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[--[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
PEL 30JAN2025 1040 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1107.00 85.2 0.00 0.00 0 1 0
26 Dec 1098.45 85.2 -128.80 34.08 1 0 1
24 Dec 1090.55 214 0.00 0.00 0 0 0
23 Dec 1085.25 214 0.00 0.00 0 0 0
20 Dec 1093.70 214 0.00 0.00 0 0 0
19 Dec 1122.55 214 214.00 0.00 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
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 0.65 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 1040 expiring on 30JAN2025

Delta for 1040 CE is 0.00

Historical price for 1040 CE is as follows

On 27 Dec PEL was trading at 1107.00. The strike last trading price was 85.2, which was 0.00 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 Dec PEL was trading at 1098.45. The strike last trading price was 85.2, which was -128.80 lower than the previous day. The implied volatity was 34.08, the open interest changed by 0 which decreased total open position to 1


On 24 Dec PEL was trading at 1090.55. The strike last trading price was 214, 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 23 Dec PEL was trading at 1085.25. The strike last trading price was 214, 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 20 Dec PEL was trading at 1093.70. The strike last trading price was 214, 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 19 Dec PEL was trading at 1122.55. The strike last trading price was 214, which was 214.00 higher 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 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 0.65, 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 1040 PE
Delta: -0.21
Vega: 0.98
Theta: -0.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1107.00 14 0.40 32.54 236 78 113
26 Dec 1098.45 13.6 -4.70 28.77 61 28 33
24 Dec 1090.55 18.3 -57.90 29.87 9 3 3
23 Dec 1085.25 76.2 0.00 4.38 0 0 0
20 Dec 1093.70 76.2 0.00 4.81 0 0 0
19 Dec 1122.55 76.2 0.00 6.85 0 0 0
28 Nov 1180.00 76.2 0.00 9.05 0 0 0
27 Nov 1190.30 76.2 0.00 9.17 0 0 0
26 Nov 1198.15 76.2 0.00 9.78 0 0 0
25 Nov 1107.75 76.2 0.00 5.36 0 0 0
22 Nov 1085.50 76.2 76.20 3.80 0 0 0
21 Nov 1054.95 0 0.00 2.14 0 0 0
20 Nov 1060.20 0 0.00 2.70 0 0 0
19 Nov 1060.20 0 0.00 2.70 0 0 0
18 Nov 1048.55 0 0.00 1.87 0 0 0
14 Nov 1044.25 0 0.00 1.55 0 0 0
13 Nov 1012.30 0 0.00 - 0 0 0
12 Nov 1023.15 0 0.00 0.68 0 0 0
11 Nov 1037.00 0 0.00 1.04 0 0 0
8 Nov 1047.65 0 0.00 1.96 0 0 0
7 Nov 1066.90 0 0.00 2.96 0 0 0
6 Nov 1094.25 0 0.00 4.31 0 0 0
5 Nov 1072.15 0 0.00 3.57 0 0 0
4 Nov 1051.00 0 2.17 0 0 0


For Piramal Enterprises Ltd - strike price 1040 expiring on 30JAN2025

Delta for 1040 PE is -0.21

Historical price for 1040 PE is as follows

On 27 Dec PEL was trading at 1107.00. The strike last trading price was 14, which was 0.40 higher than the previous day. The implied volatity was 32.54, the open interest changed by 78 which increased total open position to 113


On 26 Dec PEL was trading at 1098.45. The strike last trading price was 13.6, which was -4.70 lower than the previous day. The implied volatity was 28.77, the open interest changed by 28 which increased total open position to 33


On 24 Dec PEL was trading at 1090.55. The strike last trading price was 18.3, which was -57.90 lower than the previous day. The implied volatity was 29.87, the open interest changed by 3 which increased total open position to 3


On 23 Dec PEL was trading at 1085.25. The strike last trading price was 76.2, which was 0.00 lower than the previous day. The implied volatity was 4.38, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 4.81, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 6.85, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 9.05, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 9.17, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 9.78, 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 76.2, which was 0.00 lower than the previous day. The implied volatity was 5.36, 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 76.2, which was 76.20 higher than the previous day. The implied volatity was 3.80, 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 2.14, 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 2.70, 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 2.70, 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 1.87, 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 1.55, 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 0.68, 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 1.04, 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 1.96, 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 2.96, 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 4.31, 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 3.57, 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 2.17, the open interest changed by 0 which decreased total open position to 0