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

1044.25 31.95 (3.16%)

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Historical option data for PEL

14 Nov 2024 04:13 PM IST
PEL 28NOV2024 1080 CE
Delta: 0.30
Vega: 0.71
Theta: -0.84
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1044.25 11.25 3.75 29.96 770 45 253
13 Nov 1012.30 7.5 -2.15 34.50 589 -2 210
12 Nov 1023.15 9.65 -3.85 33.23 364 33 213
11 Nov 1037.00 13.5 -5.75 31.82 684 1 176
8 Nov 1047.65 19.25 -12.75 31.66 531 14 173
7 Nov 1066.90 32 -16.65 33.85 297 29 159
6 Nov 1094.25 48.65 11.30 35.07 323 -14 131
5 Nov 1072.15 37.35 7.65 35.82 331 18 145
4 Nov 1051.00 29.7 -5.30 38.13 193 7 127
1 Nov 1065.95 35 -4.30 34.52 71 6 121
31 Oct 1061.20 39.3 -9.70 - 131 40 115
30 Oct 1079.00 49 -4.75 - 75 15 75
29 Oct 1083.50 53.75 0.50 - 99 59 61
28 Oct 1075.15 53.25 -44.15 - 2 1 1
25 Oct 1051.80 97.4 0.00 - 0 0 0
24 Oct 1052.25 97.4 0.00 - 0 0 0
23 Oct 1044.25 97.4 0.00 - 0 0 0
22 Oct 1025.65 97.4 0.00 - 0 0 0
21 Oct 1031.60 97.4 0.00 - 0 0 0
18 Oct 1035.95 97.4 0.00 - 0 0 0
17 Oct 1036.05 97.4 0.00 - 0 0 0
16 Oct 1104.10 97.4 0.00 - 0 0 0
15 Oct 1095.85 97.4 0.00 - 0 0 0
14 Oct 1095.70 97.4 0.00 - 0 0 0
11 Oct 1079.80 97.4 0.00 - 0 0 0
10 Oct 1052.40 97.4 0.00 - 0 0 0
8 Oct 1024.00 97.4 0.00 - 0 0 0
4 Oct 1032.45 97.4 0.00 - 0 0 0
27 Sept 1093.70 97.4 0.00 - 0 0 0
26 Sept 1088.95 97.4 0.00 - 0 0 0
25 Sept 1069.20 97.4 0.00 - 0 0 0
24 Sept 1061.25 97.4 0.00 - 0 0 0
23 Sept 1073.20 97.4 0.00 - 0 0 0
20 Sept 1046.55 97.4 37.70 - 0 0 0
19 Sept 1050.55 59.7 0.00 - 0 0 0
18 Sept 1081.70 59.7 0.00 - 0 0 0
17 Sept 1090.85 59.7 0.00 - 0 0 0
16 Sept 1122.65 59.7 0.00 - 0 0 0
13 Sept 1119.10 59.7 0.00 - 0 0 0
12 Sept 1069.90 59.7 0.00 - 0 0 0
11 Sept 1043.35 59.7 0.00 - 0 0 0
10 Sept 1058.25 59.7 0.00 - 0 0 0
9 Sept 1062.90 59.7 0.00 - 0 0 0
6 Sept 1052.75 59.7 0.00 - 0 0 0
5 Sept 1078.80 59.7 0.00 - 0 0 0
4 Sept 1057.45 59.7 0.00 - 0 0 0
3 Sept 1064.20 59.7 0.00 - 0 0 0
2 Sept 1057.60 59.7 - 0 0 0


For Piramal Enterprises Ltd - strike price 1080 expiring on 28NOV2024

Delta for 1080 CE is 0.30

Historical price for 1080 CE is as follows

On 14 Nov PEL was trading at 1044.25. The strike last trading price was 11.25, which was 3.75 higher than the previous day. The implied volatity was 29.96, the open interest changed by 45 which increased total open position to 253


On 13 Nov PEL was trading at 1012.30. The strike last trading price was 7.5, which was -2.15 lower than the previous day. The implied volatity was 34.50, the open interest changed by -2 which decreased total open position to 210


On 12 Nov PEL was trading at 1023.15. The strike last trading price was 9.65, which was -3.85 lower than the previous day. The implied volatity was 33.23, the open interest changed by 33 which increased total open position to 213


On 11 Nov PEL was trading at 1037.00. The strike last trading price was 13.5, which was -5.75 lower than the previous day. The implied volatity was 31.82, the open interest changed by 1 which increased total open position to 176


On 8 Nov PEL was trading at 1047.65. The strike last trading price was 19.25, which was -12.75 lower than the previous day. The implied volatity was 31.66, the open interest changed by 14 which increased total open position to 173


On 7 Nov PEL was trading at 1066.90. The strike last trading price was 32, which was -16.65 lower than the previous day. The implied volatity was 33.85, the open interest changed by 29 which increased total open position to 159


On 6 Nov PEL was trading at 1094.25. The strike last trading price was 48.65, which was 11.30 higher than the previous day. The implied volatity was 35.07, the open interest changed by -14 which decreased total open position to 131


On 5 Nov PEL was trading at 1072.15. The strike last trading price was 37.35, which was 7.65 higher than the previous day. The implied volatity was 35.82, the open interest changed by 18 which increased total open position to 145


On 4 Nov PEL was trading at 1051.00. The strike last trading price was 29.7, which was -5.30 lower than the previous day. The implied volatity was 38.13, the open interest changed by 7 which increased total open position to 127


On 1 Nov PEL was trading at 1065.95. The strike last trading price was 35, which was -4.30 lower than the previous day. The implied volatity was 34.52, the open interest changed by 6 which increased total open position to 121


On 31 Oct PEL was trading at 1061.20. The strike last trading price was 39.3, which was -9.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct PEL was trading at 1079.00. The strike last trading price was 49, which was -4.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct PEL was trading at 1083.50. The strike last trading price was 53.75, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct PEL was trading at 1075.15. The strike last trading price was 53.25, which was -44.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct PEL was trading at 1051.80. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct PEL was trading at 1052.25. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct PEL was trading at 1044.25. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct PEL was trading at 1025.65. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct PEL was trading at 1031.60. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct PEL was trading at 1035.95. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct PEL was trading at 1036.05. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct PEL was trading at 1104.10. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct PEL was trading at 1095.85. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct PEL was trading at 1095.70. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct PEL was trading at 1079.80. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct PEL was trading at 1052.40. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct PEL was trading at 1024.00. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct PEL was trading at 1032.45. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept PEL was trading at 1093.70. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept PEL was trading at 1088.95. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept PEL was trading at 1069.20. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept PEL was trading at 1061.25. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept PEL was trading at 1073.20. The strike last trading price was 97.4, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept PEL was trading at 1046.55. The strike last trading price was 97.4, which was 37.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept PEL was trading at 1050.55. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept PEL was trading at 1081.70. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept PEL was trading at 1090.85. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept PEL was trading at 1122.65. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept PEL was trading at 1119.10. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept PEL was trading at 1069.90. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept PEL was trading at 1043.35. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept PEL was trading at 1058.25. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept PEL was trading at 1062.90. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept PEL was trading at 1052.75. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept PEL was trading at 1078.80. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept PEL was trading at 1057.45. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept PEL was trading at 1064.20. The strike last trading price was 59.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept PEL was trading at 1057.60. The strike last trading price was 59.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PEL 28NOV2024 1080 PE
Delta: -0.67
Vega: 0.74
Theta: -0.74
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1044.25 50 -23.55 35.79 258 -83 112
13 Nov 1012.30 73.55 9.35 36.86 21 -6 196
12 Nov 1023.15 64.2 5.55 33.64 6 0 203
11 Nov 1037.00 58.65 6.45 39.45 97 -43 204
8 Nov 1047.65 52.2 12.55 36.79 174 2 247
7 Nov 1066.90 39.65 11.90 35.95 419 87 252
6 Nov 1094.25 27.75 -14.45 35.15 372 74 156
5 Nov 1072.15 42.2 -13.00 38.28 84 23 77
4 Nov 1051.00 55.2 7.30 37.83 58 -6 54
1 Nov 1065.95 47.9 -6.15 36.97 2 0 60
31 Oct 1061.20 54.05 8.85 - 76 28 60
30 Oct 1079.00 45.2 2.70 - 60 14 31
29 Oct 1083.50 42.5 -3.10 - 18 12 17
28 Oct 1075.15 45.6 -56.65 - 9 4 4
25 Oct 1051.80 102.25 0.00 - 0 0 0
24 Oct 1052.25 102.25 0.00 - 0 0 0
23 Oct 1044.25 102.25 0.00 - 0 0 0
22 Oct 1025.65 102.25 0.00 - 0 0 0
21 Oct 1031.60 102.25 0.00 - 0 0 0
18 Oct 1035.95 102.25 0.00 - 0 0 0
17 Oct 1036.05 102.25 0.00 - 0 0 0
16 Oct 1104.10 102.25 0.00 - 0 0 0
15 Oct 1095.85 102.25 0.00 - 0 0 0
14 Oct 1095.70 102.25 0.00 - 0 0 0
11 Oct 1079.80 102.25 0.00 - 0 0 0
10 Oct 1052.40 102.25 0.00 - 0 0 0
8 Oct 1024.00 102.25 0.00 - 0 0 0
4 Oct 1032.45 102.25 0.00 - 0 0 0
27 Sept 1093.70 102.25 -407.85 - 0 0 0
26 Sept 1088.95 510.1 0.00 - 0 0 0
25 Sept 1069.20 510.1 0.00 - 0 0 0
24 Sept 1061.25 510.1 0.00 - 0 0 0
23 Sept 1073.20 510.1 0.00 - 0 0 0
20 Sept 1046.55 510.1 0.00 - 0 0 0
19 Sept 1050.55 510.1 0.00 - 0 0 0
18 Sept 1081.70 510.1 0.00 - 0 0 0
17 Sept 1090.85 510.1 0.00 - 0 0 0
16 Sept 1122.65 510.1 0.00 - 0 0 0
13 Sept 1119.10 510.1 0.00 - 0 0 0
12 Sept 1069.90 510.1 0.00 - 0 0 0
11 Sept 1043.35 510.1 0.00 - 0 0 0
10 Sept 1058.25 510.1 0.00 - 0 0 0
9 Sept 1062.90 510.1 0.00 - 0 0 0
6 Sept 1052.75 510.1 0.00 - 0 0 0
5 Sept 1078.80 510.1 0.00 - 0 0 0
4 Sept 1057.45 510.1 0.00 - 0 0 0
3 Sept 1064.20 510.1 0.00 - 0 0 0
2 Sept 1057.60 510.1 - 0 0 0


For Piramal Enterprises Ltd - strike price 1080 expiring on 28NOV2024

Delta for 1080 PE is -0.67

Historical price for 1080 PE is as follows

On 14 Nov PEL was trading at 1044.25. The strike last trading price was 50, which was -23.55 lower than the previous day. The implied volatity was 35.79, the open interest changed by -83 which decreased total open position to 112


On 13 Nov PEL was trading at 1012.30. The strike last trading price was 73.55, which was 9.35 higher than the previous day. The implied volatity was 36.86, the open interest changed by -6 which decreased total open position to 196


On 12 Nov PEL was trading at 1023.15. The strike last trading price was 64.2, which was 5.55 higher than the previous day. The implied volatity was 33.64, the open interest changed by 0 which decreased total open position to 203


On 11 Nov PEL was trading at 1037.00. The strike last trading price was 58.65, which was 6.45 higher than the previous day. The implied volatity was 39.45, the open interest changed by -43 which decreased total open position to 204


On 8 Nov PEL was trading at 1047.65. The strike last trading price was 52.2, which was 12.55 higher than the previous day. The implied volatity was 36.79, the open interest changed by 2 which increased total open position to 247


On 7 Nov PEL was trading at 1066.90. The strike last trading price was 39.65, which was 11.90 higher than the previous day. The implied volatity was 35.95, the open interest changed by 87 which increased total open position to 252


On 6 Nov PEL was trading at 1094.25. The strike last trading price was 27.75, which was -14.45 lower than the previous day. The implied volatity was 35.15, the open interest changed by 74 which increased total open position to 156


On 5 Nov PEL was trading at 1072.15. The strike last trading price was 42.2, which was -13.00 lower than the previous day. The implied volatity was 38.28, the open interest changed by 23 which increased total open position to 77


On 4 Nov PEL was trading at 1051.00. The strike last trading price was 55.2, which was 7.30 higher than the previous day. The implied volatity was 37.83, the open interest changed by -6 which decreased total open position to 54


On 1 Nov PEL was trading at 1065.95. The strike last trading price was 47.9, which was -6.15 lower than the previous day. The implied volatity was 36.97, the open interest changed by 0 which decreased total open position to 60


On 31 Oct PEL was trading at 1061.20. The strike last trading price was 54.05, which was 8.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct PEL was trading at 1079.00. The strike last trading price was 45.2, which was 2.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct PEL was trading at 1083.50. The strike last trading price was 42.5, which was -3.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct PEL was trading at 1075.15. The strike last trading price was 45.6, which was -56.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct PEL was trading at 1051.80. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct PEL was trading at 1052.25. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct PEL was trading at 1044.25. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct PEL was trading at 1025.65. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct PEL was trading at 1031.60. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct PEL was trading at 1035.95. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct PEL was trading at 1036.05. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct PEL was trading at 1104.10. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct PEL was trading at 1095.85. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct PEL was trading at 1095.70. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct PEL was trading at 1079.80. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct PEL was trading at 1052.40. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct PEL was trading at 1024.00. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct PEL was trading at 1032.45. The strike last trading price was 102.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept PEL was trading at 1093.70. The strike last trading price was 102.25, which was -407.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept PEL was trading at 1088.95. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept PEL was trading at 1069.20. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept PEL was trading at 1061.25. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Sept PEL was trading at 1073.20. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 20 Sept PEL was trading at 1046.55. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 19 Sept PEL was trading at 1050.55. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept PEL was trading at 1081.70. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept PEL was trading at 1090.85. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept PEL was trading at 1122.65. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 13 Sept PEL was trading at 1119.10. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 12 Sept PEL was trading at 1069.90. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept PEL was trading at 1043.35. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept PEL was trading at 1058.25. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Sept PEL was trading at 1062.90. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 6 Sept PEL was trading at 1052.75. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept PEL was trading at 1078.80. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Sept PEL was trading at 1057.45. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept PEL was trading at 1064.20. The strike last trading price was 510.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept PEL was trading at 1057.60. The strike last trading price was 510.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to