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

898.25 -2.70 (-0.30%)

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Historical option data for PEL

11 Mar 2025 12:23 PM IST
PEL 27MAR2025 1020 CE
Delta: 0.08
Vega: 0.28
Theta: -0.37
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Mar 897.90 2.65 0.15 40.35 46 -40 79
10 Mar 900.95 2.3 -1.95 38.50 115 20 121
7 Mar 918.55 4.1 -2.55 34.62 116 -45 101
6 Mar 931.50 6.65 1.55 35.48 85 10 146
5 Mar 910.20 5 1.65 37.41 126 61 136
4 Mar 887.65 3.3 0.1 37.98 74 2 68
3 Mar 891.90 3.15 0.55 34.50 80 6 67
28 Feb 872.40 2.65 -2.85 35.86 87 3 61
27 Feb 905.30 5.6 -1.75 36.43 88 16 58
26 Feb 905.00 7.35 -1.45 36.49 40 18 43
25 Feb 905.80 7.35 -1.45 36.49 40 19 43
24 Feb 908.35 8.8 -3.2 37.42 30 23 24
21 Feb 934.50 12 -45.85 34.06 3 0 0
20 Feb 953.35 57.85 0 5.00 0 0 0
19 Feb 931.75 57.85 0 7.11 0 0 0
18 Feb 920.10 57.85 0 8.30 0 0 0
17 Feb 926.05 57.85 0 7.21 0 0 0
14 Feb 926.55 57.85 0 7.14 0 0 0
13 Feb 964.10 57.85 0 3.63 0 0 0
12 Feb 978.40 57.85 0 2.18 0 0 0
11 Feb 959.35 57.85 0 3.86 0 0 0
5 Feb 1049.80 57.85 0 - 0 0 0
3 Feb 1014.00 57.85 0 - 0 0 0


For Piramal Enterprises Ltd - strike price 1020 expiring on 27MAR2025

Delta for 1020 CE is 0.08

Historical price for 1020 CE is as follows

On 11 Mar PEL was trading at 897.90. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was 40.35, the open interest changed by -40 which decreased total open position to 79


On 10 Mar PEL was trading at 900.95. The strike last trading price was 2.3, which was -1.95 lower than the previous day. The implied volatity was 38.50, the open interest changed by 20 which increased total open position to 121


On 7 Mar PEL was trading at 918.55. The strike last trading price was 4.1, which was -2.55 lower than the previous day. The implied volatity was 34.62, the open interest changed by -45 which decreased total open position to 101


On 6 Mar PEL was trading at 931.50. The strike last trading price was 6.65, which was 1.55 higher than the previous day. The implied volatity was 35.48, the open interest changed by 10 which increased total open position to 146


On 5 Mar PEL was trading at 910.20. The strike last trading price was 5, which was 1.65 higher than the previous day. The implied volatity was 37.41, the open interest changed by 61 which increased total open position to 136


On 4 Mar PEL was trading at 887.65. The strike last trading price was 3.3, which was 0.1 higher than the previous day. The implied volatity was 37.98, the open interest changed by 2 which increased total open position to 68


On 3 Mar PEL was trading at 891.90. The strike last trading price was 3.15, which was 0.55 higher than the previous day. The implied volatity was 34.50, the open interest changed by 6 which increased total open position to 67


On 28 Feb PEL was trading at 872.40. The strike last trading price was 2.65, which was -2.85 lower than the previous day. The implied volatity was 35.86, the open interest changed by 3 which increased total open position to 61


On 27 Feb PEL was trading at 905.30. The strike last trading price was 5.6, which was -1.75 lower than the previous day. The implied volatity was 36.43, the open interest changed by 16 which increased total open position to 58


On 26 Feb PEL was trading at 905.00. The strike last trading price was 7.35, which was -1.45 lower than the previous day. The implied volatity was 36.49, the open interest changed by 18 which increased total open position to 43


On 25 Feb PEL was trading at 905.80. The strike last trading price was 7.35, which was -1.45 lower than the previous day. The implied volatity was 36.49, the open interest changed by 19 which increased total open position to 43


On 24 Feb PEL was trading at 908.35. The strike last trading price was 8.8, which was -3.2 lower than the previous day. The implied volatity was 37.42, the open interest changed by 23 which increased total open position to 24


On 21 Feb PEL was trading at 934.50. The strike last trading price was 12, which was -45.85 lower than the previous day. The implied volatity was 34.06, the open interest changed by 0 which decreased total open position to 0


On 20 Feb PEL was trading at 953.35. The strike last trading price was 57.85, which was 0 lower than the previous day. The implied volatity was 5.00, the open interest changed by 0 which decreased total open position to 0


On 19 Feb PEL was trading at 931.75. The strike last trading price was 57.85, which was 0 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0


On 18 Feb PEL was trading at 920.10. The strike last trading price was 57.85, which was 0 lower than the previous day. The implied volatity was 8.30, the open interest changed by 0 which decreased total open position to 0


On 17 Feb PEL was trading at 926.05. The strike last trading price was 57.85, which was 0 lower than the previous day. The implied volatity was 7.21, the open interest changed by 0 which decreased total open position to 0


On 14 Feb PEL was trading at 926.55. The strike last trading price was 57.85, which was 0 lower than the previous day. The implied volatity was 7.14, the open interest changed by 0 which decreased total open position to 0


On 13 Feb PEL was trading at 964.10. The strike last trading price was 57.85, which was 0 lower than the previous day. The implied volatity was 3.63, the open interest changed by 0 which decreased total open position to 0


On 12 Feb PEL was trading at 978.40. The strike last trading price was 57.85, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0


On 11 Feb PEL was trading at 959.35. The strike last trading price was 57.85, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0


On 5 Feb PEL was trading at 1049.80. The strike last trading price was 57.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb PEL was trading at 1014.00. The strike last trading price was 57.85, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


PEL 27MAR2025 1020 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
11 Mar 897.90 104.1 0 0.00 0 7 0
10 Mar 900.95 104.1 -6.9 - 26 10 10
7 Mar 918.55 111 0 0.00 0 0 0
6 Mar 931.50 111 0 0.00 0 0 0
5 Mar 910.20 111 0 0.00 0 0 0
4 Mar 887.65 111 0 0.00 0 0 0
3 Mar 891.90 111 0 0.00 0 0 0
28 Feb 872.40 111 0 0.00 0 1 0
27 Feb 905.30 111 0 0.00 0 1 0
26 Feb 905.00 111 -1 29.38 1 1 1
25 Feb 905.80 111 -1 29.38 1 0 1
24 Feb 908.35 112 21.75 40.44 1 0 0
21 Feb 934.50 90.25 0 - 0 0 0
20 Feb 953.35 90.25 0 - 0 0 0
19 Feb 931.75 90.25 0 - 0 0 0
18 Feb 920.10 90.25 0 - 0 0 0
17 Feb 926.05 90.25 0 - 0 0 0
14 Feb 926.55 90.25 0 - 0 0 0
13 Feb 964.10 90.25 0 - 0 0 0
12 Feb 978.40 90.25 0 - 0 0 0
11 Feb 959.35 90.25 0 - 0 0 0
5 Feb 1049.80 90.25 0 3.28 0 0 0
3 Feb 1014.00 90.25 0 0.37 0 0 0


For Piramal Enterprises Ltd - strike price 1020 expiring on 27MAR2025

Delta for 1020 PE is 0.00

Historical price for 1020 PE is as follows

On 11 Mar PEL was trading at 897.90. The strike last trading price was 104.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 7 which increased total open position to 0


On 10 Mar PEL was trading at 900.95. The strike last trading price was 104.1, which was -6.9 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10


On 7 Mar PEL was trading at 918.55. The strike last trading price was 111, 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


On 6 Mar PEL was trading at 931.50. The strike last trading price was 111, 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


On 5 Mar PEL was trading at 910.20. The strike last trading price was 111, 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


On 4 Mar PEL was trading at 887.65. The strike last trading price was 111, 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


On 3 Mar PEL was trading at 891.90. The strike last trading price was 111, 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


On 28 Feb PEL was trading at 872.40. The strike last trading price was 111, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 27 Feb PEL was trading at 905.30. The strike last trading price was 111, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 26 Feb PEL was trading at 905.00. The strike last trading price was 111, which was -1 lower than the previous day. The implied volatity was 29.38, the open interest changed by 1 which increased total open position to 1


On 25 Feb PEL was trading at 905.80. The strike last trading price was 111, which was -1 lower than the previous day. The implied volatity was 29.38, the open interest changed by 0 which decreased total open position to 1


On 24 Feb PEL was trading at 908.35. The strike last trading price was 112, which was 21.75 higher than the previous day. The implied volatity was 40.44, the open interest changed by 0 which decreased total open position to 0


On 21 Feb PEL was trading at 934.50. The strike last trading price was 90.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Feb PEL was trading at 953.35. The strike last trading price was 90.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Feb PEL was trading at 931.75. The strike last trading price was 90.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb PEL was trading at 920.10. The strike last trading price was 90.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Feb PEL was trading at 926.05. The strike last trading price was 90.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Feb PEL was trading at 926.55. The strike last trading price was 90.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb PEL was trading at 964.10. The strike last trading price was 90.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Feb PEL was trading at 978.40. The strike last trading price was 90.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Feb PEL was trading at 959.35. The strike last trading price was 90.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Feb PEL was trading at 1049.80. The strike last trading price was 90.25, which was 0 lower than the previous day. The implied volatity was 3.28, the open interest changed by 0 which decreased total open position to 0


On 3 Feb PEL was trading at 1014.00. The strike last trading price was 90.25, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0