ETERNAL
Eternal Limited
Historical option data for ETERNAL
21 Sep 2025 04:15 PM IST
| ETERNAL 30SEP2025 355 CE | ||||||||||||||||
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Delta: 0.15
Vega: 0.14
Theta: -0.18
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 336.55 | 1.2 | -0.4 | 26.03 | 1,665 | 158 | 405 | |||||||||
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| 14 Sept | 321.40 | 0.75 | -0.5 | 29.37 | 190 | -18 | 170 | |||||||||
For Eternal Limited - strike price 355 expiring on 30SEP2025
Delta for 355 CE is 0.15
Historical price for 355 CE is as follows
On 21 Sept ETERNAL was trading at 336.55. The strike last trading price was 1.2, which was -0.4 lower than the previous day. The implied volatity was 26.03, the open interest changed by 158 which increased total open position to 405
On 14 Sept ETERNAL was trading at 321.40. The strike last trading price was 0.75, which was -0.5 lower than the previous day. The implied volatity was 29.37, the open interest changed by -18 which decreased total open position to 170
| ETERNAL 30SEP2025 355 PE | |||||||
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Delta: -0.80
Vega: 0.16
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 336.55 | 18.3 | -9 | 31.39 | 7 | 1 | 4 |
| 14 Sept | 321.40 | 27.3 | 0 | 0.00 | 0 | 0 | 0 |
For Eternal Limited - strike price 355 expiring on 30SEP2025
Delta for 355 PE is -0.80
Historical price for 355 PE is as follows
On 21 Sept ETERNAL was trading at 336.55. The strike last trading price was 18.3, which was -9 lower than the previous day. The implied volatity was 31.39, the open interest changed by 1 which increased total open position to 4
On 14 Sept ETERNAL was trading at 321.40. The strike last trading price was 27.3, 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
