TORNTPHARM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 125
Spot
4,595.00
Future
4,595.60
Forward
4,598.55
PCR (OI)
0.58
Puts 2.68 L / Calls 4.63 L
PCR (volume)
0.45
Puts 3,343 / Calls 7,371
Max pain
4,600
strike with least total payout to holders
Highest OI
5,000 CE · 4,600 PE
ΔOI calls +1.57 L · puts +18,500
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| · | · | · | · | · | · | · | · | · | 3,800 | 1.55 | -6.30 | 35.51 | — | 125 | Neutral | |||
| Neutral | — | — | 44.04 | 0.00 | 1,097.40 | 3,900 | 1.75 | +0.10 | 31.77 | −750 | 1,500 | Short covering | ||||||
| Neutral | 1,000 | — | 38.76 | 0.00 | 625.00 | 4,000 | 4.80 | 0.00 | 21.85 | — | 4,250 | Neutral | ||||||
| Neutral | — | — | 36.24 | 0.00 | 885.40 | 4,050 | 4.80 | 0.00 | 21.80 | — | 500 | Neutral | ||||||
| Neutral | — | — | 33.86 | 0.00 | 911.50 | 4,100 | 4.35 | +0.75 | 27.07 | +625 | 5,500 | Long buildup | ||||||
| Neutral | — | — | 31.69 | 0.00 | 790.65 | 4,150 | 3.15 | -0.85 | 23.28 | — | 2,250 | Neutral | ||||||
| Neutral | — | — | 29.78 | 0.00 | 822.20 | 4,200 | 8.15 | +2.45 | 25.48 | +1,750 | 14,750 | Long buildup | ||||||
| Neutral | 375 | — | 28.18 | 0.00 | 380.85 | 4,250 | 11.35 | +3.45 | 24.82 | −625 | 4,250 | Short covering | ||||||
| Neutral | — | — | 26.88 | 0.00 | 736.15 | 4,300 | 15.55 | +4.60 | 24.10 | −1,250 | 12,750 | Short covering | ||||||
| Neutral | — | — | 25.88 | 0.00 | 609.65 | 4,350 | 21.35 | +6.05 | 23.44 | −4,125 | 9,000 | Short covering | ||||||
| Neutral | 7,500 | — | 23.35 | -40.90 | 228.80 | 4,400 | 29.75 | +9.10 | 23.00 | −3,125 | 56,375 | Short covering | ||||||
| Long unwinding | 375 | −125 | 22.70 | -71.95 | 189.35 | 4,450 | 40.80 | +11.90 | 22.59 | −625 | 5,875 | Short covering | ||||||
| Short buildup | 14,875 | +5,000 | 22.49 | -28.25 | 154.50 | 4,500 | 55.80 | +15.90 | 22.38 | +7,750 | 31,750 | Long buildup | ||||||
| Short buildup | 8,375 | +3,000 | 22.62 | -31.40 | 124.80 | 4,550 | 74.15 | +20.90 | 22.10 | +1,000 | 18,500 | Long buildup | ||||||
| Short buildup | 87,000 | +22,625 | 22.16 | -26.75 | 96.50 | 4,600 | 98.70 | +26.10 | 22.33 | +14,625 | 59,375 | Long buildup | ||||||
| Short buildup | 39,750 | +7,875 | 22.28 | -22.15 | 74.75 | 4,650 | 126.05 | +29.50 | 22.28 | +2,625 | 10,125 | Long buildup | ||||||
| Neutral | 76,625 | −500 | 22.41 | -17.20 | 56.90 | 4,700 | 158.75 | +35.75 | 22.58 | +125 | 22,375 | Neutral | ||||||
| Short buildup | 15,000 | +6,875 | 22.69 | -12.55 | 43.10 | 4,750 | 177.75 | 0.00 | 19.86 | — | 1,000 | Neutral | ||||||
| Short buildup | 42,750 | +11,250 | 23.07 | -8.80 | 32.55 | 4,800 | 214.00 | 0.00 | 19.21 | — | 3,625 | Neutral | ||||||
| Short buildup | 9,625 | +8,000 | 23.41 | -5.75 | 24.30 | 4,850 | 252.30 | 0.00 | 18.18 | — | 250 | Neutral | ||||||
| Short buildup | 18,000 | +5,125 | 23.84 | -3.70 | 18.20 | 4,900 | 269.05 | 0.00 | 16.24 | — | 1,375 | Neutral | ||||||
| Short buildup | 30,125 | +23,750 | 24.33 | -2.10 | 13.70 | 4,950 | 211.85 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 93,625 | +61,750 | 25.28 | -0.50 | 11.10 | 5,000 | 409.00 | +50.75 | 23.84 | +500 | 1,125 | Long buildup | ||||||
| Long unwinding | 5,750 | −125 | 24.98 | -0.55 | 7.30 | 5,050 | 268.15 | 0.00 | — | — | — | Neutral | ||||||
| Long buildup | 4,125 | +1,000 | 26.77 | +0.60 | 7.00 | 5,100 | 316.60 | 0.00 | — | — | — | Neutral | ||||||
| Neutral | 125 | — | 22.60 | 0.00 | 8.95 | 5,150 | 364.00 | 0.00 | — | — | 125 | Neutral | ||||||
| Neutral | 1,000 | — | 22.56 | 0.00 | 5.00 | 5,200 | 376.55 | 0.00 | — | — | — | Neutral | ||||||
| Short buildup | 2,750 | +500 | 28.14 | -4.40 | 3.10 | 5,250 | · | · | · | · | · | · | · | · | · | |||
| Long buildup | 3,000 | +625 | 30.17 | +1.15 | 3.35 | 5,300 | 706.00 | 0.00 | — | — | 1,000 | Neutral | ||||||
| Long buildup | 1,125 | +375 | 33.07 | +0.65 | 1.65 | 5,500 | · | · | · | · | · | · | · | · | · | |||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 5% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.