PEL
Piramal Enterprises Ltd
Historical option data for PEL
12 Dec 2024 10:23 AM IST
| PEL 26DEC2024 1100 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 | 173 | 0.00 | 0.00 | 0 | -5 | 0 | |||
| 11 Dec | 1269.80 | 173 | 2.00 | 43.35 | 11 | 0 | 214 | |||
| 10 Dec | 1264.85 | 171 | 24.00 | 47.63 | 31 | -11 | 214 | |||
| 9 Dec | 1241.10 | 147 | -2.00 | 31.07 | 8 | 0 | 225 | |||
| 6 Dec | 1239.50 | 149 | 2.00 | 29.22 | 15 | -1 | 225 | |||
| 5 Dec | 1243.45 | 147 | 4.55 | - | 32 | 0 | 224 | |||
| 4 Dec | 1237.15 | 142.45 | -1.55 | 25.38 | 19 | -7 | 223 | |||
| 3 Dec | 1236.50 | 144 | 18.50 | 27.63 | 43 | -15 | 230 | |||
| 2 Dec | 1207.45 | 125.5 | 23.60 | 41.20 | 117 | -6 | 245 | |||
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| 29 Nov | 1185.00 | 101.9 | -0.10 | 31.56 | 18 | 2 | 256 | |||
| 28 Nov | 1180.00 | 102 | -6.00 | 34.20 | 51 | -1 | 254 | |||
| 27 Nov | 1190.30 | 108 | -12.00 | 36.78 | 230 | -34 | 265 | |||
| 26 Nov | 1198.15 | 120 | 66.40 | 35.57 | 2,207 | -65 | 313 | |||
| 25 Nov | 1107.75 | 53.6 | 14.05 | 33.83 | 1,325 | 210 | 375 | |||
| 22 Nov | 1085.50 | 39.55 | 10.65 | 32.51 | 364 | 40 | 205 | |||
| 21 Nov | 1054.95 | 28.9 | -1.70 | 33.83 | 191 | 83 | 167 | |||
| 20 Nov | 1060.20 | 30.6 | 0.00 | 32.01 | 196 | 49 | 83 | |||
| 19 Nov | 1060.20 | 30.6 | 3.60 | 32.01 | 196 | 48 | 83 | |||
| 18 Nov | 1048.55 | 27 | 0.00 | 32.29 | 68 | 18 | 35 | |||
| 14 Nov | 1044.25 | 27 | 8.20 | 32.26 | 39 | 10 | 18 | |||
| 13 Nov | 1012.30 | 18.8 | -10.70 | 33.10 | 5 | 2 | 7 | |||
| 12 Nov | 1023.15 | 29.5 | -10.50 | 38.65 | 1 | 0 | 5 | |||
| 11 Nov | 1037.00 | 40 | 0.00 | 0.00 | 0 | 5 | 0 | |||
| 8 Nov | 1047.65 | 40 | -24.25 | 37.82 | 7 | 4 | 4 | |||
| 7 Nov | 1066.90 | 64.25 | 0.00 | 1.36 | 0 | 0 | 0 | |||
| 6 Nov | 1094.25 | 64.25 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 1072.15 | 64.25 | 0.00 | 1.11 | 0 | 0 | 0 | |||
| 4 Nov | 1051.00 | 64.25 | 0.00 | 2.63 | 0 | 0 | 0 | |||
| 1 Nov | 1065.95 | 64.25 | 1.29 | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1100 expiring on 26DEC2024
Delta for 1100 CE is 0.00
Historical price for 1100 CE is as follows
On 12 Dec PEL was trading at 1260.50. The strike last trading price was 173, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 173, which was 2.00 higher than the previous day. The implied volatity was 43.35, the open interest changed by 0 which decreased total open position to 214
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 171, which was 24.00 higher than the previous day. The implied volatity was 47.63, the open interest changed by -11 which decreased total open position to 214
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 147, which was -2.00 lower than the previous day. The implied volatity was 31.07, the open interest changed by 0 which decreased total open position to 225
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 149, which was 2.00 higher than the previous day. The implied volatity was 29.22, the open interest changed by -1 which decreased total open position to 225
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 147, which was 4.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 224
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 142.45, which was -1.55 lower than the previous day. The implied volatity was 25.38, the open interest changed by -7 which decreased total open position to 223
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 144, which was 18.50 higher than the previous day. The implied volatity was 27.63, the open interest changed by -15 which decreased total open position to 230
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 125.5, which was 23.60 higher than the previous day. The implied volatity was 41.20, the open interest changed by -6 which decreased total open position to 245
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 101.9, which was -0.10 lower than the previous day. The implied volatity was 31.56, the open interest changed by 2 which increased total open position to 256
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 102, which was -6.00 lower than the previous day. The implied volatity was 34.20, the open interest changed by -1 which decreased total open position to 254
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 108, which was -12.00 lower than the previous day. The implied volatity was 36.78, the open interest changed by -34 which decreased total open position to 265
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 120, which was 66.40 higher than the previous day. The implied volatity was 35.57, the open interest changed by -65 which decreased total open position to 313
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 53.6, which was 14.05 higher than the previous day. The implied volatity was 33.83, the open interest changed by 210 which increased total open position to 375
On 22 Nov PEL was trading at 1085.50. The strike last trading price was 39.55, which was 10.65 higher than the previous day. The implied volatity was 32.51, the open interest changed by 40 which increased total open position to 205
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 28.9, which was -1.70 lower than the previous day. The implied volatity was 33.83, the open interest changed by 83 which increased total open position to 167
On 20 Nov PEL was trading at 1060.20. The strike last trading price was 30.6, which was 0.00 lower than the previous day. The implied volatity was 32.01, the open interest changed by 49 which increased total open position to 83
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 30.6, which was 3.60 higher than the previous day. The implied volatity was 32.01, the open interest changed by 48 which increased total open position to 83
On 18 Nov PEL was trading at 1048.55. The strike last trading price was 27, which was 0.00 lower than the previous day. The implied volatity was 32.29, the open interest changed by 18 which increased total open position to 35
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 27, which was 8.20 higher than the previous day. The implied volatity was 32.26, the open interest changed by 10 which increased total open position to 18
On 13 Nov PEL was trading at 1012.30. The strike last trading price was 18.8, which was -10.70 lower than the previous day. The implied volatity was 33.10, the open interest changed by 2 which increased total open position to 7
On 12 Nov PEL was trading at 1023.15. The strike last trading price was 29.5, which was -10.50 lower than the previous day. The implied volatity was 38.65, the open interest changed by 0 which decreased total open position to 5
On 11 Nov PEL was trading at 1037.00. The strike last trading price was 40, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 5 which increased total open position to 0
On 8 Nov PEL was trading at 1047.65. The strike last trading price was 40, which was -24.25 lower than the previous day. The implied volatity was 37.82, the open interest changed by 4 which increased total open position to 4
On 7 Nov PEL was trading at 1066.90. The strike last trading price was 64.25, which was 0.00 lower than the previous day. The implied volatity was 1.36, 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 64.25, 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 64.25, which was 0.00 lower than the previous day. The implied volatity was 1.11, 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 64.25, which was 0.00 lower than the previous day. The implied volatity was 2.63, 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 64.25, which was lower than the previous day. The implied volatity was 1.29, the open interest changed by 0 which decreased total open position to 0
| PEL 26DEC2024 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.03
Vega: 0.19
Theta: -0.25
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1260.50 | 1.35 | 0.00 | 39.80 | 30 | -14 | 921 |
| 11 Dec | 1269.80 | 1.35 | -0.90 | 39.69 | 270 | -41 | 937 |
| 10 Dec | 1264.85 | 2.25 | -1.20 | 41.71 | 495 | -171 | 989 |
| 9 Dec | 1241.10 | 3.45 | -0.40 | 40.44 | 285 | -8 | 1,163 |
| 6 Dec | 1239.50 | 3.85 | -0.20 | 38.67 | 556 | 35 | 1,170 |
| 5 Dec | 1243.45 | 4.05 | -1.05 | 39.16 | 649 | 102 | 1,135 |
| 4 Dec | 1237.15 | 5.1 | -0.45 | 38.49 | 612 | 61 | 1,029 |
| 3 Dec | 1236.50 | 5.55 | -3.30 | 38.71 | 1,859 | 94 | 969 |
| 2 Dec | 1207.45 | 8.85 | -5.00 | 37.84 | 1,203 | 224 | 871 |
| 29 Nov | 1185.00 | 13.85 | -1.35 | 37.45 | 401 | 23 | 646 |
| 28 Nov | 1180.00 | 15.2 | 0.20 | 37.55 | 520 | -21 | 624 |
| 27 Nov | 1190.30 | 15 | 1.60 | 37.53 | 964 | 55 | 648 |
| 26 Nov | 1198.15 | 13.4 | -24.10 | 38.32 | 1,518 | 355 | 607 |
| 25 Nov | 1107.75 | 37.5 | -11.80 | 36.38 | 298 | 201 | 251 |
| 22 Nov | 1085.50 | 49.3 | -17.60 | 34.56 | 73 | 46 | 96 |
| 21 Nov | 1054.95 | 66.9 | 2.70 | 35.14 | 2 | -1 | 50 |
| 20 Nov | 1060.20 | 64.2 | 0.00 | 35.34 | 32 | 13 | 51 |
| 19 Nov | 1060.20 | 64.2 | -3.30 | 35.34 | 32 | 13 | 51 |
| 18 Nov | 1048.55 | 67.5 | -23.35 | 32.21 | 38 | 37 | 37 |
| 14 Nov | 1044.25 | 90.85 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1012.30 | 90.85 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1023.15 | 90.85 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1037.00 | 90.85 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1047.65 | 90.85 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1066.90 | 90.85 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1094.25 | 90.85 | 0.00 | 0.73 | 0 | 0 | 0 |
| 5 Nov | 1072.15 | 90.85 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1051.00 | 90.85 | 90.85 | - | 0 | 0 | 0 |
| 1 Nov | 1065.95 | 0 | - | 0 | 0 | 0 | |
For Piramal Enterprises Ltd - strike price 1100 expiring on 26DEC2024
Delta for 1100 PE is -0.03
Historical price for 1100 PE is as follows
On 12 Dec PEL was trading at 1260.50. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 39.80, the open interest changed by -14 which decreased total open position to 921
On 11 Dec PEL was trading at 1269.80. The strike last trading price was 1.35, which was -0.90 lower than the previous day. The implied volatity was 39.69, the open interest changed by -41 which decreased total open position to 937
On 10 Dec PEL was trading at 1264.85. The strike last trading price was 2.25, which was -1.20 lower than the previous day. The implied volatity was 41.71, the open interest changed by -171 which decreased total open position to 989
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 3.45, which was -0.40 lower than the previous day. The implied volatity was 40.44, the open interest changed by -8 which decreased total open position to 1163
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 3.85, which was -0.20 lower than the previous day. The implied volatity was 38.67, the open interest changed by 35 which increased total open position to 1170
On 5 Dec PEL was trading at 1243.45. The strike last trading price was 4.05, which was -1.05 lower than the previous day. The implied volatity was 39.16, the open interest changed by 102 which increased total open position to 1135
On 4 Dec PEL was trading at 1237.15. The strike last trading price was 5.1, which was -0.45 lower than the previous day. The implied volatity was 38.49, the open interest changed by 61 which increased total open position to 1029
On 3 Dec PEL was trading at 1236.50. The strike last trading price was 5.55, which was -3.30 lower than the previous day. The implied volatity was 38.71, the open interest changed by 94 which increased total open position to 969
On 2 Dec PEL was trading at 1207.45. The strike last trading price was 8.85, which was -5.00 lower than the previous day. The implied volatity was 37.84, the open interest changed by 224 which increased total open position to 871
On 29 Nov PEL was trading at 1185.00. The strike last trading price was 13.85, which was -1.35 lower than the previous day. The implied volatity was 37.45, the open interest changed by 23 which increased total open position to 646
On 28 Nov PEL was trading at 1180.00. The strike last trading price was 15.2, which was 0.20 higher than the previous day. The implied volatity was 37.55, the open interest changed by -21 which decreased total open position to 624
On 27 Nov PEL was trading at 1190.30. The strike last trading price was 15, which was 1.60 higher than the previous day. The implied volatity was 37.53, the open interest changed by 55 which increased total open position to 648
On 26 Nov PEL was trading at 1198.15. The strike last trading price was 13.4, which was -24.10 lower than the previous day. The implied volatity was 38.32, the open interest changed by 355 which increased total open position to 607
On 25 Nov PEL was trading at 1107.75. The strike last trading price was 37.5, which was -11.80 lower than the previous day. The implied volatity was 36.38, the open interest changed by 201 which increased total open position to 251
On 22 Nov PEL was trading at 1085.50. The strike last trading price was 49.3, which was -17.60 lower than the previous day. The implied volatity was 34.56, the open interest changed by 46 which increased total open position to 96
On 21 Nov PEL was trading at 1054.95. The strike last trading price was 66.9, which was 2.70 higher than the previous day. The implied volatity was 35.14, the open interest changed by -1 which decreased total open position to 50
On 20 Nov PEL was trading at 1060.20. The strike last trading price was 64.2, which was 0.00 lower than the previous day. The implied volatity was 35.34, the open interest changed by 13 which increased total open position to 51
On 19 Nov PEL was trading at 1060.20. The strike last trading price was 64.2, which was -3.30 lower than the previous day. The implied volatity was 35.34, the open interest changed by 13 which increased total open position to 51
On 18 Nov PEL was trading at 1048.55. The strike last trading price was 67.5, which was -23.35 lower than the previous day. The implied volatity was 32.21, the open interest changed by 37 which increased total open position to 37
On 14 Nov PEL was trading at 1044.25. The strike last trading price was 90.85, 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 90.85, 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 90.85, 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 90.85, 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 90.85, 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 90.85, 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 90.85, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 90.85, 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 90.85, which was 90.85 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
