

Open Interest by Strike (Max Pain: 4000.0000)

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	966.5500	49.22	0.821	4000.0000	-0.053	25.22	13.9500	0	0
0	0	787.2500	43.83	0.781	4200.0000	-0.107	24.82	31.7000	0	0
0	0	702.5000	41.6	0.756	4300.0000	-0.145	24.58	45.5000	0	0
0	0	621.8500	39.69	0.725	4400.0000	-0.190	24.31	63.4000	0	0
0	0	546.0500	38.09	0.690	4500.0000	-0.242	24.01	86.1000	0	0
0	0	474.9000	36.68	0.651	4600.0000	-0.302	23.6	113.5500	0	0
0	0	409.6500	35.54	0.607	4700.0000	-0.367	23.16	146.8000	0	0
0	0	350.2500	34.59	0.560	4800.0000	-0.438	22.63	185.9000	0	0
0	0	296.7500	33.79	0.511	4900.0000	-0.513	21.99	230.9500	0	0
0	0	249.1500	33.12	0.460	5000.0000	-0.591	21.19	281.8500	0	0
0	0	207.3000	32.56	0.410	5100.0000	-0.672	20.17	338.5500	0	0
0	0	170.9500	32.08	0.361	5200.0000	-0.757	18.77	400.7500	0	0
0	0	139.7000	31.68	0.314	5300.0000	-0.848	16.62	468.0500	0	0
0	0	113.4500	31.36	0.271	5400.0000	-0.965	11.72	540.3500	0	0
0	0	72.6000	30.8	0.194	5600.0000		—	696.5500	0	0