PPLPHARMA
Piramal Pharma Limited
Historical option data for PPLPHARMA
21 Sep 2025 04:16 PM IST
| PPLPHARMA 30SEP2025 190 CE | ||||||||||||||||
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Delta: 0.98
Vega: 0.02
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 208.28 | 18.8 | 4.1 | 27.60 | 88 | 19 | 84 | |||||||||
| 14 Sept | 200.67 | 13 | -0.15 | 29.39 | 29 | -3 | 85 | |||||||||
| 17 Aug | 190.04 | 28 | 0 | - | 0 | 0 | 0 | |||||||||
For Piramal Pharma Limited - strike price 190 expiring on 30SEP2025
Delta for 190 CE is 0.98
Historical price for 190 CE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 18.8, which was 4.1 higher than the previous day. The implied volatity was 27.60, the open interest changed by 19 which increased total open position to 84
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 13, which was -0.15 lower than the previous day. The implied volatity was 29.39, the open interest changed by -3 which decreased total open position to 85
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 28, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PPLPHARMA 30SEP2025 190 PE | |||||||
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Delta: -0.06
Vega: 0.04
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 208.28 | 0.3 | -0.3 | 34.64 | 348 | -61 | 377 |
| 14 Sept | 200.67 | 1.55 | -0.4 | 32.25 | 162 | 14 | 493 |
| 17 Aug | 190.04 | 7.2 | 0.8 | 30.48 | 2 | 0 | 4 |
For Piramal Pharma Limited - strike price 190 expiring on 30SEP2025
Delta for 190 PE is -0.06
Historical price for 190 PE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 0.3, which was -0.3 lower than the previous day. The implied volatity was 34.64, the open interest changed by -61 which decreased total open position to 377
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 1.55, which was -0.4 lower than the previous day. The implied volatity was 32.25, the open interest changed by 14 which increased total open position to 493
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 7.2, which was 0.8 higher than the previous day. The implied volatity was 30.48, the open interest changed by 0 which decreased total open position to 4
