PPLPHARMA
Piramal Pharma Limited
Historical option data for PPLPHARMA
21 Sep 2025 04:16 PM IST
| PPLPHARMA 30SEP2025 230 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.05
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 208.28 | 0.4 | 0 | 36.92 | 319 | 21 | 246 | |||||||||
| 14 Sept | 200.67 | 0.55 | -0.05 | 39.27 | 55 | 14 | 222 | |||||||||
For Piramal Pharma Limited - strike price 230 expiring on 30SEP2025
Delta for 230 CE is 0.07
Historical price for 230 CE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 36.92, the open interest changed by 21 which increased total open position to 246
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 39.27, the open interest changed by 14 which increased total open position to 222
| PPLPHARMA 30SEP2025 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 0.06
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 208.28 | 21.7 | -4.45 | 39.47 | 89 | 13 | 51 |
| 14 Sept | 200.67 | 28.7 | -0.35 | 41.27 | 25 | 12 | 18 |
For Piramal Pharma Limited - strike price 230 expiring on 30SEP2025
Delta for 230 PE is -0.92
Historical price for 230 PE is as follows
On 21 Sept PPLPHARMA was trading at 208.28. The strike last trading price was 21.7, which was -4.45 lower than the previous day. The implied volatity was 39.47, the open interest changed by 13 which increased total open position to 51
On 14 Sept PPLPHARMA was trading at 200.67. The strike last trading price was 28.7, which was -0.35 lower than the previous day. The implied volatity was 41.27, the open interest changed by 12 which increased total open position to 18
