PEL
Piramal Enterprises Ltd
Historical option data for PEL
11 Apr 2025 04:12 PM IST
| PEL 24APR2025 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 0.22
Theta: -0.38
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 967.75 | 2 | -0.35 | 41.80 | 334 | -59 | 217 | |||
| 9 Apr | 947.85 | 2.3 | -1.7 | 46.00 | 313 | 98 | 279 | |||
| 8 Apr | 968.00 | 3.9 | -0.6 | 43.83 | 119 | -4 | 181 | |||
| 7 Apr | 954.80 | 4.3 | 1.7 | 47.39 | 229 | -53 | 185 | |||
| 4 Apr | 961.50 | 2.6 | -4.8 | 36.58 | 309 | 41 | 236 | |||
| 3 Apr | 1009.35 | 7.65 | 0.1 | 34.85 | 431 | -19 | 194 | |||
| 2 Apr | 1006.05 | 7.4 | 2.85 | 34.78 | 494 | 52 | 214 | |||
| 1 Apr | 989.05 | 4.45 | -1.15 | 32.17 | 330 | -12 | 161 | |||
| 28 Mar | 987.85 | 5.65 | -3.15 | 33.40 | 368 | 46 | 173 | |||
| 27 Mar | 993.50 | 8.6 | 1.65 | 33.27 | 68 | 7 | 127 | |||
| 26 Mar | 978.75 | 7.15 | -1 | 35.35 | 97 | 50 | 115 | |||
| 25 Mar | 990.90 | 8.35 | -8.65 | 33.86 | 101 | 21 | 67 | |||
| 24 Mar | 1022.85 | 17 | 1.9 | 35.63 | 86 | 46 | 46 | |||
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| 21 Mar | 996.45 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||
For Piramal Enterprises Ltd - strike price 1100 expiring on 24APR2025
Delta for 1100 CE is 0.06
Historical price for 1100 CE is as follows
On 11 Apr PEL was trading at 967.75. The strike last trading price was 2, which was -0.35 lower than the previous day. The implied volatity was 41.80, the open interest changed by -59 which decreased total open position to 217
On 9 Apr PEL was trading at 947.85. The strike last trading price was 2.3, which was -1.7 lower than the previous day. The implied volatity was 46.00, the open interest changed by 98 which increased total open position to 279
On 8 Apr PEL was trading at 968.00. The strike last trading price was 3.9, which was -0.6 lower than the previous day. The implied volatity was 43.83, the open interest changed by -4 which decreased total open position to 181
On 7 Apr PEL was trading at 954.80. The strike last trading price was 4.3, which was 1.7 higher than the previous day. The implied volatity was 47.39, the open interest changed by -53 which decreased total open position to 185
On 4 Apr PEL was trading at 961.50. The strike last trading price was 2.6, which was -4.8 lower than the previous day. The implied volatity was 36.58, the open interest changed by 41 which increased total open position to 236
On 3 Apr PEL was trading at 1009.35. The strike last trading price was 7.65, which was 0.1 higher than the previous day. The implied volatity was 34.85, the open interest changed by -19 which decreased total open position to 194
On 2 Apr PEL was trading at 1006.05. The strike last trading price was 7.4, which was 2.85 higher than the previous day. The implied volatity was 34.78, the open interest changed by 52 which increased total open position to 214
On 1 Apr PEL was trading at 989.05. The strike last trading price was 4.45, which was -1.15 lower than the previous day. The implied volatity was 32.17, the open interest changed by -12 which decreased total open position to 161
On 28 Mar PEL was trading at 987.85. The strike last trading price was 5.65, which was -3.15 lower than the previous day. The implied volatity was 33.40, the open interest changed by 46 which increased total open position to 173
On 27 Mar PEL was trading at 993.50. The strike last trading price was 8.6, which was 1.65 higher than the previous day. The implied volatity was 33.27, the open interest changed by 7 which increased total open position to 127
On 26 Mar PEL was trading at 978.75. The strike last trading price was 7.15, which was -1 lower than the previous day. The implied volatity was 35.35, the open interest changed by 50 which increased total open position to 115
On 25 Mar PEL was trading at 990.90. The strike last trading price was 8.35, which was -8.65 lower than the previous day. The implied volatity was 33.86, the open interest changed by 21 which increased total open position to 67
On 24 Mar PEL was trading at 1022.85. The strike last trading price was 17, which was 1.9 higher than the previous day. The implied volatity was 35.63, the open interest changed by 46 which increased total open position to 46
On 21 Mar PEL was trading at 996.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| PEL 24APR2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 11 Apr | 967.75 | 97.45 | 0 | 0.00 | 0 | 0 | 0 |
| 9 Apr | 947.85 | 97.45 | 0 | 0.00 | 0 | 0 | 0 |
| 8 Apr | 968.00 | 97.45 | 0 | 0.00 | 0 | 0 | 0 |
| 7 Apr | 954.80 | 97.45 | 0 | 0.00 | 0 | 0 | 0 |
| 4 Apr | 961.50 | 97.45 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Apr | 1009.35 | 97.45 | -0.55 | 40.99 | 3 | 0 | 61 |
| 2 Apr | 1006.05 | 98 | -15.85 | 36.07 | 1 | 0 | 61 |
| 1 Apr | 989.05 | 113.85 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 987.85 | 113.85 | 1.35 | 30.50 | 2 | 0 | 61 |
| 27 Mar | 993.50 | 112.5 | -5 | 46.82 | 21 | 7 | 47 |
| 26 Mar | 978.75 | 117.5 | 5.5 | 31.48 | 8 | 7 | 39 |
| 25 Mar | 990.90 | 112 | 26.15 | 37.12 | 7 | 6 | 31 |
| 24 Mar | 1022.85 | 86.7 | -111.05 | 34.11 | 25 | 24 | 24 |
| 21 Mar | 996.45 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Piramal Enterprises Ltd - strike price 1100 expiring on 24APR2025
Delta for 1100 PE is 0.00
Historical price for 1100 PE is as follows
On 11 Apr PEL was trading at 967.75. The strike last trading price was 97.45, which was 0 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 Apr PEL was trading at 947.85. The strike last trading price was 97.45, which was 0 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 8 Apr PEL was trading at 968.00. The strike last trading price was 97.45, which was 0 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 7 Apr PEL was trading at 954.80. The strike last trading price was 97.45, which was 0 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 Apr PEL was trading at 961.50. The strike last trading price was 97.45, which was 0 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 Apr PEL was trading at 1009.35. The strike last trading price was 97.45, which was -0.55 lower than the previous day. The implied volatity was 40.99, the open interest changed by 0 which decreased total open position to 61
On 2 Apr PEL was trading at 1006.05. The strike last trading price was 98, which was -15.85 lower than the previous day. The implied volatity was 36.07, the open interest changed by 0 which decreased total open position to 61
On 1 Apr PEL was trading at 989.05. The strike last trading price was 113.85, which was 0 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 28 Mar PEL was trading at 987.85. The strike last trading price was 113.85, which was 1.35 higher than the previous day. The implied volatity was 30.50, the open interest changed by 0 which decreased total open position to 61
On 27 Mar PEL was trading at 993.50. The strike last trading price was 112.5, which was -5 lower than the previous day. The implied volatity was 46.82, the open interest changed by 7 which increased total open position to 47
On 26 Mar PEL was trading at 978.75. The strike last trading price was 117.5, which was 5.5 higher than the previous day. The implied volatity was 31.48, the open interest changed by 7 which increased total open position to 39
On 25 Mar PEL was trading at 990.90. The strike last trading price was 112, which was 26.15 higher than the previous day. The implied volatity was 37.12, the open interest changed by 6 which increased total open position to 31
On 24 Mar PEL was trading at 1022.85. The strike last trading price was 86.7, which was -111.05 lower than the previous day. The implied volatity was 34.11, the open interest changed by 24 which increased total open position to 24
On 21 Mar PEL was trading at 996.45. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
