PEL
Piramal Enterprises Ltd
Historical option data for PEL
27 Dec 2024 04:13 PM IST
| PEL 30JAN2025 1000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.95
Vega: 0.33
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1107.00 | 120.4 | 24.40 | 22.49 | 32 | 20 | 30 | |||
| 26 Dec | 1098.45 | 96 | 1.00 | - | 1 | 0 | 9 | |||
| 24 Dec | 1090.55 | 95 | -15.00 | - | 8 | 4 | 8 | |||
| 23 Dec | 1085.25 | 110 | -27.90 | 37.59 | 4 | 2 | 2 | |||
| 20 Dec | 1093.70 | 137.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1122.55 | 137.9 | 137.90 | - | 0 | 0 | 0 | |||
| 28 Nov | 1180.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1190.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1198.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 1107.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1085.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1054.95 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 1060.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 1060.20 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 18 Nov | 1048.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 1044.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 1012.30 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 1023.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 1037.00 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 1047.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 1066.90 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1094.25 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1072.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 1051.00 | 0 | - | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1000 expiring on 30JAN2025
Delta for 1000 CE is 0.95
Historical price for 1000 CE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 120.4, which was 24.40 higher than the previous day. The implied volatity was 22.49, the open interest changed by 20 which increased total open position to 30
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 96, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 95, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 8
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 110, which was -27.90 lower than the previous day. The implied volatity was 37.59, the open interest changed by 2 which increased total open position to 2
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 137.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 137.9, which was 137.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Nov PEL was trading at 1085.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Nov PEL was trading at 1060.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov PEL was trading at 1048.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov PEL was trading at 1012.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov PEL was trading at 1023.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov PEL was trading at 1037.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov PEL was trading at 1047.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PEL was trading at 1066.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov PEL was trading at 1094.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov PEL was trading at 1072.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov PEL was trading at 1051.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PEL 30JAN2025 1000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.12
Vega: 0.69
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1107.00 | 7.3 | 0.30 | 33.61 | 686 | 123 | 414 |
| 26 Dec | 1098.45 | 7 | -2.70 | 30.32 | 309 | 69 | 289 |
| 24 Dec | 1090.55 | 9.7 | -5.30 | 30.97 | 286 | 40 | 222 |
| 23 Dec | 1085.25 | 15 | -1.00 | 35.94 | 131 | 60 | 182 |
| 20 Dec | 1093.70 | 16 | 6.00 | 37.19 | 60 | 23 | 121 |
| 19 Dec | 1122.55 | 10 | -48.70 | 35.87 | 119 | 97 | 99 |
| 28 Nov | 1180.00 | 58.7 | 0.00 | 11.09 | 0 | 0 | 0 |
| 27 Nov | 1190.30 | 58.7 | 0.00 | 11.18 | 0 | 0 | 0 |
| 26 Nov | 1198.15 | 58.7 | 0.00 | 12.44 | 0 | 0 | 0 |
| 25 Nov | 1107.75 | 58.7 | 0.00 | 7.65 | 0 | 0 | 0 |
| 22 Nov | 1085.50 | 58.7 | 0.00 | 6.14 | 0 | 0 | 0 |
| 21 Nov | 1054.95 | 58.7 | 0.00 | 4.56 | 0 | 0 | 0 |
| 20 Nov | 1060.20 | 58.7 | 0.00 | 6.23 | 0 | 0 | 0 |
| 19 Nov | 1060.20 | 58.7 | 58.70 | 6.23 | 0 | 0 | 0 |
| 18 Nov | 1048.55 | 0 | 0.00 | 4.26 | 0 | 0 | 0 |
| 14 Nov | 1044.25 | 0 | 0.00 | 3.90 | 0 | 0 | 0 |
| 13 Nov | 1012.30 | 0 | 0.00 | 1.83 | 0 | 0 | 0 |
| 12 Nov | 1023.15 | 0 | 0.00 | 2.99 | 0 | 0 | 0 |
| 11 Nov | 1037.00 | 0 | 0.00 | 3.29 | 0 | 0 | 0 |
| 8 Nov | 1047.65 | 0 | 0.00 | 4.20 | 0 | 0 | 0 |
| 7 Nov | 1066.90 | 0 | 0.00 | 5.14 | 0 | 0 | 0 |
| 6 Nov | 1094.25 | 0 | 0.00 | 6.40 | 0 | 0 | 0 |
| 5 Nov | 1072.15 | 0 | 0.00 | 5.69 | 0 | 0 | 0 |
| 4 Nov | 1051.00 | 0 | 4.34 | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1000 expiring on 30JAN2025
Delta for 1000 PE is -0.12
Historical price for 1000 PE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 7.3, which was 0.30 higher than the previous day. The implied volatity was 33.61, the open interest changed by 123 which increased total open position to 414
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 7, which was -2.70 lower than the previous day. The implied volatity was 30.32, the open interest changed by 69 which increased total open position to 289
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 9.7, which was -5.30 lower than the previous day. The implied volatity was 30.97, the open interest changed by 40 which increased total open position to 222
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 15, which was -1.00 lower than the previous day. The implied volatity was 35.94, the open interest changed by 60 which increased total open position to 182
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 16, which was 6.00 higher than the previous day. The implied volatity was 37.19, the open interest changed by 23 which increased total open position to 121
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 10, which was -48.70 lower than the previous day. The implied volatity was 35.87, the open interest changed by 97 which increased total open position to 99
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 58.7, which was 0.00 lower than the previous day. The implied volatity was 11.09, the open interest changed by 0 which decreased total open position to 0
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 58.7, which was 0.00 lower than the previous day. The implied volatity was 11.18, the open interest changed by 0 which decreased total open position to 0
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 58.7, which was 0.00 lower than the previous day. The implied volatity was 12.44, the open interest changed by 0 which decreased total open position to 0
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 58.7, which was 0.00 lower than the previous day. The implied volatity was 7.65, the open interest changed by 0 which decreased total open position to 0
On 22 Nov PEL was trading at 1085.50. The strike last trading price was 58.7, which was 0.00 lower than the previous day. The implied volatity was 6.14, the open interest changed by 0 which decreased total open position to 0
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 58.7, which was 0.00 lower than the previous day. The implied volatity was 4.56, the open interest changed by 0 which decreased total open position to 0
On 20 Nov PEL was trading at 1060.20. The strike last trading price was 58.7, which was 0.00 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 58.7, which was 58.70 higher than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
On 18 Nov PEL was trading at 1048.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.26, the open interest changed by 0 which decreased total open position to 0
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.90, the open interest changed by 0 which decreased total open position to 0
On 13 Nov PEL was trading at 1012.30. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 12 Nov PEL was trading at 1023.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0
On 11 Nov PEL was trading at 1037.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 3.29, the open interest changed by 0 which decreased total open position to 0
On 8 Nov PEL was trading at 1047.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 4.20, the open interest changed by 0 which decreased total open position to 0
On 7 Nov PEL was trading at 1066.90. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0
On 6 Nov PEL was trading at 1094.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 6.40, the open interest changed by 0 which decreased total open position to 0
On 5 Nov PEL was trading at 1072.15. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 5.69, the open interest changed by 0 which decreased total open position to 0
On 4 Nov PEL was trading at 1051.00. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
