PEL
Piramal Enterprises Ltd
Historical option data for PEL
12 Dec 2024 10:23 AM IST
| PEL 26DEC2024 1060 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 12 Dec | 1260.50 | 138 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 1269.80 | 138 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 1264.85 | 138 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 1241.10 | 138 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 1239.50 | 138 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 1243.45 | 138 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1237.15 | 138 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 1236.50 | 138 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 1207.45 | 138 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 1185.00 | 138 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 28 Nov | 1180.00 | 138 | -16.00 | 39.31 | 2 | 1 | 13 | |||
| 27 Nov | 1190.30 | 154 | 0.00 | 0.00 | 0 | 3 | 0 | |||
| 26 Nov | 1198.15 | 154 | 78.00 | 35.72 | 14 | 3 | 12 | |||
| 25 Nov | 1107.75 | 76 | 11.20 | 31.66 | 5 | 0 | 14 | |||
| 22 Nov | 1085.50 | 64.8 | 18.30 | 36.00 | 56 | 0 | 14 | |||
| 21 Nov | 1054.95 | 46.5 | -2.50 | 34.54 | 22 | 9 | 10 | |||
| 20 Nov | 1060.20 | 49 | 0.00 | 32.57 | 1 | 1 | 0 | |||
| 19 Nov | 1060.20 | 49 | -33.05 | 32.57 | 1 | 0 | 0 | |||
| 18 Nov | 1048.55 | 82.05 | 0.00 | 0.12 | 0 | 0 | 0 | |||
| 14 Nov | 1044.25 | 82.05 | 0.00 | 0.52 | 0 | 0 | 0 | |||
| 12 Nov | 1023.15 | 82.05 | 0.00 | 1.98 | 0 | 0 | 0 | |||
| 11 Nov | 1037.00 | 82.05 | 0.00 | 0.94 | 0 | 0 | 0 | |||
| 7 Nov | 1066.90 | 82.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 1094.25 | 82.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1072.15 | 82.05 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Nov | 1051.00 | 82.05 | 82.05 | - | 0 | 0 | 0 | |||
| 1 Nov | 1065.95 | 0 | - | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1060 expiring on 26DEC2024
Delta for 1060 CE is 0.00
Historical price for 1060 CE is as follows
On 12 Dec PEL was trading at 1260.50. The strike last trading price was 138, 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 11 Dec PEL was trading at 1269.80. The strike last trading price was 138, 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 10 Dec PEL was trading at 1264.85. The strike last trading price was 138, 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 9 Dec PEL was trading at 1241.10. The strike last trading price was 138, 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 6 Dec PEL was trading at 1239.50. The strike last trading price was 138, 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 5 Dec PEL was trading at 1243.45. The strike last trading price was 138, 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 4 Dec PEL was trading at 1237.15. The strike last trading price was 138, 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 3 Dec PEL was trading at 1236.50. The strike last trading price was 138, 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 2 Dec PEL was trading at 1207.45. The strike last trading price was 138, 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 29 Nov PEL was trading at 1185.00. The strike last trading price was 138, 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 28 Nov PEL was trading at 1180.00. The strike last trading price was 138, which was -16.00 lower than the previous day. The implied volatity was 39.31, the open interest changed by 1 which increased total open position to 13
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 154, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 154, which was 78.00 higher than the previous day. The implied volatity was 35.72, the open interest changed by 3 which increased total open position to 12
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 76, which was 11.20 higher than the previous day. The implied volatity was 31.66, the open interest changed by 0 which decreased total open position to 14
On 22 Nov PEL was trading at 1085.50. The strike last trading price was 64.8, which was 18.30 higher than the previous day. The implied volatity was 36.00, the open interest changed by 0 which decreased total open position to 14
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 46.5, which was -2.50 lower than the previous day. The implied volatity was 34.54, the open interest changed by 9 which increased total open position to 10
On 20 Nov PEL was trading at 1060.20. The strike last trading price was 49, which was 0.00 lower than the previous day. The implied volatity was 32.57, the open interest changed by 1 which increased total open position to 0
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 49, which was -33.05 lower than the previous day. The implied volatity was 32.57, 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 82.05, which was 0.00 lower than the previous day. The implied volatity was 0.12, 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 82.05, which was 0.00 lower than the previous day. The implied volatity was 0.52, 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 82.05, which was 0.00 lower than the previous day. The implied volatity was 1.98, 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 82.05, which was 0.00 lower than the previous day. The implied volatity was 0.94, 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 82.05, 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 82.05, 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 82.05, 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 82.05, which was 82.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov PEL was trading at 1065.95. 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 26DEC2024 1060 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.02
Vega: 0.12
Theta: -0.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1260.50 | 0.85 | 0.05 | 44.69 | 6 | 0 | 183 |
| 11 Dec | 1269.80 | 0.8 | -0.40 | 44.11 | 28 | -13 | 183 |
| 10 Dec | 1264.85 | 1.2 | -0.15 | 45.02 | 24 | -6 | 197 |
| 9 Dec | 1241.10 | 1.35 | -0.50 | 41.13 | 5 | -2 | 204 |
| 6 Dec | 1239.50 | 1.85 | -0.15 | 40.52 | 48 | -4 | 205 |
| 5 Dec | 1243.45 | 2 | -0.50 | 40.97 | 144 | 83 | 211 |
| 4 Dec | 1237.15 | 2.5 | -0.25 | 40.03 | 301 | -3 | 130 |
| 3 Dec | 1236.50 | 2.75 | -2.25 | 40.11 | 274 | -21 | 136 |
| 2 Dec | 1207.45 | 5 | -2.70 | 40.15 | 145 | 39 | 162 |
| 29 Nov | 1185.00 | 7.7 | -1.40 | 38.84 | 60 | 0 | 123 |
| 28 Nov | 1180.00 | 9.1 | 0.25 | 39.53 | 95 | -4 | 123 |
| 27 Nov | 1190.30 | 8.85 | 0.65 | 39.30 | 66 | 1 | 128 |
| 26 Nov | 1198.15 | 8.2 | -14.45 | 40.40 | 231 | 91 | 126 |
| 25 Nov | 1107.75 | 22.65 | -7.05 | 36.87 | 43 | 33 | 35 |
| 22 Nov | 1085.50 | 29.7 | -5.30 | 33.97 | 26 | 13 | 15 |
| 21 Nov | 1054.95 | 35 | 0.00 | 0.00 | 0 | 2 | 0 |
| 20 Nov | 1060.20 | 35 | 0.00 | 29.86 | 2 | 2 | 0 |
| 19 Nov | 1060.20 | 35 | -34.10 | 29.86 | 2 | 0 | 0 |
| 18 Nov | 1048.55 | 69.1 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1044.25 | 69.1 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1023.15 | 69.1 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1037.00 | 69.1 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1066.90 | 69.1 | 0.00 | 1.65 | 0 | 0 | 0 |
| 6 Nov | 1094.25 | 69.1 | 0.00 | 3.46 | 0 | 0 | 0 |
| 5 Nov | 1072.15 | 69.1 | 0.00 | 1.85 | 0 | 0 | 0 |
| 4 Nov | 1051.00 | 69.1 | 69.10 | 0.18 | 0 | 0 | 0 |
| 1 Nov | 1065.95 | 0 | 1.79 | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1060 expiring on 26DEC2024
Delta for 1060 PE is -0.02
Historical price for 1060 PE is as follows
On 12 Dec PEL was trading at 1260.50. The strike last trading price was 0.85, which was 0.05 higher than the previous day. The implied volatity was 44.69, the open interest changed by 0 which decreased total open position to 183
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 44.11, the open interest changed by -13 which decreased total open position to 183
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 1.2, which was -0.15 lower than the previous day. The implied volatity was 45.02, the open interest changed by -6 which decreased total open position to 197
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 1.35, which was -0.50 lower than the previous day. The implied volatity was 41.13, the open interest changed by -2 which decreased total open position to 204
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 1.85, which was -0.15 lower than the previous day. The implied volatity was 40.52, the open interest changed by -4 which decreased total open position to 205
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 2, which was -0.50 lower than the previous day. The implied volatity was 40.97, the open interest changed by 83 which increased total open position to 211
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 2.5, which was -0.25 lower than the previous day. The implied volatity was 40.03, the open interest changed by -3 which decreased total open position to 130
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 2.75, which was -2.25 lower than the previous day. The implied volatity was 40.11, the open interest changed by -21 which decreased total open position to 136
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 5, which was -2.70 lower than the previous day. The implied volatity was 40.15, the open interest changed by 39 which increased total open position to 162
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 7.7, which was -1.40 lower than the previous day. The implied volatity was 38.84, the open interest changed by 0 which decreased total open position to 123
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 9.1, which was 0.25 higher than the previous day. The implied volatity was 39.53, the open interest changed by -4 which decreased total open position to 123
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 8.85, which was 0.65 higher than the previous day. The implied volatity was 39.30, the open interest changed by 1 which increased total open position to 128
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 8.2, which was -14.45 lower than the previous day. The implied volatity was 40.40, the open interest changed by 91 which increased total open position to 126
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 22.65, which was -7.05 lower than the previous day. The implied volatity was 36.87, the open interest changed by 33 which increased total open position to 35
On 22 Nov PEL was trading at 1085.50. The strike last trading price was 29.7, which was -5.30 lower than the previous day. The implied volatity was 33.97, the open interest changed by 13 which increased total open position to 15
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 35, 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 20 Nov PEL was trading at 1060.20. The strike last trading price was 35, which was 0.00 lower than the previous day. The implied volatity was 29.86, the open interest changed by 2 which increased total open position to 0
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 35, which was -34.10 lower than the previous day. The implied volatity was 29.86, 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 69.1, 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 69.1, 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 69.1, 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 69.1, 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 69.1, which was 0.00 lower than the previous day. The implied volatity was 1.65, 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 69.1, which was 0.00 lower than the previous day. The implied volatity was 3.46, 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 69.1, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 69.1, which was 69.10 higher than the previous day. The implied volatity was 0.18, the open interest changed by 0 which decreased total open position to 0
On 1 Nov PEL was trading at 1065.95. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0
