PEL
Piramal Enterprises Ltd
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
|
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| 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 | |||
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| 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
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| 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
