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Related Pages for PEL
[--[65.84.65.76]--]
PEL
Piramal Enterprises Ltd
1107 8.55 (0.78%)

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Historical option data for PEL

27 Dec 2024 04:13 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
PEL 30JAN2025 1020 CE
Delta: 0.85
Vega: 0.78
Theta: -0.58
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1107.00 107.25 12.90 30.52 2 0 9
26 Dec 1098.45 94.35 2.35 28.12 11 9 11
24 Dec 1090.55 92 0.00 0.00 0 2 0
23 Dec 1085.25 92 -104.45 34.34 4 1 1
20 Dec 1093.70 196.45 0.00 - 0 0 0
19 Dec 1122.55 196.45 - 0 0 0

For Piramal Enterprises Ltd - strike price 1020 expiring on 30JAN2025

Delta for 1020 CE is 0.85

Historical price for 1020 CE is as follows

On 27 Dec PEL was trading at 1107.00. The strike last trading price was 107.25, which was 12.90 higher than the previous day. The implied volatity was 30.52, the open interest changed by 0 which decreased total open position to 9


On 26 Dec PEL was trading at 1098.45. The strike last trading price was 94.35, which was 2.35 higher than the previous day. The implied volatity was 28.12, the open interest changed by 9 which increased total open position to 11


On 24 Dec PEL was trading at 1090.55. The strike last trading price was 92, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 23 Dec PEL was trading at 1085.25. The strike last trading price was 92, which was -104.45 lower than the previous day. The implied volatity was 34.34, the open interest changed by 1 which increased total open position to 1


On 20 Dec PEL was trading at 1093.70. The strike last trading price was 196.45, 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 196.45, 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 1020 PE
Delta: -0.17
Vega: 0.85
Theta: -0.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1107.00 10.65 0.90 33.59 260 77 92
26 Dec 1098.45 9.75 -13.95 29.45 47 14 14
24 Dec 1090.55 23.7 0.00 6.33 0 0 0
23 Dec 1085.25 23.7 0.00 5.93 0 0 0
20 Dec 1093.70 23.7 0.00 6.29 0 0 0
19 Dec 1122.55 23.7 8.22 0 0 0

For Piramal Enterprises Ltd - strike price 1020 expiring on 30JAN2025

Delta for 1020 PE is -0.17

Historical price for 1020 PE is as follows

On 27 Dec PEL was trading at 1107.00. The strike last trading price was 10.65, which was 0.90 higher than the previous day. The implied volatity was 33.59, the open interest changed by 77 which increased total open position to 92


On 26 Dec PEL was trading at 1098.45. The strike last trading price was 9.75, which was -13.95 lower than the previous day. The implied volatity was 29.45, the open interest changed by 14 which increased total open position to 14


On 24 Dec PEL was trading at 1090.55. The strike last trading price was 23.7, which was 0.00 lower than the previous day. The implied volatity was 6.33, the open interest changed by 0 which decreased total open position to 0


On 23 Dec PEL was trading at 1085.25. The strike last trading price was 23.7, which was 0.00 lower than the previous day. The implied volatity was 5.93, the open interest changed by 0 which decreased total open position to 0


On 20 Dec PEL was trading at 1093.70. The strike last trading price was 23.7, which was 0.00 lower than the previous day. The implied volatity was 6.29, 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 23.7, which was lower than the previous day. The implied volatity was 8.22, the open interest changed by 0 which decreased total open position to 0