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

1261.05 -8.75 (-0.69%)

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Historical option data for PEL

12 Dec 2024 10:03 AM IST
PEL 26DEC2024 1100 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1262.55 173 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
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 1262.55. 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: 0.18
Theta: -0.23
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 1262.55 1.25 -0.10 39.50 21 -7 928
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 1262.55. The strike last trading price was 1.25, which was -0.10 lower than the previous day. The implied volatity was 39.50, the open interest changed by -7 which decreased total open position to 928


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