PPLPHARMA
Piramal Pharma Limited
Historical option data for PPLPHARMA
21 Sep 2025 04:16 PM IST
| PPLPHARMA 30SEP2025 225 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.07
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 208.28 | 0.65 | 0.05 | 34.45 | 210 | 20 | 70 | |||||||||
| 14 Sept | 200.67 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Piramal Pharma Limited - strike price 225 expiring on 30SEP2025
Delta for 225 CE is 0.11
Historical price for 225 CE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 34.45, the open interest changed by 20 which increased total open position to 70
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 0, 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 225 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.88
Vega: 0.07
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 208.28 | 16.95 | -4.4 | 36.09 | 69 | 11 | 40 |
| 14 Sept | 200.67 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Piramal Pharma Limited - strike price 225 expiring on 30SEP2025
Delta for 225 PE is -0.88
Historical price for 225 PE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 16.95, which was -4.4 lower than the previous day. The implied volatity was 36.09, the open interest changed by 11 which increased total open position to 40
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 0, 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
