PEL
Piramal Enterprises Ltd
Historical option data for PEL
27 Dec 2024 04:13 PM IST
| PEL 30JAN2025 1100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.60
Vega: 1.30
Theta: -0.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1107.00 | 46.25 | 5.25 | 26.48 | 1,137 | -29 | 424 | |||
| 26 Dec | 1098.45 | 41 | 3.50 | 27.91 | 574 | 211 | 454 | |||
| 24 Dec | 1090.55 | 37.5 | -6.20 | 28.56 | 247 | 55 | 241 | |||
| 23 Dec | 1085.25 | 43.7 | -8.30 | 33.25 | 470 | 152 | 187 | |||
| 20 Dec | 1093.70 | 52 | -14.00 | 34.85 | 19 | 7 | 40 | |||
| 19 Dec | 1122.55 | 66 | -21.00 | 31.69 | 44 | 30 | 35 | |||
| 18 Dec | 1147.65 | 87 | -88.00 | 32.80 | 6 | 4 | 5 | |||
| 17 Dec | 1224.95 | 175 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 1252.30 | 175 | 34.05 | 0.00 | 0 | 1 | 0 | |||
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| 9 Dec | 1241.10 | 140.95 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1239.50 | 140.95 | - | 0 | 0 | 0 | ||||
For Piramal Enterprises Ltd - strike price 1100 expiring on 30JAN2025
Delta for 1100 CE is 0.60
Historical price for 1100 CE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 46.25, which was 5.25 higher than the previous day. The implied volatity was 26.48, the open interest changed by -29 which decreased total open position to 424
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 41, which was 3.50 higher than the previous day. The implied volatity was 27.91, the open interest changed by 211 which increased total open position to 454
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 37.5, which was -6.20 lower than the previous day. The implied volatity was 28.56, the open interest changed by 55 which increased total open position to 241
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 43.7, which was -8.30 lower than the previous day. The implied volatity was 33.25, the open interest changed by 152 which increased total open position to 187
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 52, which was -14.00 lower than the previous day. The implied volatity was 34.85, the open interest changed by 7 which increased total open position to 40
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 66, which was -21.00 lower than the previous day. The implied volatity was 31.69, the open interest changed by 30 which increased total open position to 35
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 87, which was -88.00 lower than the previous day. The implied volatity was 32.80, the open interest changed by 4 which increased total open position to 5
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 175, which was 0.00 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 13 Dec PEL was trading at 1252.30. The strike last trading price was 175, which was 34.05 higher than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 140.95, 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 Dec PEL was trading at 1239.50. The strike last trading price was 140.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| PEL 30JAN2025 1100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 1.31
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1107.00 | 32.3 | -3.20 | 30.98 | 685 | 62 | 786 |
| 26 Dec | 1098.45 | 35.5 | -6.60 | 28.65 | 213 | 19 | 724 |
| 24 Dec | 1090.55 | 42.1 | -9.90 | 29.07 | 722 | 452 | 706 |
| 23 Dec | 1085.25 | 52 | 1.15 | 35.18 | 209 | 9 | 256 |
| 20 Dec | 1093.70 | 50.85 | 15.10 | 35.81 | 244 | 141 | 248 |
| 19 Dec | 1122.55 | 35.75 | 8.40 | 34.01 | 202 | 41 | 107 |
| 18 Dec | 1147.65 | 27.35 | 17.85 | 34.37 | 137 | 41 | 66 |
| 17 Dec | 1224.95 | 9.5 | -2.50 | 31.76 | 26 | 6 | 15 |
| 13 Dec | 1252.30 | 12 | -2.00 | 37.61 | 2 | 0 | 7 |
| 9 Dec | 1241.10 | 14 | -0.85 | 36.64 | 5 | 4 | 6 |
| 6 Dec | 1239.50 | 14.85 | 36.51 | 2 | 1 | 1 | |
For Piramal Enterprises Ltd - strike price 1100 expiring on 30JAN2025
Delta for 1100 PE is -0.41
Historical price for 1100 PE is as follows
On 27 Dec PEL was trading at 1107.00. The strike last trading price was 32.3, which was -3.20 lower than the previous day. The implied volatity was 30.98, the open interest changed by 62 which increased total open position to 786
On 26 Dec PEL was trading at 1098.45. The strike last trading price was 35.5, which was -6.60 lower than the previous day. The implied volatity was 28.65, the open interest changed by 19 which increased total open position to 724
On 24 Dec PEL was trading at 1090.55. The strike last trading price was 42.1, which was -9.90 lower than the previous day. The implied volatity was 29.07, the open interest changed by 452 which increased total open position to 706
On 23 Dec PEL was trading at 1085.25. The strike last trading price was 52, which was 1.15 higher than the previous day. The implied volatity was 35.18, the open interest changed by 9 which increased total open position to 256
On 20 Dec PEL was trading at 1093.70. The strike last trading price was 50.85, which was 15.10 higher than the previous day. The implied volatity was 35.81, the open interest changed by 141 which increased total open position to 248
On 19 Dec PEL was trading at 1122.55. The strike last trading price was 35.75, which was 8.40 higher than the previous day. The implied volatity was 34.01, the open interest changed by 41 which increased total open position to 107
On 18 Dec PEL was trading at 1147.65. The strike last trading price was 27.35, which was 17.85 higher than the previous day. The implied volatity was 34.37, the open interest changed by 41 which increased total open position to 66
On 17 Dec PEL was trading at 1224.95. The strike last trading price was 9.5, which was -2.50 lower than the previous day. The implied volatity was 31.76, the open interest changed by 6 which increased total open position to 15
On 13 Dec PEL was trading at 1252.30. The strike last trading price was 12, which was -2.00 lower than the previous day. The implied volatity was 37.61, the open interest changed by 0 which decreased total open position to 7
On 9 Dec PEL was trading at 1241.10. The strike last trading price was 14, which was -0.85 lower than the previous day. The implied volatity was 36.64, the open interest changed by 4 which increased total open position to 6
On 6 Dec PEL was trading at 1239.50. The strike last trading price was 14.85, which was lower than the previous day. The implied volatity was 36.51, the open interest changed by 1 which increased total open position to 1
