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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 1100 CE
Delta: 0.22
Vega: 0.60
Theta: -0.73
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1044.25 7.7 2.90 31.73 2,173 122 1,037
13 Nov 1012.30 4.8 -1.65 35.00 1,083 92 915
12 Nov 1023.15 6.45 -2.65 34.01 676 -14 817
11 Nov 1037.00 9.1 -4.70 32.40 1,657 -48 831
8 Nov 1047.65 13.8 -10.05 32.33 1,136 69 877
7 Nov 1066.90 23.85 -14.15 33.94 1,459 58 808
6 Nov 1094.25 38 9.00 34.96 1,776 53 751
5 Nov 1072.15 29 6.80 36.06 1,116 -65 703
4 Nov 1051.00 22.2 -7.60 37.54 983 169 770
1 Nov 1065.95 29.8 -1.20 37.02 229 47 601
31 Oct 1061.20 31 -8.05 - 972 35 556
30 Oct 1079.00 39.05 -3.90 - 1,158 40 522
29 Oct 1083.50 42.95 0.95 - 2,053 183 487
28 Oct 1075.15 42 7.00 - 777 160 297
25 Oct 1051.80 35 -1.00 - 1 0 137
24 Oct 1052.25 36 0.00 - 0 -1 0
23 Oct 1044.25 36 3.00 - 1 0 138
22 Oct 1025.65 33 4.00 - 3 -2 139
21 Oct 1031.60 29 -1.60 - 133 76 140
18 Oct 1035.95 30.6 -1.00 - 53 19 62
17 Oct 1036.05 31.6 -29.65 - 55 23 42
16 Oct 1104.10 61.25 5.25 - 29 8 18
15 Oct 1095.85 56 0.10 - 12 7 9
14 Oct 1095.70 55.9 -33.05 - 2 1 1
11 Oct 1079.80 88.95 0.00 - 0 0 0
10 Oct 1052.40 88.95 0.00 - 0 0 0
8 Oct 1024.00 88.95 0.00 - 0 0 0
4 Oct 1032.45 88.95 0.00 - 0 0 0
27 Sept 1093.70 88.95 0.00 - 0 0 0
26 Sept 1088.95 88.95 0.00 - 0 0 0
25 Sept 1069.20 88.95 0.00 - 0 0 0
24 Sept 1061.25 88.95 0.00 - 0 0 0
23 Sept 1073.20 88.95 0.00 - 0 0 0
20 Sept 1046.55 88.95 88.95 - 0 0 0
19 Sept 1050.55 0 0.00 - 0 0 0
18 Sept 1081.70 0 0.00 - 0 0 0
17 Sept 1090.85 0 0.00 - 0 0 0
16 Sept 1122.65 0 0.00 - 0 0 0
13 Sept 1119.10 0 0.00 - 0 0 0
12 Sept 1069.90 0 0.00 - 0 0 0
11 Sept 1043.35 0 0.00 - 0 0 0
10 Sept 1058.25 0 0.00 - 0 0 0
9 Sept 1062.90 0 0.00 - 0 0 0
6 Sept 1052.75 0 0.00 - 0 0 0
5 Sept 1078.80 0 0.00 - 0 0 0
4 Sept 1057.45 0 0.00 - 0 0 0
3 Sept 1064.20 0 0.00 - 0 0 0
2 Sept 1057.60 0 - 0 0 0


For Piramal Enterprises Ltd - strike price 1100 expiring on 28NOV2024

Delta for 1100 CE is 0.22

Historical price for 1100 CE is as follows

On 14 Nov PEL was trading at 1044.25. The strike last trading price was 7.7, which was 2.90 higher than the previous day. The implied volatity was 31.73, the open interest changed by 122 which increased total open position to 1037


On 13 Nov PEL was trading at 1012.30. The strike last trading price was 4.8, which was -1.65 lower than the previous day. The implied volatity was 35.00, the open interest changed by 92 which increased total open position to 915


On 12 Nov PEL was trading at 1023.15. The strike last trading price was 6.45, which was -2.65 lower than the previous day. The implied volatity was 34.01, the open interest changed by -14 which decreased total open position to 817


On 11 Nov PEL was trading at 1037.00. The strike last trading price was 9.1, which was -4.70 lower than the previous day. The implied volatity was 32.40, the open interest changed by -48 which decreased total open position to 831


On 8 Nov PEL was trading at 1047.65. The strike last trading price was 13.8, which was -10.05 lower than the previous day. The implied volatity was 32.33, the open interest changed by 69 which increased total open position to 877


On 7 Nov PEL was trading at 1066.90. The strike last trading price was 23.85, which was -14.15 lower than the previous day. The implied volatity was 33.94, the open interest changed by 58 which increased total open position to 808


On 6 Nov PEL was trading at 1094.25. The strike last trading price was 38, which was 9.00 higher than the previous day. The implied volatity was 34.96, the open interest changed by 53 which increased total open position to 751


On 5 Nov PEL was trading at 1072.15. The strike last trading price was 29, which was 6.80 higher than the previous day. The implied volatity was 36.06, the open interest changed by -65 which decreased total open position to 703


On 4 Nov PEL was trading at 1051.00. The strike last trading price was 22.2, which was -7.60 lower than the previous day. The implied volatity was 37.54, the open interest changed by 169 which increased total open position to 770


On 1 Nov PEL was trading at 1065.95. The strike last trading price was 29.8, which was -1.20 lower than the previous day. The implied volatity was 37.02, the open interest changed by 47 which increased total open position to 601


On 31 Oct PEL was trading at 1061.20. The strike last trading price was 31, which was -8.05 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 39.05, which was -3.90 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 42.95, which was 0.95 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 42, which was 7.00 higher 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 35, which was -1.00 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 36, 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 36, which was 3.00 higher 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 33, which was 4.00 higher 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 29, which was -1.60 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 30.6, which was -1.00 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 31.6, which was -29.65 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 61.25, which was 5.25 higher 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 56, which was 0.10 higher 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 55.9, which was -33.05 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, 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 88.95, which was 88.95 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


PEL 28NOV2024 1100 PE
Delta: -0.82
Vega: 0.54
Theta: -0.29
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 1044.25 60 -33.00 27.98 14 -2 164
13 Nov 1012.30 93 13.85 42.22 20 -15 167
12 Nov 1023.15 79.15 5.15 31.14 4 0 182
11 Nov 1037.00 74 8.45 40.81 70 -12 181
8 Nov 1047.65 65.55 13.75 36.68 130 -30 194
7 Nov 1066.90 51.8 15.15 36.51 155 6 224
6 Nov 1094.25 36.65 -16.10 34.73 352 73 219
5 Nov 1072.15 52.75 -14.40 37.63 36 7 146
4 Nov 1051.00 67.15 9.15 36.79 33 1 139
1 Nov 1065.95 58 -2.10 35.58 1 0 138
31 Oct 1061.20 60.1 8.15 - 96 15 138
30 Oct 1079.00 51.95 0.95 - 170 28 122
29 Oct 1083.50 51 -2.00 - 56 28 94
28 Oct 1075.15 53 -34.25 - 67 58 66
25 Oct 1051.80 87.25 0.00 - 5 0 8
24 Oct 1052.25 87.25 0.00 - 5 0 8
23 Oct 1044.25 87.25 0.00 - 5 0 8
22 Oct 1025.65 87.25 0.00 - 5 0 8
21 Oct 1031.60 87.25 12.05 - 5 2 8
18 Oct 1035.95 75.2 0.00 - 0 -2 0
17 Oct 1036.05 75.2 24.10 - 10 -3 5
16 Oct 1104.10 51.1 1.15 - 7 0 2
15 Oct 1095.85 49.95 -63.50 - 2 0 0
14 Oct 1095.70 113.45 0.00 - 0 0 0
11 Oct 1079.80 113.45 0.00 - 0 0 0
10 Oct 1052.40 113.45 0.00 - 0 0 0
8 Oct 1024.00 113.45 0.00 - 0 0 0
4 Oct 1032.45 113.45 0.00 - 0 0 0
27 Sept 1093.70 113.45 -462.35 - 0 0 0
26 Sept 1088.95 575.8 0.00 - 0 0 0
25 Sept 1069.20 575.8 0.00 - 0 0 0
24 Sept 1061.25 575.8 0.00 - 0 0 0
23 Sept 1073.20 575.8 0.00 - 0 0 0
20 Sept 1046.55 575.8 0.00 - 0 0 0
19 Sept 1050.55 575.8 0.00 - 0 0 0
18 Sept 1081.70 575.8 0.00 - 0 0 0
17 Sept 1090.85 575.8 0.00 - 0 0 0
16 Sept 1122.65 575.8 0.00 - 0 0 0
13 Sept 1119.10 575.8 0.00 - 0 0 0
12 Sept 1069.90 575.8 0.00 - 0 0 0
11 Sept 1043.35 575.8 0.00 - 0 0 0
10 Sept 1058.25 575.8 0.00 - 0 0 0
9 Sept 1062.90 575.8 0.00 - 0 0 0
6 Sept 1052.75 575.8 0.00 - 0 0 0
5 Sept 1078.80 575.8 0.00 - 0 0 0
4 Sept 1057.45 575.8 0.00 - 0 0 0
3 Sept 1064.20 575.8 0.00 - 0 0 0
2 Sept 1057.60 575.8 - 0 0 0


For Piramal Enterprises Ltd - strike price 1100 expiring on 28NOV2024

Delta for 1100 PE is -0.82

Historical price for 1100 PE is as follows

On 14 Nov PEL was trading at 1044.25. The strike last trading price was 60, which was -33.00 lower than the previous day. The implied volatity was 27.98, the open interest changed by -2 which decreased total open position to 164


On 13 Nov PEL was trading at 1012.30. The strike last trading price was 93, which was 13.85 higher than the previous day. The implied volatity was 42.22, the open interest changed by -15 which decreased total open position to 167


On 12 Nov PEL was trading at 1023.15. The strike last trading price was 79.15, which was 5.15 higher than the previous day. The implied volatity was 31.14, the open interest changed by 0 which decreased total open position to 182


On 11 Nov PEL was trading at 1037.00. The strike last trading price was 74, which was 8.45 higher than the previous day. The implied volatity was 40.81, the open interest changed by -12 which decreased total open position to 181


On 8 Nov PEL was trading at 1047.65. The strike last trading price was 65.55, which was 13.75 higher than the previous day. The implied volatity was 36.68, the open interest changed by -30 which decreased total open position to 194


On 7 Nov PEL was trading at 1066.90. The strike last trading price was 51.8, which was 15.15 higher than the previous day. The implied volatity was 36.51, the open interest changed by 6 which increased total open position to 224


On 6 Nov PEL was trading at 1094.25. The strike last trading price was 36.65, which was -16.10 lower than the previous day. The implied volatity was 34.73, the open interest changed by 73 which increased total open position to 219


On 5 Nov PEL was trading at 1072.15. The strike last trading price was 52.75, which was -14.40 lower than the previous day. The implied volatity was 37.63, the open interest changed by 7 which increased total open position to 146


On 4 Nov PEL was trading at 1051.00. The strike last trading price was 67.15, which was 9.15 higher than the previous day. The implied volatity was 36.79, the open interest changed by 1 which increased total open position to 139


On 1 Nov PEL was trading at 1065.95. The strike last trading price was 58, which was -2.10 lower than the previous day. The implied volatity was 35.58, the open interest changed by 0 which decreased total open position to 138


On 31 Oct PEL was trading at 1061.20. The strike last trading price was 60.1, which was 8.15 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 51.95, which was 0.95 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 51, which was -2.00 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 53, which was -34.25 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 87.25, 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 87.25, 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 87.25, 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 87.25, 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 87.25, which was 12.05 higher 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 75.2, 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 75.2, which was 24.10 higher 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 51.1, which was 1.15 higher 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 49.95, which was -63.50 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 113.45, 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 113.45, 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 113.45, 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 113.45, 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 113.45, 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 113.45, which was -462.35 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, 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 575.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to