PPLPHARMA
Piramal Pharma Limited
Historical option data for PPLPHARMA
21 Sep 2025 04:16 PM IST
| PPLPHARMA 28OCT2025 205 CE | ||||||||||||||||
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Delta: 0.61
Vega: 0.26
Theta: -0.15
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 208.28 | 12.1 | 3.15 | 34.34 | 136 | 43 | 66 | |||||||||
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| 14 Sept | 200.67 | 7.6 | -1.2 | 29.31 | 2 | 1 | 3 | |||||||||
For Piramal Pharma Limited - strike price 205 expiring on 28OCT2025
Delta for 205 CE is 0.61
Historical price for 205 CE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 12.1, which was 3.15 higher than the previous day. The implied volatity was 34.34, the open interest changed by 43 which increased total open position to 66
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 7.6, which was -1.2 lower than the previous day. The implied volatity was 29.31, the open interest changed by 1 which increased total open position to 3
| PPLPHARMA 28OCT2025 205 PE | |||||||
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Delta: -0.39
Vega: 0.26
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 208.28 | 7.25 | -0.45 | 36.14 | 19 | 12 | 14 |
| 14 Sept | 200.67 | 24.9 | 0 | - | 0 | 0 | 0 |
For Piramal Pharma Limited - strike price 205 expiring on 28OCT2025
Delta for 205 PE is -0.39
Historical price for 205 PE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 7.25, which was -0.45 lower than the previous day. The implied volatity was 36.14, the open interest changed by 12 which increased total open position to 14
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 24.9, 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
