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

Back to Option Chain

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 1060 CE
Delta: 0.77
Vega: 1.04
Theta: -0.61
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1107.00 72 8.05 26.16 4 1 6
26 Dec 1098.45 63.95 6.80 27.42 7 3 6
24 Dec 1090.55 57.15 -110.25 26.99 3 2 2
23 Dec 1085.25 167.4 0.00 - 0 0 0
20 Dec 1093.70 167.4 0.00 - 0 0 0
19 Dec 1122.55 167.4 - 0 0 0

For Piramal Enterprises Ltd - strike price 1060 expiring on 30JAN2025

Delta for 1060 CE is 0.77

Historical price for 1060 CE is as follows

On 27 Dec PEL was trading at 1107.00. The strike last trading price was 72, which was 8.05 higher than the previous day. The implied volatity was 26.16, the open interest changed by 1 which increased total open position to 6


On 26 Dec PEL was trading at 1098.45. The strike last trading price was 63.95, which was 6.80 higher than the previous day. The implied volatity was 27.42, the open interest changed by 3 which increased total open position to 6


On 24 Dec PEL was trading at 1090.55. The strike last trading price was 57.15, which was -110.25 lower than the previous day. The implied volatity was 26.99, the open interest changed by 2 which increased total open position to 2


On 23 Dec PEL was trading at 1085.25. The strike last trading price was 167.4, 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 Dec PEL was trading at 1093.70. The strike last trading price was 167.4, 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 167.4, 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 1060 PE
Delta: -0.27
Vega: 1.13
Theta: -0.45
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
27 Dec 1107.00 19.4 -0.80 32.51 198 54 196
26 Dec 1098.45 20.2 -5.30 29.44 159 46 143
24 Dec 1090.55 25.5 -6.55 30.18 118 70 96
23 Dec 1085.25 32.05 4.65 34.35 50 23 26
20 Dec 1093.70 27.4 -6.75 34.10 3 2 2
19 Dec 1122.55 34.15 5.32 0 0 0

For Piramal Enterprises Ltd - strike price 1060 expiring on 30JAN2025

Delta for 1060 PE is -0.27

Historical price for 1060 PE is as follows

On 27 Dec PEL was trading at 1107.00. The strike last trading price was 19.4, which was -0.80 lower than the previous day. The implied volatity was 32.51, the open interest changed by 54 which increased total open position to 196


On 26 Dec PEL was trading at 1098.45. The strike last trading price was 20.2, which was -5.30 lower than the previous day. The implied volatity was 29.44, the open interest changed by 46 which increased total open position to 143


On 24 Dec PEL was trading at 1090.55. The strike last trading price was 25.5, which was -6.55 lower than the previous day. The implied volatity was 30.18, the open interest changed by 70 which increased total open position to 96


On 23 Dec PEL was trading at 1085.25. The strike last trading price was 32.05, which was 4.65 higher than the previous day. The implied volatity was 34.35, the open interest changed by 23 which increased total open position to 26


On 20 Dec PEL was trading at 1093.70. The strike last trading price was 27.4, which was -6.75 lower than the previous day. The implied volatity was 34.10, the open interest changed by 2 which increased total open position to 2


On 19 Dec PEL was trading at 1122.55. The strike last trading price was 34.15, which was lower than the previous day. The implied volatity was 5.32, the open interest changed by 0 which decreased total open position to 0