PPLPHARMA
Piramal Pharma Limited
Historical option data for PPLPHARMA
21 Sep 2025 04:16 PM IST
| PPLPHARMA 30SEP2025 180 CE | ||||||||||||||||
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Delta: 0.93
Vega: 0.05
Theta: -0.18
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 208.28 | 29.4 | 5.8 | 60.37 | 16 | 13 | 27 | |||||||||
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| 14 Sept | 200.67 | 22.3 | -0.45 | 36.77 | 9 | 0 | 13 | |||||||||
For Piramal Pharma Limited - strike price 180 expiring on 30SEP2025
Delta for 180 CE is 0.93
Historical price for 180 CE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 29.4, which was 5.8 higher than the previous day. The implied volatity was 60.37, the open interest changed by 13 which increased total open position to 27
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 22.3, which was -0.45 lower than the previous day. The implied volatity was 36.77, the open interest changed by 0 which decreased total open position to 13
| PPLPHARMA 30SEP2025 180 PE | |||||||
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Delta: -0.02
Vega: 0.02
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 208.28 | 0.15 | 0 | 44.19 | 20 | -1 | 154 |
| 14 Sept | 200.67 | 0.45 | -0.15 | 34.85 | 35 | 3 | 155 |
For Piramal Pharma Limited - strike price 180 expiring on 30SEP2025
Delta for 180 PE is -0.02
Historical price for 180 PE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 44.19, the open interest changed by -1 which decreased total open position to 154
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 34.85, the open interest changed by 3 which increased total open position to 155
