PPLPHARMA
Piramal Pharma Limited
Historical option data for PPLPHARMA
21 Sep 2025 04:16 PM IST
| PPLPHARMA 30SEP2025 195 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.06
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 208.28 | 14.25 | 4 | 30.93 | 129 | 4 | 108 | |||||||||
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| 14 Sept | 200.67 | 9.7 | -0.05 | 32.34 | 28 | -3 | 109 | |||||||||
| 17 Aug | 190.04 | 7.8 | -0.7 | 33.39 | 3 | 0 | 5 | |||||||||
For Piramal Pharma Limited - strike price 195 expiring on 30SEP2025
Delta for 195 CE is 0.90
Historical price for 195 CE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 14.25, which was 4 higher than the previous day. The implied volatity was 30.93, the open interest changed by 4 which increased total open position to 108
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 9.7, which was -0.05 lower than the previous day. The implied volatity was 32.34, the open interest changed by -3 which decreased total open position to 109
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 7.8, which was -0.7 lower than the previous day. The implied volatity was 33.39, the open interest changed by 0 which decreased total open position to 5
| PPLPHARMA 30SEP2025 195 PE | |||||||
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Delta: -0.11
Vega: 0.07
Theta: -0.09
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 208.28 | 0.6 | -0.7 | 32.13 | 421 | 83 | 470 |
| 14 Sept | 200.67 | 2.8 | -0.5 | 31.76 | 144 | 1 | 236 |
| 17 Aug | 190.04 | 13.7 | 0 | - | 0 | 0 | 0 |
For Piramal Pharma Limited - strike price 195 expiring on 30SEP2025
Delta for 195 PE is -0.11
Historical price for 195 PE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 0.6, which was -0.7 lower than the previous day. The implied volatity was 32.13, the open interest changed by 83 which increased total open position to 470
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 2.8, which was -0.5 lower than the previous day. The implied volatity was 31.76, the open interest changed by 1 which increased total open position to 236
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 13.7, 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
