TORNTPHARM TORRENT PHARMACEUTICALS L
TORRENT PHARMACEUTICALS L — on this desk since 1 Jan 2016.
Results meeting in 7 days Fri 23 Oct 2026, as the company announced it to NSE
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 491.98 | 0 | 2,375 | 4,100 | 1,125 | 0 | 0.14 | — |
| — | — | — | — | 4,150 | 500 | 0 | 0.36 | — |
| — | — | — | — | 4,200 | 2,500 | +125 | 6.70 | short build-up |
| — | — | — | — | 4,250 | 1,250 | 0 | 1.95 | — |
| — | — | — | — | 4,300 | 8,125 | −2,375 | 12.00 | long unwinding |
| — | — | — | — | 4,350 | 9,000 | −1,000 | 17.15 | long unwinding |
| — | 206.10 | 0 | 250 | 4,400 | 27,750 | 0 | 13.69 | — |
| long build-up | 203.60 | +250 | 375 | 4,450 | 10,250 | +750 | 31.70 | short build-up |
| — | 128.99 | 0 | 1,625 | 4,500 | 29,125 | +2,125 | 43.10 | short build-up |
| short covering | 125.20 | −250 | 6,875 | 4,550 | 7,625 | −750 | 58.60 | long unwinding |
| short covering | 96.10 | −1,000 | 24,125 | 4,600at the money | wall54,875 | +5,500 | 82.70 | short build-up |
| long build-up | 72.10 | +500 | 42,000 | 4,650 | 18,125 | +1,125 | 111.30 | short build-up |
| short covering | 54.70 | −1,625 | 78,375 | 4,700 | 51,375 | −375 | 140.55 | long unwinding |
| long build-up | 41.70 | +875 | 47,375 | 4,750 | 40,750 | 0 | 178.63 | — |
| short covering | 28.80 | −2,250 | 58,750 | 4,800 | 22,250 | −2,750 | 217.95 | long unwinding |
| short covering | 21.70 | −3,375 | 18,000 | 4,850 | 8,750 | 0 | 264.75 | — |
| short covering | 16.95 | −6,250 | 63,875 | 4,900 | 29,625 | −2,625 | 302.20 | long unwinding |
| short covering | 12.15 | −13,875 | 56,125 | 4,950 | 250 | 0 | 359.04 | — |
| long unwinding | 9.45 | −24,875 | 1,36,375wall | 5,000 | 5,250 | 0 | 407.75 | — |
| — | 0.65 | 0 | 13,625 | 5,050 | 1,000 | 0 | 457.01 | — |
| long unwinding | 5.85 | −3,250 | 39,625 | 5,100 | 375 | 0 | 506.58 | — |
The options were priced for a move of about 3.9% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 360 of 685 times the close 5 sessions later was higher.
Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.68% above the share.
Not in the F&O ban this session; open interest stood at 20% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.9% by 27 Oct; over the sessions the desk holds it ranged 1.4–6.9%.
Option prices were dearer than 87 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short cover | 3.9% | 0.68% | |
| Wed 14 Oct | long unwind | 4.0% | 0.00% | |
| Tue 13 Oct | short build | 3.9% | 0.27% | |
| Mon 12 Oct | short cover | 4.4% | -0.30% | |
| Fri 9 Oct | long build | 4.1% | 0.19% | |
| Thu 8 Oct | long unwind | 4.7% | 0.03% | |
| Wed 7 Oct | short build | 4.4% | -0.05% | |
| Tue 6 Oct | short cover | 4.2% | 0.43% | |
| Mon 5 Oct | short build | 4.4% | 0.18% | |
| Thu 1 Oct | short build | 4.7% | 0.75% | |
| Wed 30 Sep | short build | 4.7% | 0.67% | |
| Tue 29 Sep | long build | 4.8% | 1.24% | |
| Mon 28 Sep | short build | 5.0% | 0.63% | |
| Fri 25 Sep | short cover | 1.6% | -0.26% | |
| Thu 24 Sep | long unwind | 1.6% | 0.34% | |
| Wed 23 Sep | long build | 1.8% | -0.05% | |
| Tue 22 Sep | short build | 2.1% | -0.08% | |
| Mon 21 Sep | long build | 2.3% | 0.11% | |
| Fri 18 Sep | short build | 2.6% | 0.64% | |
| Thu 17 Sep | long build | 2.8% | 0.28% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.
The lot size changed from 250 to 125 on 29 Apr 2026; contracts either side are compared in shares, not lots.