PPLPHARMA
Piramal Pharma Limited
Historical option data for PPLPHARMA
21 Sep 2025 04:16 PM IST
| PPLPHARMA 30SEP2025 215 CE | ||||||||||||||||
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Delta: 0.31
Vega: 0.13
Theta: -0.21
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 208.28 | 2.3 | 0.75 | 32.66 | 3,604 | 400 | 809 | |||||||||
| 14 Sept | 200.67 | 1.85 | -0.1 | 34.67 | 55 | 12 | 261 | |||||||||
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| 17 Aug | 190.04 | 9.7 | 0 | 9.52 | 0 | 0 | 0 | |||||||||
For Piramal Pharma Limited - strike price 215 expiring on 30SEP2025
Delta for 215 CE is 0.31
Historical price for 215 CE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 2.3, which was 0.75 higher than the previous day. The implied volatity was 32.66, the open interest changed by 400 which increased total open position to 809
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 1.85, which was -0.1 lower than the previous day. The implied volatity was 34.67, the open interest changed by 12 which increased total open position to 261
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 9.7, which was 0 lower than the previous day. The implied volatity was 9.52, the open interest changed by 0 which decreased total open position to 0
| PPLPHARMA 30SEP2025 215 PE | |||||||
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Delta: -0.69
Vega: 0.13
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 208.28 | 8.45 | -4 | 32.17 | 204 | 2 | 41 |
| 14 Sept | 200.67 | 15.05 | 0.35 | 35.48 | 19 | 11 | 27 |
| 17 Aug | 190.04 | 25.45 | 0 | - | 0 | 0 | 0 |
For Piramal Pharma Limited - strike price 215 expiring on 30SEP2025
Delta for 215 PE is -0.69
Historical price for 215 PE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 8.45, which was -4 lower than the previous day. The implied volatity was 32.17, the open interest changed by 2 which increased total open position to 41
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 15.05, which was 0.35 higher than the previous day. The implied volatity was 35.48, the open interest changed by 11 which increased total open position to 27
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 25.45, 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
