PPLPHARMA
Piramal Pharma Limited
Historical option data for PPLPHARMA
21 Sep 2025 04:16 PM IST
| PPLPHARMA 30SEP2025 210 CE | ||||||||||||||||
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Delta: 0.47
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 | 4 | 1.4 | 31.74 | 5,734 | 257 | 948 | |||||||||
| 14 Sept | 200.67 | 3 | -0.05 | 34.37 | 413 | -32 | 486 | |||||||||
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| 17 Aug | 190.04 | 18.55 | 0 | 7.15 | 0 | 0 | 0 | |||||||||
For Piramal Pharma Limited - strike price 210 expiring on 30SEP2025
Delta for 210 CE is 0.47
Historical price for 210 CE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 4, which was 1.4 higher than the previous day. The implied volatity was 31.74, the open interest changed by 257 which increased total open position to 948
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 34.37, the open interest changed by -32 which decreased total open position to 486
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 18.55, which was 0 lower than the previous day. The implied volatity was 7.15, the open interest changed by 0 which decreased total open position to 0
| PPLPHARMA 30SEP2025 210 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.53
Vega: 0.14
Theta: -0.17
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 208.28 | 5.05 | -3.3 | 30.50 | 758 | 135 | 224 |
| 14 Sept | 200.67 | 11.05 | -0.5 | 33.94 | 25 | 11 | 68 |
| 17 Aug | 190.04 | 24.2 | 0 | - | 0 | 0 | 0 |
For Piramal Pharma Limited - strike price 210 expiring on 30SEP2025
Delta for 210 PE is -0.53
Historical price for 210 PE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 5.05, which was -3.3 lower than the previous day. The implied volatity was 30.50, the open interest changed by 135 which increased total open position to 224
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 11.05, which was -0.5 lower than the previous day. The implied volatity was 33.94, the open interest changed by 11 which increased total open position to 68
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 24.2, 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
