TORNTPHARM option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 125
Spot
4,595.00
Future
4,618.30
Forward
4,618.30
PCR (OI)
0.87
Puts 5,875 / Calls 6,750
PCR (volume)
0.67
Puts 10 / Calls 15
Max pain
4,600
strike with least total payout to holders
Highest OI
4,600 CE · 4,600 PE
ΔOI calls +1,875 · puts +1,250
Open interest by strike
CallsPuts│ ATM┊ Max pain
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 31.29 | 0.00 | 1,059.90 | 3,900 | 8.75 | 0.00 | 21.74 | — | — | Neutral | ||||||
| Neutral | — | — | 28.95 | 0.00 | 966.55 | 4,000 | 13.95 | 0.00 | 21.70 | — | — | Neutral | ||||||
| Neutral | — | — | 27.98 | 0.00 | 640.85 | 4,050 | 21.95 | 0.00 | 21.67 | — | — | Neutral | ||||||
| Neutral | — | — | 27.14 | 0.00 | 875.50 | 4,100 | 21.40 | 0.00 | 21.64 | — | — | Neutral | ||||||
| Short buildup | 1,875 | +1,875 | 15.22 | -86.15 | 468.60 | 4,150 | 21.15 | -13.65 | 22.38 | +1,250 | 1,250 | Short buildup | ||||||
| Neutral | — | — | 25.82 | 0.00 | 787.25 | 4,200 | 31.70 | 0.00 | 21.56 | — | — | Neutral | ||||||
| Neutral | — | — | 25.32 | 0.00 | 473.75 | 4,250 | 52.70 | 0.00 | 21.52 | — | — | Neutral | ||||||
| Neutral | — | — | 24.90 | 0.00 | 702.50 | 4,300 | 45.50 | 0.00 | 21.47 | — | — | Neutral | ||||||
| Neutral | — | — | 24.55 | 0.00 | 398.90 | 4,350 | 76.80 | 0.00 | 21.41 | — | — | Neutral | ||||||
| Neutral | — | — | 24.26 | 0.00 | 621.85 | 4,400 | 63.40 | 0.00 | 21.35 | — | — | Neutral | ||||||
| Neutral | 375 | — | 24.02 | 0.00 | 246.10 | 4,450 | 76.30 | 0.00 | 21.28 | — | 375 | Neutral | ||||||
| Neutral | 125 | — | 23.82 | 0.00 | 215.15 | 4,500 | 93.20 | 0.00 | 21.20 | — | 125 | Neutral | ||||||
| Neutral | 125 | — | 23.64 | 0.00 | 221.75 | 4,550 | 93.60 | 0.00 | 21.11 | — | 125 | Neutral | ||||||
| Neutral | 3,625 | — | 23.50 | 0.00 | 194.00 | 4,600 | 133.55 | 0.00 | 21.00 | — | 3,875 | Neutral | ||||||
| Neutral | — | — | 23.38 | 0.00 | 216.75 | 4,650 | 191.35 | 0.00 | 20.88 | — | — | Neutral | ||||||
| Neutral | 125 | — | 23.27 | 0.00 | 150.80 | 4,700 | 185.35 | 0.00 | 20.74 | — | 125 | Neutral | ||||||
| Neutral | — | — | 23.18 | 0.00 | 171.30 | 4,750 | 244.85 | 0.00 | 20.57 | — | — | Neutral | ||||||
| Neutral | 500 | — | 23.10 | 0.00 | 97.00 | 4,800 | 185.90 | 0.00 | 20.36 | — | — | Neutral | ||||||
| Neutral | — | — | 23.03 | 0.00 | 133.20 | 4,850 | 305.65 | 0.00 | 20.12 | — | — | Neutral | ||||||
| Neutral | — | — | 22.97 | 0.00 | 296.75 | 4,900 | 230.95 | 0.00 | 19.82 | — | — | Neutral | ||||||
| Neutral | — | — | 22.92 | 0.00 | 101.85 | 4,950 | 373.25 | 0.00 | 19.45 | — | — | Neutral | ||||||
| Neutral | — | — | 22.87 | 0.00 | 249.15 | 5,000 | 281.85 | 0.00 | 18.97 | — | — | Neutral | ||||||
| Neutral | — | — | 22.83 | 0.00 | 76.95 | 5,050 | 447.25 | 0.00 | 18.33 | — | — | Neutral | ||||||
| Neutral | — | — | 22.79 | 0.00 | 207.30 | 5,100 | 338.55 | 0.00 | 17.43 | — | — | Neutral | ||||||
| Neutral | — | — | 22.73 | 0.00 | 170.95 | 5,200 | 400.75 | 0.00 | 11.61 | — | — | Neutral | ||||||
| Neutral | — | — | 22.68 | 0.00 | 139.70 | 5,300 | 468.05 | 0.00 | — | — | — | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. 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.