ETERNAL
Eternal Limited
Historical option data for ETERNAL
21 Sep 2025 04:15 PM IST
| ETERNAL 30SEP2025 345 CE | ||||||||||||||||
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Delta: 0.34
Vega: 0.21
Theta: -0.27
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 336.55 | 3.2 | -0.55 | 24.66 | 6,121 | 333 | 1,374 | |||||||||
| 14 Sept | 321.40 | 1.6 | -1.1 | 28.08 | 856 | 94 | 575 | |||||||||
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| 17 Aug | 318.40 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Eternal Limited - strike price 345 expiring on 30SEP2025
Delta for 345 CE is 0.34
Historical price for 345 CE is as follows
On 21 Sept ETERNAL was trading at 336.55. The strike last trading price was 3.2, which was -0.55 lower than the previous day. The implied volatity was 24.66, the open interest changed by 333 which increased total open position to 1374
On 14 Sept ETERNAL was trading at 321.40. The strike last trading price was 1.6, which was -1.1 lower than the previous day. The implied volatity was 28.08, the open interest changed by 94 which increased total open position to 575
On 17 Aug ETERNAL was trading at 318.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ETERNAL 30SEP2025 345 PE | |||||||
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Delta: -0.65
Vega: 0.22
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 336.55 | 9.75 | -0.6 | 25.76 | 525 | 61 | 152 |
| 14 Sept | 321.40 | 23.5 | 5.8 | 30.49 | 10 | -7 | 102 |
| 17 Aug | 318.40 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Eternal Limited - strike price 345 expiring on 30SEP2025
Delta for 345 PE is -0.65
Historical price for 345 PE is as follows
On 21 Sept ETERNAL was trading at 336.55. The strike last trading price was 9.75, which was -0.6 lower than the previous day. The implied volatity was 25.76, the open interest changed by 61 which increased total open position to 152
On 14 Sept ETERNAL was trading at 321.40. The strike last trading price was 23.5, which was 5.8 higher than the previous day. The implied volatity was 30.49, the open interest changed by -7 which decreased total open position to 102
On 17 Aug ETERNAL was trading at 318.40. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
