PPLPHARMA
Piramal Pharma Limited
Historical option data for PPLPHARMA
21 Sep 2025 04:16 PM IST
| PPLPHARMA 30SEP2025 220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 0.10
Theta: -0.16
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 208.28 | 1.2 | 0.3 | 33.04 | 1,662 | 60 | 704 | |||||||||
| 14 Sept | 200.67 | 1.2 | -0.05 | 35.98 | 149 | 23 | 496 | |||||||||
| 17 Aug | 190.04 | 1.8 | 0.35 | 34.83 | 2 | 1 | 3 | |||||||||
For Piramal Pharma Limited - strike price 220 expiring on 30SEP2025
Delta for 220 CE is 0.19
Historical price for 220 CE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 1.2, which was 0.3 higher than the previous day. The implied volatity was 33.04, the open interest changed by 60 which increased total open position to 704
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 1.2, which was -0.05 lower than the previous day. The implied volatity was 35.98, the open interest changed by 23 which increased total open position to 496
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 1.8, which was 0.35 higher than the previous day. The implied volatity was 34.83, the open interest changed by 1 which increased total open position to 3
| PPLPHARMA 30SEP2025 220 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.81
Vega: 0.10
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 208.28 | 12.45 | -4.4 | 33.57 | 103 | 1 | 40 |
| 14 Sept | 200.67 | 19.3 | 0.5 | 36.29 | 8 | -1 | 35 |
| 17 Aug | 190.04 | 30.4 | 0 | - | 0 | 0 | 0 |
For Piramal Pharma Limited - strike price 220 expiring on 30SEP2025
Delta for 220 PE is -0.81
Historical price for 220 PE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 12.45, which was -4.4 lower than the previous day. The implied volatity was 33.57, the open interest changed by 1 which increased total open position to 40
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 19.3, which was 0.5 higher than the previous day. The implied volatity was 36.29, the open interest changed by -1 which decreased total open position to 35
On 17 Aug PPLPHARMA was trading at 190.04. The strike last trading price was 30.4, 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
