PPLPHARMA
Piramal Pharma Limited
Historical option data for PPLPHARMA
21 Sep 2025 04:16 PM IST
| PPLPHARMA 30SEP2025 200 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0.10
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 208.28 | 10 | 3.15 | 31.44 | 983 | -211 | 287 | |||||||||
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| 14 Sept | 200.67 | 6.75 | 0 | 32.68 | 423 | -5 | 669 | |||||||||
| 17 Aug | 190.04 | 5.95 | -1 | 33.62 | 5 | 1 | 27 | |||||||||
For Piramal Pharma Limited - strike price 200 expiring on 30SEP2025
Delta for 200 CE is 0.79
Historical price for 200 CE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 10, which was 3.15 higher than the previous day. The implied volatity was 31.44, the open interest changed by -211 which decreased total open position to 287
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 6.75, which was 0 lower than the previous day. The implied volatity was 32.68, the open interest changed by -5 which decreased total open position to 669
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 5.95, which was -1 lower than the previous day. The implied volatity was 33.62, the open interest changed by 1 which increased total open position to 27
| PPLPHARMA 30SEP2025 200 PE | |||||||
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Delta: -0.20
Vega: 0.10
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 208.28 | 1.25 | -1.5 | 30.28 | 938 | 136 | 565 |
| 14 Sept | 200.67 | 4.7 | -0.7 | 31.45 | 352 | -5 | 405 |
| 17 Aug | 190.04 | 14.75 | 0 | 0.00 | 0 | 0 | 0 |
For Piramal Pharma Limited - strike price 200 expiring on 30SEP2025
Delta for 200 PE is -0.20
Historical price for 200 PE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 1.25, which was -1.5 lower than the previous day. The implied volatity was 30.28, the open interest changed by 136 which increased total open position to 565
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 4.7, which was -0.7 lower than the previous day. The implied volatity was 31.45, the open interest changed by -5 which decreased total open position to 405
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 14.75, 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
