ETERNAL
Eternal Limited
Historical option data for ETERNAL
21 Sep 2025 04:15 PM IST
| ETERNAL 30SEP2025 360 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.10
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 336.55 | 0.75 | -0.3 | 27.12 | 2,098 | -19 | 1,646 | |||||||||
| 14 Sept | 321.40 | 0.55 | -0.35 | 30.37 | 772 | 16 | 1,662 | |||||||||
For Eternal Limited - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 0.10
Historical price for 360 CE is as follows
On 21 Sept ETERNAL was trading at 336.55. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 27.12, the open interest changed by -19 which decreased total open position to 1646
On 14 Sept ETERNAL was trading at 321.40. The strike last trading price was 0.55, which was -0.35 lower than the previous day. The implied volatity was 30.37, the open interest changed by 16 which increased total open position to 1662
| ETERNAL 30SEP2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.83
Vega: 0.15
Theta: -0.16
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 336.55 | 23.1 | 0.35 | 35.61 | 30 | -7 | 55 |
| 14 Sept | 321.40 | 37.35 | 6.75 | 35.01 | 15 | -1 | 72 |
For Eternal Limited - strike price 360 expiring on 30SEP2025
Delta for 360 PE is -0.83
Historical price for 360 PE is as follows
On 21 Sept ETERNAL was trading at 336.55. The strike last trading price was 23.1, which was 0.35 higher than the previous day. The implied volatity was 35.61, the open interest changed by -7 which decreased total open position to 55
On 14 Sept ETERNAL was trading at 321.40. The strike last trading price was 37.35, which was 6.75 higher than the previous day. The implied volatity was 35.01, the open interest changed by -1 which decreased total open position to 72
