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[--[65.84.65.76]--]
PEL
Piramal Enterprises Ltd

1044.25 31.95 (3.16%)

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Historical option data for PEL

14 Nov 2024 04:13 PM IST
PEL 28NOV2024 1020 CE
Delta: 0.67
Vega: 0.73
Theta: -0.96
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1044.25 38.5 13.80 29.58 994 28 107
13 Nov 1012.30 24.7 -5.75 33.06 471 43 83
12 Nov 1023.15 30.45 -8.05 32.50 112 8 39
11 Nov 1037.00 38.5 -10.00 30.43 124 13 32
8 Nov 1047.65 48.5 -26.15 31.35 5 0 18
7 Nov 1066.90 74.65 -16.20 42.34 4 -1 18
6 Nov 1094.25 90.85 30.35 36.39 3 -1 19
5 Nov 1072.15 60.5 0.00 0.00 0 5 0
4 Nov 1051.00 60.5 -26.15 39.34 28 5 20
1 Nov 1065.95 86.65 0.00 0.00 0 0 0
31 Oct 1061.20 86.65 0.00 - 0 -1 0
30 Oct 1079.00 86.65 22.40 - 4 0 16
29 Oct 1083.50 64.25 0.00 - 0 0 0
28 Oct 1075.15 64.25 0.00 - 0 0 0
25 Oct 1051.80 64.25 0.00 - 0 0 16
24 Oct 1052.25 64.25 0.00 - 0 0 16
23 Oct 1044.25 64.25 0.00 - 0 0 16
22 Oct 1025.65 64.25 0.00 - 6 0 16
21 Oct 1031.60 64.25 -1.75 - 6 1 12
18 Oct 1035.95 66 6.75 - 1 0 10
17 Oct 1036.05 59.25 0.00 - 0 0 0
16 Oct 1104.10 59.25 0.00 - 0 0 0
15 Oct 1095.85 59.25 0.00 - 0 0 0
14 Oct 1095.70 59.25 0.00 - 0 0 0
11 Oct 1079.80 59.25 0.00 - 0 0 0
10 Oct 1052.40 59.25 0.00 - 0 0 0
8 Oct 1024.00 59.25 -67.15 - 10 6 6
4 Oct 1032.45 126.4 0.00 - 0 0 0
27 Sept 1093.70 126.4 41.80 - 0 0 0
26 Sept 1088.95 84.6 0.00 - 0 0 0
25 Sept 1069.20 84.6 0.00 - 0 0 0
24 Sept 1061.25 84.6 0.00 - 0 0 0
23 Sept 1073.20 84.6 0.00 - 0 0 0
20 Sept 1046.55 84.6 0.00 - 0 0 0
19 Sept 1050.55 84.6 0.00 - 0 0 0
18 Sept 1081.70 84.6 0.00 - 0 0 0
17 Sept 1090.85 84.6 0.00 - 0 0 0
13 Sept 1119.10 84.6 0.00 - 0 0 0
12 Sept 1069.90 84.6 0.00 - 0 0 0
11 Sept 1043.35 84.6 0.00 - 0 0 0
10 Sept 1058.25 84.6 0.00 - 0 0 0
9 Sept 1062.90 84.6 0.00 - 0 0 0
6 Sept 1052.75 84.6 0.00 - 0 0 0
5 Sept 1078.80 84.6 0.00 - 0 0 0
4 Sept 1057.45 84.6 0.00 - 0 0 0
3 Sept 1064.20 84.6 0.00 - 0 0 0
2 Sept 1057.60 84.6 - 0 0 0


For Piramal Enterprises Ltd - strike price 1020 expiring on 28NOV2024

Delta for 1020 CE is 0.67

Historical price for 1020 CE is as follows

On 14 Nov PEL was trading at 1044.25. The strike last trading price was 38.5, which was 13.80 higher than the previous day. The implied volatity was 29.58, the open interest changed by 28 which increased total open position to 107


On 13 Nov PEL was trading at 1012.30. The strike last trading price was 24.7, which was -5.75 lower than the previous day. The implied volatity was 33.06, the open interest changed by 43 which increased total open position to 83


On 12 Nov PEL was trading at 1023.15. The strike last trading price was 30.45, which was -8.05 lower than the previous day. The implied volatity was 32.50, the open interest changed by 8 which increased total open position to 39


On 11 Nov PEL was trading at 1037.00. The strike last trading price was 38.5, which was -10.00 lower than the previous day. The implied volatity was 30.43, the open interest changed by 13 which increased total open position to 32


On 8 Nov PEL was trading at 1047.65. The strike last trading price was 48.5, which was -26.15 lower than the previous day. The implied volatity was 31.35, the open interest changed by 0 which decreased total open position to 18


On 7 Nov PEL was trading at 1066.90. The strike last trading price was 74.65, which was -16.20 lower than the previous day. The implied volatity was 42.34, the open interest changed by -1 which decreased total open position to 18


On 6 Nov PEL was trading at 1094.25. The strike last trading price was 90.85, which was 30.35 higher than the previous day. The implied volatity was 36.39, the open interest changed by -1 which decreased total open position to 19


On 5 Nov PEL was trading at 1072.15. The strike last trading price was 60.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0


On 4 Nov PEL was trading at 1051.00. The strike last trading price was 60.5, which was -26.15 lower than the previous day. The implied volatity was 39.34, the open interest changed by 5 which increased total open position to 20


On 1 Nov PEL was trading at 1065.95. The strike last trading price was 86.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 31 Oct PEL was trading at 1061.20. The strike last trading price was 86.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct PEL was trading at 1079.00. The strike last trading price was 86.65, which was 22.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct PEL was trading at 1083.50. The strike last trading price was 64.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct PEL was trading at 1075.15. The strike last trading price was 64.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct PEL was trading at 1051.80. The strike last trading price was 64.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct PEL was trading at 1052.25. The strike last trading price was 64.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct PEL was trading at 1044.25. The strike last trading price was 64.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct PEL was trading at 1025.65. The strike last trading price was 64.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct PEL was trading at 1031.60. The strike last trading price was 64.25, which was -1.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct PEL was trading at 1035.95. The strike last trading price was 66, which was 6.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct PEL was trading at 1036.05. The strike last trading price was 59.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct PEL was trading at 1104.10. The strike last trading price was 59.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct PEL was trading at 1095.85. The strike last trading price was 59.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct PEL was trading at 1095.70. The strike last trading price was 59.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct PEL was trading at 1079.80. The strike last trading price was 59.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct PEL was trading at 1052.40. The strike last trading price was 59.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct PEL was trading at 1024.00. The strike last trading price was 59.25, which was -67.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct PEL was trading at 1032.45. The strike last trading price was 126.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept PEL was trading at 1093.70. The strike last trading price was 126.4, which was 41.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept PEL was trading at 1088.95. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept PEL was trading at 1069.20. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept PEL was trading at 1061.25. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept PEL was trading at 1073.20. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept PEL was trading at 1046.55. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept PEL was trading at 1050.55. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept PEL was trading at 1081.70. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept PEL was trading at 1090.85. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept PEL was trading at 1119.10. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept PEL was trading at 1069.90. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept PEL was trading at 1043.35. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept PEL was trading at 1058.25. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept PEL was trading at 1062.90. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept PEL was trading at 1052.75. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept PEL was trading at 1078.80. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept PEL was trading at 1057.45. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept PEL was trading at 1064.20. The strike last trading price was 84.6, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept PEL was trading at 1057.60. The strike last trading price was 84.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PEL 28NOV2024 1020 PE
Delta: -0.34
Vega: 0.75
Theta: -0.79
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1044.25 16 -14.05 33.29 486 54 168
13 Nov 1012.30 30.05 3.60 33.59 157 -20 116
12 Nov 1023.15 26.45 3.45 34.22 202 11 134
11 Nov 1037.00 23 2.40 36.61 337 29 124
8 Nov 1047.65 20.6 3.90 35.42 153 13 95
7 Nov 1066.90 16.7 6.25 37.92 96 -6 84
6 Nov 1094.25 10.45 -7.10 36.71 191 46 92
5 Nov 1072.15 17.55 -9.10 38.20 141 1 49
4 Nov 1051.00 26.65 5.55 39.27 101 4 48
1 Nov 1065.95 21.1 -1.90 36.73 30 4 44
31 Oct 1061.20 23 2.00 - 49 2 41
30 Oct 1079.00 21 2.30 - 39 24 38
29 Oct 1083.50 18.7 -25.15 - 9 5 17
28 Oct 1075.15 43.85 0.00 - 0 0 0
25 Oct 1051.80 43.85 0.00 - 12 0 12
24 Oct 1052.25 43.85 0.00 - 12 0 12
23 Oct 1044.25 43.85 0.00 - 12 0 12
22 Oct 1025.65 43.85 0.00 - 12 0 12
21 Oct 1031.60 43.85 8.85 - 12 7 12
18 Oct 1035.95 35 10.00 - 1 0 5
17 Oct 1036.05 25 0.00 - 0 0 0
16 Oct 1104.10 25 0.00 - 0 0 0
15 Oct 1095.85 25 0.00 - 0 0 0
14 Oct 1095.70 25 0.00 - 0 -1 0
11 Oct 1079.80 25 -15.00 - 1 0 6
10 Oct 1052.40 40 -8.00 - 1 0 6
8 Oct 1024.00 48 -24.35 - 7 3 3
4 Oct 1032.45 72.35 0.00 - 0 0 0
27 Sept 1093.70 72.35 0.00 - 0 0 0
26 Sept 1088.95 72.35 0.00 - 0 0 0
25 Sept 1069.20 72.35 0.00 - 0 0 0
24 Sept 1061.25 72.35 -344.75 - 0 0 0
23 Sept 1073.20 417.1 0.00 - 0 0 0
20 Sept 1046.55 417.1 0.00 - 0 0 0
19 Sept 1050.55 417.1 0.00 - 0 0 0
18 Sept 1081.70 417.1 0.00 - 0 0 0
17 Sept 1090.85 417.1 0.00 - 0 0 0
13 Sept 1119.10 417.1 0.00 - 0 0 0
12 Sept 1069.90 417.1 0.00 - 0 0 0
11 Sept 1043.35 417.1 0.00 - 0 0 0
10 Sept 1058.25 417.1 0.00 - 0 0 0
9 Sept 1062.90 417.1 0.00 - 0 0 0
6 Sept 1052.75 417.1 0.00 - 0 0 0
5 Sept 1078.80 417.1 0.00 - 0 0 0
4 Sept 1057.45 417.1 0.00 - 0 0 0
3 Sept 1064.20 417.1 0.00 - 0 0 0
2 Sept 1057.60 417.1 - 0 0 0


For Piramal Enterprises Ltd - strike price 1020 expiring on 28NOV2024

Delta for 1020 PE is -0.34

Historical price for 1020 PE is as follows

On 14 Nov PEL was trading at 1044.25. The strike last trading price was 16, which was -14.05 lower than the previous day. The implied volatity was 33.29, the open interest changed by 54 which increased total open position to 168


On 13 Nov PEL was trading at 1012.30. The strike last trading price was 30.05, which was 3.60 higher than the previous day. The implied volatity was 33.59, the open interest changed by -20 which decreased total open position to 116


On 12 Nov PEL was trading at 1023.15. The strike last trading price was 26.45, which was 3.45 higher than the previous day. The implied volatity was 34.22, the open interest changed by 11 which increased total open position to 134


On 11 Nov PEL was trading at 1037.00. The strike last trading price was 23, which was 2.40 higher than the previous day. The implied volatity was 36.61, the open interest changed by 29 which increased total open position to 124


On 8 Nov PEL was trading at 1047.65. The strike last trading price was 20.6, which was 3.90 higher than the previous day. The implied volatity was 35.42, the open interest changed by 13 which increased total open position to 95


On 7 Nov PEL was trading at 1066.90. The strike last trading price was 16.7, which was 6.25 higher than the previous day. The implied volatity was 37.92, the open interest changed by -6 which decreased total open position to 84


On 6 Nov PEL was trading at 1094.25. The strike last trading price was 10.45, which was -7.10 lower than the previous day. The implied volatity was 36.71, the open interest changed by 46 which increased total open position to 92


On 5 Nov PEL was trading at 1072.15. The strike last trading price was 17.55, which was -9.10 lower than the previous day. The implied volatity was 38.20, the open interest changed by 1 which increased total open position to 49


On 4 Nov PEL was trading at 1051.00. The strike last trading price was 26.65, which was 5.55 higher than the previous day. The implied volatity was 39.27, the open interest changed by 4 which increased total open position to 48


On 1 Nov PEL was trading at 1065.95. The strike last trading price was 21.1, which was -1.90 lower than the previous day. The implied volatity was 36.73, the open interest changed by 4 which increased total open position to 44


On 31 Oct PEL was trading at 1061.20. The strike last trading price was 23, which was 2.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct PEL was trading at 1079.00. The strike last trading price was 21, which was 2.30 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct PEL was trading at 1083.50. The strike last trading price was 18.7, which was -25.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct PEL was trading at 1075.15. The strike last trading price was 43.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct PEL was trading at 1051.80. The strike last trading price was 43.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct PEL was trading at 1052.25. The strike last trading price was 43.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct PEL was trading at 1044.25. The strike last trading price was 43.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct PEL was trading at 1025.65. The strike last trading price was 43.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct PEL was trading at 1031.60. The strike last trading price was 43.85, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct PEL was trading at 1035.95. The strike last trading price was 35, which was 10.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct PEL was trading at 1036.05. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct PEL was trading at 1104.10. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct PEL was trading at 1095.85. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct PEL was trading at 1095.70. The strike last trading price was 25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct PEL was trading at 1079.80. The strike last trading price was 25, which was -15.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct PEL was trading at 1052.40. The strike last trading price was 40, which was -8.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct PEL was trading at 1024.00. The strike last trading price was 48, which was -24.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct PEL was trading at 1032.45. The strike last trading price was 72.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept PEL was trading at 1093.70. The strike last trading price was 72.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept PEL was trading at 1088.95. The strike last trading price was 72.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept PEL was trading at 1069.20. The strike last trading price was 72.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept PEL was trading at 1061.25. The strike last trading price was 72.35, which was -344.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept PEL was trading at 1073.20. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept PEL was trading at 1046.55. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept PEL was trading at 1050.55. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept PEL was trading at 1081.70. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept PEL was trading at 1090.85. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept PEL was trading at 1119.10. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept PEL was trading at 1069.90. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept PEL was trading at 1043.35. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept PEL was trading at 1058.25. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept PEL was trading at 1062.90. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept PEL was trading at 1052.75. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept PEL was trading at 1078.80. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept PEL was trading at 1057.45. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept PEL was trading at 1064.20. The strike last trading price was 417.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept PEL was trading at 1057.60. The strike last trading price was 417.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to