PPLPHARMA
Piramal Pharma Limited
Historical option data for PPLPHARMA
21 Sep 2025 04:16 PM IST
| PPLPHARMA 30SEP2025 205 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.14
Theta: -0.23
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 208.28 | 6.6 | 2.35 | 31.98 | 2,614 | -305 | 471 | |||||||||
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| 14 Sept | 200.67 | 4.6 | -0.05 | 33.70 | 1,067 | -120 | 1,462 | |||||||||
| 17 Aug | 190.04 | 5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Piramal Pharma Limited - strike price 205 expiring on 30SEP2025
Delta for 205 CE is 0.63
Historical price for 205 CE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 6.6, which was 2.35 higher than the previous day. The implied volatity was 31.98, the open interest changed by -305 which decreased total open position to 471
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 4.6, which was -0.05 lower than the previous day. The implied volatity was 33.70, the open interest changed by -120 which decreased total open position to 1462
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 5, 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
| PPLPHARMA 30SEP2025 205 PE | |||||||
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Delta: -0.36
Vega: 0.13
Theta: -0.17
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 208.28 | 2.8 | -2.45 | 31.00 | 1,018 | 110 | 354 |
| 14 Sept | 200.67 | 7.65 | -0.6 | 33.17 | 57 | 22 | 270 |
| 17 Aug | 190.04 | 19.1 | 0 | - | 0 | 0 | 0 |
For Piramal Pharma Limited - strike price 205 expiring on 30SEP2025
Delta for 205 PE is -0.36
Historical price for 205 PE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 2.8, which was -2.45 lower than the previous day. The implied volatity was 31.00, the open interest changed by 110 which increased total open position to 354
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 7.65, which was -0.6 lower than the previous day. The implied volatity was 33.17, the open interest changed by 22 which increased total open position to 270
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 19.1, 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
