PEL
Piramal Enterprises Ltd
Historical option data for PEL
27 Dec 2024 04:13 PM IST
| PEL 30JAN2025 1080 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.69
Vega: 1.19
Theta: -0.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1107.00 | 58.05 | 5.50 | 26.14 | 113 | 13 | 75 | |||
| 26 Dec | 1098.45 | 52.55 | 3.05 | 28.38 | 137 | 46 | 63 | |||
| 24 Dec | 1090.55 | 49.5 | -5.50 | 30.03 | 35 | 16 | 17 | |||
| 23 Dec | 1085.25 | 55 | -41.90 | 34.37 | 1 | 0 | 0 | |||
| 20 Dec | 1093.70 | 96.9 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 1122.55 | 96.9 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 1180.00 | 96.9 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 1190.30 | 96.9 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 1198.15 | 96.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 25 Nov | 1107.75 | 96.9 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 1085.50 | 96.9 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 1054.95 | 96.9 | 96.90 | 0.27 | 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 | 0.58 | 0 | 0 | 0 | |||
| 14 Nov | 1044.25 | 0 | 0.00 | 0.87 | 0 | 0 | 0 | |||
| 13 Nov | 1012.30 | 0 | 0.00 | 2.89 | 0 | 0 | 0 | |||
| 12 Nov | 1023.15 | 0 | 0.00 | 1.69 | 0 | 0 | 0 | |||
| 11 Nov | 1037.00 | 0 | 0.00 | 1.35 | 0 | 0 | 0 | |||
| 8 Nov | 1047.65 | 0 | 0.00 | 0.35 | 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 | 0.04 | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1080 expiring on 30JAN2025
Delta for 1080 CE is 0.69
Historical price for 1080 CE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 58.05, which was 5.50 higher than the previous day. The implied volatity was 26.14, the open interest changed by 13 which increased total open position to 75
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 52.55, which was 3.05 higher than the previous day. The implied volatity was 28.38, the open interest changed by 46 which increased total open position to 63
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 49.5, which was -5.50 lower than the previous day. The implied volatity was 30.03, the open interest changed by 16 which increased total open position to 17
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 55, which was -41.90 lower than the previous day. The implied volatity was 34.37, 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 96.9, 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 96.9, 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 28 Nov PEL was trading at 1180.00. The strike last trading price was 96.9, 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 96.9, 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 96.9, 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 96.9, 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 96.9, 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 96.9, which was 96.90 higher than the previous day. The implied volatity was 0.27, 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 0.58, 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 0.87, 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 2.89, 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 1.69, 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 1.35, 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 0.35, 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 0.04, the open interest changed by 0 which decreased total open position to 0
| PEL 30JAN2025 1080 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.34
Vega: 1.23
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1107.00 | 25 | -1.70 | 31.57 | 279 | 51 | 149 |
| 26 Dec | 1098.45 | 26.7 | -6.30 | 28.74 | 87 | 29 | 100 |
| 24 Dec | 1090.55 | 33 | -8.00 | 29.58 | 75 | 49 | 72 |
| 23 Dec | 1085.25 | 41 | -1.85 | 34.50 | 26 | 19 | 23 |
| 20 Dec | 1093.70 | 42.85 | 10.85 | 36.94 | 4 | 1 | 3 |
| 19 Dec | 1122.55 | 32 | -64.30 | 36.65 | 2 | 1 | 1 |
| 28 Nov | 1180.00 | 96.3 | 0.00 | 6.92 | 0 | 0 | 0 |
| 27 Nov | 1190.30 | 96.3 | 0.00 | 7.06 | 0 | 0 | 0 |
| 26 Nov | 1198.15 | 96.3 | 0.00 | 7.74 | 0 | 0 | 0 |
| 25 Nov | 1107.75 | 96.3 | 96.30 | 3.01 | 0 | 0 | 0 |
| 22 Nov | 1085.50 | 0 | 0.00 | 1.60 | 0 | 0 | 0 |
| 21 Nov | 1054.95 | 0 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 1060.20 | 0 | 0.00 | 0.36 | 0 | 0 | 0 |
| 19 Nov | 1060.20 | 0 | 0.00 | 0.36 | 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 | 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 | 0.82 | 0 | 0 | 0 |
| 6 Nov | 1094.25 | 0 | 0.00 | 2.19 | 0 | 0 | 0 |
| 5 Nov | 1072.15 | 0 | 0.00 | 1.42 | 0 | 0 | 0 |
| 4 Nov | 1051.00 | 0 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1080 expiring on 30JAN2025
Delta for 1080 PE is -0.34
Historical price for 1080 PE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 25, which was -1.70 lower than the previous day. The implied volatity was 31.57, the open interest changed by 51 which increased total open position to 149
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 26.7, which was -6.30 lower than the previous day. The implied volatity was 28.74, the open interest changed by 29 which increased total open position to 100
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 33, which was -8.00 lower than the previous day. The implied volatity was 29.58, the open interest changed by 49 which increased total open position to 72
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 41, which was -1.85 lower than the previous day. The implied volatity was 34.50, the open interest changed by 19 which increased total open position to 23
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 42.85, which was 10.85 higher than the previous day. The implied volatity was 36.94, the open interest changed by 1 which increased total open position to 3
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 32, which was -64.30 lower than the previous day. The implied volatity was 36.65, the open interest changed by 1 which increased total open position to 1
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 96.3, which was 0.00 lower than the previous day. The implied volatity was 6.92, 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 96.3, which was 0.00 lower than the previous day. The implied volatity was 7.06, 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 96.3, which was 0.00 lower than the previous day. The implied volatity was 7.74, 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 96.3, which was 96.30 higher than the previous day. The implied volatity was 3.01, 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 1.60, 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 0.36, 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 0.36, 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 -, 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 0.82, 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 2.19, 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 1.42, 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
